| TradeStation Strategy Performance Report | ||||||||
| TradeStation Strategy Performance Report - TSGO_TEST EURJPY A0-FX-Daily | ||||||||
| Performance Summary: All Trades | ||||||||
| Total Net Profit | $5 801,0000 | Open position P/L | $0,0000 | |||||
| Gross Profit | $6 628,0000 | Gross Loss | ($827,0000) | |||||
| Total # of trades | 29 | Percent profitable | 68,97% | |||||
| Number winning trades | 20 | Number losing trades | 9 | |||||
| Largest winning trade | $1 071,0000 | Largest losing trade | ($417,0000) | |||||
| Average winning trade | $331,4000 | Average losing trade | ($91,8889) | |||||
| Ratio avg win/avg loss | 3,6065 | Avg trade (win & loss) | $200,0345 | |||||
| Max consec. Winners | 6 | Max consec. losers | 2 | |||||
| Avg # bars in winners | 27 | Avg # bars in losers | 16 | |||||
| Max intraday drawdown | ($718,0000) | |||||||
| Profit Factor | 8,0145 | Max # contracts held | 1 | |||||
| Account size required | $718,0000 | Return on account | 807,94% | |||||
| Performance Summary: Long Trades | ||||||||
| Total Net Profit | $3 938,0000 | Open position P/L | $0,0000 | |||||
| Gross Profit | $4 400,0000 | Gross Loss | ($462,0000) | |||||
| Total # of trades | 15 | Percent profitable | 73,33% | |||||
| Number winning trades | 11 | Number losing trades | 4 | |||||
| Largest winning trade | $1 048,0000 | Largest losing trade | ($417,0000) | |||||
| Average winning trade | $400,0000 | Average losing trade | ($115,5000) | |||||
| Ratio avg win/avg loss | 3,4632 | Avg trade (win & loss) | $262,5333 | |||||
| Max consec. Winners | 6 | Max consec. losers | 1 | |||||
| Avg # bars in winners | 39 | Avg # bars in losers | 24 | |||||
| Max intraday drawdown | ($549,0000) | |||||||
| Profit Factor | 9,5238 | Max # contracts held | 1 | |||||
| Account size required | $549,0000 | Return on account | 717,30% | |||||
| Performance Summary: Short Trades | ||||||||
| Total Net Profit | $1 863,0000 | Open position P/L | $0,0000 | |||||
| Gross Profit | $2 228,0000 | Gross Loss | ($365,0000) | |||||
| Total # of trades | 14 | Percent profitable | 64,29% | |||||
| Number winning trades | 9 | Number losing trades | 5 | |||||
| Largest winning trade | $1 071,0000 | Largest losing trade | ($169,0000) | |||||
| Average winning trade | $247,5556 | Average losing trade | ($73,0000) | |||||
| Ratio avg win/avg loss | 3,3912 | Avg trade (win & loss) | $133,0714 | |||||
| Max consec. Winners | 3 | Max consec. losers | 2 | |||||
| Avg # bars in winners | 12 | Avg # bars in losers | 10 | |||||
| Max intraday drawdown | ($278,0000) | |||||||
| Profit Factor | 6,1041 | Max # contracts held | 1 | |||||
| Account size required | $278,0000 | Return on account | 670,14% | |||||