| TradeStation Strategy Performance Report | ||||||||
| TradeStation Strategy Performance Report - TSGO_TEST EURJPY A0-FX-60 min. | ||||||||
| Performance Summary: All Trades | ||||||||
| Total Net Profit | $1 322,0000 | Open position P/L | $30,0000 | |||||
| Gross Profit | $1 555,0000 | Gross Loss | ($233,0000) | |||||
| Total # of trades | 29 | Percent profitable | 58,62% | |||||
| Number winning trades | 17 | Number losing trades | 12 | |||||
| Largest winning trade | $385,0000 | Largest losing trade | ($86,0000) | |||||
| Average winning trade | $91,4706 | Average losing trade | ($19,4167) | |||||
| Ratio avg win/avg loss | 4,7109 | Avg trade (win & loss) | $45,5862 | |||||
| Max consec. Winners | 8 | Max consec. losers | 4 | |||||
| Avg # bars in winners | 36 | Avg # bars in losers | 6 | |||||
| Max intraday drawdown | ($129,0000) | |||||||
| Profit Factor | 6,6738 | Max # contracts held | 1 | |||||
| Account size required | $129,0000 | Return on account | 1024,81% | |||||
| Performance Summary: Long Trades | ||||||||
| Total Net Profit | $742,0000 | Open position P/L | $0,0000 | |||||
| Gross Profit | $888,0000 | Gross Loss | ($146,0000) | |||||
| Total # of trades | 15 | Percent profitable | 53,33% | |||||
| Number winning trades | 8 | Number losing trades | 7 | |||||
| Largest winning trade | $385,0000 | Largest losing trade | ($86,0000) | |||||
| Average winning trade | $111,0000 | Average losing trade | ($20,8571) | |||||
| Ratio avg win/avg loss | 5,3219 | Avg trade (win & loss) | $49,4667 | |||||
| Max consec. Winners | 4 | Max consec. losers | 3 | |||||
| Avg # bars in winners | 49 | Avg # bars in losers | 2 | |||||
| Max intraday drawdown | ($164,0000) | |||||||
| Profit Factor | 6,0822 | Max # contracts held | 1 | |||||
| Account size required | $164,0000 | Return on account | 452,44% | |||||
| Performance Summary: Short Trades | ||||||||
| Total Net Profit | $580,0000 | Open position P/L | $30,0000 | |||||
| Gross Profit | $667,0000 | Gross Loss | ($87,0000) | |||||
| Total # of trades | 14 | Percent profitable | 64,29% | |||||
| Number winning trades | 9 | Number losing trades | 5 | |||||
| Largest winning trade | $253,0000 | Largest losing trade | ($34,0000) | |||||
| Average winning trade | $74,1111 | Average losing trade | ($17,4000) | |||||
| Ratio avg win/avg loss | 4,2593 | Avg trade (win & loss) | $41,4286 | |||||
| Max consec. Winners | 4 | Max consec. losers | 2 | |||||
| Avg # bars in winners | 26 | Avg # bars in losers | 12 | |||||
| Max intraday drawdown | ($61,0000) | |||||||
| Profit Factor | 7,6667 | Max # contracts held | 1 | |||||
| Account size required | $61,0000 | Return on account | 950,82% | |||||