| TradeStation Strategy Performance Report | |||||||||
| Time Analysis (Days) | |||||||||
| Trading period | |||||||||
| Years | 0,12 | ||||||||
| Months | 1,45 | ||||||||
| Weeks | 6,29 | ||||||||
| Days | 44,17 | ||||||||
| Time in the market | 42 | ||||||||
| Percent in the market | 82,98% | ||||||||
| Longest flat period | 1,67 | ||||||||
| Avg. time in trades | 1,43 | ||||||||
| Avg. time between trades | 0,08 | ||||||||
| Avg. time in winning trades | 2,25 | ||||||||
| Avg. time between winning trades | 0,26 | ||||||||
| Avg. time in losing trades | 0,26 | ||||||||
| Avg. time between losing trades | 3,70 | ||||||||
| Equity Curve Analysis | |||||||||
| Avg. time between peaks (days) | 13,60 | ||||||||
| Maximum Equity Run-up (daily) | $1 515,00 | 20-11-03 | 15,26% | ||||||
| Maximum Equity Drawdown (daily) | ($233,00) | 07-11-03 | 2,13% | ||||||
| Average Monthly Return | |||||||||
| Standard Deviation of Monthly Returns | |||||||||