| TradeStation Strategy Performance Report | |||||||
| Monthly Trading Summary | |||||||
| Monthly Average Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| January | $4 020.9167 | 311.00% | 1.76 | 21.33 | 62.50% | ||
| February | $2 842.3333 | 11.94% | 2.05 | 12.67 | 71.05% | ||
| March | $6 561.7500 | 48.08% | 3.26 | 14.67 | 72.73% | ||
| April | $5 954.5833 | 16.79% | 2.68 | 16.33 | 73.47% | ||
| May | $8 607.6250 | 23.08% | 3.61 | 23.00 | 69.57% | ||
| June | $4 686.3750 | 11.86% | 2.23 | 16.00 | 71.88% | ||
| July | $3 390.6250 | 6.97% | 1.61 | 19.00 | 63.16% | ||
| August | $4 522.7500 | 7.29% | 1.70 | 22.00 | 59.09% | ||
| September | $3 130.2500 | 7.22% | 1.82 | 16.50 | 72.73% | ||
| October | $3 357.6250 | 4.83% | 1.64 | 20.50 | 60.98% | ||
| November | $4 104.0000 | 8.52% | 2.37 | 12.67 | 71.05% | ||
| December | $1 737.3333 | (48.49%) | 1.58 | 12.00 | 61.11% | ||
| Monthly Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 4/09 | $3 281.2500 | 2.57% | 4.66 | 5 | 80.00% | ||
| 3/09 | $8 986.5000 | 7.57% | 3.90 | 18 | 72.22% | ||
| 2/09 | $3 929.5000 | 3.42% | 2.48 | 12 | 75.00% | ||
| 1/09 | $3 338.5000 | 2.99% | 1.63 | 19 | 57.89% | ||
| 12/08 | $2 694.7500 | 2.48% | 2.51 | 8 | 75.00% | ||
| 11/08 | $7 480.5000 | 7.38% | 3.99 | 15 | 80.00% | ||
| 10/08 | $2 670.2500 | 2.71% | 1.39 | 20 | 60.00% | ||
| 9/08 | ($1 916.2500) | (1.91%) | 0.69 | 14 | 50.00% | ||
| 8/08 | $4 583.7500 | 4.77% | 1.73 | 23 | 56.52% | ||
| 7/08 | $1 957.0000 | 2.08% | 1.30 | 19 | 57.89% | ||
| 6/08 | $2 224.0000 | 2.42% | 1.68 | 12 | 66.67% | ||
| 5/08 | $8 289.2500 | 9.92% | 4.29 | 20 | 65.00% | ||
| 4/08 | $7 877.2500 | 10.41% | 2.50 | 22 | 72.73% | ||
| 3/08 | $360.2500 | 0.48% | 1.08 | 11 | 54.55% | ||
| 2/08 | $2 920.7500 | 4.04% | 2.13 | 11 | 72.73% | ||
| 1/08 | $3 386.5000 | 4.91% | 1.61 | 22 | 63.64% | ||
| 12/07 | $764.5000 | 1.12% | 1.16 | 17 | 58.82% | ||
| 11/07 | $6 007.2500 | 9.66% | 2.58 | 18 | 72.22% | ||
| 10/07 | $4 045.0000 | 6.95% | 2.07 | 21 | 61.90% | ||
| 9/07 | $8 176.7500 | 16.35% | 6.91 | 19 | 89.47% | ||
| 8/07 | $4 461.7500 | 9.80% | 1.67 | 21 | 61.90% | ||
| 7/07 | $4 824.2500 | 11.85% | 2.08 | 19 | 68.42% | ||
| 6/07 | $7 148.7500 | 21.30% | 2.63 | 20 | 75.00% | ||
| 5/07 | $8 926.0000 | 36.23% | 3.18 | 26 | 73.08% | ||
| 4/07 | $6 705.2500 | 37.40% | 2.50 | 22 | 72.73% | ||
| 3/07 | $10 338.5000 | 136.19% | 10.35 | 15 | 86.67% | ||
| 2/07 | $1 676.7500 | 28.35% | 1.58 | 15 | 66.67% | ||
| 1/07 | $5 337.7500 | 925.09% | 2.06 | 23 | 65.22% | ||
| 12/06 | $1 752.7500 | (149.08%) | 1.73 | 11 | 54.55% | ||
| 11/06 | ($1 175.7500) | N/A | 0.56 | 5 | 40.00% | ||
| Monthly Rolling Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 4/09 | $3 281.2500 | 2.57% | 4.66 | 5 | 80.00% | ||
| 3/09-4/09 | $12 267.7500 | 10.33% | 4.07 | 23 | 73.91% | ||
| 2/09-4/09 | $16 197.2500 | 14.10% | 3.43 | 35 | 74.29% | ||
| 1/09-4/09 | $19 535.7500 | 17.52% | 2.63 | 54 | 68.52% | ||
| 12/08-4/09 | $22 230.5000 | 20.43% | 2.62 | 62 | 69.35% | ||
| 11/08-4/09 | $29 711.0000 | 29.32% | 2.83 | 77 | 71.43% | ||
| 10/08-4/09 | $32 381.2500 | 32.82% | 2.41 | 97 | 69.07% | ||
| 9/08-4/09 | $30 465.0000 | 30.29% | 2.04 | 111 | 66.67% | ||
| 8/08-4/09 | $35 048.7500 | 36.51% | 1.99 | 134 | 64.93% | ||
| 7/08-4/09 | $37 005.7500 | 39.35% | 1.88 | 153 | 64.05% | ||
| 6/08-4/09 | $39 229.7500 | 42.72% | 1.86 | 165 | 64.24% | ||
| 5/08-4/09 | $47 519.0000 | 56.89% | 1.99 | 185 | 64.32% | ||
| 4/08-4/09 | $55 396.2500 | 73.22% | 2.04 | 207 | 65.22% | ||
| 3/08-4/09 | $55 756.5000 | 74.05% | 1.97 | 218 | 64.68% | ||
| 2/08-4/09 | $58 677.2500 | 81.07% | 1.97 | 229 | 65.07% | ||
| 1/08-4/09 | $62 063.7500 | 89.96% | 1.94 | 251 | 64.94% | ||
| 12/07-4/09 | $62 828.2500 | 92.09% | 1.89 | 268 | 64.55% | ||
| 11/07-4/09 | $68 835.5000 | 110.64% | 1.93 | 286 | 65.03% | ||
| 10/07-4/09 | $72 880.5000 | 125.28% | 1.93 | 307 | 64.82% | ||
| 9/07-4/09 | $81 057.2500 | 162.13% | 2.02 | 326 | 66.26% | ||
| 8/07-4/09 | $85 519.0000 | 187.81% | 1.99 | 347 | 65.99% | ||
| 7/07-4/09 | $90 343.2500 | 221.92% | 2.00 | 366 | 66.12% | ||
| 6/07-4/09 | $97 492.0000 | 290.49% | 2.03 | 386 | 66.58% | ||
| 5/07-4/09 | $106 418.0000 | 431.97% | 2.07 | 412 | 66.99% | ||
| 4/07-4/09 | $113 123.2500 | 630.92% | 2.09 | 434 | 67.28% | ||
| 3/07-4/09 | $123 461.7500 | 1626.32% | 2.18 | 449 | 67.93% | ||
| 2/07-4/09 | $125 138.5000 | 2115.70% | 2.16 | 464 | 67.89% | ||
| 1/07-4/09 | $130 476.2500 | 22612.87% | 2.16 | 487 | 67.76% | ||
| 12/06-4/09 | $132 229.0000 | (11246.35%) | 2.15 | 498 | 67.47% | ||
| 11/06-4/09 | $131 053.2500 | ########## | 2.11 | 503 | 67.20% | ||