TradeStation Strategy Performance Report
Winning Trade Analysis
Number of winning trades 348
Avg. winning trade $714.8348 Avg. win ± 1 STDEV $1 086.9761 / $342.6934
1 Std. Deviation (STDEV) $372.1414 Coefficient of variation 52.06%
Largest profit $1 802.2500 Largest consec. profit $10 916.2500
  % of Net Profit 1.38%   % of Net Profit 8.33%
Consecutive Winning Series Data
Consec.  # of  Average Average Loss
Winners  Series Gain/Series  Next Trade
1 38 $764.7829 ($749.7829)
2 34 $1 489.0735 ($718.5985)
3 12 $1 954.9583 ($699.8750)
4 14 $2 966.6250 ($830.8571)
5 9 $3 912.6111 ($813.9722)
6 3 $3 631.0000 ($830.8333)
7 3 $4 786.5000 ($670.5833)
8 2 $5 798.3750 ($318.7500)
9 0 $0.0000 $0.0000
10 0 $0.0000 $0.0000
11 0 $0.0000 $0.0000
12 1 $10 916.2500 ($881.2500)
13 1 $10 761.0000 ($881.5000)
14 0 $0.0000 $0.0000
15 1 $10 340.0000 ($909.0000)
Losing Trade Analysis
Number of losing trades #N/D
Avg. losing trade ($759.4145) Avg. loss ± 1 STDEV ($504.5102) / ($1 014.3188)
1 Std. Deviation (STDEV) $254.9043 Coefficient of variation 33.57%
Largest loss ($933.2500) Largest consec. loss ($2 683.2500)
  % of Net Profit 0.71%   % of Net Profit 2.05%
Consecutive Losing Series Data
Consec.  # of  Average Average Gain
Losers  Series Loss/Series  Next Trade
1 87 ($766.2557) $783.6149
2 26 ($1 513.6250) $662.9327
3 4 ($2 358.3750) $678.2500
4 1 ($2 257.2500) $765.0000