| TradeStation Strategy Performance Report | |||||||||
| Time Analysis (Days) | |||||||||
| Trading period | |||||||||
| Years | 2.36 | ||||||||
| Months | 28.37 | ||||||||
| Weeks | 122.96 | ||||||||
| Days | 863.06 | ||||||||
| Time in the market | 60 | ||||||||
| Percent in the market | 6.78% | ||||||||
| Longest flat period | 12.74 | ||||||||
| Avg. time in trades | 0.12 | ||||||||
| Avg. time between trades | 1.60 | ||||||||
| Avg. time in winning trades | 0.12 | ||||||||
| Avg. time between winning trades | 2.35 | ||||||||
| Avg. time in losing trades | 0.12 | ||||||||
| Avg. time between losing trades | 5.48 | ||||||||
| Equity Curve Analysis | |||||||||
| Avg. time between peaks (days) | 11.49 | ||||||||
| Maximum Equity Run-up (daily) | $132 622.25 | 03/04/2009 | -8452.66% | ||||||
| Maximum Equity Drawdown (daily) | ($4 692.50) | 25/09/2008 | 4.60% | ||||||
| Average Monthly Return | |||||||||
| Standard Deviation of Monthly Returns | |||||||||