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The RH.FTSE 100 Traded Options System.
Performance Summary Last 4 Years.
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TradeStation Strategy Performance Report - ONE TO ONE D LX0070-Daily
(01/11/96-11/04/00) |
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Performance Summary: All Trades |
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Total Net Profit |
$35,248.00 |
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Open position P/L |
($3,586.00) |
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Gross Profit |
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$37,223.00 |
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Gross Loss |
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($1,975.00) |
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Total # of trades |
17 |
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Percent profitable |
82.35% |
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Number winning trades |
14 |
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Number losing trades |
3 |
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Largest winning trade |
$6,031.00 |
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Largest losing trade |
($775.00) |
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Average winning trade |
$2,658.79 |
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Average losing trade |
($658.33) |
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Ratio avg win/avg loss |
4.04 |
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Avg trade (win & loss) |
$2,073.41 |
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Max consec. Winners |
6 |
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Max consec. losers |
1 |
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Avg # bars in winners |
45 |
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Avg # bars in losers |
4 |
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Max intraday drawdown |
($4,834.00) |
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Profit Factor |
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18.85 |
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Max # contracts held |
1 |
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Account size required |
$4,834.00 |
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Return on account |
729.17% |
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Performance Summary: Long Trades |
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Total Net Profit |
$29,156.00 |
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Open position P/L |
($3,586.00) |
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Gross Profit |
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$29,756.00 |
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Gross Loss |
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($600.00) |
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Total # of trades |
12 |
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Percent profitable |
91.67% |
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Number winning trades |
11 |
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Number losing trades |
1 |
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Largest winning trade |
$5,748.00 |
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Largest losing trade |
($600.00) |
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Average winning trade |
$2,705.09 |
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Average losing trade |
($600.00) |
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Ratio avg win/avg loss |
4.51 |
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Avg trade (win & loss) |
$2,429.67 |
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Max consec. Winners |
9 |
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Max consec. losers |
1 |
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Avg # bars in winners |
49 |
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Avg # bars in losers |
8 |
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Max intraday drawdown |
($4,834.00) |
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Profit Factor |
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49.59 |
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Max # contracts held |
1 |
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Account size required |
$4,834.00 |
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Return on account |
603.14% |
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Performance Summary: Short Trades |
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Total Net Profit |
$6,092.00 |
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Open position P/L |
$0.00 |
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Gross Profit |
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$7,467.00 |
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Gross Loss |
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($1,375.00) |
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Total # of trades |
5 |
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Percent profitable |
60.00% |
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Number winning trades |
3 |
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Number losing trades |
2 |
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Largest winning trade |
$6,031.00 |
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Largest losing trade |
($775.00) |
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Average winning trade |
$2,489.00 |
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Average losing trade |
($687.50) |
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Ratio avg win/avg loss |
3.62 |
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Avg trade (win & loss) |
$1,218.40 |
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Max consec. Winners |
3 |
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Max consec. losers |
2 |
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Avg # bars in winners |
31 |
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Avg # bars in losers |
2 |
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Max intraday drawdown |
($1,566.00) |
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Profit Factor |
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5.43 |
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Max # contracts held |
1 |
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Account size required |
$1,566.00 |
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Return on account |
389.02% |
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