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The RH. FTSE 100 Index Futures System.
Performance Summary for the last Four years.
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TradeStation Strategy Performance Report |
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TradeStation Strategy Performance Report - FUTURE FF0070-Daily
(01/09/95-02/05/00) |
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Performance Summary: All Trades |
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Total Net Profit |
$36,616.00 |
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Open position P/L |
$0.00 |
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Gross Profit |
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$50,230.00 |
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Gross Loss |
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($13,614.00) |
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Total # of trades |
21 |
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Percent profitable |
85.71% |
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Number winning trades |
18 |
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Number losing trades |
3 |
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Largest winning trade |
$5,799.00 |
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Largest losing trade |
($5,115.00) |
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Average winning trade |
$2,790.56 |
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Average losing trade |
($4,538.00) |
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Ratio avg win/avg loss |
.61 |
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Avg trade (win & loss) |
$1,743.62 |
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Max consec. Winners |
9 |
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Max consec. losers |
1 |
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Avg # bars in winners |
44 |
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Avg # bars in losers |
38 |
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Max intraday drawdown |
($9,575.00) |
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Profit Factor |
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3.69 |
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Max # contracts held |
1 |
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Account size required |
$9,575.00 |
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Return on account |
382.41% |
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Performance Summary: Long Trades |
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Total Net Profit |
$28,731.00 |
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Open position P/L |
$0.00 |
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Gross Profit |
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$42,345.00 |
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Gross Loss |
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($13,614.00) |
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Total # of trades |
15 |
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Percent profitable |
80.00% |
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Number winning trades |
12 |
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Number losing trades |
3 |
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Largest winning trade |
$5,799.00 |
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Largest losing trade |
($5,115.00) |
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Average winning trade |
$3,528.75 |
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Average losing trade |
($4,538.00) |
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Ratio avg win/avg loss |
.78 |
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Avg trade (win & loss) |
$1,915.40 |
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Max consec. Winners |
5 |
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Max consec. losers |
1 |
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Avg # bars in winners |
61 |
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Avg # bars in losers |
38 |
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Max intraday drawdown |
($10,280.00) |
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Profit Factor |
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3.11 |
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Max # contracts held |
1 |
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Account size required |
$10,280.00 |
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Return on account |
279.48% |
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Performance Summary: Short Trades |
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Total Net Profit |
$7,885.00 |
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Open position P/L |
$0.00 |
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Gross Profit |
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$7,885.00 |
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Gross Loss |
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$0.00 |
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Total # of trades |
6 |
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Percent profitable |
100.00% |
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Number winning trades |
6 |
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Number losing trades |
0 |
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Largest winning trade |
$2,521.00 |
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Largest losing trade |
$0.00 |
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Average winning trade |
$1,314.17 |
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Average losing trade |
$0.00 |
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Ratio avg win/avg loss |
100.00 |
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Avg trade (win & loss) |
$1,314.17 |
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Max consec. Winners |
6 |
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Max consec. losers |
0 |
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Avg # bars in winners |
11 |
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Avg # bars in losers |
0 |
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Max intraday drawdown |
($3,097.00) |
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Profit Factor |
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100.00 |
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Max # contracts held |
1 |
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Account size required |
$3,097.00 |
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Return on account |
254.60% |
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