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FTSE 100 Traded Options System.
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TradeStation Strategy Performance Report - ONE TO ONE D LX0070-Daily
(04/01/89-11/04/00) |
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Performance Summary: All Trades |
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Total Net Profit |
$71,758.00 |
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Open position P/L |
($3,586.00) |
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Gross Profit |
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$83,341.00 |
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Gross Loss |
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($11,583.00) |
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Total # of trades |
73 |
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Percent profitable |
71.23% |
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Number winning trades |
52 |
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Number losing trades |
21 |
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Largest winning trade |
$6,031.00 |
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Largest losing trade |
($926.00) |
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Average winning trade |
$1,602.71 |
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Average losing trade |
($551.57) |
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Ratio avg win/avg loss |
2.91 |
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Avg trade (win & loss) |
$982.99 |
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Max consec. Winners |
7 |
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Max consec. losers |
4 |
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Avg # bars in winners |
35 |
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Avg # bars in losers |
11 |
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Max intraday drawdown |
($4,834.00) |
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Profit Factor |
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7.20 |
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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 |
1484.44% |
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Performance Summary: Long Trades |
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Total Net Profit |
$56,299.00 |
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Open position P/L |
($3,586.00) |
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Gross Profit |
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$63,741.00 |
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Gross Loss |
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($7,442.00) |
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Total # of trades |
52 |
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Percent profitable |
75.00% |
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Number winning trades |
39 |
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Number losing trades |
13 |
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Largest winning trade |
$5,748.00 |
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Largest losing trade |
($926.00) |
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Average winning trade |
$1,634.38 |
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Average losing trade |
($572.46) |
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Ratio avg win/avg loss |
2.86 |
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Avg trade (win & loss) |
$1,082.67 |
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Max consec. Winners |
13 |
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Max consec. losers |
2 |
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Avg # bars in winners |
36 |
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Avg # bars in losers |
14 |
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Max intraday drawdown |
($4,834.00) |
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Profit Factor |
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8.57 |
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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 |
1164.65% |
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Performance Summary: Short Trades |
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Total Net Profit |
$15,459.00 |
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Open position P/L |
$0.00 |
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Gross Profit |
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$19,600.00 |
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Gross Loss |
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($4,141.00) |
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Total # of trades |
21 |
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Percent profitable |
61.90% |
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Number winning trades |
13 |
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Number losing trades |
8 |
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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 |
$1,507.69 |
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Average losing trade |
($517.63) |
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Ratio avg win/avg loss |
2.91 |
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Avg trade (win & loss) |
$736.14 |
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Max consec. Winners |
4 |
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Max consec. losers |
6 |
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Avg # bars in winners |
32 |
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Avg # bars in losers |
6 |
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Max intraday drawdown |
($3,310.00) |
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Profit Factor |
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4.73 |
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Max # contracts held |
1 |
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Account size required |
$3,310.00 |
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Return on account |
467.04% |
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