Performance Summary (DC Rocks US ES5)

TradeStation Performance Summary

All Trades Long Trades Short Trades
Total Net Profit $273,011.30 $117,902.90 $155,108.40
Gross Profit $426,623.70 $197,527.30 $229,096.40
Gross Loss ($153,612.40) ($79,624.40) ($73,988.00)
Profit Factor 2.78 2.48 3.10
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
Select Total Net Profit $252,423.90 $118,492.70 $133,931.20
Select Gross Profit $392,199.90 $191,248.90 $200,951.00
Select Gross Loss ($139,776.00) ($72,756.20) ($67,019.80)
Select Profit Factor 2.81 2.63 3.00
Adjusted Total Net Profit $243,511.80 $98,627.03 $132,450.32
Adjusted Gross Profit $406,839.50 $185,181.84 $213,249.47
Adjusted Gross Loss ($163,327.70) ($86,554.81) ($80,799.15)
Adjusted Profit Factor 2.49 2.14 2.64
Total Number of Trades 715 388 327
Percent Profitable 65.03% 65.98% 63.91%
Winning Trades 465 256 209
Losing Trades 250 132 118
Even Trades 0 0 0
Avg. Trade Net Profit $381.83 $303.87 $474.34
Avg. Winning Trade $917.47 $771.59 $1,096.16
Avg. Losing Trade ($614.45) ($603.22) ($627.02)
Ratio Avg. Win:Avg. Loss 1.49 1.28 1.75
Largest Winning Trade $6,278.40 $6,278.40 $5,853.40
Largest Losing Trade ($4,321.60) ($4,321.60) ($3,596.60)
Largest Winner as % of Gross Profit 1.47% 3.18% 2.55%
Largest Loser as % of Gross Loss 2.81% 5.43% 4.86%
Net Profit as % of Largest Loss 6,317.37% 2,728.22% 4,312.64%
Select Net Profit as % of Largest Loss 5,840.98% 2,741.87% 3,723.83%
Adjusted Net Profit as % of Largest Loss 5,634.76% 2,282.19% 3,682.65%
Max. Consecutive Winning Trades 13 13 11
Max. Consecutive Losing Trades 7 4 6
Avg. Bars in Total Trades 56.94 59.41 54.00
Avg. Bars in Winning Trades 59.31 60.97 57.27
Avg. Bars in Losing Trades 52.53 56.39 48.22
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 2 2 2
Total Shares/Contracts Held 1,389 737 652
Account Size Required $5,302.40 $6,358.00 $4,399.00
Total Slippage $8,334.00 $4,422.00 $3,912.00
Total Commission $6,667.20 $3,537.60 $3,129.60
Return on Initial Capital 273.01%
Annual Rate of Return 13.17%
Buy & Hold Return 69.40%
Return on Account 5,148.83%
Avg. Monthly Return $2,140.51
Std. Deviation of Monthly Return $2,646.45
Return Retracement Ratio 53.48
RINA Index 11,495.85
Sharpe Ratio 0.51
K-Ratio n/a
Trading Period 9 Years, 11 Months, 26 days, 14 hours, 35 Minutes
Percent of Time in the Market 3.82%
Time in the Market 4 Months, 17 days, 9 hours, 55 Minutes
Longest Flat Period 32 days, 17 hours, 55 Minutes
Max. Equity Run-up
$278,250.70
Date of Max. Equity Run-up 9/13/2016 12:05
Max. Equity Run-up as % of Initial Capital 278.25%
Max. Drawdown (Intra-day Peak to Valley)
Value ($7,246.60) ($7,968.20) ($5,632.40)
Date 8/10/2011 13:15
as % of Initial Capital 7.25% 7.97% 5.63%
Net Profit as % of Drawdown 3,767.44% 1,479.67% 2,753.86%
Select Net Profit as % of Drawdown 3,483.34% 1,487.07% 2,377.87%
Adjusted Net Profit as % of Drawdown 3,360.36% 1,237.76% 2,351.58%
Max. Drawdown (Trade Close to Trade Close)
Value ($5,302.40) ($6,358.00) ($4,399.00)
Date 05/03/16 13:00
as % of Initial Capital 5.30% 6.36% 4.40%
Net Profit as % of Drawdown 5,148.83% 1,854.40% 3,525.99%
Select Net Profit as % of Drawdown 4,760.56% 1,863.68% 3,044.58%
Adjusted Net Profit as % of Drawdown 4,592.48% 1,551.23% 3,010.92%
Max. Trade Drawdown ($4,300.00) ($4,300.00) ($3,575.00)