Trade Analysis (DC Rocks US ES5)

All Trades Winners Losers
Total Number of Trades 715 465 250
Avg. Trade Net Profit $381.83 $917.47 ($614.45)
1 Std. Deviation of Avg. Trade $1,060.60 $861.15 $557.92
Avg. Trade + 1 Std. Deviation $1,442.43 $1,778.62 ($56.53)
Avg. Trade – 1 Std. Deviation ($678.76) $56.32 ($1,172.37)
Coefficient of Variation 277.76% 93.86% 90.80%
Time Averages
Avg. Time in Trades 4 hours, 40 Minutes 4 hours, 52 Minutes 4 hours, 18 Minutes
Avg. Time Between Trades 4 days, 21 hours, 36 Minutes 7 days, 14 hours, 27 Minutes 14 days, 9 hours, 5 Minutes
Avg. Time Between Trade Profit Peaks 135 days, 4 hours, 49 Minutes
Outliers Total Positive Negative
Number of Outliers 11 7 4
Outlier Profit/Loss $20,587.40 $34,423.80 ($13,836.40)
Run-up/Drawdown Run-up Drawdown
Max. Value $6,425.00 ($4,300.00)
Max. Value Date 10/28/2008 8/9/2011
Avg. Value $857.66 ($543.58)
1 Std. Deviation $833.84 $551.75
Avg. + 1 Std. Deviation $1,691.50 $8.17
Avg. – 1 Std. Deviation $23.82 ($1,095.33)
Coefficient of Variation 97.22% 101.50%
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 21.22% 58.35% 62.87%
1 Std. Deviation 55.74% 31.25% 31.70%
Avg. + 1 Std. Deviation 76.96% 89.60% 94.57%
Avg. – 1 Std. Deviation -34.53% 27.09% 31.17%
Coefficient of Variation 262.74% 53.56% 50.42%
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 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $6,278.40 ($4,321.60)
Largest Profit/Loss as % of Gross 1.47% 2.81%
Largest Consec. Profit/Loss $31,677.20 ($4,736.40)
Largest Consec. Profit/Loss as % of Gross 7.43% 3.08%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 55 $670.52 ($644.94)
2 40 $734.10 ($622.09)
3 23 $875.95 ($693.49)
4 11 $894.84 ($605.69)
5 11 $896.78 ($744.48)
6 6 $789.42 ($413.55)
7 4 $889.11 ($434.10)
8 5 $1,391.17 ($1,011.60)
10 2 $1,412.15 ($834.10)
12 1 $1,332.42 ($1,121.60)
13 2 $1,103.40 ($484.10)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 105 ($711.13) $811.13
2 35 ($567.44) $730.04
3 10 ($595.41) $885.90
4 7 ($483.96) $631.73
5 2 ($405.86) $565.90
7 1 ($535.89) $353.40