Hallo,
hier paar daten da zu!
hier sind aber keine stopps berüksichtig!!!!
mit stopps is es noch bessTradeStation Trade Analysis
All Trades
Winners
Losers
Total Number of Trades 903 589 314
Avg. Trade Net Profit $146.31 $663.03 ($822.94)
1 Std. Deviation of Avg. Trade $1,000.80 $541.15 $944.15
Avg. Trade + 1 Std. Deviation $1,147.12 $1,204.18 $121.21
Avg. Trade - 1 Std. Deviation ($854.49) $121.87 ($1,767.09)
Coefficient of Variation 684.02% 81.62% 114.73%
Time Averages
Avg. Time in Trades 3 Dys, 17 Hrs, 8 Mins 2 Dys, 13 Hrs, 52 Mins 5 Dys, 20 Hrs, 18 Mins
Avg. Time Between Trades n/a 12 Hrs, 1 Min -1 Dy, 23 Hrs, 59 Mins
Avg. Time Between Trade Profit Peaks 6 Dys
Outliers Total Positive Negative
Number of Outliers 12 7 5
Outlier Profit/Loss ($6,282.50) $19,342.50 ($25,625.00)
Run-Up/Drawdown Run-Up Drawdown
Max. Value $3,787.50 ($9,812.50)
Max. Value Date 04.04.2001 21.09.2001
Avg. Value $705.70 ($753.49)
1 Std. Deviation $560.35 $985.63
Avg. +1Std. Deviation $1,266.05 $232.14
Avg. -1Std. Deviation $145.35 ($1,739.12)
Coefficient of Variation 79.40% 130.81%
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 18.13% 54.96% 63.18%
1 Std. Deviation 48.70% 32.54% 24.63%
Avg. + 1Std. Deviation 66.83% 87.49% 87.81%
Avg. - 1Std. Deviation (30.56%) 22.42% 38.55%
Coefficient of Variation 268.55% 59.21% 38.99%
TradeStation Trade Series Analysis
Winners Losers
Largest Profit/Loss $3,665.00 ($6,497.50)
Largest Profit/Loss as % of Gross 0.94% 2.51%
Largest Consec. Profit/Loss $29,597.50 ($26,070.00)
Largest Consec. Profit/Loss as % of Gross 7.58% 10.09%
Consecutive Winners
Number of Series
Avg. Gain per Series
Avg. Loss Next Trade
1 19 $220.26 ($572.50)
2 17 $404.34 ($832.79)
3 15 $601.67 ($637.50)
4 8 $556.41 ($641.25)
5 9 $547.22 ($1,307.22)
6 9 $502.96 ($1,029.44)
7 4 $403.39 ($613.13)
8 3 $904.06 ($1,026.67)
9 3 $674.72 ($1,035.00)
10 4 $495.63 ($838.13)
11 4 $771.82 ($691.25)
12 2 $910.83 ($616.25)
13 3 $908.91 ($1,180.83)
15 3 $855.56 ($922.50)
17 1 $510.59 ($510.00)
18 1 $565.69 ($1,172.50)
25 1 $1,066.50 ($2,935.00)
29 1 $1,020.60 ($2,085.00)
Consecutive Losers
Number of Series
Avg. Loss per Series
Avg. Gain Next Trade
1 34 ($172.87) $376.40
2 19 ($393.8
$339.34
3 18 ($771.34) $347.64
4 14 ($639.46) $369.46
5 6 ($616.25) $187.92
6 11 ($1,410.00) $270.68
7 1 ($3,724.29) $140.00
8 2 ($604.53) $658.75
13 1 ($985.00) $340.00
Created by TradeStation: 09.07.2004 09:49:28, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
er!