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Performance Summary: All Trades
Total Net Profit $95.557,00 Open position P/L $545,00
Gross Profit $122.667,00 Gross Loss ($27.110,00)
Total # of trades 106 Percent profitable 63,21%
Number winning trades 67 Number losing trades 39
Largest winning trade $7.460,00 Largest losing trade ($2.570,00)
Average winning trade $1.830,85 Average losing trade ($695,13)
Ratio avg win/avg loss 2,63 Avg trade (win & loss) $901,48
Max consec. Winners 5 Max consec. losers 3
Avg # bars in winners 28 Avg # bars in losers 12
Max intraday drawdown ($3.400,00)
Profit Factor 4,52 Max # contracts held 1
Account size required $3.400,00 Return on account 2810,50%
Performance Summary: Long Trades
Total Net Profit $53.771,00 Open position P/L $0,00
Gross Profit $64.026,00 Gross Loss ($10.255,00)
Total # of trades 53 Percent profitable 66,04%
Number winning trades 35 Number losing trades 18
Largest winning trade $7.140,00 Largest losing trade ($1.440,00)
Average winning trade $1.829,31 Average losing trade ($569,72)
Ratio avg win/avg loss 3,21 Avg trade (win & loss) $1.014,55
Max consec. Winners 5 Max consec. losers 2
Avg # bars in winners 25 Avg # bars in losers 12
Max intraday drawdown ($3.810,00)
Profit Factor 6,24 Max # contracts held 1
Account size required $3.810,00 Return on account 1411,31%
Performance Summary: Short Trades
Total Net Profit $41.786,00 Open position P/L $545,00
Gross Profit $58.641,00 Gross Loss ($16.855,00)
Total # of trades 53 Percent profitable 60,38%
Number winning trades 32 Number losing trades 21
Largest winning trade $7.460,00 Largest losing trade ($2.570,00)
Average winning trade $1.832,53 Average losing trade ($802,62)
Ratio avg win/avg loss 2,28 Avg trade (win & loss) $788,42
Max consec. Winners 7 Max consec. losers 4
Avg # bars in winners 31 Avg # bars in losers 11
Max intraday drawdown ($4.200,00)
Profit Factor 3,48 Max # contracts held 1
Account size required $4.200,00 Return on account 994,90%
Annual Trading Summary
Annual Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
YTD $1.940,00 1,00% 2,55 6 66,67%
12 month $2.190,00 1,13% 1,52 23 52,17%
03 ($110,00) (0,06%) 0,97 12 41,67%
02 $12.235,00 6,72% 5,06 13 76,92%
01 $17.275,00 10,48% 7,17 13 53,85%
00 $13.690,00 9,06% 2,93 12 58,33%
99 $15.695,00 11,59% 13,03 9 66,67%
98 $23.510,00 21,02% 6,21 11 72,73%
97 $10.084,00 9,91% 6,31 12 75,00%
96 ($830,00) (0,81%) 0,80 16 43,75%
95 $2.613,00 2,61% 2,18 12 66,67%
Annual Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
04 $1.940,00 1,00% 2,55 6 66,67%
03-04 $1.830,00 0,94% 1,35 18 50,00%
02-04 $14.065,00 7,73% 2,72 31 61,29%
01-04 $31.340,00 19,02% 3,86 44 59,09%
00-04 $45.030,00 29,81% 3,49 56 58,93%
99-04 $60.725,00 44,86% 4,14 65 60,00%
98-04 $84.235,00 75,30% 4,53 76 61,84%
97-04 $94.319,00 92,67% 4,66 88 63,64%
96-04 $93.489,00 91,11% 4,11 104 60,58%
95-04 $96.102,00 96,10% 3,98 116 61,21%
