Economic Calendar and Trading Signals samples
S&P 500 Index
Trading signal - BUY below 1103, issued on Feb 4, 2002
TradeStation Strategy Performance Report - #MR $SPX-8 min. (1/3/2000-2/4/2002)
Performance Summary: All Trades
|
Total Net Profit |
$3,026.20 |
Open position P/L |
($8.79) |
|
Gross Profit |
$3,727.69 |
Gross Loss |
($701.48) |
|
Total # of trades |
154 |
Percent profitable |
77.92% |
|
Number winning trades |
120 |
Number losing trades |
34 |
|
Largest winning trade |
$177.03 |
Largest losing trade |
($73.10) |
|
Average winning trade |
$31.06 |
Average losing trade |
($20.63) |
|
Ratio avg win/avg loss |
1.50 |
Avg trade (win & loss) |
$19.65 |
|
Max consec.Winners |
12 |
Max consec. losers |
2 |
|
Avg # bars in winners |
224 |
Avg # bars in losers |
387 |
|
Max intraday drawdown |
($417.28) |
|
|
|
Profit Factor |
5.31 |
Max # contracts held |
6 |
|
Account size required |
$417.28 |
Return on account |
725.22% |
USD/JPY
Trading signal - BUY below 133.00, issued on Feb 4, 2002
Trading signal - BUY below 132.30, issued on Feb 4, 2002
TradeStation Strategy Performance Report - #MR JPY-8 min. (1/3/2000-2/4/2002)
Performance Summary: All Trades
|
Total Net Profit |
$102.34 |
Open position P/L |
($0.79) |
|
Gross Profit |
$176.75 |
Gross Loss |
($74.41) |
|
Total # of trades |
329 |
Percent profitable |
68.69% |
|
Number winning trades |
226 |
Number losing trades |
103 |
|
Largest winning trade |
$3.05 |
Largest losing trade |
($3.34) |
|
Average winning trade |
$0.78 |
Average losing trade |
($0.72) |
|
Ratio avg win/avg loss |
1.08 |
Avg trade (win & loss) |
$0.31 |
|
Max consec.Winners |
13 |
Max consec. losers |
5 |
|
Avg # bars in winners |
389 |
Avg # bars in losers |
698 |
|
Max intraday drawdown |
($12.09) |
|
|
|
Profit Factor |
2.37 |
Max # contracts held |
5 |
|
Account size required |
$12.09 |
Return on account |
846.48% |
