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Technical Analysis with Woodshedder

Strategy Results for the Week

by Woodshedder on June 13th, 2008 at 2:26 pm

TradeStation Performance Summary

 

  All Trades
Total Net Profit $351.45
Gross Profit $351.45
Gross Loss $0.00
Profit Factor n/a
   
Roll Over Credit $0.00
Open Position P/L $0.00
   
Select Total Net Profit $351.45
Select Gross Profit $351.45
Select Gross Loss $0.00
Select Profit Factor n/a
   
Adjusted Total Net Profit $234.30
Adjusted Gross Profit $234.30
Adjusted Gross Loss $0.00
Adjusted Profit Factor n/a
   
Total Number of Trades 9
Percent Profitable 100.00%
Winning Trades 9
Losing Trades 0
Even Trades 0
   
Avg. Trade Net Profit $39.05
Avg. Winning Trade $39.05
Avg. Losing Trade $0.00
Ratio Avg. Win:Avg. Loss n/a
Largest Winning Trade $73.93
Largest Losing Trade $0.00
Largest Winner as % of Gross Profit 21.04%
Largest Loser as % of Gross Loss n/a
   
Net Profit as % of Largest Loss n/a
Select Net Profit as % of Largest Loss n/a
Adjusted Net Profit as % of Largest Loss n/a
   
Max. Consecutive Winning Trades 9
Max. Consecutive Losing Trades 0
Avg. Bars in Total Trades 2
Avg. Bars in Winning Trades 2
Avg. Bars in Losing Trades 0
Avg. Bars in Even Trades 0
   
Max. Shares/Contracts Held n/a
Total Shares/Contracts Held 433
Account Size Required n/a
Total Slippage $0.00
Total Commission $13.33
   
Return on Initial Capital 0.70%
Annual Rate of Return 199.83%
Buy & Hold Return 1.21%
Return on Account n/a
Avg. Monthly Return $351.45
Std. Deviation of Monthly Return n/a
   
Return Retracement Ratio n/a
RINA Index n/a
Sharpe Ratio n/a
K-Ratio n/a
   
Trading Period 1 Dy, 6 Hrs, 43 Mins
Percent of Time in the Market 89.83%
Time in the Market 1 Dy, 3 Hrs, 36 Mins
Longest Flat Period n/a
   
Max. Equity Run-up(Daily) $709.51
Date of Max. Equity Run-up 6/13/2008 16:15
Max. Equity Run-up as % of Initial Capital 1.42%
   
Max. Drawdown(Daily)
Value ($358.06)
Date 6/12/2008 16:15
as % of Initial Capital 0.72%
Net Profit as % of Drawdown 98.15%
Select Net Profit as % of Drawdown 98.15%
Adjusted Net Profit as % of Drawdown 65.44%
   
Max. Drawdown(Trade Close)
Value $0.00
Date 6/12/2008 9:31
as % of Initial Capital 0.00%
Net Profit as % of Drawdown n/a
Select Net Profit as % of Drawdown n/a
Adjusted Net Profit as % of Drawdown n/a
   
Max. Trade Drawdown ($127.60)

I did close out some very profitable trades Monday, but I did not include them here, as they were included in last week’s mark to market summary.

This week saw 3 trades entered, and all three were closed with gains. The peformance summary shows 9 trades, but that is because I scaled out of the 3 initial positions.

Psychologically, this week was a difficult period to be buying weakness, but it did pay off.

Since the inception date of May 19th, the strategy account is showing a return on initial capital of 4.5% and an annualized rate of 63.53%

This entry was posted on Friday, June 13th, 2008 at 2:26 pm and is filed under Strategy Trading Results. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

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