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10.Yr.Indiv. Trades.
10 Yr. Equity Curve.

The RH. FTSE 100 Index Futures System.

 Performance Summary for the last Ten years.          

TradeStation Strategy Performance Report

TradeStation Strategy Performance Report - FUTURE FF0070-Daily (02/04/90-02/05/00)

Performance Summary: All Trades

Total Net Profit

$51,954.00

Open position P/L

$0.00

Gross Profit

$73,701.00

Gross Loss

($21,747.00)

Total # of trades

46

Percent profitable

78.26%

Number winning trades

36

Number losing trades

10

Largest winning trade

$5,799.00

Largest losing trade

($5,115.00)

Average winning trade

$2,047.25

Average losing trade

($2,174.70)

Ratio avg win/avg loss

.94

Avg trade (win & loss)

$1,129.43

Max consec. Winners

9

Max consec. losers

2

Avg # bars in winners

41

Avg # bars in losers

28

Max intraday drawdown

($9,575.00)

Profit Factor

3.39

Max # contracts held

1

Account size required

$9,575.00

Return on account

542.60%

Performance Summary: Long Trades

Total Net Profit

$43,610.00

Open position P/L

$0.00

Gross Profit

$62,157.00

Gross Loss

($18,547.00)

Total # of trades

30

Percent profitable

76.67%

Number winning trades

23

Number losing trades

7

Largest winning trade

$5,799.00

Largest losing trade

($5,115.00)

Average winning trade

$2,702.48

Average losing trade

($2,649.57)

Ratio avg win/avg loss

1.02

Avg trade (win & loss)

$1,453.67

Max consec. Winners

7

Max consec. losers

2

Avg # bars in winners

61

Avg # bars in losers

38

Max intraday drawdown

($10,280.00)

Profit Factor

3.35

Max # contracts held

1

Account size required

$10,280.00

Return on account

424.22%

Performance Summary: Short Trades

Total Net Profit

$8,344.00

Open position P/L

$0.00

Gross Profit

$11,544.00

Gross Loss

($3,200.00)

Total # of trades

16

Percent profitable

81.25%

Number winning trades

13

Number losing trades

3

Largest winning trade

$2,521.00

Largest losing trade

($1,245.00)

Average winning trade

$888.00

Average losing trade

($1,066.67)

Ratio avg win/avg loss

.83

Avg trade (win & loss)

$521.50

Max consec. Winners

6

Max consec. losers

2

Avg # bars in winners

8

Avg # bars in losers

5

Max intraday drawdown

($3,473.00)

Profit Factor

3.61

Max # contracts held

1

Account size required

$3,473.00

Return on account

240.25

 

*On to 10. Yr. Individual Trades.

*On to 10. Yr. Equity Curve.

*Return to Futures Page.

*Return to Trading Systems Page.