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4 YR. Indiv.Trades.
4.Yr. Equity Curve.

The RH. FTSE 100 Index Futures System.

 Performance Summary for the last Four years.                            

TradeStation Strategy Performance Report

TradeStation Strategy Performance Report - FUTURE FF0070-Daily (01/09/95-02/05/00)

Performance Summary: All Trades

Total Net Profit

$36,616.00

Open position P/L

$0.00

Gross Profit

$50,230.00

Gross Loss

($13,614.00)

Total # of trades

21

Percent profitable

85.71%

Number winning trades

18

Number losing trades

3

Largest winning trade

$5,799.00

Largest losing trade

($5,115.00)

Average winning trade

$2,790.56

Average losing trade

($4,538.00)

Ratio avg win/avg loss

.61

Avg trade (win & loss)

$1,743.62

Max consec. Winners

9

Max consec. losers

1

Avg # bars in winners

44

Avg # bars in losers

38

Max intraday drawdown

($9,575.00)

Profit Factor

3.69

Max # contracts held

1

Account size required

$9,575.00

Return on account

382.41%

Performance Summary: Long Trades

Total Net Profit

$28,731.00

Open position P/L

$0.00

Gross Profit

$42,345.00

Gross Loss

($13,614.00)

Total # of trades

15

Percent profitable

80.00%

Number winning trades

12

Number losing trades

3

Largest winning trade

$5,799.00

Largest losing trade

($5,115.00)

Average winning trade

$3,528.75

Average losing trade

($4,538.00)

Ratio avg win/avg loss

.78

Avg trade (win & loss)

$1,915.40

Max consec. Winners

5

Max consec. losers

1

Avg # bars in winners

61

Avg # bars in losers

38

Max intraday drawdown

($10,280.00)

Profit Factor

3.11

Max # contracts held

1

Account size required

$10,280.00

Return on account

279.48%

Performance Summary: Short Trades

Total Net Profit

$7,885.00

Open position P/L

$0.00

Gross Profit

$7,885.00

Gross Loss

$0.00

Total # of trades

6

Percent profitable

100.00%

Number winning trades

6

Number losing trades

0

Largest winning trade

$2,521.00

Largest losing trade

$0.00

Average winning trade

$1,314.17

Average losing trade

$0.00

Ratio avg win/avg loss

100.00

Avg trade (win & loss)

$1,314.17

Max consec. Winners

6

Max consec. losers

0

Avg # bars in winners

11

Avg # bars in losers

0

Max intraday drawdown

($3,097.00)

Profit Factor

100.00

Max # contracts held

1

Account size required

$3,097.00

Return on account

254.60%

    

*Go to 4 yr. Individual Trades.

*Go to 4 Yr. Equity Curve.

*On to 10 Yr. Performance Summary.

*Return to RH. FTSE Futures Page.