System
Status
# of Trades
RINA Index
Adjusted Net Profit as % of Largest Loss
Adjusted Net Profit as % of Drawdown
Largest Consecutive Gain / (Loss)
Win Rate
Active
185
2816.08
478.98%
2134.97%
$1170.16 /
($604.54)
64.32%
Active
82
1640.76
341.95%
1403.72%
$1210.64 /
($308.24)
65.85%
Active
289
805.95
87.03%
263.97%
$1886.46 /
($1035.36)
57.09%
Active
289
1595.17
746.79%
89.48%
$1019.52 /
($785.42)
51.90%
Active
236
4830.97
518.43%
1436.32%
$971.40 /
($591.30)
56.78%
Active
152
1864.76
223.88%
1135.68%
$933.88 /
($514.30)
57.89%
Active
210
1851.33
110.81%
741.88%
$1850.58 /
($1109.54)
51.90%
Active
184
2139.61
297.62%
1029.69%
$163.58 /
($70.36)
58.15%
Active
61
3696.35
76.31%
266.30%
$619.88 /
($299.36)
50.82%
Active
159
10631.47
861.88%
1905.71%%
$2886.40 /
($623.18)
62.89%
Active
38
20136.70
730.41%
890.53%
$757.58 /
($206.12)
71.05%
Active
26
12641.10
302.57%
669.55%
$1257.76 /
($358.12)
80.77%
Active
58
9738.89
87.66%
363.74%
$3547.52 /
($1868.36)
58.62%
System
Status
# of Trades
RINA Index
Adjusted Net Profit as % of Largest Loss
Adjusted Net Profit as % of Drawdown
Largest Consecutive Gain / (Loss)
Win Rate
Active
246
216.51
2466.42%
534.19%
$2689.22 /
($1510.42)
65.45%
Active
249
346.53
154.02%
36.64%
$17.179.94 /
($5420.60)
46.18%
Active
75
3346.83
919.22%
271.34%
$10024.52 /
($4212.68)
61.33%
Active
157
1090.77
2.14%
6.68%
$17,409.58 /
($11,020.24)
54.14%
Active
273
1881.88
429.11%
70.74%
$14,024.64 /
($10,712.80)
51.65%
Active
212
2263.83
296.76%
116.67%
$20244.46 /
($13570.24)
57.55%
Active
27
19698.64
416.14%
379.10%
$1549.82 /
($450.12)
62.96%
Active
116
2097.89
95.58%
37.45%
$893.39 /
($850.06)
52.59%
System
Status
# of Trades
RINA Index
Adjusted Net Profit as % of Largest Loss
Adjusted Net Profit as % of Drawdown
Largest Consecutive Gain / (Loss)
Win Rate
Active
25
2865.44
39.89%
22.69%
$1341.00 /
($626.00)
63.64%
Active
92
520.14
173.90%
68.93%
$1239.61 /
($890.72)
46.74%
System
Status
# of Trades
RINA Index
Adjusted Net Profit as % of Largest Loss
Adjusted Net Profit as % of Drawdown
Largest Consecutive Gain / (Loss)
Win Rate
Active
105
1503.62
319.54%
522.77%
$390.82 /
($104.33)
57.14%
Active
272
1729.14
164.13%
794.12%
$177.64 /
($101.42)
52.94%
Active
62
3565.14
1468.14%
2168.05%
$621.40 /
($46.24)
72.58%
Active
244
3813.12
655.17%
1696.29%
$8667.77 /
($2782.46)
54.92%
Active
39
19025.38
618.37%
1325.52%
$590.00 /
($66.58)
79.49%
Active
106
4472.13
156.19%
671.81%
$149.88 /
($118.17)
52.83%
Active
66
22421.51
1110.25%
2224.92%
$252.34 /
($30.18)
68.18%
Active
57
10185.43
235.19%
839.68%
$259.39 /
($49.10)
63.16%
Active
35
11483.06
208.90%
277.74%
$188.81 /
($42.06)
65.17%
Active
16
17972.86
505.81%
1011.62%
$160.34 /
($26.12)
87.50%
Active
13
17239.30
337.50%
402.56%
$155.70 /
($25.12)
69.23%
Active
32
19470.10
370.44%
740.89%
$137.95 /
($70.12)
71.88%
Active
19
7296.01
551.27%
704.47%
$3119.95 /
($930.11)
63.16%
Radar Tool
# of Legs
Description
Firebird Gamma Scalping 1 Minute
Delta Neutral Number of Legs
This system will trade stocks on a 1-minute chart with manual input (buy, sell, short and cover) as required to maintain a Delta Neutral position. The initial set up of long puts and call is determined in advance and becomes an input to the system. There are several ways to set up a Gamma Scalp trading system. This system is set up to start with a Delta Neutral position which uses long call and puts.
Firebird Gamma Scalping 2 Minute
Delta Neutral Number of Legs
This system will trade stocks on a 2-minute chart with manual input (buy, sell, short and cover) as required to maintain a Delta Neutral position. The initial set up of long puts and call is determined in advance and becomes an input to the system. There are several ways to set up a Gamma Scalp trading system. This system is set up to start with a Delta Neutral position which uses long call and puts.
Firebird Gamma Scalping 5 Minute
Delta Neutral Number of Legs
This system will trade stocks on a 5-minute chart with manual input (buy, sell, short and cover) as required to maintain a Delta Neutral position. The initial set up of long puts and call is determined in advance and becomes an input to the system. There are several ways to set up a Gamma Scalp trading system. This system is set up to start with a Delta Neutral position which uses long call and puts.
RINA Index – The RINA index is a proprietary index that combines Select Total Net Profit, time in the market, and drawdown calculations into a single reward/risk ratio, that can be used to compare strategies The larger the number the more efficient/risk adverse the strategy.
RINA Index = (Select Total Net Profit)/((average drawdown) x (percent time in the market)) The TradeStation Strategy Performance Report displays the RINA Index for All Trades Only.
Adjusted Net Profit as % of Largest Loss – Displays the percentage of Adjusted Total Net Profit to the single worst unprofitable completed trade (see Note) during the specified period. Adjusted Net Profit / Largest Loss = Adjusted Total Net Profit divided by Largest Losing Trade.
Adjusted profit and loss is calculated by looking at the number of trades, subtracting the square root, multiplied by the average profit or loss. The concept here is that strategy may perform better live than the adjusted historical performance.
Takes into account commissions (and slippage, if specified for strategies) plus possible currency conversion factors.
Adjusted Net Profit as % of Max. Drawdown (Trade Close to Trade Close) – Displays the percentage return of the Adjusted Net Profit to the greatest loss drawdown, from the previous highest equity run-up, closed trade to closed trade, (including commissions and slippage if specified) looking across all trades, during the specified period. Adjusted Total Net Profit as % of Maximum Drawdown (Trade Close to Trade Close) = Adjusted Total Net Profit divided by Maximum Drawdown (Trade Close to Trade Close).
Adjusted profit and loss is calculated by looking at the number of trades, subtracting the square root, multiplied by the average profit or loss. The concept here is that strategy may perform better live than the adjusted historical performance.
Takes into account commissions (and slippage, if specified for strategies) plus possible currency conversion factors.
Largest Consecutive (Gain / (Loss) – Displays the largest profit or loss for a consecutive winning or losing series during the specified period for the strategy.
Win Rate – Displays the percentage of completed trades that were profitable, during the specified period. Percent Profitable = Winning Trades divided by Total Number of Trades.
% Time in Market – Displays the percentage of total time that your trades were in the market, either Long or Short, not including flat periods between trades (see Note). Generally, the greater amount of time you are in the market, the greater the risk exposure. Displays for All Trades only.
Percent of Time in the Market = Trading Period divided by Time in the Market
Takes into account commissions (and slippage, if specified for strategies).