|
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 |
% Time in Market |
Market Price (Monthly) |
Action |
|
5 Minute (over 6 months) |
||||||||||
|
Active |
28 |
598.98 |
240.14% |
194.22% |
$509.94 / ($178.12) |
57.14% |
0.91% |
$65.00 / 30 days |
||
|
Active |
37 |
560.16 |
61.91% |
54.69% |
$687.94 / ($593.12) |
64.86% |
0.89% |
$65.00 / 30 days |
||
|
Active |
118 |
776.70 |
549.51% |
126.26% |
$875.22 / ($481.36) |
57.63% |
3.65% |
$65.00 / 30 days |
||
|
Active |
50 |
1212.68 |
223.12% |
57.74% |
$596.52 / ($308.24) |
60% |
1.47% |
$65.00 / 30 days |
||
|
In-Active |
/ 30 days |
|||||||||
|
Active |
125 |
518.29 |
666.39% |
62.99% |
$200.70 / ($140.48) |
52.80% |
3.54% |
$65.00 / 30 days |
||
|
Active |
290 |
2024.24 |
1664.22% |
187.28% |
$2240.16 / ($875.60) |
58.62% |
3.77% |
$65.00 / 30 days |
||
|
15 Minute (over 18 months) |
||||||||||
|
Active |
289 |
1595.17 |
746.79% |
89.48% |
$1019.52 / ($785.42) |
51.90% |
3.65% |
$65.00 / 30 days |
||
|
Active |
124 |
3147.41 |
499.97% |
147.26% |
$1105.40 / ($783.30) |
58.87% |
1.02% |
$65.00 / 30 days |
||
|
In-Active |
/ 30 days |
|||||||||
|
Active |
107 |
3122.34 |
1065.79% |
447.78% |
$745.28 / ($307.18) |
62.62% |
1.25% |
$65.00 / 30 days |
||
|
Active |
258 |
1542.44 |
723.05% |
222.91% |
$219.22 / ($108.36) |
57.36% |
3.02% |
$65.00 / 30 days |
||
|
Active |
80 |
3555 |
346.44% |
68.31% |
$193.46 / ($87.30) |
61.25% |
0.88% |
$65.00 / 30 days |
||
|
Active |
177 |
1379.19 |
454.56% |
91.28% |
$1275.82 / ($1109.54) |
52.54% |
1.55% |
$65.00 / 30 days |
||
|
30 Minute (over 2 Years) |
||||||||||
|
Active |
27 |
6340.10 |
67.12% |
41.03% |
$1610.28 / ($552.18) |
70.37% |
0.24% |
$65.00 / 30 days |
||
|
Active |
64 |
4718.50 |
279.82% |
106% |
$959.52 / ($460.12) |
56.25% |
0.51% |
$65.00 / 30 days |
||
|
In-Active |
/ 30 days |
|||||||||
|
Active |
102 |
2671.66 |
201.53% |
23.28% |
$1442.16 / ($397.42) |
50% |
0.66% |
$65.00 / 30 days |
||
|
Active |
199 |
2897.49 |
377.21% |
116.73% |
$252.20 / ($155.30) |
57.79% |
1.42% |
$65.00 / 30 days |
||
|
Active |
45 |
6998.89 |
420.79% |
153.53% |
$201.58 / ($52.30) |
57.78% |
0.36% |
$65.00 / 30 days |
||
|
Active |
82 |
3508.89 |
276.53% |
133.90% |
$1777.64 / ($1184.42) |
63.41% |
0.87% |
$65.00 / 30 days |
||
|
60 Minute (over 3 years) |
||||||||||
|
Active |
128 |
2194.94 |
15.17% |
3.41% |
$1543.46 / ($701.30) |
53.13% |
1.00% |
$65.00 / 30 days |
||
|
Active |
25 |
42252.92 |
861.09% |
861.09% |
$1021.70 / ($169.06) |
72% |
0.12% |
$65.00 / 30 days |
||
|
Active |
22 |
18167.72 |
644.07% |
230.06% |
$1257,76 / ($358.12) |
77.27% |
0.13% |
$65.00 / 30 days |
||
|
Active |
70 |
3445.63 |
76.22% |
19.24% |
$760.40 / ($362.30) |
52.86% |
0.49% |
$65.00 / 30 days |
||
|
Active |
167 |
3568.64 |
382.22% |
73.16% |
$155.76 / ($100.24) |
55.69% |
0.91% |
$65.00 / 30 days |
||
|
Active |
184 |
3027.01 |
254.51% |
60.34% |
$126.22 / ($96.60) |
61.96% |
1.06% |
$65.00 / 30 days |
||
|
Active |
37 |
4270.17 |
204.51% |
50.91% |
$2520.64 / ($1868.36) |
54.05% |
0.25% |
$65.00 / 30 days |
||
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).