My Trading System Stats:
Total Trades-74 , Profitable-42 , Closed in Even-4, Losses Under $20 -6
63% Trades are Profitable+Even
5% Trades are losses less than $20
23% Trades are losses over $20
Statistics
Analytics
All Statistics Based on Hypothetical Results
Trades
74
# Profitable
42 (56.8%)
Avg trade duration
1.4 days
Average win
$143
Average loss
$175
Profit factor
1.1:1
Max peak-to-valley drawdown (historical)
10.99%
drawdown period
April 11, 2013 to April 23, 2013
Correlation w/ S&P
0.382
Sharpe ratio
n/a
Keep after worst-case slippage
100.0%
Probabilities of future account loss
Chance of 10% account loss
8.0%
Chance of 20% account loss
0.0%
Chance of 30% account loss
0.0%
