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Feeder Cattle
TradeStation Strategy Performance Summary
Feeder Cattle Continuous Contract January 2000
Through July 24, 2007
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All Trades |
Long Trades |
Short Trades |
| Total
Net Profit |
$68,725.00 |
|
$10,875.00 |
| Profit
Factor |
1.60 |
2.74 |
1.13 |
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| Total
Number of Trades |
307 |
130 |
177 |
| Percent
Profitable |
53.42% |
63.65% |
45.76% |
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| Avg.
Trade Net Profit |
$223.86 |
$445.00 |
$61.44 |
| Avg
Winning Trade |
$1123.02 |
$1,097.59 |
$1,149.07 |
| Avg
Losing Trade |
($818.79) |
($722.83) |
($865.26) |
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| Avg.
Monthly Return |
$870.23 |
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| Max.
Drawdown (Trade Close to Trade Close) |
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| Value |
($12,712.50) |
($4,675.00) |
($18,475.00) |
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