Trade-by-Trade Report

The trade-by-trade tab of the TradeStation Strategy Performance Report displays each trade in a multi-column format.

The Advanced view of the trade-by-trade analysis provides more detailed information.

 

Trade Number

Displays the trade number of each trade, in the order in which the trade occurred. For instance, Trade # 3 is the third trade that occurred in your chart as a result of the associated strategy.

Date

The dates each trading position was entered and exited. The first date on the first line of the trade indicates the day the position was entered, and the date on the second line indicates the day the position was exited.

Price

The price at which each transaction was executed using the strategy analyzed in your TradeStation Strategy Performance Report. The price on the first line of each trade number is the price at which you entered the position, and the second line is the price at which you exited the position.

Contracts/Profit

The first line displays the number of contracts with which you entered the position, and the second line displays the amount of profit or loss associated with your closed position. A positive number is displayed in black; a negative number is displayed in red and is in parentheses.

Note This value includes calculations for commissions and slippage as specified in the Costs tab when formatting the strategy.

% Profit/Cumulative Profit

The first line displays the percentage of profit or loss that you made on each closed position. The second line displays the cumulative profit for all the trades in your strategy. The first trade matches your Profit line. In the second trade, the profit from Trade 1 and Trade 2 are combined and listed in the Cumulative Profit column. Trade 3 combines the profit of Trade 1, 2, and 3 in the Cumulative Profit column, and so on.

Note This value includes calculations for commissions and slippage as specified in the Costs tab when formatting the strategy.

Run-up/Drawdown

Run-up is defined as the strategy's maximum profit potential during the course of the trade, so the first line here lists the maximum amount of profit you could have made, based on the best price achieved during the time you held the position. Drawdown is the maximum loss potential during the course of the trade, so the second line lists the maximum amount you could have lost, based on the worst price achieved during the time you held the position.

Entry Efficiency/Exit Efficiency

This column shows each trade's efficiency to capture the maximum profit potential from the total price movement. The Entry Efficiency measures how close the entry price was to the best possible entry price during the trade. The Exit Efficiency measures how close the exit price was to the best possible exit price during the trade. This number should be as high as possible, for example, many traders look for a number over 40%.

Total Efficiency

A reflection of the trade's ability to maximize profit potential based on both the entry and the exit prices. This number should be as high as possible, for example, many traders look for a number over 20%.

 

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