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Cyclone System


TradeStation Strategy Performance Summary


S&P 500
January 3, 2000 thru January 3, 2011


  All Trades Long Trades Short Trades
Total Net Profit
$273,325
$130,325
$143,000
Profit Factor 1.19
1.19
1.20
Total Number of Trades 2088 1060 1028
Percent Profitable 33.05% 34.62% 33.42%
Avg. Trade Net Profit $130.90 $122.95 $139.11
Avg Winning Trade $2443.22 $2268.50 $2641.64
Avg Losing Trade ($1019.12) ($1022.20) ($1016.09)
       
Avg Monthly Return $4296.25    
 
Max. Drawdown (Trade Close to Trade Close)
Value ($45,925) ($40,250.00) ($36,550)