Trade Statement Analysis (22 Dec 2011)

TRADINGANALYSIS
22December2011
Name
Broker
TimePeriod
AlexWong
GFT
1Jan201122Dec2011
AccountPerformance
Numberof
Trades
116.00%
114
StartingCapital $3,500.00 114.00%

NettP/L($)
NettP/L(%)
TimePeriod
forTradeData
(Months)
AnnualGrowth
Rate
Win%
AvgWin/Avg
Loss
AvgLoss
Expectancy
$475.27
13.58%
112.00%
11
110.00%
14.8%
49.1%
108.00%
1.81
10.89
0.28
106.00%
104.00%
102.00%
100.00%
98.00%
Jan11
Feb11 Mar11 Apr11 May11
Jun11
Jul11
AccountPerformance(%)
Aug11
Sep11 Oct11
Nov11
TRADEANALYSIS(ByCurrencyPairsandMonth)
NumberofTrades
22Dec11
CurrencyPair
AUD/JPY
AUD/USD
EUR/GBP
EUR/JPY
EUR/USD
GBP/JPY
GBP/USD
USD/CHF
USD/JPY
USD/SGD
TOTAL
Jan11 Feb11 Mar11 Apr11
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
28
21
10
21
19
0
1
0
0
0
6
0
10
0
6
0
11
0
9
0
13
1
11
0
11
0
26
0
9
1
113
TOTAL
%ProfitableTrades
CurrencyPair
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
OVERALL
100.0%
50.0%
25.0%
42.9%
20.0%
100.0%
50.0%
100.0%
100.0%
66.7%
60.0%
33.3%
60.0%
57.1%
0.0%
0.0%
100.0%
33.3%
50.0%
AUD/JPY
AUD/USD
EUR/GBP
EUR/JPY
EUR/USD 1.00
GBP/JPY
GBP/USD
USD/CHF
USD/JPY
USD/SGD
OVERALL 1.00
0.0%
100.0%
83.3%
50.0%
0.0%
0.0%
40.0%
0.0%
100.0%
100.0%
52.4%
0.0%
0.0%
50.0%
25.0%
0.0%
100.0%
100.0%
100.0%
0.0%
80.0%
50.0%
76.2%
0.0%
0.0%
100.0%
100.0%
33.3%
22.2%
50.0%
36.8%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
83.3%
20.0%
50.0%
54.5%
44.4%
61.5%
36.4%
45.5%
50.0%
55.6%
49.6%
NettP/L
CurrencyPair
*
*
*
AUD/JPY
AUD/USD
EUR/GBP
EUR/JPY
EUR/USD
GBP/JPY
GBP/USD
USD/CHF
USD/JPY
USD/SGD
TOTAL
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
NetProfit/Loss
AvgProfit
AvgLoss
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
NetProfit/Loss
AvgProfit
AvgLoss
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
AvgperTrade
21.45
13.02
8.60
0.17
0.02
29.04
44.84
4.55
29.43
7.73
50.04
54.00
12.15
69.42
209.72
7.49
22.21
0.05
16.00
6.26
2.09
2.24
6.14
3.90
1.95
0.89
22.22
18.00
25.99
14.07
13.29
6.59
0.16
21.54
29.45
1.40
7.86
31.19
11.59
27.46
6.87
8.36
23.97
38.58
95.45
2.66
168.00
7.10
322.08
15.34
0.38
5.30
32.95
0.05
14.49
1.84
9.60
5.07
0.27
5.66
8.79
7.61
17.23
11.23
4.10
54.62
7.80
5.60
5.60
5.60
0.89
22.22
25.44
8.54
40.17
29.59
111.38
29.30
5.82
186.72
66.92
476.11
4.21
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
0
0
0
0
0
0
0
0
0
0
1
1
0
1
1
0
0
21.45
0
21.45
21.45
2
1
1
2
1
0
0
3.92
16.94
13.02
3.92
16.94
0
0
0
0
0
0
0
0
0
0
4
1
3
3
0
1
1
29.57
38.17
8.6
29.57
12.7233
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
7
3
4
6
2
1
1
54.94
55.11
0.17
18.31
13.78
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
2
1
1
0
0
2
1
1.88
6.43
4.55
1.88
6.43
1
1
0
1
1
0
0
29.43
0
29.43
29.43
1
1
0
1
1
0
0
7.73
0
7.73
7.73
3
2
1
2
1
1
1
70.63
20.59
50.04
35.315
20.59
5
3
2
2
1
3
2
99.75
45.75
54
33.25
22.875
3
1
2
3
1
0
0
25.02
37.17
12.15
25.02
18.585
5
3
2
3
1
2
2
100.27
30.85
69.42
33.42333
15.425
28
16
12
12
6
16
10
393.94
184.22
209.72
24.62
15.35
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
1
0
1
0
0
1
0
0
22.21
1
0
1
0
0
1
0
0
0.05
1
1
0
0
0
1
1
16
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
1
2
0
0
3
1
16
22.26
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5
3
1
3
4
0
0
0
0
0
5
3
1
3
14.39
44.84
43.43
0
29.04
44.84
14.39 14.946667
10.8575
Instrument
EUR/GBP
EUR/GBP
EUR/GBP
EUR/GBP
EUR/GBP
EUR/GBP
EUR/GBP
EUR/GBP
EUR/GBP
Jun11
Instrument
AUD/USD
AUD/USD
AUD/USD
AUD/USD
AUD/USD
AUD/USD
AUD/USD
AUD/USD
AUD/USD
AUD/USD
AUD/USD
AUD/USD
May11
Instrument
AUD/JPY
AUD/JPY
AUD/JPY
AUD/JPY
AUD/JPY
AUD/JPY
AUD/JPY
AUD/JPY
AUD/JPY
AUD/JPY
AUD/JPY
AUD/JPY
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
EUR/GBP
EUR/GBP
EUR/GBP
NetProfit/Loss
AvgProfit
AvgLoss
22.21
22.21
0.05
0.05
16
16
6.26
16.00
11.13
Instrument
EUR/JPY
EUR/JPY
EUR/JPY
EUR/JPY
EUR/JPY
EUR/JPY
EUR/JPY
EUR/JPY
EUR/JPY
EUR/JPY
EUR/JPY
EUR/JPY
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
NetProfit/Loss
AvgProfit
AvgLoss
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
NetProfit/Loss
AvgProfit
AvgLoss
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
NetProfit/Loss
AvgProfit
AvgLoss
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
NetProfit/Loss
AvgProfit
AvgLoss
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
NetProfit/Loss
AvgProfit
AvgLoss
0
0
0
0
0
0
0
0
0
0
6
5
1
2
2
4
3
25.41
3.19
22.22
5.082
3.19
2
1
1
0
0
2
1
19.89
1.89
18
19.89
1.89
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
0
0
1
0
0
8.36
8.36
8.36
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
0
0
0
0.38
0.38
0.38
Instrument
USD/JPY
USD/JPY
USD/JPY
USD/JPY
USD/JPY
USD/JPY
USD/JPY
USD/JPY
USD/JPY
USD/JPY
USD/JPY
USD/JPY
1
1
0
0
0
1
1
0.89
0
0.89
0.89
Instrument
USD/CHF
USD/CHF
USD/CHF
USD/CHF
USD/CHF
USD/CHF
USD/CHF
USD/CHF
USD/CHF
USD/CHF
USD/CHF
USD/CHF
0
0
0
0
0
0
0
0
0
0
Instrument
GBP/USD
GBP/USD
GBP/USD
GBP/USD
GBP/USD
GBP/USD
GBP/USD
GBP/USD
GBP/USD
GBP/USD
GBP/USD
GBP/USD
0
0
0
0
0
0
0
0
0
0
Instrument
GBP/JPY
GBP/JPY
GBP/JPY
GBP/JPY
GBP/JPY
GBP/JPY
GBP/JPY
GBP/JPY
GBP/JPY
GBP/JPY
GBP/JPY
GBP/JPY
0
0
0
0
0
0
0
0
0
0
Instrument
EUR/USD
EUR/USD
EUR/USD
EUR/USD
EUR/USD
EUR/USD
EUR/USD
EUR/USD
EUR/USD
EUR/USD
EUR/USD
EUR/USD
0
0
0
0
0
0
0
0
0
0
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
NetProfit/Loss
AvgProfit
AvgLoss
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
0
0
0
5.66
5.66
5.66
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
0
0
0
2.24
2.24
2.24
1
1
0
1
1
0
0
6.14
0
6.14
6.14
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
1
1
2
1
0
0
6.14
2.24
3.9
6.14
2.24
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
0
0
0
0
0
0
0
0
0
0
2
0
2
0
0
2
0
0
25.99
25.99
12.995
1
0
1
0
0
1
0
0
14.07
14.07
14.07
5
2
3
1
0
4
2
40.07
26.78
13.29
20.035
8.92667
2
0
2
2
0
0
0
0
6.59
6.59
3.295
1
1
0
0
0
1
1
0.16
0
0.16
0.16
1
1
0
1
1
0
0
21.54
0
21.54
21.54
0
0
0
0
0
0
0
0
0
0
21
11
10
6
3
15
8
107.96
78.51
29.45
9.81
7.85
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
0
0
0
7.86
7.86
7.86
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
0
0
1
0
0
31.19
31.19
31.19
2
1
1
2
1
0
0
13.86
2.27
11.59
13.86
2.27
0
0
0
0
0
0
0
0
0
0
4
1
3
3
1
1
0
13.86
41.32
27.46
13.86
13.77
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
0
0
0
0
0
0
0
0
0
0
2
2
0
0
0
2
2
23.97
0
23.97
11.985
1
1
0
1
1
0
0
38.58
0
38.58
38.58
4
4
0
2
2
2
2
95.45
0
95.45
23.8625
0
0
0
0
0
0
0
0
0
0
1
0
1
0
0
1
0
0
2.66
2.66
2.66
10
8
2
6
4
4
4
190.79
22.79
168
23.84875
11.395
2
1
1
2
1
0
0
16.75
9.65
7.1
16.75
9.65
21
16
5
11
8
10
8
365.54
43.46
322.08
22.85
8.69
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
1
0
1
1
0
0
0
0
5.3
5.3
5.3
2
2
0
1
1
1
1
32.95
0
32.95
16.475
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
0
0
0
1
1
0.05
0
0.05
0.05
3
1
2
2
0
1
1
17.13
31.62
14.49
17.13
15.81
9
2
7
2
1
7
1
66.43
64.59
1.84
33.215
9.22714
2
1
1
0
0
2
1
32.23
41.83
9.6
32.23
41.83
19
7
12
7
2
12
5
148.79
143.72
5.07
21.26
11.98
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
1
0
1
1
0
0
0
0
8.79
8.79
8.79
1
0
1
0
0
1
0
0
7.61
7.61
7.61
1
0
1
1
0
0
0
0
17.23
17.23
17.23
2
0
2
2
0
0
0
0
11.23
11.23
5.615
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
1
0
0
0
0
4.1
4.1
4.1
0
0
0
0
0
0
0
0
0
0
7
0
7
6
0
1
0
0
54.62
54.62
7.80
Instrument
USD/SGD
USD/SGD
USD/SGD
USD/SGD
USD/SGD
USD/SGD
USD/SGD
USD/SGD
USD/SGD
USD/SGD
USD/SGD
USD/SGD
#Trades
#Profitable
#Losses
#Longs
#LongsProfitable
#Shorts
#ShortsProfitable
TotalProfit
TotalLoss
NetProfit/Loss
AvgProfit
AvgLoss
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
May11
Jun11
Jul11
Aug11
Sep11
Oct11
Nov11
Dec11
TOTAL
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
0
0
1
0
0
5.6
5.6
5.6
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
0
0
1
0
0
5.6
5.6
5.60
TRADEANALYSIS(ByDate)
( y
)
By Starting Day
ByStartingDay
By Closing Day
ByClosingDay
22Dec11
22
Dec 11
Winning%
Wi
i %
#Trades
Wins
Losses
1
Mon
57 1%
57.1%
7
4
3
2
Tue
45 8%
45.8%
24
11
13
3
Wed
55 6%
55.6%
27
15
12
4
Thu
48 3%
48.3%
29
14
15
5
Fri
52 9%
52.9%
17
9
8
6
Sat
30 0%
30.0%
10
3
7
1
Mon
66.7%
66
7%
3
2
1
Winning%
Wi
i %
#Trades
Wins
Losses
TradesbyStartingDayofWeek
35
4
Thu
52.2%
52
2%
23
12
11
5
Fri
56.5%
56
5%
23
13
10
6
Sat
40.0%
40
0%
10
4
6
100.0%
30
80.0%
35
30
80.0%
25
40.0%
3
Wed
42.9%
42
9%
28
12
16
TradesbyClosingDayofWeek
100.0%
60.0%
2
Tue
48.1%
48
1%
27
13
14
25
20
60.0%
20
15
40.0%
15
10
20.0%
10
20.0%
0.0%
0
Mon
Tue
Wed
Thu
Winning%
Fri
0.0%
Sat
0
Mon
#Trades
Tue
Wed
Winning%
ByTradeDuration
UpperBound
L
LowerBound
B
d
1.00
1.00
1 00
2
2
3
3
<1Day
1Day
2Days 3Days
41%
85%
33 3%
33.3%
83 3%
83.3%
71.00 13.00
6
6
29
11
2
5
42
2
4
1
12.37
24.70
33.68
28.67
9.80
9 80
2.84
2 84
17.49
17 49 41.83
41 83
52.73
266
2.59
101.51
0.742676056 20.46153846 0.4317 16.9183
Winning%
Winning
%
#Trades
Wins
Losses
AvgProfit
Avg Loss
AvgLoss
NettP&L
NettP&L/#Trades
4
4
5
5
6
10
4Days
80 0%
80.0%
5
4
1
26.55
4.84
4 84
101.37
20.274
5Days
20 0%
20.0%
5
1
4
80.36
13.71
13 71
25.51
5.102
610Days
60 0%
60.0%
5
3
2
25.20
16.73
16 73
42.13
8.426
11
20
1120
Days
50 0%
50.0%
2
1
1
3.92
7.61
7 61
3.69
1.845
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%
0%
21
30
2130
Days
0 0%
0.0%
1
0
1
2.24
2 24
2.24
2.24
80.00
70.00
60.00
50.00
40.00
30.00
20.00
10.00
<1Day
1Day
2Days
3Days
4Days
Winning%
5Days
610Days
1120Days
2130Days
#Trades
B T d D ti (St t D t )
ByTradeDuration(StartDate)
UpperBound
Upper
Bound
LowerBound
0:00
2:00
2:00
4:00
4:00
6:00
6:00
8:00
8:00
10:00
10:00
12:00
12:00
14:00
14:00
16:00
16:00
18:00
18:00
20:00
20:00
22:00
22:00
0:00
Winning%
g
#Trades
Wins
Losses
AvgProfit
AvgLoss
NettP&L
Nett P&L / # Trades
NettP&L/#Trades
57.1%
14
8
6
$
$
27.28
$(11.58)
$148.80
$
$
10 63
10.63
33.3%
3
1
2
$
$
26.87
$(7.48)
$11.92
$
$
3 97
3.97
33.3%
3
1
2
$ 25.95
$
$(8.98)
$8.00
$ 2.67
$
2 67
57.1%
14
8
6
$ 20.04
$
$(11.19)
$93.12
$ 6.65
$
6 65
100.0%
1
1
0
$ 29.44
$
$
$29.44
$ 29.44
$
29 44
37.5%
8
3
5
$ 17.60
$
$(9.27)
$6.44
$
$
0 81
0.81
26.7%
15
4
11
$
$
8.47
$(13.03)
$(109.49)
$ (7.30)
$
(7 30)
60.9%
23
14
9
$ 18.22
$
$(11.49)
$151.58
$ 6.59
$
6 59
50.0%
2
1
1
$ 56.59
$
$(19.82)
$36.77
$ 18.39
$
18 39
33.3%
3
1
2
$
$
31.91
$(6.38)
$19.16
$
$
6 39
6.39
83.3%
6
5
1
$ 23.82
$
$(0.84)
$118.27
$ 19.71
$
19 71
40.9%
22
9
13
$ 10.78
$
$(10.45)
$(38.74)
$ (1.76)
$
(1 76)
1
50.0%
4
2
2
11
60.0%
5
3
2
21
33 3%
33.3%
9
3
6
2
50.0%
4
2
2
12
50.0%
6
3
3
22
57 1%
57.1%
7
4
3
3
66.7%
6
4
2
13
60.0%
5
3
2
23
66 7%
66.7%
3
2
1
4
50.0%
2
1
1
14
42.9%
7
3
4
24
5
50.0%
2
1
1
15
33.3%
6
2
4
25
100 0%
100.0%
1
1
0
6
33.3%
3
1
2
16
100.0%
1
1
0
26
7
50.0%
4
2
2
17
50.0%
2
1
1
27
50 0%
50.0%
2
1
1
8
33.3%
3
1
2
18
33.3%
6
2
4
28
50 0%
50.0%
2
1
1
9
0.0%
1
0
1
19
0.0%
2
0
2
29
60 0%
60.0%
5
3
2
10
100.0%
4
4
0
20
0.0%
3
0
3
30
57 1%
57.1%
7
4
3
31
50.0%
50
0%
2
1
1
ByDayofMonth
Winning%
g
#Trades
Wins
Losses
Winning%
#Trades
Wins
Losses
Winning%
Winning
%
#Trades
Wins
i
Losses
0
0
0
0
0
0
Thu
#Trades
Fri
Sat
TRADE ANALYSIS (RMultiples)

TRADEANALYSIS(RMultiples)
AverageR(LosingTrades)
( i
d )
0.74
#WinningTrades
Winning%
i i
49%
56
AverageR(WinningTrades)
1.34
#LossingTrades
58
AverageR(Overall)
0.28
1.37
AvgWin
g
19.77
StdDeviation(R)
( )
AvgLoss
g
10.89
Expectancy(R)=
p
y ( ) 0.28
*Expectany=%winningtrades*averagewinningR%losingtrades*averagelosingR
Expectany %winningtrades averagewinningR %losingtrades averagelosingR
1R definition ($)
1Rdefinition($)
15
Van Tharp SQN =

VanTharpSQN=
* set to "Avg
*setto
AvgLossifunknown
Loss if unknown
2.05
Expectancy ($/Risk) = $
Expectancy($/Risk)=
$ 0.28
0 28
Van Tharp's System Quality Number Table

VanTharp'sSystemQualityNumberTable
Q lit S
QualityScore
S t
SystemRating
R ti
<1.0
Probablyv.HardtoTrade
1.012.00
AverageSystem(need>1.7tobesignificant)
2.013.00
GoodSystem(Significantlydifferentfrom0)
3.015.00
ExcellentSystem
y
5.017.00
5.01
7.00
SuperbSystem(fewexists)
7.01orhigher HolyGrailSystem
R Multiple
5R
5R
4.5R
4 5R
Freq
Freq
0
0
4R
3.5R
3R
2.5R
2R
2R
1.5R
1.5R
13
1R
14
0 5R
0.5R
25
0R
15
0 5R
0.5R
13
1R
1.5R
12
2R
2.5R
3R
3.5R
4R
4 5R
4.5R
5R
5 5R
5.5R
6R
6.5R
7R
7.5R
8R
30
25
20
15
10
0
5R 4.5R 4R 3.5R 3R 2.5R 2R 1.5R 1R 0.5R 0R 0.5R 1R 1.5R 2R 2.5R 3R 3.5R 4R 4.5R 5R 5.5R 6R 6.5R 7R 7.5R 8R
Freq
TRADE ANALYSIS (Monte Carlo)

TRADEANALYSIS(MonteCarlo)
MonteCarloSimulation1,000Simulationsof300trades
Starting Capital
StartingCapital
40,899.00
40 899 00
Target
((Retirement))
Ri k
Risk
Mi
Min
M
Max
A
Average(Mean)
(M
)
1%
2%
3%
4%
5%
6%
7%
8%
9%
10%
28,923.00
32,539.44
36,025.07
19,896.67
19 896 67
24,744.50
24 744 50
38,045.61
38 045 61
25,432.84
25 432 84
15,500.03
15 500 03
8,358.98
8 358 98
10,724.26
10 724 26
125,931.20
518,180.72
2,575,760.26
7,416,335.80
7 416 335 80
26,239,676.43
26 239 676 43
167,350,681.44
167 350 681 44
425,553,662.20
425 553 662 20
695,519,539.82
695 519 539 82
4,763,314,202.79
4 763 314 202 79
4,922,618,325.62
4 922 618 325 62
66,976.35
151,541.60
321,639.73
740,383.52
740 383 52
1,675,463.46
1 675 463 46
3,329,700.56
3 329 700 56
7,729,253.74
7 729 253 74
17,014,710.23
17 014 710 23
45,435,032.14
45 435 032 14
58,893,444.15
58 893 444 15
Drawdown Probability
DrawdownProbability
95%
75%
50%
25%
10%
5%
1%
Consecutive
StringofLosses
5
6
7
8
10
11
13.01
RMultiple
7.75
9.50
11.00
.00
13.00
13.00
15.25
15.25
17.01
17.01
20.25
100,000.00
100 000 00 RuinThreshold
Ruin Threshold 32,719.20
32 719 20
Average
(Median)
64,749.01
136,431.67
256,233.85
479,875.51
479 875 51
931,244.61
931 244 61
1,361,237.67
1 361 237 67
2,316,850.26
2 316 850 26
3,900,914.51
3 900 914 51
5,412,674.12
5 412 674 12
7,762,316.72
7 762 316 72
Probof
Ruin
0.1%
2.0%
6.3%
16 0%
16.0%
22 4%
22.4%
31 0%
31.0%
35 1%
35.1%
40 8%
40.8%
47 2%
47.2%
52 7%
52.7%
0%
Probof ProbofRetirement
ProbofRetirement
Retirement
ProbofRuin
3.1%
3.0%
77.9%
75.9%
95.4%
89.1%
96 7%
96.7%
80 7%
80.7%
98 2%
98.2%
75 8%
75.8%
99 2%
99.2%
68 2%
68.2%
99 5%
99.5%
64 4%
64.4%
99 0%
99.0%
58 2%
58.2%
99 2%
99.2%
52 0%
52.0%
99 2%
99.2%
46 5%
46.5%
100%
89%

Trade Statement Analysis (22 Dec 2011)

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Trade Statement Analysis (22 Dec 2011)

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TRADINGANALYSIS

StartingCapital $3,500.00 114.00%

Feb11 Mar11 Apr11 May11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

Jan11 Feb11 Mar11 Apr11

TRADE ANALYSIS (RMultiples)

Van Tharp SQN =

Van Tharp's System Quality Number Table

TRADE ANALYSIS (Monte Carlo)

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