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Tradestation 10 - Backtesting Trading Systems by Reviewing the Performance Summary

Updated: May 11, 2022


Once a strategy has been built, backtesting a strategy before automated trading to understand how the strategy works over many years of data and trades can be viewed in the Tradestation Performance Summary.


The Tradestation Performance Summary will give important statistics that will give a view of the risk as well as the potential profit. While past performance isn't indictive of future results, starting with a starting with a strategy offers us a framework of risk and expectations so that when live trading occurs, we can know how to manage and stay with a strategy.


Performance statistics include:

Total Net Profit

Gross Profit

Gross Loss

Profit Factor

Total Number of Trades

Winning Trades

Losing Trades

Even Trades

Average Trade Net Profit

Ratio Average Win to Average Loss

Largest Winning Trade

Largest Losing Trade

Net Profit as a Percentage of Largest Loss

Maximum Consecutive Winning Trades

Maximum Consecutive Losing Trades

Average Bars in Winning Trades

Average Bars in Losing Trades

Return on Initial Capital

Return Retracement Ratio

Sharpe Ratio

RINA Index

K-Ratio

Trading Period

Percent of Time in the Market

Time in the Market

Longest Flat Period

Maximum Drawdown

and many more.


There is a Performance Summary, Trade Analysis, Trade List, Periodical Returns, Performance Graphs, Trades Graphs, and Settings tabs.

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U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

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CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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