$INDU : FellowTraders MA System\Base MA System ver 2.0.55.efs

Attention! When presenting the results of this strategy commission and slippage were considered zero. Please note this is not realistic and in real life those values can bias the results noticeably. The proper values of commission and slippage may be selected in the Properties dialog box.

Strategy Performance Summary

	All Trades	Long Trades	Short Trades
Net Profit	$18841.4	$5113.4	$13728
Gross Profit	$27651.6	$10574.4	$17077.2
Gross Loss	($8810.2)	($5461)	($3349.2)
Adjusted Net Profit	$10419.27	$57.83	$6537.79
Adjusted Gross Profit	$21885.84	$7748.27	$11384.8
Adjusted Gross Loss	($11466.58)	($7690.44)	($4847.01)
Select Net Profit	$8798.6	$7769	$1029.6
Select Gross Profit	$14953.2	$10574.4	$4378.8
Select Gross Loss	($6154.6)	($2805.4)	($3349.2)
Account Size Required	$3388.4	$3388.4	$2451.4
Return on Account	556.06%	150.91%	560.01%
Avg Monthly Return	$724.67	$724.67	$724.67
Monthly Return StdDev	$1811.13	$1811.13	$1811.13
Return on Initial Capital	188.41%	51.13%	137.28%
Max Strategy Drawdown	($6049.4)	($5924.2)	($4859.4)
Max Strategy Drawdown (%)	(33.86%)	(51.06%)	(28.64%)
Max Close To Close Drawdown	($3388.4)	($3388.4)	($2451.4)
Max Close To Close Drawdown (%)	(19.89%)	(31.25%)	(9.36%)
Return on Max Str Drawdown	3.11	0.86	2.83
Profit Factor	3.14	1.94	5.1
Adjusted Profit Factor	1.91	1.01	2.35
Select Profit Factor	2.43	3.77	1.31
Max # Contracts Held	20	20	20
Commission Paid	$0	$0	$0
OpenPosition P/L	$0	$0	$0
Annual Rate of Return	87.78%	24.29%	63.96%
Monthly Rate of Return	7.31%	2.02%	5.33%
Buy & Hold Return	$1937.34	$2001.15	$1855.22

Performance Ratios

Upside Potential Ratio n/a

Sharpe Ratio 0.43

Sortino Ratio 1.34

Fouse Ratio 0.04

Calmar Ratio 0

Sterling Ratio 0

Net Prft / Largest Loss (709.5%)

Net Prft / Max Trade Drawdown (425.22%)

Net Prft / Max Strategy Drawdown (311.46%)

Select Net Prft / Largest Loss (331.32%)

Select Net Prft / Max Trade Drawdown (198.57%)

Select Net Prft / Max Strategy Drawdown (145.45%)

Adj Net Prft / Largest Loss (392.35%)

Adj Net Prft / Max Trade Drawdown (235.14%)

Adj Net Prft / Max Strategy Drawdown (172.24%)

Time Analysis

Trading Period 2 Yrs, 1 Mth, 26 Dys

Time in the Market 1 Mth, 29 Dys

Percent in the Market 7.53%

Longest flat period 2 Mths, 5 Dys

Max Run-up Date 14/07/2006

Max Drawdown Date 21/10/2005

Max Strategy Drawdown Date 07/10/2005

Max Close To Close Drawdown Date 21/10/2005

Total Trade Analysis

	All Trades	Long Trades	Short Trades
Total # of Trades	34	20	14
Total # of Open Trades	0	0	0
Number Winning Trades	23	14	9
Number Losing Trades	11	6	5
Percent Profitable	67.65%	70%	64.29%
Avg Trade (win & loss)	$554.16	$255.67	$980.57
Average Winning Trade	$1202.24	$755.31	$1897.47
Average Losing Trade	($800.93)	($910.17)	($669.84)
Ratio Avg Win / Avg Loss	1.5	(0.83)	2.83
Largest Winning Trade	$5473.2	$1693.4	$5473.2
Largest Losing Trade	($2655.6)	($2655.6)	($1499.2)
Avg # Bars in Trades	2	2	2.1
Avg # Bars in Winning Trades	2	2	2.1
Avg # Bars in Losing Trades	2	2	2
Avg # Bars Between Trades	14.2	25.6	37.3
Avg # Bars Between Winning Trades	21.9	37.4	59.1
Avg # Bars Between Losing Trades	48.1	89.8	108.2

Outliers

Total
Positive
Negative

1 Std. Deviation of Avg. Trade $1496.86 $1330.9 $712.32

Avg. Trade + 1 Std. Deviation $2051.02 $2533.14 ($88.61)

Avg. Trade - 1 Std. Deviation ($942.7) ($128.66) ($1513.25)

Number of Outliers 4 3 1

Outlier Profit/Loss $10042.8 $12698.4 ($2655.6)

Run-up/Drawdown

Run-Up
Drawdown

Max Value $5873.2 ($4431)

Max Value Date 14/07/2006 21/10/2005

Avg Value $1640.66 ($1347.11)

Max Value (%) 45.52% (27.17%)

Max Value (%) Date 15/04/2005 20/10/2005

1 Std. Deviation $1399.91 $1025.39

Avg + 1 Std. Deviation $3040.57 ($321.71)

Avg - 1 Std. Deviation $240.75 ($2372.5)

Trade Series Analysis

Z-score (0.15)

Confidence Limits 0.12

Strategy ME $554.16

Max Consec. Winners 10

Max Consec. Losers 3

Largest Consec. Profit $10951

Largest Consec. Loss ($3388.4)

Largest Consec. Profit (%) 80.22%

Largest Consec. Loss (%) (19.89%)

# Winning Trade Series Losing Trade Series

# of series Avg Win / Series Avg Loss
Next Trade # of series Avg Loss / Series Avg Win
Next Trade

1 4 $450.15 ($416.85) 4 ($655.15) $1566.05

2 1 $3095.7 ($901.4) 2 ($1130.1) $819.9

3 1 $1513.53 ($464) 1 ($556.4) $119.8

4 1 $1042 ($732.8)

10 1 $1095.1 ($953.2)

Trade #	Order #	Type	Signal	Date	Time	Price	Contracts	Profit Profit (%)	Cum. Profit Cum. Profit (%)	Run-up Run-up (%)	Drawdown Drawdown (%)
1	1	EntryShort	ShortTrigger	22/03/2005	00:00	10533	20	$854.4 8.54%	$854.4 8.54%	$2049.4 20.49%	($1539) (15.39%)
1	2	ExitShort	StoppedOut	23/03/2005	00:00	10490.28	20	$854.4 8.54%	$854.4 8.54%	$2049.4 20.49%	($1539) (15.39%)
2	3	EntryLong	BuyTrigger	06/04/2005	00:00	10477	20	$177.6 1.64%	$1032 10.32%	$1602.2 14.76%	($472.4) (4.35%)
2	4	ExitLong	StoppedOut	07/04/2005	00:00	10485.88	20	$177.6 1.64%	$1032 10.32%	$1602.2 14.76%	($472.4) (4.35%)
3	5	EntryShort	ShortTrigger	15/04/2005	00:00	10272	20	$3508.6 31.8%	$4540.6 45.41%	$5021.4 45.52%	($130.6) (1.18%)
3	6	ExitShort	StoppedOut	18/04/2005	00:00	10096.57	20	$3508.6 31.8%	$4540.6 45.41%	$5021.4 45.52%	($130.6) (1.18%)
4	7	EntryLong	BuyTrigger	20/05/2005	00:00	10496	20	($464) (3.19%)	$4076.6 40.77%	$1296.2 8.91%	($1442.4) (9.92%)
4	8	ExitLong	StoppedOut	23/05/2005	00:00	10472.8	20	($464) (3.19%)	$4076.6 40.77%	$1296.2 8.91%	($1442.4) (9.92%)
5	9	EntryShort	ShortTrigger	09/06/2005	00:00	10464	20	($780.4) (5.54%)	$3296.2 32.96%	$413.8 2.94%	($1492.8) (10.6%)
5	10	ExitShort	StoppedOut	10/06/2005	00:00	10503.02	20	($780.4) (5.54%)	$3296.2 32.96%	$413.8 2.94%	($1492.8) (10.6%)
6	11	EntryLong	BuyTrigger	15/06/2005	00:00	10588	20	($424.8) (3.19%)	$2871.4 28.71%	$149 1.12%	($1852.2) (13.93%)
6	12	ExitLong	StoppedOut	16/06/2005	00:00	10566.76	20	($424.8) (3.19%)	$2871.4 28.71%	$149 1.12%	($1852.2) (13.93%)
7	13	EntryShort	ShortTrigger	27/06/2005	00:00	10297	20	$119.8 0.93%	$2991.2 29.91%	$870.2 6.76%	($2254) (17.51%)
7	14	ExitShort	StoppedOut	28/06/2005	00:00	10291.01	20	$119.8 0.93%	$2991.2 29.91%	$870.2 6.76%	($2254) (17.51%)
8	15	EntryLong	BuyTrigger	11/07/2005	00:00	10463	20	$1024.4 7.89%	$4015.6 40.16%	$1620.8 12.48%	($268) (2.06%)
8	16	ExitLong	StoppedOut	12/07/2005	00:00	10514.22	20	$1024.4 7.89%	$4015.6 40.16%	$1620.8 12.48%	($268) (2.06%)
9	17	EntryLong	BuyTrigger	07/09/2005	00:00	10594	20	$528.6 3.77%	$4544.2 45.44%	$928.6 6.63%	($493.2) (3.52%)
9	18	ExitLong	StoppedOut	08/09/2005	00:00	10620.43	20	$528.6 3.77%	$4544.2 45.44%	$928.6 6.63%	($493.2) (3.52%)
10	19	EntryShort	ShortTrigger	20/09/2005	00:00	10520	20	$2495.2 17.16%	$7039.4 70.39%	$3380.8 23.25%	($1695.2) (11.66%)
10	20	ExitShort	StoppedOut	22/09/2005	00:00	10395.24	20	$2495.2 17.16%	$7039.4 70.39%	$3380.8 23.25%	($1695.2) (11.66%)
11	21	EntryLong	BuyTrigger	03/10/2005	00:00	10571	20	($732.8) (4.3%)	$6306.6 63.07%	$751.2 4.41%	($2724.2) (15.99%)
11	22	ExitLong	StoppedOut	04/10/2005	00:00	10534.36	20	($732.8) (4.3%)	$6306.6 63.07%	$751.2 4.41%	($2724.2) (15.99%)
12	23	EntryLong	BuyTrigger	20/10/2005	00:00	10415	20	($2655.6) (16.29%)	$3651 36.51%	$355.6 2.18%	($4431) (27.17%)
12	24	ExitLong	StoppedOut	21/10/2005	00:00	10282.22	20	($2655.6) (16.29%)	$3651 36.51%	$355.6 2.18%	($4431) (27.17%)
13	25	EntryLong	BuyTrigger	31/10/2005	00:00	10406	20	$630.2 4.62%	$4281.2 42.81%	$1613 11.82%	($56.6) (0.41%)
13	26	ExitLong	StoppedOut	01/11/2005	00:00	10437.51	20	$630.2 4.62%	$4281.2 42.81%	$1613 11.82%	($56.6) (0.41%)
14	27	EntryLong	BuyTrigger	09/01/2006	00:00	10970	20	$603 4.22%	$4884.2 48.84%	$1003 7.02%	($511.4) (3.58%)
14	28	ExitLong	StoppedOut	10/01/2006	00:00	11000.15	20	$603 4.22%	$4884.2 48.84%	$1003 7.02%	($511.4) (3.58%)
15	29	EntryLong	BuyTrigger	14/02/2006	00:00	10941	20	$1693.4 11.38%	$6577.6 65.78%	$2554.8 17.16%	($1005.6) (6.76%)
15	30	ExitLong	StoppedOut	15/02/2006	00:00	11025.67	20	$1693.4 11.38%	$6577.6 65.78%	$2554.8 17.16%	($1005.6) (6.76%)
16	31	EntryLong	BuyTrigger	14/03/2006	00:00	11118	20	$467 2.82%	$7044.6 70.45%	$2174.8 13.12%	($1187) (7.16%)
16	32	ExitLong	StoppedOut	15/03/2006	00:00	11141.35	20	$467 2.82%	$7044.6 70.45%	$2174.8 13.12%	($1187) (7.16%)
17	33	EntryShort	ShortTrigger	30/03/2006	00:00	11154	20	$53.2 0.31%	$7097.8 70.98%	$967 5.67%	($2103.2) (12.34%)
17	34	ExitShort	StoppedOut	31/03/2006	00:00	11151.34	20	$53.2 0.31%	$7097.8 70.98%	$967 5.67%	($2103.2) (12.34%)
18	35	EntryLong	BuyTrigger	20/04/2006	00:00	11304	20	$789 4.61%	$7886.8 78.87%	$2037.6 11.92%	($579) (3.39%)
18	36	ExitLong	StoppedOut	21/04/2006	00:00	11343.45	20	$789 4.61%	$7886.8 78.87%	$2037.6 11.92%	($579) (3.39%)
19	37	EntryShort	ShortTrigger	17/05/2006	00:00	11392	20	$3716.6 20.78%	$11603.4 116.03%	$5298.2 29.62%	($362.6) (2.03%)
19	38	ExitShort	StoppedOut	18/05/2006	00:00	11206.17	20	$3716.6 20.78%	$11603.4 116.03%	$5298.2 29.62%	($362.6) (2.03%)
20	39	EntryLong	BuyTrigger	01/06/2006	00:00	11184	20	$1324.2 6.13%	$12927.6 129.28%	$2036.4 9.43%	($678.6) (3.14%)
20	40	ExitLong	StoppedOut	02/06/2006	00:00	11250.21	20	$1324.2 6.13%	$12927.6 129.28%	$2036.4 9.43%	($678.6) (3.14%)
21	41	EntryShort	ShortTrigger	06/06/2006	00:00	11039	20	$738.8 3.22%	$13666.4 136.66%	$2251.6 9.82%	($1105.2) (4.82%)
21	42	ExitShort	StoppedOut	07/06/2006	00:00	11002.06	20	$738.8 3.22%	$13666.4 136.66%	$2251.6 9.82%	($1105.2) (4.82%)
22	43	EntryLong	BuyTrigger	21/06/2006	00:00	11031	20	$935.6 3.95%	$14602 146.02%	$2014.6 8.51%	($1185.6) (5.01%)
22	44	ExitLong	StoppedOut	22/06/2006	00:00	11077.78	20	$935.6 3.95%	$14602 146.02%	$2014.6 8.51%	($1185.6) (5.01%)
23	45	EntryLong	BuyTrigger	30/06/2006	00:00	11197	20	($953.2) (3.87%)	$13648.8 136.49%	$772.6 3.14%	($953.2) (3.87%)
23	46	ExitLong	StoppedOut	03/07/2006	00:00	11149.34	20	($953.2) (3.87%)	$13648.8 136.49%	$772.6 3.14%	($953.2) (3.87%)
24	47	EntryShort	ShortTrigger	13/07/2006	00:00	10995	20	$5473.2 23.14%	$19122 191.22%	$5873.2 24.84%	($352.4) (1.49%)
24	48	ExitShort	StoppedOut	14/07/2006	00:00	10721.34	20	$5473.2 23.14%	$19122 191.22%	$5873.2 24.84%	($352.4) (1.49%)
25	49	EntryLong	BuyTrigger	25/07/2006	00:00	11067	20	$718.2 2.47%	$19840.2 198.4%	$1816.4 6.24%	($1342) (4.61%)
25	50	ExitLong	StoppedOut	26/07/2006	00:00	11102.91	20	$718.2 2.47%	$19840.2 198.4%	$1816.4 6.24%	($1342) (4.61%)
26	51	EntryShort	ShortTrigger	11/08/2006	00:00	11044	20	($901.4) (3.02%)	$18938.8 189.39%	$27.2 0.09%	($3174.6) (10.64%)
26	52	ExitShort	StoppedOut	14/08/2006	00:00	11089.07	20	($901.4) (3.02%)	$18938.8 189.39%	$27.2 0.09%	($3174.6) (10.64%)
27	53	EntryLong	BuyTrigger	18/08/2006	00:00	11373	20	($230.6) (0.8%)	$18708.2 187.08%	$169.4 0.59%	($1106.6) (3.82%)
27	54	ExitLong	StoppedOut	21/08/2006	00:00	11361.47	20	($230.6) (0.8%)	$18708.2 187.08%	$169.4 0.59%	($1106.6) (3.82%)
28	55	EntryLong	BuyTrigger	01/09/2006	00:00	11406	20	$1009.6 3.52%	$19717.8 197.18%	$1643.4 5.72%	($465) (1.62%)
28	56	ExitLong	StoppedOut	05/09/2006	00:00	11456.48	20	$1009.6 3.52%	$19717.8 197.18%	$1643.4 5.72%	($465) (1.62%)
29	57	EntryShort	ShortTrigger	03/11/2006	00:00	11978	20	($146.2) (0.49%)	$19571.6 195.72%	$253.8 0.85%	($2794.2) (9.4%)
29	58	ExitShort	StoppedOut	06/11/2006	00:00	11985.31	20	($146.2) (0.49%)	$19571.6 195.72%	$253.8 0.85%	($2794.2) (9.4%)
30	59	EntryShort	ShortTrigger	29/12/2006	00:00	12477	20	$117.4 0.4%	$19689 196.89%	$1443.6 4.88%	($2067) (6.99%)
30	60	ExitShort	StoppedOut	03/01/2007	00:00	12471.13	20	$117.4 0.4%	$19689 196.89%	$1443.6 4.88%	($2067) (6.99%)
31	61	EntryShort	ShortTrigger	10/01/2007	00:00	12368	20	($1499.2) (5.05%)	$18189.8 181.9%	$247.4 0.83%	($3529.2) (11.89%)
31	62	ExitShort	StoppedOut	11/01/2007	00:00	12442.96	20	($1499.2) (5.05%)	$18189.8 181.9%	$247.4 0.83%	($3529.2) (11.89%)
32	63	EntryLong	BuyTrigger	16/01/2007	00:00	12562	20	$61.6 0.22%	$18251.4 182.51%	$1040 3.69%	($461.4) (1.64%)
32	64	ExitLong	StoppedOut	17/01/2007	00:00	12565.08	20	$61.6 0.22%	$18251.4 182.51%	$1040 3.69%	($461.4) (1.64%)
33	65	EntryShort	ShortTrigger	26/01/2007	00:00	12486	20	($22) (0.08%)	$18229.4 182.29%	$1093.2 3.87%	($1134) (4.01%)
33	66	ExitShort	StoppedOut	29/01/2007	00:00	12487.1	20	($22) (0.08%)	$18229.4 182.29%	$1093.2 3.87%	($1134) (4.01%)
34	67	EntryLong	BuyTrigger	05/04/2007	00:00	12543	20	$612 2.17%	$18841.4 188.41%	$1012 3.58%	($852.2) (3.02%)
34	68	ExitLong	StoppedOut	09/04/2007	00:00	12573.6	20	$612 2.17%	$18841.4 188.41%	$1012 3.58%	($852.2) (3.02%)

Daily Trading Summary

Daily Period Analysis
Period	Profit Profit (%)	Gross Profit Gross Loss	# Trades % Profitable
15/05/2007	$268 2.59%	$268 $0	1 100%
14/05/2007	$0 0%	$0 $0	1 0%
13/05/2007	$0 0%	$0 $0	1 0%
12/05/2007	$0 0%	$0 $0	1 0%
11/05/2007	$344 3.44%	$344 $0	1 100%
10/05/2007	$0 0%	$0 $0	0 n/a
09/05/2007	$0 0%	$0 $0	0 n/a
08/05/2007	$0 0%	$0 $0	0 n/a
07/05/2007	$0 0%	$0 $0	0 n/a
06/05/2007	$0 0%	$0 $0	0 n/a
05/05/2007	$0 0%	$0 $0	0 n/a
04/05/2007	$0 0%	$0 $0	0 n/a
03/05/2007	$0 0%	$0 $0	0 n/a
02/05/2007	$0 0%	$0 $0	0 n/a
01/05/2007	$0 0%	$0 $0	0 n/a
30/04/2007	$0 0%	$0 $0	0 n/a
29/04/2007	$0 0%	$0 $0	0 n/a
28/04/2007	$0 0%	$0 $0	0 n/a
27/04/2007	$0 0%	$0 $0	0 n/a
26/04/2007	$0 0%	$0 $0	0 n/a

Daily Rolling Period Analysis
Period	Profit Profit (%)	Gross Profit Gross Loss	# Trades % Profitable
Today - 15/05/2007	$268 2.59%	$268 $0	1 100%
14/05/2007 - 15/05/2007	$268 2.59%	$268 $0	1 100%
13/05/2007 - 15/05/2007	$268 2.59%	$268 $0	1 100%
12/05/2007 - 15/05/2007	$268 2.59%	$268 $0	1 100%
11/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
10/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
09/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
08/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
07/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
06/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
05/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
04/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
03/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
02/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
01/05/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
30/04/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
29/04/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
28/04/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
27/04/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%
26/04/2007 - 15/05/2007	$612 6.12%	$612 $0	1 100%

Monthly Trading Summary

Monthly Analysis

Period Average Profit Gross Profit Gross Loss Profit Factor Average # Trades % Profitable

January $138.5 $277 $0 n/a 0.5 100%

February ($508.1) $603 ($1619.2) (0.37) 2.5 40%

March n/a n/a n/a n/a n/a 100%

April n/a n/a n/a n/a n/a 100%

May n/a n/a n/a n/a n/a 100%

June n/a n/a n/a n/a n/a 50%

July n/a n/a n/a n/a n/a 57.14%

August n/a n/a n/a n/a n/a 75%

September n/a n/a n/a n/a n/a 0%

October n/a n/a n/a n/a n/a 100%

November n/a n/a n/a n/a n/a 33.33%

December n/a n/a n/a n/a n/a 0%

Monthly Period Analysis

Period Profit
Profit (%) Gross Profit
Gross Loss # Trades
% Profitable

05/07 $612
2.17% $612
$0 1
100%

04/07 $0
0% $0
$0 0
n/a

03/07 $0
0% $0
$0 0
n/a

02/07 ($1619.2)
(5.42%) $61.6
($1680.8) 4
25%

01/07 $277
0.94% $277
$0 1
100%

12/06 ($146.2)
(0.49%) $0
($146.2) 1
0%

11/06 $0
0% $0
$0 0
n/a

10/06 $1009.6
3.52% $1009.6
$0 1
100%

09/06 ($1132)
(3.79%) $0
($1132) 2
0%

08/06 $6173.8
26.09% $6191.4
($17.6) 3
66.67%

07/06 $2063
9.55% $2998.6
($935.6) 4
75%

06/06 $3716.6
20.78% $3716.6
$0 1
100%

05/06 $789
4.61% $789
$0 1
100%

04/06 $520.2
3.14% $520.2
$0 2
100%

03/06 $1693.4
11.38% $1693.4
$0 1
100%

02/06 $603
4.22% $603
$0 1
100%

01/06 $0
0% $0
$0 0
n/a

12/05 ($51.2)
(0.36%) $0
($51.2) 1
0%

11/05 ($2707)
(15.89%) $681.4
($3388.4) 3
33.33%

10/05 $3023.8
21.57% $3023.8
$0 2
100%

Monthly Rolling Period Analysis

Period Profit
Profit (%) Gross Profit
Gross Loss # Trades
% Profitable

Today - 05/07 $612
2.06% $612
$0 1
100%

04/07 - 05/07 $612
2.13% $612
$0 1
100%

03/07 - 05/07 $612
2.05% $612
$0 1
100%

02/07 - 05/07 ($1007.2)
(4.26%) $673.6
($1680.8) 5
40%

01/07 - 05/07 ($730.2)
(3.38%) $791
($1521.2) 5
60%

12/06 - 05/07 ($876.4)
(4.9%) $791
($1667.4) 6
50%

11/06 - 05/07 ($876.4)
(5.13%) $791
($1667.4) 6
50%

10/06 - 05/07 $133.2
0.8% $1800.6
($1667.4) 7
57.14%

09/06 - 05/07 ($998.8)
(6.71%) $1800.6
($2799.4) 9
44.44%

08/06 - 05/07 $5175
36.24% $7992
($2817) 12
50%

07/06 - 05/07 $7238
50.68% $10990.6
($3752.6) 15
60%

06/06 - 05/07 $10954.6
76.43% $14707.2
($3752.6) 16
62.5%

05/06 - 05/07 $11743.6
68.92% $15496.2
($3752.6) 17
64.71%

04/06 - 05/07 $12263.8
87.5% $16016.4
($3752.6) 19
68.42%

03/06 - 05/07 $13957.2
99.58% $17709.8
($3752.6) 20
70%

02/06 - 05/07 $14560.2
112.08% $18312.8
($3752.6) 21
71.43%

01/06 - 05/07 $14560.2
103.44% $18312.8
($3752.6) 21
71.43%

12/05 - 05/07 $14509
99.78% $18312.8
($3803.8) 22
68.18%

11/05 - 05/07 $11802
108.73% $18943
($7141) 24
66.67%

10/05 - 05/07 $14825.8
148.26% $21966.8
($7141) 26
69.23%

Annual Trading Summary

Annual Period Analysis

Period Profit
Profit (%) Gross Profit
Gross Loss # Trades
% Profitable

2007 ($1007.2)
(3.37%) $673.6
($1680.8) 5
40%

2006 $15567.4
109.01% $17798.8
($2231.4) 17
76.47%

2005 $4281.2
42.81% $9338.8
($5057.6) 13
61.54%

Annual Rolling Period Analysis

Period Profit
Profit (%) Gross Profit
Gross Loss # Trades
% Profitable

Today - 2007 ($1007.2)
(3.37%) $673.6
($1680.8) 5
40%

2006 - 2007 $14560.2
101.95% $18312.8
($3752.6) 21
71.43%

2005 - 2007 $18841.4
188.41% $27651.6
($8810.2) 34
67.65%

Equity Curve Detailed With Drawdown

Equity Run-Up & Drawdown

Equity Run-Up & Drawdown (%)

Equity Curve Close To Close

Equity Curve Close To Close With Drawdown

Buy & Hold Return

Monthly Returns & Drawdowns

Monthly Returns & Drawdowns (%)

Monthly Accumulative Net Profit

Value Added Monthly Index

Average Profit By Month

Total Trades

Annual Returns & Drawdowns

Annual Returns & Drawdowns (%)

Annual Accumulative Net Profit

Winning Trades

Losing Trades

Drawdown

Drawdown P/L

Maximum Adverse Excursion

Maximum Adverse Excursion (%)

Run-Up

Run-Up P/L

Maximum Favorable Excursion

Maximum Favorable Excursion (%)

Settings

Strategy Name	FellowTraders MA System\Base MA System ver 2.0.55.efs
Symbol Name	$INDU
Initial Capital	$10000
Commission per Contract	$0
Slippage	$0
Interest Rate	0%
Margin per Contract	$0
Minimal Acceptable Rate of Return	0%
Degree of Risk Aversion of the Investor	Conservative
Number of Standard Deviations	1
Compression	Daily
Point Value	$1
Start Date	22/03/2005
End Date	15/05/2007