GBP A0-FX : Forex Trading Machine Development\Forex CashCow ver 1.13.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	$3640	$1360	$2280
Gross Profit	$16250	$7000	$9250
Gross Loss	($12610)	($5640)	($6970)
Adjusted Net Profit	$196.63	($944.67)	($279.72)
Adjusted Gross Profit	$14234.44	$5677.12	$7729.31
Adjusted Gross Loss	($14037.8)	($6621.8)	($8009.03)
Select Net Profit	$4842.5	$2200	$2642.5
Select Gross Profit	$16250	$7000	$9250
Select Gross Loss	($11407.5)	($4800)	($6607.5)
Account Size Required	$1712.5	$1690	$1312.5
Return on Account	212.55%	80.47%	173.71%
Avg Monthly Return	$98.38	$98.38	$98.38
Monthly Return StdDev	$339.01	$339.01	$339.01
Return on Initial Capital	9.1%	3.4%	5.7%
Max Strategy Drawdown	($2157.5)	($2015)	($1952.5)
Max Strategy Drawdown (%)	(5.3%)	(5.02%)	(4.73%)
Max Close To Close Drawdown	($1712.5)	($1690)	($1312.5)
Max Close To Close Drawdown (%)	(4.22%)	(4.23%)	(3.21%)
Return on Max Str Drawdown	1.69	0.67	1.17
Profit Factor	1.29	1.24	1.33
Adjusted Profit Factor	1.01	(0.86)	(0.97)
Select Profit Factor	1.42	1.46	1.4
Max # Contracts Held	25000	25000	25000
Commission Paid	$0	$0	$0
OpenPosition P/L	$0	$0	$0
Annual Rate of Return	3.03%	1.13%	1.9%
Monthly Rate of Return	0.25%	0.09%	0.16%
Buy & Hold Return	$1629.88	$2335.8	$2398.72

Performance Ratios

Upside Potential Ratio 211.42

Sharpe Ratio 0.28

Sortino Ratio 0.58

Fouse Ratio 0

Calmar Ratio 0

Sterling Ratio 0

Net Prft / Largest Loss (433.33%)

Net Prft / Max Trade Drawdown (257.24%)

Net Prft / Max Strategy Drawdown (168.71%)

Select Net Prft / Largest Loss (576.49%)

Select Net Prft / Max Trade Drawdown (342.23%)

Select Net Prft / Max Strategy Drawdown (224.45%)

Adj Net Prft / Largest Loss (23.41%)

Adj Net Prft / Max Trade Drawdown (13.9%)

Adj Net Prft / Max Strategy Drawdown (9.11%)

Time Analysis

Trading Period 3 Yrs, 4 Dys

Time in the Market 6 Mths, 5 Dys

Percent in the Market 16.88%

Longest flat period 1 Mth, 23 Dys

Max Run-up Date 01/07/2005

Max Drawdown Date 10/03/2004

Max Strategy Drawdown Date 03/02/2005

Max Close To Close Drawdown Date 24/06/2005

Total Trade Analysis

	All Trades	Long Trades	Short Trades
Total # of Trades	143	61	82
Total # of Open Trades	0	0	0
Number Winning Trades	65	28	37
Number Losing Trades	78	33	45
Percent Profitable	45.45%	45.9%	45.12%
Avg Trade (win & loss)	$25.45	$22.3	$27.8
Average Winning Trade	$250	$250	$250
Average Losing Trade	($161.67)	($170.91)	($154.89)
Ratio Avg Win / Avg Loss	1.55	1.46	1.61
Largest Winning Trade	$250	$250	$250
Largest Losing Trade	($840)	($840)	($362.5)
Avg # Bars in Trades	1.6	1.6	1.6
Avg # Bars in Winning Trades	1.6	1.6	1.6
Avg # Bars in Losing Trades	1.6	1.6	1.6
Avg # Bars Between Trades	3.9	11.3	8
Avg # Bars Between Winning Trades	10.5	26.5	19.6
Avg # Bars Between Losing Trades	8.4	22.2	15.8

Outliers

Total
Positive
Negative

1 Std. Deviation of Avg. Trade $213.51 $0 $80.92

Avg. Trade + 1 Std. Deviation $238.97 $250 ($80.75)

Avg. Trade - 1 Std. Deviation ($188.06) $250 ($242.58)

Number of Outliers 2 0 2

Outlier Profit/Loss ($1202.5) $0 ($1202.5)

Run-up/Drawdown

Run-Up
Drawdown

Max Value $737.5 ($1415)

Max Value Date 01/07/2005 10/03/2004

Avg Value $233.44 ($309)

Max Value (%) 1.89% (3.54%)

Max Value (%) Date 30/06/2005 08/03/2004

1 Std. Deviation $176.33 $161.05

Avg + 1 Std. Deviation $409.76 ($147.95)

Avg - 1 Std. Deviation $57.11 ($470.05)

Trade Series Analysis

Z-score 0.78

Confidence Limits 0.56

Strategy ME $25.45

Max Consec. Winners 5

Max Consec. Losers 6

Largest Consec. Profit $1250

Largest Consec. Loss ($900)

Largest Consec. Profit (%) 3.21%

Largest Consec. Loss (%) (2.24%)

# 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 23 $250 ($143.48) 21 ($183.21) $250

2 9 $250 ($173.61) 5 ($150) $250

3 3 $250 ($150) 6 ($161.81) $250

4 2 ($150) $250

5 3 $250 ($152.5) 3 ($150) $250

6 1 ($150) $250

Trade #	Order #	Type	Signal	Date	Time	Price	Contracts	Profit Profit (%)	Cum. Profit Cum. Profit (%)	Run-up Run-up (%)	Drawdown Drawdown (%)
1	1	EntryLong	GoLong2	08/03/2004	00:00	1.85	25000	($840) (2.1%)	($840) (2.1%)	$142.5 0.36%	($1415) (3.54%)
1	2	ExitLong	GoShort2	10/03/2004	00:00	1.82	25000	($840) (2.1%)	($840) (2.1%)	$142.5 0.36%	($1415) (3.54%)
2	3	EntryShort	GoShort2	10/03/2004	00:00	1.82	25000	$250 0.64%	($590) (1.48%)	$575 1.47%	($297.5) (0.76%)
2	4	ExitShort	ShrtStpN	10/03/2004	00:00	1.81	25000	$250 0.64%	($590) (1.48%)	$575 1.47%	($297.5) (0.76%)
3	5	EntryShort	GoShort2	11/03/2004	00:00	1.79	25000	($150) (0.38%)	($740) (1.85%)	$20 0.05%	($550) (1.4%)
3	6	ExitShort	ShrtStpN	11/03/2004	00:00	1.8	25000	($150) (0.38%)	($740) (1.85%)	$20 0.05%	($550) (1.4%)
4	7	EntryLong	GoLong2	16/03/2004	00:00	1.81	25000	($150) (0.38%)	($890) (2.23%)	$122.5 0.31%	($362.5) (0.92%)
4	8	ExitLong	LngStp	17/03/2004	00:00	1.81	25000	($150) (0.38%)	($890) (2.23%)	$122.5 0.31%	($362.5) (0.92%)
5	9	EntryLong	GoLong2	23/03/2004	00:00	1.85	25000	($150) (0.38%)	($1040) (2.6%)	$25 0.06%	($772.5) (1.98%)
5	10	ExitLong	LngStp	24/03/2004	00:00	1.85	25000	($150) (0.38%)	($1040) (2.6%)	$25 0.06%	($772.5) (1.98%)
6	11	EntryShort	GoShort2	25/03/2004	00:00	1.82	25000	$250 0.64%	($790) (1.98%)	$500 1.28%	($175) (0.45%)
6	12	ExitShort	ShrtStpN	25/03/2004	00:00	1.81	25000	$250 0.64%	($790) (1.98%)	$500 1.28%	($175) (0.45%)
7	13	EntryLong	GoLong2	30/03/2004	00:00	1.83	25000	$250 0.64%	($540) (1.35%)	$512.5 1.31%	($190) (0.48%)
7	14	ExitLong	LngStp	31/03/2004	00:00	1.84	25000	$250 0.64%	($540) (1.35%)	$512.5 1.31%	($190) (0.48%)
8	15	EntryLong	GoLong2	01/04/2004	00:00	1.85	25000	$250 0.63%	($290) (0.73%)	$282.5 0.72%	($265) (0.67%)
8	16	ExitLong	LngStp	01/04/2004	00:00	1.86	25000	$250 0.63%	($290) (0.73%)	$282.5 0.72%	($265) (0.67%)
9	17	EntryShort	GoShort2	05/04/2004	00:00	1.82	25000	$250 0.63%	($40) (0.1%)	$302.5 0.76%	($210) (0.53%)
9	18	ExitShort	ShrtStpN	05/04/2004	00:00	1.81	25000	$250 0.63%	($40) (0.1%)	$302.5 0.76%	($210) (0.53%)
10	19	EntryShort	GoShort2	14/04/2004	00:00	1.81	25000	$250 0.63%	$210 0.52%	$622.5 1.56%	($220) (0.55%)
10	20	ExitShort	ShrtStpN	14/04/2004	00:00	1.8	25000	$250 0.63%	$210 0.52%	$622.5 1.56%	($220) (0.55%)
11	21	EntryShort	GoShort2	15/04/2004	00:00	1.78	25000	($150) (0.37%)	$60 0.15%	$140 0.35%	($440) (1.09%)
11	22	ExitShort	ShrtStpN	15/04/2004	00:00	1.79	25000	($150) (0.37%)	$60 0.15%	$140 0.35%	($440) (1.09%)
12	23	EntryLong	GoLong2	16/04/2004	00:00	1.8	25000	$250 0.62%	$310 0.77%	$295 0.74%	($467.5) (1.17%)
12	24	ExitLong	LngStp	19/04/2004	00:00	1.81	25000	$250 0.62%	$310 0.77%	$295 0.74%	($467.5) (1.17%)
13	25	EntryShort	GoShort2	21/04/2004	00:00	1.78	25000	$250 0.62%	$560 1.4%	$395 0.98%	($92.5) (0.23%)
13	26	ExitShort	ShrtStpN	21/04/2004	00:00	1.77	25000	$250 0.62%	$560 1.4%	$395 0.98%	($92.5) (0.23%)
14	27	EntryShort	GoShort2	22/04/2004	00:00	1.76	25000	($150) (0.37%)	$410 1.02%	$27.5 0.07%	($347.5) (0.86%)
14	28	ExitShort	ShrtStpN	22/04/2004	00:00	1.77	25000	($150) (0.37%)	$410 1.02%	$27.5 0.07%	($347.5) (0.86%)
15	29	EntryLong	GoLong2	23/04/2004	00:00	1.78	25000	($150) (0.37%)	$260 0.65%	$45 0.11%	($380) (0.94%)
15	30	ExitLong	LngStp	23/04/2004	00:00	1.77	25000	($150) (0.37%)	$260 0.65%	$45 0.11%	($380) (0.94%)
16	31	EntryLong	GoLong2	27/04/2004	00:00	1.79	25000	($150) (0.37%)	$110 0.27%	$112.5 0.28%	($555) (1.38%)
16	32	ExitLong	LngStp	28/04/2004	00:00	1.79	25000	($150) (0.37%)	$110 0.27%	$112.5 0.28%	($555) (1.38%)
17	33	EntryShort	GoShort2	29/04/2004	00:00	1.77	25000	($150) (0.37%)	($40) (0.1%)	$232.5 0.58%	($352.5) (0.88%)
17	34	ExitShort	ShrtStpN	29/04/2004	00:00	1.77	25000	($150) (0.37%)	($40) (0.1%)	$232.5 0.58%	($352.5) (0.88%)
18	35	EntryShort	GoShort2	10/05/2004	00:00	1.78	25000	$250 0.63%	$210 0.52%	$650 1.63%	($217.5) (0.54%)
18	36	ExitShort	ShrtStpN	11/05/2004	00:00	1.77	25000	$250 0.63%	$210 0.52%	$650 1.63%	($217.5) (0.54%)
19	37	EntryShort	GoShort2	14/05/2004	00:00	1.75	25000	($150) (0.37%)	$60 0.15%	$152.5 0.38%	($265) (0.66%)
19	38	ExitShort	ShrtStpN	14/05/2004	00:00	1.76	25000	($150) (0.37%)	$60 0.15%	$152.5 0.38%	($265) (0.66%)
20	39	EntryLong	GoLong2	26/05/2004	00:00	1.82	25000	($150) (0.37%)	($90) (0.23%)	$560 1.4%	($212.5) (0.53%)
20	40	ExitLong	LngStp	27/05/2004	00:00	1.81	25000	($150) (0.37%)	($90) (0.23%)	$560 1.4%	($212.5) (0.53%)
21	41	EntryShort	GoShort2	10/06/2004	00:00	1.82	25000	($150) (0.38%)	($240) (0.6%)	$75 0.19%	($565) (1.42%)
21	42	ExitShort	ShrtStpN	10/06/2004	00:00	1.83	25000	($150) (0.38%)	($240) (0.6%)	$75 0.19%	($565) (1.42%)
22	43	EntryShort	GoShort2	14/06/2004	00:00	1.81	25000	($150) (0.38%)	($390) (0.98%)	$222.5 0.56%	($502.5) (1.26%)
22	44	ExitShort	ShrtStpN	15/06/2004	00:00	1.82	25000	($150) (0.38%)	($390) (0.98%)	$222.5 0.56%	($502.5) (1.26%)
23	45	EntryShort	GoShort2	23/06/2004	00:00	1.81	25000	($150) (0.38%)	($540) (1.35%)	$112.5 0.28%	($362.5) (0.92%)
23	46	ExitShort	ShrtStpN	24/06/2004	00:00	1.82	25000	($150) (0.38%)	($540) (1.35%)	$112.5 0.28%	($362.5) (0.92%)
24	47	EntryShort	GoShort2	30/06/2004	00:00	1.8	25000	($150) (0.38%)	($690) (1.73%)	$12.5 0.03%	($470) (1.19%)
24	48	ExitShort	ShrtStpN	30/06/2004	00:00	1.81	25000	($150) (0.38%)	($690) (1.73%)	$12.5 0.03%	($470) (1.19%)
25	49	EntryLong	GoLong2	07/07/2004	00:00	1.85	25000	$250 0.64%	($440) (1.1%)	$272.5 0.69%	($195) (0.5%)
25	50	ExitLong	LngStp	07/07/2004	00:00	1.86	25000	$250 0.64%	($440) (1.1%)	$272.5 0.69%	($195) (0.5%)
26	51	EntryShort	GoShort2	21/07/2004	00:00	1.85	25000	$250 0.63%	($190) (0.48%)	$355 0.9%	($210) (0.53%)
26	52	ExitShort	ShrtStpN	21/07/2004	00:00	1.84	25000	$250 0.63%	($190) (0.48%)	$355 0.9%	($210) (0.53%)
27	53	EntryShort	GoShort2	28/07/2004	00:00	1.82	25000	($150) (0.38%)	($340) (0.85%)	$52.5 0.13%	($215) (0.54%)
27	54	ExitShort	ShrtStpN	28/07/2004	00:00	1.82	25000	($150) (0.38%)	($340) (0.85%)	$52.5 0.13%	($215) (0.54%)
28	55	EntryShort	GoShort2	13/08/2004	00:00	1.82	25000	($150) (0.38%)	($490) (1.23%)	$82.5 0.21%	($727.5) (1.83%)
28	56	ExitShort	ShrtStpN	13/08/2004	00:00	1.82	25000	($150) (0.38%)	($490) (1.23%)	$82.5 0.21%	($727.5) (1.83%)
29	57	EntryShort	GoShort2	18/08/2004	00:00	1.82	25000	($150) (0.38%)	($640) (1.6%)	$95 0.24%	($275) (0.7%)
29	58	ExitShort	ShrtStpN	19/08/2004	00:00	1.83	25000	($150) (0.38%)	($640) (1.6%)	$95 0.24%	($275) (0.7%)
30	59	EntryShort	GoShort2	23/08/2004	00:00	1.81	25000	$250 0.64%	($390) (0.97%)	$615 1.56%	($210) (0.53%)
30	60	ExitShort	ShrtStpN	24/08/2004	00:00	1.8	25000	$250 0.64%	($390) (0.97%)	$615 1.56%	($210) (0.53%)
31	61	EntryShort	GoShort2	30/08/2004	00:00	1.79	25000	($150) (0.38%)	($540) (1.35%)	$10 0.03%	($292.5) (0.74%)
31	62	ExitShort	ShrtStpN	30/08/2004	00:00	1.79	25000	($150) (0.38%)	($540) (1.35%)	$10 0.03%	($292.5) (0.74%)
32	63	EntryShort	GoShort2	04/10/2004	00:00	1.79	25000	$250 0.63%	($290) (0.72%)	$380 0.96%	($225) (0.57%)
32	64	ExitShort	ShrtStpN	06/10/2004	00:00	1.78	25000	$250 0.63%	($290) (0.72%)	$380 0.96%	($225) (0.57%)
33	65	EntryLong	GoLong2	21/10/2004	00:00	1.82	25000	$250 0.63%	($40) (0.1%)	$562.5 1.42%	($170) (0.43%)
33	66	ExitLong	LngStp	25/10/2004	00:00	1.83	25000	$250 0.63%	($40) (0.1%)	$562.5 1.42%	($170) (0.43%)
34	67	EntryShort	GoShort2	28/10/2004	00:00	1.82	25000	($362.5) (0.91%)	($402.5) (1.01%)	$100 0.25%	($367.5) (0.92%)
34	68	ExitShort	GoLong2	29/10/2004	00:00	1.84	25000	($362.5) (0.91%)	($402.5) (1.01%)	$100 0.25%	($367.5) (0.92%)
35	69	EntryLong	GoLong2	29/10/2004	00:00	1.84	25000	($150) (0.38%)	($552.5) (1.38%)	$82.5 0.21%	($237.5) (0.6%)
35	70	ExitLong	LngStp	01/11/2004	00:00	1.83	25000	($150) (0.38%)	($552.5) (1.38%)	$82.5 0.21%	($237.5) (0.6%)
36	71	EntryLong	GoLong2	08/11/2004	00:00	1.86	25000	($150) (0.38%)	($702.5) (1.76%)	$50 0.13%	($217.5) (0.55%)
36	72	ExitLong	LngStp	09/11/2004	00:00	1.85	25000	($150) (0.38%)	($702.5) (1.76%)	$50 0.13%	($217.5) (0.55%)
37	73	EntryLong	GoLong2	24/11/2004	00:00	1.88	25000	$250 0.64%	($452.5) (1.13%)	$340 0.87%	($210) (0.53%)
37	74	ExitLong	LngStp	25/11/2004	00:00	1.89	25000	$250 0.64%	($452.5) (1.13%)	$340 0.87%	($210) (0.53%)
38	75	EntryLong	GoLong2	01/12/2004	00:00	1.92	25000	$250 0.63%	($202.5) (0.51%)	$490 1.24%	($180) (0.46%)
38	76	ExitLong	LngStp	01/12/2004	00:00	1.93	25000	$250 0.63%	($202.5) (0.51%)	$490 1.24%	($180) (0.46%)
39	77	EntryLong	GoLong2	02/12/2004	00:00	1.94	25000	($150) (0.38%)	($352.5) (0.88%)	$130 0.33%	($525) (1.32%)
39	78	ExitLong	LngStp	02/12/2004	00:00	1.93	25000	($150) (0.38%)	($352.5) (0.88%)	$130 0.33%	($525) (1.32%)
40	79	EntryShort	GoShort2	09/12/2004	00:00	1.92	25000	($150) (0.38%)	($502.5) (1.26%)	$30 0.08%	($590) (1.49%)
40	80	ExitShort	ShrtStpN	09/12/2004	00:00	1.92	25000	($150) (0.38%)	($502.5) (1.26%)	$30 0.08%	($590) (1.49%)
41	81	EntryShort	GoShort2	10/12/2004	00:00	1.91	25000	($150) (0.38%)	($652.5) (1.63%)	$242.5 0.61%	($402.5) (1.02%)
41	82	ExitShort	ShrtStpN	13/12/2004	00:00	1.92	25000	($150) (0.38%)	($652.5) (1.63%)	$242.5 0.61%	($402.5) (1.02%)
42	83	EntryLong	GoLong2	16/12/2004	00:00	1.95	25000	($150) (0.38%)	($802.5) (2.01%)	$147.5 0.37%	($570) (1.45%)
42	84	ExitLong	LngStp	16/12/2004	00:00	1.94	25000	($150) (0.38%)	($802.5) (2.01%)	$147.5 0.37%	($570) (1.45%)
43	85	EntryLong	GoLong2	20/12/2004	00:00	1.95	25000	($150) (0.38%)	($952.5) (2.38%)	$72.5 0.18%	($570) (1.45%)
43	86	ExitLong	LngStp	21/12/2004	00:00	1.94	25000	($150) (0.38%)	($952.5) (2.38%)	$72.5 0.18%	($570) (1.45%)
44	87	EntryShort	GoShort2	22/12/2004	00:00	1.92	25000	$250 0.64%	($702.5) (1.76%)	$297.5 0.76%	($205) (0.53%)
44	88	ExitShort	ShrtStpN	22/12/2004	00:00	1.91	25000	$250 0.64%	($702.5) (1.76%)	$297.5 0.76%	($205) (0.53%)
45	89	EntryLong	GoLong2	28/12/2004	00:00	1.94	25000	($150) (0.38%)	($852.5) (2.13%)	$5 0.01%	($372.5) (0.95%)
45	90	ExitLong	LngStp	28/12/2004	00:00	1.94	25000	($150) (0.38%)	($852.5) (2.13%)	$5 0.01%	($372.5) (0.95%)
46	91	EntryShort	GoShort2	29/12/2004	00:00	1.92	25000	$250 0.64%	($602.5) (1.51%)	$290 0.74%	($255) (0.65%)
46	92	ExitShort	ShrtStpN	29/12/2004	00:00	1.91	25000	$250 0.64%	($602.5) (1.51%)	$290 0.74%	($255) (0.65%)
47	93	EntryLong	GoLong2	31/12/2004	00:00	1.93	25000	($150) (0.38%)	($752.5) (1.88%)	$82.5 0.21%	($447.5) (1.14%)
47	94	ExitLong	LngStp	31/12/2004	00:00	1.93	25000	($150) (0.38%)	($752.5) (1.88%)	$82.5 0.21%	($447.5) (1.14%)
48	95	EntryShort	GoShort2	03/01/2005	00:00	1.91	25000	$250 0.64%	($502.5) (1.26%)	$320 0.82%	($240) (0.61%)
48	96	ExitShort	ShrtStpN	03/01/2005	00:00	1.9	25000	$250 0.64%	($502.5) (1.26%)	$320 0.82%	($240) (0.61%)
49	97	EntryShort	GoShort2	04/01/2005	00:00	1.9	25000	$250 0.63%	($252.5) (0.63%)	$427.5 1.08%	($325) (0.82%)
49	98	ExitShort	ShrtStpN	04/01/2005	00:00	1.89	25000	$250 0.63%	($252.5) (0.63%)	$427.5 1.08%	($325) (0.82%)
50	99	EntryShort	GoShort2	05/01/2005	00:00	1.88	25000	($150) (0.38%)	($402.5) (1.01%)	$52.5 0.13%	($362.5) (0.91%)
50	100	ExitShort	ShrtStpN	05/01/2005	00:00	1.88	25000	($150) (0.38%)	($402.5) (1.01%)	$52.5 0.13%	($362.5) (0.91%)
51	101	EntryShort	GoShort2	07/01/2005	00:00	1.87	25000	($150) (0.38%)	($552.5) (1.38%)	$50 0.13%	($487.5) (1.23%)
51	102	ExitShort	ShrtStpN	10/01/2005	00:00	1.87	25000	($150) (0.38%)	($552.5) (1.38%)	$50 0.13%	($487.5) (1.23%)
52	103	EntryShort	GoShort2	17/01/2005	00:00	1.86	25000	($150) (0.38%)	($702.5) (1.76%)	$210 0.53%	($345) (0.87%)
52	104	ExitShort	ShrtStpN	18/01/2005	00:00	1.87	25000	($150) (0.38%)	($702.5) (1.76%)	$210 0.53%	($345) (0.87%)
53	105	EntryLong	GoLong2	19/01/2005	00:00	1.88	25000	($150) (0.38%)	($852.5) (2.13%)	$145 0.37%	($347.5) (0.88%)
53	106	ExitLong	LngStp	20/01/2005	00:00	1.87	25000	($150) (0.38%)	($852.5) (2.13%)	$145 0.37%	($347.5) (0.88%)
54	107	EntryLong	GoLong2	27/01/2005	00:00	1.89	25000	($150) (0.38%)	($1002.5) (2.51%)	$110 0.28%	($245) (0.63%)
54	108	ExitLong	LngStp	28/01/2005	00:00	1.88	25000	($150) (0.38%)	($1002.5) (2.51%)	$110 0.28%	($245) (0.63%)
55	109	EntryShort	GoShort2	04/02/2005	00:00	1.87	25000	$250 0.64%	($752.5) (1.88%)	$477.5 1.22%	($450) (1.15%)
55	110	ExitShort	ShrtStpN	07/02/2005	00:00	1.86	25000	$250 0.64%	($752.5) (1.88%)	$477.5 1.22%	($450) (1.15%)
56	111	EntryShort	GoShort2	08/02/2005	00:00	1.85	25000	($150) (0.38%)	($902.5) (2.26%)	$20 0.05%	($312.5) (0.8%)
56	112	ExitShort	ShrtStpN	09/02/2005	00:00	1.86	25000	($150) (0.38%)	($902.5) (2.26%)	$20 0.05%	($312.5) (0.8%)
57	113	EntryLong	GoLong2	15/02/2005	00:00	1.89	25000	($150) (0.38%)	($1052.5) (2.63%)	$75 0.19%	($480) (1.23%)
57	114	ExitLong	LngStp	16/02/2005	00:00	1.89	25000	($150) (0.38%)	($1052.5) (2.63%)	$75 0.19%	($480) (1.23%)
58	115	EntryShort	GoShort2	22/03/2005	00:00	1.89	25000	$250 0.64%	($802.5) (2.01%)	$287.5 0.74%	($270) (0.69%)
58	116	ExitShort	ShrtStpN	22/03/2005	00:00	1.88	25000	$250 0.64%	($802.5) (2.01%)	$287.5 0.74%	($270) (0.69%)
59	117	EntryShort	GoShort2	23/03/2005	00:00	1.88	25000	$250 0.64%	($552.5) (1.38%)	$270 0.69%	($400) (1.02%)
59	118	ExitShort	ShrtStpN	23/03/2005	00:00	1.87	25000	$250 0.64%	($552.5) (1.38%)	$270 0.69%	($400) (1.02%)
60	119	EntryLong	GoLong2	01/04/2005	00:00	1.89	25000	($150) (0.38%)	($702.5) (1.76%)	$72.5 0.18%	($467.5) (1.19%)
60	120	ExitLong	LngStp	01/04/2005	00:00	1.89	25000	($150) (0.38%)	($702.5) (1.76%)	$72.5 0.18%	($467.5) (1.19%)
61	121	EntryShort	GoShort2	04/04/2005	00:00	1.87	25000	($150) (0.38%)	($852.5) (2.13%)	$60 0.15%	($222.5) (0.57%)
61	122	ExitShort	ShrtStpN	05/04/2005	00:00	1.88	25000	($150) (0.38%)	($852.5) (2.13%)	$60 0.15%	($222.5) (0.57%)
62	123	EntryLong	GoLong2	11/04/2005	00:00	1.89	25000	($150) (0.38%)	($1002.5) (2.51%)	$217.5 0.56%	($190) (0.49%)
62	124	ExitLong	LngStp	12/04/2005	00:00	1.88	25000	($150) (0.38%)	($1002.5) (2.51%)	$217.5 0.56%	($190) (0.49%)
63	125	EntryLong	GoLong2	18/04/2005	00:00	1.9	25000	$250 0.64%	($752.5) (1.88%)	$575 1.47%	($232.5) (0.6%)
63	126	ExitLong	LngStp	19/04/2005	00:00	1.91	25000	$250 0.64%	($752.5) (1.88%)	$575 1.47%	($232.5) (0.6%)
64	127	EntryShort	GoShort2	03/05/2005	00:00	1.89	25000	($150) (0.38%)	($902.5) (2.26%)	$25 0.06%	($347.5) (0.89%)
64	128	ExitShort	ShrtStpN	04/05/2005	00:00	1.9	25000	($150) (0.38%)	($902.5) (2.26%)	$25 0.06%	($347.5) (0.89%)
65	129	EntryShort	GoShort2	12/05/2005	00:00	1.87	25000	$250 0.64%	($652.5) (1.63%)	$457.5 1.17%	($177.5) (0.45%)
65	130	ExitShort	ShrtStpN	13/05/2005	00:00	1.86	25000	$250 0.64%	($652.5) (1.63%)	$457.5 1.17%	($177.5) (0.45%)
66	131	EntryShort	GoShort2	16/05/2005	00:00	1.85	25000	$250 0.64%	($402.5) (1.01%)	$300 0.76%	($140) (0.36%)
66	132	ExitShort	ShrtStpN	16/05/2005	00:00	1.84	25000	$250 0.64%	($402.5) (1.01%)	$300 0.76%	($140) (0.36%)
67	133	EntryLong	GoLong2	08/06/2005	00:00	1.84	25000	($150) (0.38%)	($552.5) (1.38%)	$40 0.1%	($412.5) (1.04%)
67	134	ExitLong	LngStp	08/06/2005	00:00	1.83	25000	($150) (0.38%)	($552.5) (1.38%)	$40 0.1%	($412.5) (1.04%)
68	135	EntryShort	GoShort2	09/06/2005	00:00	1.82	25000	($150) (0.38%)	($702.5) (1.76%)	$207.5 0.53%	($235) (0.6%)
68	136	ExitShort	ShrtStpN	10/06/2005	00:00	1.83	25000	($150) (0.38%)	($702.5) (1.76%)	$207.5 0.53%	($235) (0.6%)
69	137	EntryShort	GoShort2	13/06/2005	00:00	1.81	25000	($150) (0.38%)	($852.5) (2.13%)	$192.5 0.49%	($195) (0.5%)
69	138	ExitShort	ShrtStpN	14/06/2005	00:00	1.81	25000	($150) (0.38%)	($852.5) (2.13%)	$192.5 0.49%	($195) (0.5%)
70	139	EntryLong	GoLong2	16/06/2005	00:00	1.83	25000	($150) (0.38%)	($1002.5) (2.51%)	$82.5 0.21%	($272.5) (0.7%)
70	140	ExitLong	LngStp	17/06/2005	00:00	1.82	25000	($150) (0.38%)	($1002.5) (2.51%)	$82.5 0.21%	($272.5) (0.7%)
71	141	EntryShort	GoShort2	23/06/2005	00:00	1.81	25000	($150) (0.38%)	($1152.5) (2.88%)	$65 0.17%	($252.5) (0.65%)
71	142	ExitShort	ShrtStpN	24/06/2005	00:00	1.82	25000	($150) (0.38%)	($1152.5) (2.88%)	$65 0.17%	($252.5) (0.65%)
72	143	EntryShort	GoShort2	29/06/2005	00:00	1.81	25000	$250 0.64%	($902.5) (2.26%)	$297.5 0.77%	($167.5) (0.43%)
72	144	ExitShort	ShrtStpN	29/06/2005	00:00	1.8	25000	$250 0.64%	($902.5) (2.26%)	$297.5 0.77%	($167.5) (0.43%)
73	145	EntryShort	GoShort2	30/06/2005	00:00	1.8	25000	$250 0.64%	($652.5) (1.63%)	$737.5 1.89%	($350) (0.9%)
73	146	ExitShort	ShrtStpN	01/07/2005	00:00	1.79	25000	$250 0.64%	($652.5) (1.63%)	$737.5 1.89%	($350) (0.9%)
74	147	EntryShort	GoShort2	04/07/2005	00:00	1.76	25000	$250 0.64%	($402.5) (1.01%)	$337.5 0.86%	($117.5) (0.3%)
74	148	ExitShort	ShrtStpN	05/07/2005	00:00	1.75	25000	$250 0.64%	($402.5) (1.01%)	$337.5 0.86%	($117.5) (0.3%)
75	149	EntryShort	GoShort2	08/07/2005	00:00	1.74	25000	($150) (0.38%)	($552.5) (1.38%)	$150 0.38%	($547.5) (1.38%)
75	150	ExitShort	ShrtStpN	11/07/2005	00:00	1.74	25000	($150) (0.38%)	($552.5) (1.38%)	$150 0.38%	($547.5) (1.38%)
76	151	EntryLong	GoLong2	12/07/2005	00:00	1.76	25000	$250 0.63%	($302.5) (0.76%)	$420 1.06%	($175) (0.44%)
76	152	ExitLong	LngStp	12/07/2005	00:00	1.77	25000	$250 0.63%	($302.5) (0.76%)	$420 1.06%	($175) (0.44%)
77	153	EntryShort	GoShort2	20/07/2005	00:00	1.73	25000	($150) (0.38%)	($452.5) (1.13%)	$97.5 0.25%	($362.5) (0.91%)
77	154	ExitShort	ShrtStpN	20/07/2005	00:00	1.74	25000	($150) (0.38%)	($452.5) (1.13%)	$97.5 0.25%	($362.5) (0.91%)
78	155	EntryLong	GoLong2	21/07/2005	00:00	1.75	25000	$250 0.63%	($202.5) (0.51%)	$325 0.82%	($220) (0.56%)
78	156	ExitLong	LngStp	21/07/2005	00:00	1.76	25000	$250 0.63%	($202.5) (0.51%)	$325 0.82%	($220) (0.56%)
79	157	EntryLong	GoLong2	12/08/2005	00:00	1.82	25000	($150) (0.38%)	($352.5) (0.88%)	$42.5 0.11%	($222.5) (0.56%)
79	158	ExitLong	LngStp	15/08/2005	00:00	1.81	25000	($150) (0.38%)	($352.5) (0.88%)	$42.5 0.11%	($222.5) (0.56%)
80	159	EntryShort	GoShort2	30/08/2005	00:00	1.79	25000	($150) (0.38%)	($502.5) (1.26%)	$192.5 0.49%	($400) (1.01%)
80	160	ExitShort	ShrtStpN	31/08/2005	00:00	1.8	25000	($150) (0.38%)	($502.5) (1.26%)	$192.5 0.49%	($400) (1.01%)
81	161	EntryLong	GoLong2	01/09/2005	00:00	1.81	25000	$250 0.63%	($252.5) (0.63%)	$695 1.76%	($200) (0.51%)
81	162	ExitLong	LngStp	01/09/2005	00:00	1.82	25000	$250 0.63%	($252.5) (0.63%)	$695 1.76%	($200) (0.51%)
82	163	EntryLong	GoLong2	02/09/2005	00:00	1.84	25000	$250 0.63%	($2.5) (0.01%)	$262.5 0.66%	($230) (0.58%)
82	164	ExitLong	LngStp	05/09/2005	00:00	1.85	25000	$250 0.63%	($2.5) (0.01%)	$262.5 0.66%	($230) (0.58%)
83	165	EntryShort	GoShort2	23/09/2005	00:00	1.78	25000	$250 0.63%	$247.5 0.62%	$365 0.91%	($200) (0.5%)
83	166	ExitShort	ShrtStpN	26/09/2005	00:00	1.77	25000	$250 0.63%	$247.5 0.62%	$365 0.91%	($200) (0.5%)
84	167	EntryShort	GoShort2	28/09/2005	00:00	1.76	25000	($150) (0.37%)	$97.5 0.24%	$15 0.04%	($277.5) (0.69%)
84	168	ExitShort	ShrtStpN	28/09/2005	00:00	1.77	25000	($150) (0.37%)	$97.5 0.24%	$15 0.04%	($277.5) (0.69%)
85	169	EntryShort	GoShort2	10/10/2005	00:00	1.75	25000	$250 0.62%	$347.5 0.87%	$260 0.65%	($217.5) (0.54%)
85	170	ExitShort	ShrtStpN	11/10/2005	00:00	1.74	25000	$250 0.62%	$347.5 0.87%	$260 0.65%	($217.5) (0.54%)
86	171	EntryShort	GoShort2	18/10/2005	00:00	1.75	25000	($150) (0.37%)	$197.5 0.49%	$185 0.46%	($427.5) (1.06%)
86	172	ExitShort	ShrtStpN	19/10/2005	00:00	1.76	25000	($150) (0.37%)	$197.5 0.49%	$185 0.46%	($427.5) (1.06%)
87	173	EntryLong	GoLong2	20/10/2005	00:00	1.77	25000	$250 0.62%	$447.5 1.12%	$250 0.62%	($255) (0.63%)
87	174	ExitLong	LngStp	21/10/2005	00:00	1.78	25000	$250 0.62%	$447.5 1.12%	$250 0.62%	($255) (0.63%)
88	175	EntryShort	GoShort2	01/11/2005	00:00	1.76	25000	($150) (0.37%)	$297.5 0.74%	$85 0.21%	($320) (0.79%)
88	176	ExitShort	ShrtStpN	02/11/2005	00:00	1.77	25000	($150) (0.37%)	$297.5 0.74%	$85 0.21%	($320) (0.79%)
89	177	EntryShort	GoShort2	07/11/2005	00:00	1.74	25000	$250 0.62%	$547.5 1.37%	$250 0.62%	($227.5) (0.56%)
89	178	ExitShort	ShrtStpN	08/11/2005	00:00	1.73	25000	$250 0.62%	$547.5 1.37%	$250 0.62%	($227.5) (0.56%)
90	179	EntryShort	GoShort2	15/11/2005	00:00	1.73	25000	$250 0.62%	$797.5 1.99%	$437.5 1.08%	($210) (0.52%)
90	180	ExitShort	ShrtStpN	16/11/2005	00:00	1.72	25000	$250 0.62%	$797.5 1.99%	$437.5 1.08%	($210) (0.52%)
91	181	EntryShort	GoShort2	20/12/2005	00:00	1.76	25000	$250 0.61%	$1047.5 2.62%	$447.5 1.1%	($302.5) (0.74%)
91	182	ExitShort	ShrtStpN	21/12/2005	00:00	1.75	25000	$250 0.61%	$1047.5 2.62%	$447.5 1.1%	($302.5) (0.74%)
92	183	EntryShort	GoShort2	22/12/2005	00:00	1.74	25000	$250 0.61%	$1297.5 3.24%	$557.5 1.36%	($260) (0.63%)
92	184	ExitShort	ShrtStpN	28/12/2005	00:00	1.73	25000	$250 0.61%	$1297.5 3.24%	$557.5 1.36%	($260) (0.63%)
93	185	EntryLong	GoLong2	04/01/2006	00:00	1.75	25000	$250 0.61%	$1547.5 3.87%	$312.5 0.76%	($110) (0.27%)
93	186	ExitLong	LngStp	04/01/2006	00:00	1.76	25000	$250 0.61%	$1547.5 3.87%	$312.5 0.76%	($110) (0.27%)
94	187	EntryShort	GoShort2	17/01/2006	00:00	1.76	25000	($157.5) (0.38%)	$1390 3.48%	$60 0.14%	($232.5) (0.56%)
94	188	ExitShort	ShrtStpN	18/01/2006	00:00	1.77	25000	($157.5) (0.38%)	$1390 3.48%	$60 0.14%	($232.5) (0.56%)
95	189	EntryLong	GoLong2	23/01/2006	00:00	1.78	25000	$250 0.6%	$1640 4.1%	$320 0.77%	($127.5) (0.31%)
95	190	ExitLong	LngStp	23/01/2006	00:00	1.79	25000	$250 0.6%	$1640 4.1%	$320 0.77%	($127.5) (0.31%)
96	191	EntryShort	GoShort2	30/01/2006	00:00	1.76	25000	($150) (0.36%)	$1490 3.73%	$2.5 0.01%	($552.5) (1.33%)
96	192	ExitShort	ShrtStpN	31/01/2006	00:00	1.77	25000	($150) (0.36%)	$1490 3.73%	$2.5 0.01%	($552.5) (1.33%)
97	193	EntryShort	GoShort2	06/02/2006	00:00	1.76	25000	$250 0.6%	$1740 4.35%	$320 0.77%	($192.5) (0.46%)
97	194	ExitShort	ShrtStpN	06/02/2006	00:00	1.75	25000	$250 0.6%	$1740 4.35%	$320 0.77%	($192.5) (0.46%)
98	195	EntryShort	GoShort2	07/02/2006	00:00	1.74	25000	($150) (0.36%)	$1590 3.98%	$67.5 0.16%	($275) (0.66%)
98	196	ExitShort	ShrtStpN	08/02/2006	00:00	1.75	25000	($150) (0.36%)	$1590 3.98%	$67.5 0.16%	($275) (0.66%)
99	197	EntryShort	GoShort2	07/03/2006	00:00	1.74	25000	$250 0.6%	$1840 4.6%	$270 0.65%	($177.5) (0.43%)
99	198	ExitShort	ShrtStpN	07/03/2006	00:00	1.73	25000	$250 0.6%	$1840 4.6%	$270 0.65%	($177.5) (0.43%)
100	199	EntryShort	GoShort2	03/04/2006	00:00	1.73	25000	($150) (0.36%)	$1690 4.23%	$137.5 0.33%	($245) (0.59%)
100	200	ExitShort	ShrtStpN	03/04/2006	00:00	1.74	25000	($150) (0.36%)	$1690 4.23%	$137.5 0.33%	($245) (0.59%)
101	201	EntryLong	GoLong2	04/04/2006	00:00	1.74	25000	$250 0.6%	$1940 4.85%	$355 0.85%	($160) (0.38%)
101	202	ExitLong	LngStp	04/04/2006	00:00	1.75	25000	$250 0.6%	$1940 4.85%	$355 0.85%	($160) (0.38%)
102	203	EntryLong	GoLong2	05/04/2006	00:00	1.76	25000	($150) (0.36%)	$1790 4.48%	$25 0.06%	($312.5) (0.75%)
102	204	ExitLong	LngStp	05/04/2006	00:00	1.75	25000	($150) (0.36%)	$1790 4.48%	$25 0.06%	($312.5) (0.75%)
103	205	EntryLong	GoLong2	18/04/2006	00:00	1.78	25000	$250 0.6%	$2040 5.1%	$395 0.95%	($242.5) (0.58%)
103	206	ExitLong	LngStp	19/04/2006	00:00	1.79	25000	$250 0.6%	$2040 5.1%	$395 0.95%	($242.5) (0.58%)
104	207	EntryLong	GoLong2	28/04/2006	00:00	1.81	25000	$250 0.59%	$2290 5.73%	$482.5 1.15%	($185) (0.44%)
104	208	ExitLong	LngStp	28/04/2006	00:00	1.82	25000	$250 0.59%	$2290 5.73%	$482.5 1.15%	($185) (0.44%)
105	209	EntryLong	GoLong2	01/05/2006	00:00	1.83	25000	($150) (0.35%)	$2140 5.35%	$290 0.69%	($230) (0.54%)
105	210	ExitLong	LngStp	01/05/2006	00:00	1.82	25000	($150) (0.35%)	$2140 5.35%	$290 0.69%	($230) (0.54%)
106	211	EntryLong	GoLong2	03/05/2006	00:00	1.85	25000	($150) (0.36%)	$1990 4.98%	$232.5 0.55%	($297.5) (0.71%)
106	212	ExitLong	LngStp	04/05/2006	00:00	1.84	25000	($150) (0.36%)	$1990 4.98%	$232.5 0.55%	($297.5) (0.71%)
107	213	EntryLong	GoLong2	05/05/2006	00:00	1.86	25000	$250 0.6%	$2240 5.6%	$277.5 0.66%	($260) (0.62%)
107	214	ExitLong	LngStp	08/05/2006	00:00	1.87	25000	$250 0.6%	$2240 5.6%	$277.5 0.66%	($260) (0.62%)
108	215	EntryShort	GoShort2	09/05/2006	00:00	1.85	25000	($150) (0.36%)	$2090 5.22%	$10 0.02%	($425) (1.01%)
108	216	ExitShort	ShrtStpN	09/05/2006	00:00	1.86	25000	($150) (0.36%)	$2090 5.22%	$10 0.02%	($425) (1.01%)
109	217	EntryLong	GoLong2	10/05/2006	00:00	1.87	25000	($150) (0.36%)	$1940 4.85%	$35 0.08%	($290) (0.69%)
109	218	ExitLong	LngStp	10/05/2006	00:00	1.87	25000	($150) (0.36%)	$1940 4.85%	$35 0.08%	($290) (0.69%)
110	219	EntryLong	GoLong2	12/05/2006	00:00	1.89	25000	$250 0.6%	$2190 5.47%	$280 0.67%	($170) (0.41%)
110	220	ExitLong	LngStp	12/05/2006	00:00	1.9	25000	$250 0.6%	$2190 5.47%	$280 0.67%	($170) (0.41%)
111	221	EntryLong	GoLong2	17/05/2006	00:00	1.89	25000	($150) (0.36%)	$2040 5.1%	$250 0.59%	($372.5) (0.88%)
111	222	ExitLong	LngStp	17/05/2006	00:00	1.89	25000	($150) (0.36%)	$2040 5.1%	$250 0.59%	($372.5) (0.88%)
112	223	EntryShort	GoShort2	22/05/2006	00:00	1.87	25000	($150) (0.36%)	$1890 4.72%	$92.5 0.22%	($540) (1.28%)
112	224	ExitShort	ShrtStpN	22/05/2006	00:00	1.87	25000	($150) (0.36%)	$1890 4.72%	$92.5 0.22%	($540) (1.28%)
113	225	EntryShort	GoShort2	01/06/2006	00:00	1.87	25000	($150) (0.36%)	$1740 4.35%	$225 0.54%	($512.5) (1.22%)
113	226	ExitShort	ShrtStpN	02/06/2006	00:00	1.87	25000	($150) (0.36%)	$1740 4.35%	$225 0.54%	($512.5) (1.22%)
114	227	EntryShort	GoShort2	06/06/2006	00:00	1.87	25000	$250 0.6%	$1990 4.97%	$395 0.95%	($212.5) (0.51%)
114	228	ExitShort	ShrtStpN	07/06/2006	00:00	1.86	25000	$250 0.6%	$1990 4.97%	$395 0.95%	($212.5) (0.51%)
115	229	EntryLong	GoLong2	15/06/2006	00:00	1.85	25000	($150) (0.36%)	$1840 4.6%	$75 0.18%	($400) (0.95%)
115	230	ExitLong	LngStp	19/06/2006	00:00	1.85	25000	($150) (0.36%)	$1840 4.6%	$75 0.18%	($400) (0.95%)
116	231	EntryShort	GoShort2	23/06/2006	00:00	1.82	25000	$250 0.6%	$2090 5.22%	$262.5 0.63%	($197.5) (0.47%)
116	232	ExitShort	ShrtStpN	23/06/2006	00:00	1.81	25000	$250 0.6%	$2090 5.22%	$262.5 0.63%	($197.5) (0.47%)
117	233	EntryLong	GoLong2	30/06/2006	00:00	1.83	25000	$250 0.59%	$2340 5.85%	$427.5 1.02%	($137.5) (0.33%)
117	234	ExitLong	LngStp	30/06/2006	00:00	1.84	25000	$250 0.59%	$2340 5.85%	$427.5 1.02%	($137.5) (0.33%)
118	235	EntryLong	GoLong2	19/07/2006	00:00	1.84	25000	$250 0.59%	$2590 6.47%	$395 0.93%	($325) (0.77%)
118	236	ExitLong	LngStp	20/07/2006	00:00	1.85	25000	$250 0.59%	$2590 6.47%	$395 0.93%	($325) (0.77%)
119	237	EntryLong	GoLong2	27/07/2006	00:00	1.86	25000	$250 0.59%	$2840 7.1%	$270 0.63%	($130) (0.31%)
119	238	ExitLong	LngStp	31/07/2006	00:00	1.87	25000	$250 0.59%	$2840 7.1%	$270 0.63%	($130) (0.31%)
120	239	EntryLong	GoLong2	04/08/2006	00:00	1.89	25000	$250 0.58%	$3090 7.72%	$462.5 1.08%	($222.5) (0.52%)
120	240	ExitLong	LngStp	04/08/2006	00:00	1.9	25000	$250 0.58%	$3090 7.72%	$462.5 1.08%	($222.5) (0.52%)
121	241	EntryShort	GoShort2	18/08/2006	00:00	1.88	25000	($150) (0.35%)	$2940 7.35%	$37.5 0.09%	($512.5) (1.19%)
121	242	ExitShort	ShrtStpN	21/08/2006	00:00	1.89	25000	($150) (0.35%)	$2940 7.35%	$37.5 0.09%	($512.5) (1.19%)
122	243	EntryShort	GoShort2	06/09/2006	00:00	1.89	25000	$250 0.58%	$3190 7.97%	$440 1.02%	($182.5) (0.43%)
122	244	ExitShort	ShrtStpN	07/09/2006	00:00	1.88	25000	$250 0.58%	$3190 7.97%	$440 1.02%	($182.5) (0.43%)
123	245	EntryShort	GoShort2	08/09/2006	00:00	1.87	25000	($150) (0.35%)	$3040 7.6%	$185 0.43%	($240) (0.56%)
123	246	ExitShort	ShrtStpN	12/09/2006	00:00	1.87	25000	($150) (0.35%)	$3040 7.6%	$185 0.43%	($240) (0.56%)
124	247	EntryLong	GoLong2	22/09/2006	00:00	1.91	25000	($150) (0.35%)	$2890 7.22%	$0 0%	($175) (0.41%)
124	248	ExitLong	LngStp	22/09/2006	00:00	1.9	25000	($150) (0.35%)	$2890 7.22%	$0 0%	($175) (0.41%)
125	249	EntryShort	GoShort2	29/09/2006	00:00	1.87	25000	($150) (0.35%)	$2740 6.85%	$152.5 0.36%	($457.5) (1.07%)
125	250	ExitShort	ShrtStpN	02/10/2006	00:00	1.88	25000	($150) (0.35%)	$2740 6.85%	$152.5 0.36%	($457.5) (1.07%)
126	251	EntryShort	GoShort2	09/10/2006	00:00	1.86	25000	$250 0.58%	$2990 7.47%	$295 0.69%	($175) (0.41%)
126	252	ExitShort	ShrtStpN	10/10/2006	00:00	1.85	25000	$250 0.58%	$2990 7.47%	$295 0.69%	($175) (0.41%)
127	253	EntryLong	GoLong2	27/10/2006	00:00	1.9	25000	$250 0.58%	$3240 8.1%	$357.5 0.83%	($210) (0.49%)
127	254	ExitLong	LngStp	31/10/2006	00:00	1.91	25000	$250 0.58%	$3240 8.1%	$357.5 0.83%	($210) (0.49%)
128	255	EntryLong	GoLong2	01/11/2006	00:00	1.91	25000	($150) (0.35%)	$3090 7.72%	$20 0.05%	($237.5) (0.55%)
128	256	ExitLong	LngStp	02/11/2006	00:00	1.91	25000	($150) (0.35%)	$3090 7.72%	$20 0.05%	($237.5) (0.55%)
129	257	EntryShort	GoShort2	14/11/2006	00:00	1.9	25000	$250 0.58%	$3340 8.35%	$325 0.75%	($210) (0.49%)
129	258	ExitShort	ShrtStpN	15/11/2006	00:00	1.89	25000	$250 0.58%	$3340 8.35%	$325 0.75%	($210) (0.49%)
130	259	EntryLong	GoLong2	27/11/2006	00:00	1.94	25000	$250 0.58%	$3590 8.97%	$382.5 0.88%	($182.5) (0.42%)
130	260	ExitLong	LngStp	28/11/2006	00:00	1.95	25000	$250 0.58%	$3590 8.97%	$382.5 0.88%	($182.5) (0.42%)
131	261	EntryLong	GoLong2	01/12/2006	00:00	1.97	25000	$250 0.57%	$3840 9.6%	$305 0.7%	($232.5) (0.53%)
131	262	ExitLong	LngStp	01/12/2006	00:00	1.98	25000	$250 0.57%	$3840 9.6%	$305 0.7%	($232.5) (0.53%)
132	263	EntryShort	GoShort2	06/12/2006	00:00	1.96	25000	($150) (0.34%)	$3690 9.22%	$92.5 0.21%	($225) (0.51%)
132	264	ExitShort	ShrtStpN	07/12/2006	00:00	1.97	25000	($150) (0.34%)	$3690 9.22%	$92.5 0.21%	($225) (0.51%)
133	265	EntryShort	GoShort2	11/12/2006	00:00	1.95	25000	($150) (0.34%)	$3540 8.85%	$42.5 0.1%	($277.5) (0.64%)
133	266	ExitShort	ShrtStpN	11/12/2006	00:00	1.95	25000	($150) (0.34%)	$3540 8.85%	$42.5 0.1%	($277.5) (0.64%)
134	267	EntryShort	GoShort2	18/12/2006	00:00	1.95	25000	($150) (0.34%)	$3390 8.47%	$91.25 0.21%	($577.5) (1.33%)
134	268	ExitShort	ShrtStpN	19/12/2006	00:00	1.95	25000	($150) (0.34%)	$3390 8.47%	$91.25 0.21%	($577.5) (1.33%)
135	269	EntryLong	GoLong2	20/12/2006	00:00	1.97	25000	($150) (0.35%)	$3240 8.1%	$45 0.1%	($282.5) (0.65%)
135	270	ExitLong	LngStp	20/12/2006	00:00	1.97	25000	($150) (0.35%)	$3240 8.1%	$45 0.1%	($282.5) (0.65%)
136	271	EntryShort	GoShort2	04/01/2007	00:00	1.95	25000	$250 0.58%	$3490 8.72%	$467.5 1.08%	($197.5) (0.46%)
136	272	ExitShort	ShrtStpN	05/01/2007	00:00	1.94	25000	$250 0.58%	$3490 8.72%	$467.5 1.08%	($197.5) (0.46%)
137	273	EntryLong	GoLong2	09/01/2007	00:00	1.94	25000	($150) (0.34%)	$3340 8.35%	$50 0.11%	($295) (0.68%)
137	274	ExitLong	LngStp	10/01/2007	00:00	1.94	25000	($150) (0.34%)	$3340 8.35%	$50 0.11%	($295) (0.68%)
138	275	EntryLong	GoLong2	12/01/2007	00:00	1.96	25000	$250 0.58%	$3590 8.97%	$257.5 0.59%	($345) (0.8%)
138	276	ExitLong	LngStp	15/01/2007	00:00	1.97	25000	$250 0.58%	$3590 8.97%	$257.5 0.59%	($345) (0.8%)
139	277	EntryLong	GoLong2	01/02/2007	00:00	1.97	25000	($150) (0.34%)	$3440 8.6%	$120 0.28%	($192.5) (0.44%)
139	278	ExitLong	LngStp	02/02/2007	00:00	1.96	25000	($150) (0.34%)	$3440 8.6%	$120 0.28%	($192.5) (0.44%)
140	279	EntryShort	GoShort2	09/02/2007	00:00	1.95	25000	$250 0.58%	$3690 9.22%	$275 0.63%	($222.5) (0.51%)
140	280	ExitShort	ShrtStpN	13/02/2007	00:00	1.94	25000	$250 0.58%	$3690 9.22%	$275 0.63%	($222.5) (0.51%)
141	281	EntryLong	GoLong2	15/02/2007	00:00	1.97	25000	($150) (0.34%)	$3540 8.85%	$17.5 0.04%	($400) (0.92%)
141	282	ExitLong	LngStp	15/02/2007	00:00	1.96	25000	($150) (0.34%)	$3540 8.85%	$17.5 0.04%	($400) (0.92%)
142	283	EntryShort	GoShort2	16/02/2007	00:00	1.95	25000	($150) (0.34%)	$3390 8.47%	$122.5 0.28%	($197.5) (0.45%)
142	284	ExitShort	ShrtStpN	19/02/2007	00:00	1.95	25000	($150) (0.34%)	$3390 8.47%	$122.5 0.28%	($197.5) (0.45%)
143	285	EntryShort	GoShort2	05/03/2007	00:00	1.94	25000	$250 0.58%	$3640 9.1%	$500 1.15%	($167.5) (0.39%)
143	286	ExitShort	ShrtStpN	05/03/2007	00:00	1.93	25000	$250 0.58%	$3640 9.1%	$500 1.15%	($167.5) (0.39%)

Daily Trading Summary

Daily Period Analysis
Period	Profit Profit (%)	Gross Profit Gross Loss	# Trades % Profitable
09/03/2007	$250 0.63%	$250 $0	1 100%
08/03/2007	$0 0%	$0 $0	0 n/a
07/03/2007	$0 0%	$0 $0	0 n/a
06/03/2007	$0 0%	$0 $0	0 n/a
05/03/2007	$0 0%	$0 $0	0 n/a
04/03/2007	$0 0%	$0 $0	0 n/a
03/03/2007	$0 0%	$0 $0	0 n/a
02/03/2007	$0 0%	$0 $0	0 n/a
01/03/2007	$0 0%	$0 $0	0 n/a
28/02/2007	$0 0%	$0 $0	0 n/a
27/02/2007	$0 0%	$0 $0	0 n/a
26/02/2007	$0 0%	$0 $0	0 n/a
25/02/2007	$0 0%	$0 $0	0 n/a
24/02/2007	$0 0%	$0 $0	0 n/a
23/02/2007	($95) (0.24%)	$0 ($95)	1 0%
22/02/2007	$0 0%	$0 $0	1 0%
21/02/2007	$0 0%	$0 $0	1 0%
20/02/2007	($55) (0.14%)	$0 ($55)	1 0%
19/02/2007	($150) (0.38%)	$0 ($150)	1 0%
18/02/2007	$0 0%	$0 $0	0 n/a

Daily Rolling Period Analysis
Period	Profit Profit (%)	Gross Profit Gross Loss	# Trades % Profitable
Today - 09/03/2007	$250 0.63%	$250 $0	1 100%
08/03/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
07/03/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
06/03/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
05/03/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
04/03/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
03/03/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
02/03/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
01/03/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
28/02/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
27/02/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
26/02/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
25/02/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
24/02/2007 - 09/03/2007	$250 0.63%	$250 $0	1 100%
23/02/2007 - 09/03/2007	$155 0.39%	$250 ($95)	2 50%
22/02/2007 - 09/03/2007	$155 0.39%	$250 ($95)	2 50%
21/02/2007 - 09/03/2007	$155 0.39%	$250 ($95)	2 50%
20/02/2007 - 09/03/2007	$100 0.25%	$250 ($150)	2 50%
19/02/2007 - 09/03/2007	($50) (0.13%)	$250 ($300)	3 33.33%
18/02/2007 - 09/03/2007	($50) (0.13%)	$250 ($300)	3 33.33%

Monthly Trading Summary

Monthly Analysis

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

January $97.5 $542.5 ($250) 2.17 4.67 42.86%

February ($50) $100 ($250) (0.4) 3 33.33%

March $115 $1000 ($540) 1.85 2.75 63.64%

April $250 $950 ($200) 4.75 6.33 47.37%

May ($33.33) $350 ($450) (0.78) 4.67 35.71%

June ($165.83) $450 ($947.5) (0.47) 5.33 31.25%

July $465.83 $1397.5 $0 n/a 3.67 72.73%

August ($133.33) $100 ($500) (0.2) 2.67 25%

September $160 $600 ($120) 5 2.67 50%

October $296.67 $890 $0 n/a 3.33 60%

November $222.5 $700 ($32.5) 21.54 3 55.56%

December ($50) $500 ($650) (0.77) 5.67 35.29%

Monthly Period Analysis

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

03/07 $250
0.58% $250
$0 1
100%

02/07 ($200)
(0.46%) $250
($450) 4
25%

01/07 $350
0.81% $500
($150) 3
66.67%

12/06 ($350)
(0.8%) $250
($600) 5
20%

11/06 $350
0.81% $500
($150) 3
66.67%

10/06 $420
0.98% $500
($80) 3
66.67%

09/06 ($120)
(0.28%) $250
($370) 4
25%

08/06 $100
0.23% $250
($150) 2
50%

07/06 $500
1.18% $500
$0 2
100%

06/06 $450
1.07% $750
($300) 5
60%

05/06 ($400)
(0.95%) $500
($900) 8
25%

04/06 $450
1.08% $750
($300) 5
60%

03/06 $250
0.6% $250
$0 1
100%

02/06 $100
0.24% $250
($150) 2
50%

01/06 $192.5
0.47% $500
($307.5) 4
50%

12/05 $500
1.23% $500
$0 2
100%

11/05 $350
0.87% $500
($150) 3
66.67%

10/05 $350
0.87% $500
($150) 3
66.67%

09/05 $600
1.52% $750
($150) 4
75%

08/05 ($300)
(0.75%) $0
($300) 2
0%

Monthly Rolling Period Analysis

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

Today - 03/07 $250
0.62% $250
$0 1
100%

02/07 - 03/07 $50
0.13% $500
($450) 5
40%

01/07 - 03/07 $400
1.01% $1000
($600) 8
50%

12/06 - 03/07 $50
0.13% $1250
($1200) 13
38.46%

11/06 - 03/07 $400
1.01% $1750
($1350) 16
43.75%

10/06 - 03/07 $820
2.09% $2250
($1430) 19
47.37%

09/06 - 03/07 $700
1.77% $2500
($1800) 22
45.45%

08/06 - 03/07 $800
2.05% $2750
($1950) 24
45.83%

07/06 - 03/07 $1300
3.33% $3250
($1950) 26
50%

06/06 - 03/07 $1750
4.46% $4000
($2250) 31
51.61%

05/06 - 03/07 $1350
3.41% $4500
($3150) 39
46.15%

04/06 - 03/07 $1800
4.55% $5250
($3450) 44
47.73%

03/06 - 03/07 $2050
5.2% $5500
($3450) 45
48.89%

02/06 - 03/07 $2150
5.45% $5750
($3600) 47
48.94%

01/06 - 03/07 $2342.5
5.91% $6250
($3907.5) 51
49.02%

12/05 - 03/07 $2842.5
7.23% $6750
($3907.5) 53
50.94%

11/05 - 03/07 $3192.5
8% $7250
($4057.5) 56
51.79%

10/05 - 03/07 $3542.5
8.87% $7750
($4207.5) 59
52.54%

09/05 - 03/07 $4142.5
10.5% $8500
($4357.5) 63
53.97%

08/05 - 03/07 $3842.5
9.61% $8500
($4657.5) 65
52.31%

Annual Trading Summary

Annual Period Analysis

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

2007 $400
0.93% $1000
($600) 8
50%

2006 $1942.5
4.7% $5250
($3307.5) 43
48.84%

2005 $2050
5.22% $5500
($3450) 45
48.89%

2004 ($752.5)
(1.88%) $4500
($5252.5) 47
38.3%

Annual Rolling Period Analysis

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

Today - 2007 $400
0.93% $1000
($600) 8
50%

2006 - 2007 $2342.5
5.67% $6250
($3907.5) 51
49.02%

2005 - 2007 $4392.5
11.19% $11750
($7357.5) 96
48.96%

2004 - 2007 $3640
9.1% $16250
($12610) 143
45.45%