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 $3280 $2070 $1210 Gross Profit $3580 $2250 $1330 Gross Loss ($300) ($180) ($120) Adjusted Net Profit $1714.76 $765 $322.12 Adjusted Gross Profit $2226.89 $1125 $562.12 Adjusted Gross Loss ($512.13) ($360) ($240) Select Net Profit $1750 $540 $1210 Select Gross Profit $2050 $720 $1330 Select Gross Loss ($300) ($180) ($120) Account Size Required $180 $180 $120 Return on Account 1822.22% 1150% 1008.33% Avg Monthly Return $1640 $1640 $1640 Monthly Return StdDev $1300 $1300 $1300 Return on Initial Capital 32.8% 20.7% 12.1% Max Strategy Drawdown ($790) ($790) ($540) Max Strategy Drawdown (%) (5.83%) (6.34%) (4.8%) Max Close To Close Drawdown ($180) ($180) ($120) Max Close To Close Drawdown (%) (1.45%) (1.55%) (1.2%) Return on Max Str Drawdown 4.15 2.62 2.24 Profit Factor 11.93 12.5 11.08 Adjusted Profit Factor 4.35 3.13 2.34 Select Profit Factor 6.83 4 11.08 Max # Contracts Held 1000 1000 1000 Commission Paid $0 $0 $0 OpenPosition P/L $0 $0 $0 Annual Rate of Return 632.32% 477.04% 233.26% Monthly Rate of Return 52.69% 39.75% 19.44% Buy & Hold Return ($113.7) $90.43 ($113.7)

Performance Ratios
Upside Potential Ratio n/a Sharpe Ratio 0.9 Sortino Ratio n/a Fouse Ratio 0.16 Calmar Ratio 0 Sterling Ratio 0 Net Prft / Largest Loss (1822.22%) Net Prft / Max Trade Drawdown (1131.03%) Net Prft / Max Strategy Drawdown (415.19%) Select Net Prft / Largest Loss (972.22%) Select Net Prft / Max Trade Drawdown (603.45%) Select Net Prft / Max Strategy Drawdown (221.52%) Adj Net Prft / Largest Loss (952.64%) Adj Net Prft / Max Trade Drawdown (591.29%) Adj Net Prft / Max Strategy Drawdown (217.06%)

Time Analysis
Trading Period 18 Dys, 22 Hrs, 43 Mins Time in the Market 11 Dys, 7 Mins Percent in the Market 58.08% Longest flat period 4 Dys, 2 Hrs, 34 Mins Max Run-up Date 04/05/2007 Max Drawdown Date 08/05/2007 Max Strategy Drawdown Date 10/05/2007 20:39:00 Max Close To Close Drawdown Date 08/05/2007 21:28:00

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.
Total Trade Analysis
All Trades Long Trades Short Trades Total # of Trades 9 5 4 Total # of Open Trades 0 0 0 Number Winning Trades 7 4 3 Number Losing Trades 2 1 1 Percent Profitable 77.78% 80% 75% Avg Trade (win & loss) $364.44 $414 $302.5 Average Winning Trade $511.43 $562.5 $443.33 Average Losing Trade ($150) ($180) ($120) Ratio Avg Win / Avg Loss 3.41 3.13 3.69 Largest Winning Trade $1530 $1530 $960 Largest Losing Trade ($180) ($180) ($120) Avg # Bars in Trades 62.9 69.2 55 Avg # Bars in Winning Trades 68.4 79 54.3 Avg # Bars in Losing Trades 43.5 30 57 Avg # Bars Between Trades 59.3 150.8 220 Avg # Bars Between Winning Trades 88.7 196 312.3 Avg # Bars Between Losing Trades 506.5 1070 1043

Outliers
Total Positive Negative 1 Std. Deviation of Avg. Trade $523.18 $504.42 $30 Avg. Trade + 1 Std. Deviation $887.62 $1015.85 ($120) Avg. Trade - 1 Std. Deviation ($158.73) $7.01 ($180) Number of Outliers 1 1 0 Outlier Profit/Loss $1530 $1530 $0

Run-up/Drawdown
Run-Up Drawdown Max Value $1930 ($290) Max Value Date 04/05/2007 08/05/2007 Avg Value $722.22 ($132.11) Max Value (%) 17.71% (2.33%) Max Value (%) Date 01/05/2007 08/05/2007 1 Std. Deviation $553.41 $101.28 Avg + 1 Std. Deviation $1275.63 ($30.83) Avg - 1 Std. Deviation $168.81 ($233.39)

Trade Series Analysis
Z-score 0.43 Confidence Limits n/a Strategy ME $364.44 Max Consec. Winners 4 Max Consec. Losers 1 Largest Consec. Profit $2550 Largest Consec. Loss ($180) Largest Consec. Profit (%) 25.81% Largest Consec. Loss (%) (1.45%) # 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 2 ($150) $115 3 1 $850 ($180) 4 1 $257.5 $0

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.

Daily Trading Summary

Daily Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable 16/05/2007 $460 3.59% $460 $0 2 100% 15/05/2007 $0 0% $0 $0 1 0% 14/05/2007 $0 0% $0 $0 1 0% 13/05/2007 $0 0% $150 ($150) 2 50% 12/05/2007 $400 3.22% $400 $0 1 100% 11/05/2007 $170 1.39% $170 $0 1 100% 10/05/2007 ($180) (1.45%) $0 ($180) 1 0% 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 $390 3.24% $390 $0 1 100% 05/05/2007 $880 7.89% $880 $0 1 100% 04/05/2007 $270 2.48% $270 $0 1 100% 03/05/2007 $550 5.32% $560 ($10) 2 50% 02/05/2007 $210 2.07% $460 ($250) 3 66.67% 01/05/2007 $0 0% $0 $0 1 0% 30/04/2007 $30 0.3% $30 $0 1 100% 29/04/2007 $100 1% $100 $0 1 100%

Daily Rolling Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable Today - 16/05/2007 $460 3.59% $460 $0 2 100% 15/05/2007 - 16/05/2007 $460 3.59% $460 $0 2 100% 14/05/2007 - 16/05/2007 $460 3.59% $460 $0 2 100% 13/05/2007 - 16/05/2007 $460 3.59% $610 ($150) 3 66.67% 12/05/2007 - 16/05/2007 $860 6.92% $860 $0 3 100% 11/05/2007 - 16/05/2007 $1030 8.41% $1030 $0 4 100% 10/05/2007 - 16/05/2007 $850 6.84% $1030 ($180) 5 80% 09/05/2007 - 16/05/2007 $850 6.84% $1030 ($180) 5 80% 08/05/2007 - 16/05/2007 $850 6.84% $1030 ($180) 5 80% 07/05/2007 - 16/05/2007 $850 6.84% $1030 ($180) 5 80% 06/05/2007 - 16/05/2007 $1240 10.3% $1420 ($180) 6 83.33% 05/05/2007 - 16/05/2007 $2120 19% $2300 ($180) 6 83.33% 04/05/2007 - 16/05/2007 $2390 21.95% $2570 ($180) 6 83.33% 03/05/2007 - 16/05/2007 $2940 28.43% $3120 ($180) 7 85.71% 02/05/2007 - 16/05/2007 $3150 31.1% $3580 ($430) 9 77.78% 01/05/2007 - 16/05/2007 $3150 31.1% $3580 ($430) 9 77.78% 30/04/2007 - 16/05/2007 $3180 31.49% $3580 ($400) 9 77.78% 29/04/2007 - 16/05/2007 $3280 32.8% $3580 ($300) 9 77.78%

Monthly Trading Summary

Monthly Analysis Period Average Profit Gross Profit Gross Loss Profit Factor Average # Trades % Profitable April $340 $340 $0 n/a 3 66.67% May $2940 $2940 $0 n/a 7 85.71%

Monthly Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable 05/07 $2940 28.43% $3120 ($180) 7 85.71% 04/07 $340 3.4% $460 ($120) 3 66.67%

Monthly Rolling Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable Today - 05/07 $2940 28.43% $3120 ($180) 7 85.71% 04/07 - 05/07 $3280 32.8% $3580 ($300) 9 77.78%

Annual Trading Summary

Annual Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable 2007 $3280 32.8% $3580 ($300) 9 77.78%

Annual Rolling Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable Today - 2007 $3280 32.8% $3580 ($300) 9 77.78%