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 $2990 $1870 $1120 Gross Profit $3290 $2150 $1140 Gross Loss ($300) ($280) ($20) Adjusted Net Profit $1132.87 $69.72 $293.9 Adjusted Gross Profit $1645 $629.72 $333.9 Adjusted Gross Loss ($512.13) ($560) ($40) Select Net Profit $980 ($140) $1120 Select Gross Profit $1280 $140 $1140 Select Gross Loss ($300) ($280) ($20) Account Size Required $280 $280 $20 Return on Account 1067.86% 667.86% 5600% Avg Monthly Return $996.67 $996.67 $996.67 Monthly Return StdDev $761.42 $761.42 $761.42 Return on Initial Capital 29.9% 18.7% 11.2% Max Strategy Drawdown ($910.2) ($910.2) ($580) Max Strategy Drawdown (%) (6.87%) (7.5%) (5.42%) Max Close To Close Drawdown ($280) ($280) ($20) Max Close To Close Drawdown (%) (2.8%) (2.8%) (0.18%) Return on Max Str Drawdown 3.28 2.05 1.93 Profit Factor 10.97 7.68 57 Adjusted Profit Factor 3.21 1.12 8.35 Select Profit Factor 4.27 (0.5) 57 Max # Contracts Held 1000 1000 1000 Commission Paid $0 $0 $0 OpenPosition P/L $0 $0 $0 Annual Rate of Return 158.56% 99.17% 62.98% Monthly Rate of Return 13.21% 8.26% 5.25% Buy & Hold Return $857.39 $857.39 $284.61

Performance Ratios
Upside Potential Ratio n/a Sharpe Ratio 1.08 Sortino Ratio n/a Fouse Ratio 0.09 Calmar Ratio 0 Sterling Ratio 0 Net Prft / Largest Loss (1067.86%) Net Prft / Max Trade Drawdown (586.04%) Net Prft / Max Strategy Drawdown (328.5%) Select Net Prft / Largest Loss (350%) Select Net Prft / Max Trade Drawdown (192.08%) Select Net Prft / Max Strategy Drawdown (107.67%) Adj Net Prft / Largest Loss (404.6%) Adj Net Prft / Max Trade Drawdown (222.04%) Adj Net Prft / Max Strategy Drawdown (124.46%)

Time Analysis
Trading Period 2 Mths, 8 Dys, 21 Hrs Time in the Market 14 Dys, 18 Hrs Percent in the Market 21.42% Longest flat period 24 Dys, 3 Hrs Max Run-up Date 25/04/2007 Max Drawdown Date 01/05/2007 Max Strategy Drawdown Date 04/04/2007 20:00:00 Max Close To Close Drawdown Date 12/03/2007 14:00:00

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 6 3 3 Total # of Open Trades 0 0 0 Number Winning Trades 4 2 2 Number Losing Trades 2 1 1 Percent Profitable 66.67% 66.67% 66.67% Avg Trade (win & loss) $498.33 $623.33 $373.33 Average Winning Trade $822.5 $1075 $570 Average Losing Trade ($150) ($280) ($20) Ratio Avg Win / Avg Loss 5.48 3.84 28.5 Largest Winning Trade $2010 $2010 $830 Largest Losing Trade ($280) ($280) ($20) Avg # Bars in Trades 13.5 6 21 Avg # Bars in Winning Trades 17 6 28 Avg # Bars in Losing Trades 6.5 6 7 Avg # Bars Between Trades 78.2 177.3 162.3 Avg # Bars Between Winning Trades 120.5 269 247 Avg # Bars Between Losing Trades 268.5 544 543

Outliers
Total Positive Negative 1 Std. Deviation of Avg. Trade $756.47 $731.21 $130 Avg. Trade + 1 Std. Deviation $1254.8 $1553.71 ($20) Avg. Trade - 1 Std. Deviation ($258.14) $91.29 ($280) Number of Outliers 1 1 0 Outlier Profit/Loss $2010 $2010 $0

Run-up/Drawdown
Run-Up Drawdown Max Value $2410 ($510.2) Max Value Date 25/04/2007 01/05/2007 Avg Value $898.33 ($256.95) Max Value (%) 22.23% (4.1%) Max Value (%) Date 25/04/2007 08/03/2007 1 Std. Deviation $756.47 $149.76 Avg + 1 Std. Deviation $1654.8 ($107.19) Avg - 1 Std. Deviation $141.86 ($406.71)

Trade Series Analysis
Z-score 0.88 Confidence Limits n/a Strategy ME $498.33 Max Consec. Winners 2 Max Consec. Losers 1 Largest Consec. Profit $2150 Largest Consec. Loss ($280) Largest Consec. Profit (%) 19.83% Largest Consec. Loss (%) (2.8%) # 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) $1160 2 2 $822.5 ($10)

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 $650.2 5.66% $650.2 $0 1 100% 15/05/2007 ($510.2) (4.26%) $0 ($510.2) 1 0% 14/05/2007 $0 0% $0 $0 0 n/a 13/05/2007 $0 0% $0 $0 0 n/a 12/05/2007 $0 0% $0 $0 0 n/a 11/05/2007 $0 0% $0 $0 0 n/a 10/05/2007 $0 0% $0 $0 0 n/a 09/05/2007 $2010 20.14% $2010 $0 1 100% 08/05/2007 $20 0.2% $20 $0 1 100% 07/05/2007 ($40) (0.4%) $0 ($40) 1 0% 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

Daily Rolling Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable Today - 16/05/2007 $650.2 5.66% $650.2 $0 1 100% 15/05/2007 - 16/05/2007 $140 1.17% $140 $0 1 100% 14/05/2007 - 16/05/2007 $140 1.17% $140 $0 1 100% 13/05/2007 - 16/05/2007 $140 1.17% $140 $0 1 100% 12/05/2007 - 16/05/2007 $140 1.17% $140 $0 1 100% 11/05/2007 - 16/05/2007 $140 1.17% $140 $0 1 100% 10/05/2007 - 16/05/2007 $140 1.17% $140 $0 1 100% 09/05/2007 - 16/05/2007 $2150 21.54% $2150 $0 2 100% 08/05/2007 - 16/05/2007 $2170 21.79% $2170 $0 3 100% 07/05/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 06/05/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 05/05/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 04/05/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 03/05/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 02/05/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 01/05/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 30/04/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 29/04/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 28/04/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67% 27/04/2007 - 16/05/2007 $2130 21.3% $2150 ($20) 3 66.67%

Monthly Trading Summary

Monthly Analysis Period Average Profit Gross Profit Gross Loss Profit Factor Average # Trades % Profitable March $860 $860 $0 n/a 3 66.67% April $1990 $1990 $0 n/a 2 50% May $140 $140 $0 n/a 1 100%

Monthly Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable 05/07 $140 1.09% $140 $0 1 100% 04/07 $1990 18.32% $2010 ($20) 2 50% 03/07 $860 8.6% $1140 ($280) 3 66.67%

Monthly Rolling Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable Today - 05/07 $140 1.09% $140 $0 1 100% 04/07 - 05/07 $2130 19.61% $2150 ($20) 3 66.67% 03/07 - 05/07 $2990 29.9% $3290 ($300) 6 66.67%

Annual Trading Summary

Annual Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable 2007 $2990 29.9% $3290 ($300) 6 66.67%

Annual Rolling Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable Today - 2007 $2990 29.9% $3290 ($300) 6 66.67%