Portfolio: MiniMax Futures Portfolio: ES, TF, QM, US, GC
PORTFOLIO SETTINGS
Starting Equity: $25,000.00
MS | File Name | Vehicle | Description |
1 | C:\BCM\Software docs\MiniMaxPortfolio\MiniMax- Russell.msa | Futures | MiniMax: mini Russell (TF) |
2 | C:\BCM\Software docs\MiniMaxPortfolio\MiniMax- TBonds.msa | Futures | MiniMax: T-Bonds (US) |
3 | C:\BCM\Software docs\MiniMaxPortfolio\MiniMax- EminiSP.msa | Futures | MiniMax: E-mini S&P (ES) |
4 | C:\BCM\Software docs\MiniMaxPortfolio\MiniMax- miniCrude.msa | Futures | MiniMax: E-mini Crude Oil (QM) |
5 | C:\BCM\Software docs\MiniMaxPortfolio\MiniMax- Gold.msa | Futures | MiniMax: Gold (GC) |
POSITION SIZING SETTINGS & RULES
MS | Sizing Method | Parameters |
1 | Fixed Contracts | Contracts = 1 |
2 | Fixed Contracts | Contracts = 1 |
3 | Fixed Contracts | Contracts = 1 |
4 | Fixed Contracts | Contracts = 1 |
5 | Fixed Contracts | Contracts = 1 |
| ALL TRADES | LONG | SHORT |
Total Net Profit | $399,087.50 | $276,953.75 | $122,133.75 |
Gross Profit | $797,466.25 | $490,243.75 | $307,222.50 |
Gross Loss | ($398,378.75) | ($213,290.00) | ($185,088.75) |
Profit Factor | 2.002 | 2.298 | 1.660 |
Pessimistic Return Ratio | 1.832 | 2.042 | 1.450 |
Trading Period | 5/24/1995 12:00:00 PM to 12/14/2009 1:15:00 PM (14 years 204 days) | ||
Starting Account Equity | $25,000.00 | ||
Highest Closed Trade Equity | $425,087.50 | ||
Lowest Closed Trade Equity | $25,000.00 | ||
Additions to Equity | $0.00 | ||
Withdrawals From Equity | $0.00 | ||
Final Account Equity | $424,087.50 | ||
Return on Starting Equity | 1596% | ||
Total Number of Trades | 1,018 | 576 | 442 |
Number of Winning Trades | 539 | 329 | 210 |
Number of Losing Trades | 479 | 247 | 232 |
Trades Not Taken | 0 | 0 | 0 |
Percent Profitable | 52.95% | 57.12% | 47.51% |
Max Position Size | 1 | 1 | 1 |
Minimum Position Size | 1 | 1 | 1 |
Average Position Size | 1 | 1 | 1 |
Largest Winning Trade | $9,615.00 | $9,615.00 | $7,262.50 |
/Percent of Equity | 3.078% | 3.078% | 2.224% |
Largest Winning Trade (%) | 10.58% | 10.58% | 9.997% |
/Trade Value | $2,643.75 | $2,643.75 | $4,987.50 |
Average Winning Trade | $1,479.53 | $1,490.10 | $1,462.96 |
Average Winning Trade (%) | 1.055% | 1.060% | 1.047% |
Average R-Multiple, Wins | 1.002 | ||
Average Length of Wins | 7 days 7 hours | 8 days 9 hours | 5 days 15 hours |
Max Number Consecutive Wins | 9 | 11 | 9 |
Largest Losing Trade | ($4,662.50) | ($4,662.50) | ($3,567.50) |
/Percent of Equity | -1.469% | -1.469% | -1.017% |
Largest Losing Trade (%) | -4.614% | -4.614% | -3.651% |
/Trade Value | ($2,200.00) | ($2,200.00) | ($1,231.25) |
Average Losing Trade | ($831.69) | ($863.52) | ($797.80) |
Average Losing Trade (%) | -0.5762% | -0.5980% | -0.5530% |
Average R-Multiple, Losses | 0.6578 | ||
Average Length of Losses | 5 days 4 hours | 6 days 4 hours | 4 days 3 hours |
Max Number Consecutive Losses | 9 | 7 | 10 |
Average Trade (Expectation) | $392.03 | $480.82 | $276.32 |
Average Trade (%) | 0.2874% | 0.3490% | 0.2071% |
Trade Standard Deviation | $1,609.95 | $1,668.34 | $1,524.65 |
Trade Standard Deviation (%) | 1.352% | 1.415% | 1.263% |
Win/Loss Ratio | 1.779 | 1.726 | 1.834 |
Win/Loss Ratio (%/%) | 1.831 | 1.773 | 1.893 |
Return/Drawdown Ratio | 117.2 | 114.3 | 34.29 |
Modified Sharpe Ratio | 0.2125 | 0.2466 | 0.1641 |
Sharpe Ratio | 0.5719 | ||
Average Risk | $1,723.68 | ||
Average Risk (%) | 1.163% | ||
Average R-Multiple (Expectancy) | 0.2212 | ||
R-Multiple Standard Deviation | 1.076 | ||
Average Margin | $6,421.68 | ||
Average Margin (%) | 4.023% | ||
Max Margin (%) | 12.87% | ||
/Margin Value | $12,725.00 | ||
Date of Max Margin | 11/6/2002 2:15:00 PM | ||
Average Leverage | 0.0035 | ||
Risk of Ruin | 0.0001% | ||
Average Annual Profit/Loss | $27,409.85 | ||
Ave Annual Compounded Return | 21.46% | ||
Average Monthly Profit/Loss | $2,284.15 | ||
Ave Monthly Compounded Return | 1.634% | ||
Average Weekly Profit/Loss | $524.62 | ||
Ave Weekly Compounded Return | 0.3728% | ||
Average Daily Profit/Loss | $75.04 | ||
Ave Daily Compounded Return | 0.0532% | ||
CLOSED TRADE DRAWDOWNS | ALL TRADES | LONG | SHORT |
Number of Drawdowns | 120 | 79 | 30 |
Average Drawdown | ($2,343.97) | ($2,146.36) | ($3,458.42) |
Average Drawdown (%) | 1.587% | 1.896% | 4.867% |
Average Length of Drawdowns | 37 days 1 hours | 44 days 21 hours | 149 days 22 hours |
Average Trades in Drawdowns | 6 | 4 | 12 |
Worst Case Drawdown | ($8,455.00) | ($7,630.00) | ($10,711.25) |
/Percent of Equity | 5.262% | 3.233% | 7.110% |
Date at Trough | 9/9/2005 1:15:00 PM | 9/9/2008 1:15:00 PM | 11/16/2009 1:15:00 PM |
Trade Number at Trough | 493 | 861 | 1,008 |
Length of Drawdown | 151 days 0 min | 35 days 1 hours | 298 days 1 hours |
Trades in Drawdown | 57 | 8 | 43 |
Worst Case Drawdown (%) | 13.63% | 9.692% | 14.25% |
/Equity Value | ($7,787.50) | ($4,725.00) | ($9,972.50) |
Date at Trough | 9/16/1999 12:00:00 PM | 9/14/1999 12:00:00 PM | 9/9/2005 1:15:00 PM |
Trade Number at Trough | 61 | 60 | 493 |
Length of Drawdown | 1 years 173 days | 267 days 0 min | 1 years 292 days |
Trades in Drawdown | 20 | 6 | 102 |
Longest Drawdown | 1 years 173 days | 308 days 1 hours | 2 years 218 days |
Start of Drawdown | 2/12/1999 12:00:00 PM | 1/2/2001 12:00:00 PM | 2/12/1999 12:00:00 PM |
End of Drawdown | 8/4/2000 12:00:00 PM | 11/6/2001 1:15:00 PM | 9/18/2001 12:00:00 PM |
Percent of Equity | 13.63% | 6.005% | 12.86% |
ANNUAL RETURNS
Year | Net Profit | Add/With | End Equity | Return(%) | Drawdown(%) | Trades | Wins(%) | P Fac | Sharpe |
2009 | $61,498.75 | $0.00 | $424,087.50 | 16.96 | 1.836 | 122 | 51.64 | 2.047 | 0.8417 |
2008 | $124,558.75 | $0.00 | $362,588.75 | 52.33 | 2.350 | 110 | 58.18 | 2.829 | 1.478 |
2007 | $45,197.50 | $0.00 | $238,030.00 | 23.44 | 3.279 | 126 | 54.76 | 1.992 | 0.9507 |
2006 | $32,573.75 | $0.00 | $192,832.50 | 20.33 | 3.714 | 126 | 48.41 | 1.682 | 0.5866 |
2005 | $7,027.50 | $0.00 | $160,258.75 | 4.586 | 5.262 | 140 | 47.14 | 1.136 | 0.1530 |
2004 | $20,443.75 | $0.00 | $153,231.25 | 15.40 | 4.791 | 118 | 45.76 | 1.552 | 0.7414 |
2003 | $33,113.75 | $0.00 | $132,787.50 | 33.22 | 4.685 | 94 | 59.57 | 2.142 | 1.025 |
2002 | $25,681.25 | $0.00 | $99,673.75 | 34.71 | 4.680 | 78 | 57.69 | 2.073 | 0.7011 |
2001 | $14,855.00 | $0.00 | $73,992.50 | 25.12 | 4.728 | 30 | 63.33 | 3.049 | 0.4629 |
2000 | $7,606.25 | $0.00 | $59,137.50 | 14.76 | 3.746 | 9 | 55.56 | 3.143 | 0.4228 |
1999 | ($4,881.25) | $0.00 | $51,531.25 | -8.653 | 13.63 | 18 | 44.44 | 0.5149 | -0.3271 |
1998 | $7,993.75 | $0.00 | $56,412.50 | 16.51 | 11.20 | 13 | 53.85 | 2.270 | 0.2456 |
1997 | $10,500.00 | $0.00 | $48,418.75 | 27.69 | 3.511 | 15 | 60.00 | 3.482 | 0.6815 |
1996 | $5,425.00 | $0.00 | $37,918.75 | 16.70 | 3.586 | 11 | 72.73 | 2.883 | 0.3929 |
1995 | $7,493.75 | $0.00 | $32,493.75 | 29.98 | 4.402 | 8 | 62.50 | 4.028 | 0.4667 |
Ave | $26,605.83 | $0.00 | $141,559.67 | 21.54 | 5.026 | 67.87 | 55.70 | 2.322 | 0.5882 |
SD | $32,258.17 | $0.00 | $119,807.72 | 13.98 | 3.174 | 53.44 | 7.609 | 0.9252 | 0.4194 |
MONTHLY RETURNS
Month | Net Profit | Add/With | End Equity | Return(%) | Drawdown(%) | Trades | Wins(%) | P Fac |
12-2009 | $4,562.50 | $0.00 | $424,087.50 | 1.088 | 0.2352 | 3 | 66.67 | 5.563 |
11-2009 | $11,672.50 | $0.00 | $419,525.00 | 2.862 | 0.3243 | 13 | 53.85 | 4.431 |
10-2009 | $827.50 | $0.00 | $407,852.50 | 0.2033 | 0.9781 | 11 | 45.45 | 1.131 |
9-2009 | $7,963.75 | $0.00 | $407,025.00 | 1.996 | 0.7156 | 11 | 54.55 | 3.329 |
8-2009 | $792.50 | $0.00 | $399,061.25 | 0.1990 | 0.8457 | 10 | 50.00 | 1.234 |
7-2009 | $1,625.00 | $0.00 | $398,268.75 | 0.4097 | 1.295 | 11 | 54.55 | 1.232 |
6-2009 | ($860.00) | $0.00 | $396,643.75 | -0.2164 | 1.153 | 8 | 37.50 | 0.8181 |
5-2009 | $8,976.25 | $0.00 | $397,503.75 | 2.310 | 0.6011 | 11 | 54.55 | 2.760 |
4-2009 | ($2,090.00) | $0.00 | $388,527.50 | -0.5351 | 1.395 | 12 | 33.33 | 0.7005 |
3-2009 | $7,813.75 | $0.00 | $390,617.50 | 2.041 | 0.6233 | 11 | 63.64 | 2.488 |
2-2009 | $13,763.75 | $0.00 | $382,803.75 | 3.730 | 0.5481 | 9 | 66.67 | 3.597 |
1-2009 | $6,451.25 | $0.00 | $369,040.00 | 1.779 | 1.836 | 12 | 50.00 | 1.939 |
12-2008 | $11,607.50 | $0.00 | $362,588.75 | 3.307 | 1.423 | 12 | 58.33 | 2.432 |
11-2008 | $3,637.50 | $0.00 | $350,981.25 | 1.047 | 0.6502 | 6 | 66.67 | 1.851 |
10-2008 | $21,036.25 | $0.00 | $347,343.75 | 6.447 | 1.343 | 9 | 66.67 | 3.646 |
9-2008 | $10,488.75 | $0.00 | $326,307.50 | 3.321 | 2.350 | 12 | 58.33 | 1.831 |
8-2008 | $10,295.00 | $0.00 | $315,818.75 | 3.370 | 0.5623 | 11 | 54.55 | 3.941 |
7-2008 | $21,357.50 | $0.00 | $305,523.75 | 7.516 | 0.6232 | 10 | 70.00 | 7.411 |
6-2008 | $2,455.00 | $0.00 | $284,166.25 | 0.8715 | 1.922 | 8 | 25.00 | 1.376 |
5-2008 | $13,158.75 | $0.00 | $281,711.25 | 4.900 | 0.7472 | 11 | 72.73 | 4.932 |
4-2008 | $4,293.75 | $0.00 | $268,552.50 | 1.625 | 0.9925 | 8 | 62.50 | 2.014 |
3-2008 | $14,522.50 | $0.00 | $264,258.75 | 5.815 | 1.095 | 7 | 71.43 | 4.260 |
2-2008 | ($556.25) | $0.00 | $249,736.25 | -0.2222 | 1.337 | 8 | 25.00 | 0.8947 |
1-2008 | $12,262.50 | $0.00 | $250,292.50 | 5.152 | 0.6983 | 8 | 62.50 | 3.749 |
12-2007 | $5,060.00 | $0.00 | $238,030.00 | 2.172 | 1.146 | 11 | 63.64 | 2.216 |
11-2007 | $12,188.75 | $0.00 | $232,970.00 | 5.521 | 1.154 | 8 | 62.50 | 5.247 |
10-2007 | $952.50 | $0.00 | $220,781.25 | 0.4333 | 1.763 | 14 | 42.86 | 1.094 |
9-2007 | $8,456.25 | $0.00 | $219,828.75 | 4.001 | 0.6718 | 9 | 55.56 | 3.835 |
8-2007 | $2,661.25 | $0.00 | $211,372.50 | 1.275 | 1.231 | 11 | 54.55 | 1.623 |
7-2007 | $3,852.50 | $0.00 | $208,711.25 | 1.881 | 0.8341 | 11 | 63.64 | 2.722 |
6-2007 | $4,905.00 | $0.00 | $204,858.75 | 2.453 | 0.4931 | 11 | 54.55 | 4.466 |
5-2007 | ($2,235.00) | $0.00 | $199,953.75 | -1.105 | 2.025 | 11 | 36.36 | 0.5611 |
4-2007 | ($145.00) | $0.00 | $202,188.75 | -0.0717 | 0.7900 | 8 | 50.00 | 0.9279 |
3-2007 | ($278.75) | $0.00 | $202,333.75 | -0.1376 | 1.235 | 12 | 50.00 | 0.9481 |
2-2007 | $6,110.00 | $0.00 | $202,612.50 | 3.109 | 0.5831 | 10 | 70.00 | 3.472 |
1-2007 | $3,670.00 | $0.00 | $196,502.50 | 1.903 | 0.6968 | 10 | 60.00 | 2.475 |
12-2006 | ($4,942.50) | $0.00 | $192,832.50 | -2.499 | 3.427 | 12 | 25.00 | 0.2740 |
11-2006 | $790.00 | $0.00 | $197,775.00 | 0.4010 | 1.011 | 10 | 40.00 | 1.280 |
10-2006 | $4,050.00 | $0.00 | $196,985.00 | 2.099 | 0.9887 | 11 | 54.55 | 2.412 |
9-2006 | $6,547.50 | $0.00 | $192,935.00 | 3.513 | 0.2391 | 6 | 66.67 | 13.47 |
8-2006 | ($1,602.50) | $0.00 | $186,387.50 | -0.8524 | 2.488 | 16 | 31.25 | 0.7894 |
7-2006 | $5,601.25 | $0.00 | $187,990.00 | 3.071 | 0.9218 | 10 | 50.00 | 2.267 |
6-2006 | $5,742.50 | $0.00 | $182,388.75 | 3.251 | 2.066 | 15 | 46.67 | 1.923 |
5-2006 | $12,381.25 | $0.00 | $176,646.25 | 7.537 | 0.000 | 8 | 100.0 | 100.0 |
4-2006 | $4,245.00 | $0.00 | $164,265.00 | 2.653 | 0.7983 | 7 | 42.86 | 2.660 |
3-2006 | ($1,806.25) | $0.00 | $160,020.00 | -1.116 | 2.399 | 15 | 46.67 | 0.7538 |
2-2006 | ($480.00) | $0.00 | $161,826.25 | -0.2957 | 2.432 | 9 | 44.44 | 0.9083 |
1-2006 | $2,047.50 | $0.00 | $162,306.25 | 1.278 | 0.8588 | 7 | 71.43 | 2.476 |
12-2005 | ($1,133.75) | $0.00 | $160,258.75 | -0.7025 | 3.199 | 13 | 38.46 | 0.8130 |
11-2005 | $6,712.50 | $0.00 | $161,392.50 | 4.340 | 0.4041 | 8 | 87.50 | 11.74 |
10-2005 | ($62.50) | $0.00 | $154,680.00 | -0.0404 | 2.409 | 10 | 50.00 | 0.9836 |
9-2005 | $1,368.75 | $0.00 | $154,742.50 | 0.8924 | 0.7400 | 12 | 58.33 | 1.458 |
8-2005 | ($3,888.75) | $0.00 | $153,373.75 | -2.473 | 3.614 | 16 | 43.75 | 0.4753 |
7-2005 | ($1,346.25) | $0.00 | $157,262.50 | -0.8488 | 1.583 | 10 | 40.00 | 0.6969 |
6-2005 | $4,317.50 | $0.00 | $158,608.75 | 2.798 | 1.351 | 15 | 60.00 | 1.848 |
5-2005 | $1,057.50 | $0.00 | $154,291.25 | 0.6901 | 1.867 | 10 | 40.00 | 1.262 |
4-2005 | $6,231.25 | $0.00 | $153,233.75 | 4.239 | 1.054 | 11 | 63.64 | 3.387 |
3-2005 | ($5,932.50) | $0.00 | $147,002.50 | -3.879 | 3.879 | 11 | 18.18 | 0.0859 |
2-2005 | $3,457.50 | $0.00 | $152,935.00 | 2.313 | 0.7026 | 12 | 50.00 | 2.313 |
1-2005 | ($3,753.75) | $0.00 | $149,477.50 | -2.450 | 2.450 | 12 | 25.00 | 0.2929 |
12-2004 | $2,830.00 | $0.00 | $153,231.25 | 1.882 | 1.070 | 13 | 46.15 | 1.629 |
11-2004 | ($1,596.25) | $0.00 | $150,401.25 | -1.050 | 2.725 | 10 | 20.00 | 0.6145 |
10-2004 | $5,416.25 | $0.00 | $151,997.50 | 3.695 | 0.3479 | 9 | 77.78 | 6.271 |
9-2004 | $1,786.25 | $0.00 | $146,581.25 | 1.234 | 1.033 | 11 | 54.55 | 1.679 |
8-2004 | $4,606.25 | $0.00 | $144,795.00 | 3.286 | 1.198 | 8 | 50.00 | 3.625 |
7-2004 | ($1,603.75) | $0.00 | $140,188.75 | -1.131 | 3.176 | 10 | 30.00 | 0.6439 |
6-2004 | ($1,186.25) | $0.00 | $141,792.50 | -0.8297 | 2.493 | 14 | 35.71 | 0.7708 |
5-2004 | $2,091.25 | $0.00 | $142,978.75 | 1.484 | 0.8452 | 9 | 44.44 | 1.896 |
4-2004 | $192.50 | $0.00 | $140,887.50 | 0.1368 | 1.474 | 9 | 44.44 | 1.059 |
3-2004 | $1,725.00 | $0.00 | $140,695.00 | 1.241 | 1.405 | 8 | 50.00 | 1.740 |
2-2004 | $2,787.50 | $0.00 | $138,970.00 | 2.047 | 0.5521 | 6 | 66.67 | 3.352 |
1-2004 | $3,395.00 | $0.00 | $136,182.50 | 2.557 | 2.066 | 11 | 45.45 | 1.808 |
12-2003 | $3,323.75 | $0.00 | $132,787.50 | 2.567 | 0.5166 | 6 | 66.67 | 3.530 |
11-2003 | $1,005.00 | $0.00 | $129,463.75 | 0.7824 | 0.7570 | 8 | 50.00 | 1.346 |
10-2003 | $4,852.50 | $0.00 | $128,458.75 | 3.926 | 0.0314 | 7 | 85.71 | 122.3 |
9-2003 | $1,300.00 | $0.00 | $123,606.25 | 1.063 | 1.463 | 10 | 50.00 | 1.374 |
8-2003 | $1,236.25 | $0.00 | $122,306.25 | 1.021 | 1.652 | 5 | 80.00 | 1.605 |
7-2003 | $8,082.50 | $0.00 | $121,070.00 | 7.153 | 0.9448 | 9 | 66.67 | 4.755 |
6-2003 | $2,880.00 | $0.00 | $112,987.50 | 2.616 | 0.3421 | 6 | 66.67 | 5.966 |
5-2003 | $5,772.50 | $0.00 | $110,107.50 | 5.533 | 0.8144 | 9 | 77.78 | 4.848 |
4-2003 | $2,387.50 | $0.00 | $104,335.00 | 2.342 | 2.184 | 10 | 70.00 | 1.676 |
3-2003 | $3,291.25 | $0.00 | $101,947.50 | 3.336 | 1.777 | 9 | 33.33 | 1.938 |
2-2003 | $847.50 | $0.00 | $98,656.25 | 0.8665 | 1.792 | 6 | 33.33 | 1.355 |
1-2003 | ($1,865.00) | $0.00 | $97,808.75 | -1.871 | 4.685 | 9 | 44.44 | 0.6649 |
12-2002 | ($1,607.50) | $0.00 | $99,673.75 | -1.587 | 2.602 | 11 | 27.27 | 0.6463 |
11-2002 | $3,712.50 | $0.00 | $101,281.25 | 3.805 | 0.7584 | 9 | 66.67 | 3.194 |
10-2002 | $5,376.25 | $0.00 | $97,568.75 | 5.832 | 0.3897 | 5 | 80.00 | 15.34 |
9-2002 | ($60.00) | $0.00 | $92,192.50 | -0.0650 | 2.580 | 8 | 50.00 | 0.9838 |
8-2002 | $4,882.50 | $0.00 | $92,252.50 | 5.588 | 1.537 | 8 | 62.50 | 3.123 |
7-2002 | $6,507.50 | $0.00 | $87,370.00 | 8.048 | 1.145 | 7 | 71.43 | 4.434 |
6-2002 | $5,400.00 | $0.00 | $80,862.50 | 7.156 | 1.360 | 7 | 71.43 | 4.008 |
5-2002 | $1,492.50 | $0.00 | $75,462.50 | 2.018 | 2.233 | 7 | 57.14 | 1.647 |
4-2002 | $2,410.00 | $0.00 | $73,970.00 | 3.368 | 0.8852 | 4 | 75.00 | 4.766 |
3-2002 | $653.75 | $0.00 | $71,560.00 | 0.9220 | 0.4799 | 4 | 75.00 | 2.909 |
2-2002 | ($415.00) | $0.00 | $70,906.25 | -0.5819 | 0.5819 | 2 | 0.000 | 0.000 |
1-2002 | ($2,671.25) | $0.00 | $71,321.25 | -3.610 | 4.196 | 6 | 50.00 | 0.3179 |
12-2001 | $2,567.50 | $0.00 | $73,992.50 | 3.595 | 0.000 | 5 | 100.0 | 100.0 |
11-2001 | $6,451.25 | $0.00 | $71,425.00 | 9.929 | 0.4174 | 6 | 66.67 | 23.06 |
10-2001 | ($2.50) | $0.00 | $64,973.75 | -0.0038 | 1.324 | 4 | 50.00 | 0.9971 |
9-2001 | $6,338.75 | $0.00 | $64,976.25 | 10.81 | 0.000 | 2 | 100.0 | 100.0 |
8-2001 | ($415.00) | $0.00 | $58,637.50 | -0.7028 | 4.728 | 5 | 40.00 | 0.8527 |
7-2001 | $115.00 | $0.00 | $59,052.50 | 0.1951 | 1.048 | 2 | 50.00 | 1.186 |
6-2001 | $643.75 | $0.00 | $58,937.50 | 1.104 | 0.000 | 1 | 100.0 | 100.0 |
5-2001 | $975.00 | $0.00 | $58,293.75 | 1.701 | 0.9767 | 2 | 50.00 | 2.696 |
4-2001 | ($137.50) | $0.00 | $57,318.75 | -0.2393 | 0.2393 | 1 | 0.000 | 0.000 |
3-2001 | $268.75 | $0.00 | $57,456.25 | 0.4699 | 0.000 | 1 | 100.0 | 100.0 |
1-2001 | ($1,950.00) | $0.00 | $57,187.50 | -3.297 | 3.297 | 1 | 0.000 | 0.000 |
12-2000 | $2,956.25 | $0.00 | $59,137.50 | 5.262 | 0.000 | 1 | 100.0 | 100.0 |
11-2000 | ($481.25) | $0.00 | $56,181.25 | -0.8493 | 0.8493 | 1 | 0.000 | 0.000 |
9-2000 | ($962.50) | $0.00 | $56,662.50 | -1.670 | 2.733 | 2 | 50.00 | 0.3889 |
8-2000 | $1,256.25 | $0.00 | $57,625.00 | 2.229 | 1.041 | 2 | 50.00 | 3.072 |
4-2000 | $2,206.25 | $0.00 | $56,368.75 | 4.073 | 0.000 | 1 | 100.0 | 100.0 |
2-2000 | $3,518.75 | $0.00 | $54,162.50 | 6.948 | 0.000 | 1 | 100.0 | 100.0 |
1-2000 | ($887.50) | $0.00 | $50,643.75 | -1.722 | 1.722 | 1 | 0.000 | 0.000 |
12-1999 | $1,712.50 | $0.00 | $51,531.25 | 3.437 | 0.5896 | 3 | 66.67 | 6.830 |
11-1999 | $456.25 | $0.00 | $49,818.75 | 0.9243 | 0.000 | 1 | 100.0 | 100.0 |
9-1999 | ($2,006.25) | $0.00 | $49,362.50 | -3.906 | 4.521 | 3 | 33.33 | 0.1417 |
8-1999 | ($1,181.25) | $0.00 | $51,368.75 | -2.248 | 3.146 | 2 | 50.00 | 0.2921 |
7-1999 | ($1,450.00) | $0.00 | $52,550.00 | -2.685 | 2.685 | 1 | 0.000 | 0.000 |
6-1999 | $1,018.75 | $0.00 | $54,000.00 | 1.923 | 0.000 | 1 | 100.0 | 100.0 |
5-1999 | ($450.00) | $0.00 | $52,981.25 | -0.8422 | 0.8422 | 1 | 0.000 | 0.000 |
4-1999 | ($1,837.50) | $0.00 | $53,431.25 | -3.325 | 3.325 | 2 | 0.000 | 0.000 |
3-1999 | $143.75 | $0.00 | $55,268.75 | 0.2608 | 0.000 | 1 | 100.0 | 100.0 |
2-1999 | ($1,287.50) | $0.00 | $55,125.00 | -2.282 | 3.543 | 3 | 33.33 | 0.3642 |
12-1998 | $1,537.50 | $0.00 | $56,412.50 | 2.802 | 0.000 | 2 | 100.0 | 100.0 |
10-1998 | $4,987.50 | $0.00 | $54,875.00 | 9.997 | 0.000 | 1 | 100.0 | 100.0 |
9-1998 | $3,268.75 | $0.00 | $49,887.50 | 7.012 | 0.000 | 1 | 100.0 | 100.0 |
7-1998 | ($12.50) | $0.00 | $46,618.75 | -0.0268 | 0.0268 | 1 | 0.000 | 0.000 |
6-1998 | ($543.75) | $0.00 | $46,631.25 | -1.153 | 1.153 | 1 | 0.000 | 0.000 |
5-1998 | $1,581.25 | $0.00 | $47,175.00 | 3.468 | 0.000 | 1 | 100.0 | 100.0 |
4-1998 | ($2,087.50) | $0.00 | $45,593.75 | -4.378 | 4.614 | 2 | 50.00 | 0.0511 |
2-1998 | ($2,556.25) | $0.00 | $47,681.25 | -5.088 | 5.088 | 2 | 0.000 | 0.000 |
1-1998 | $1,818.75 | $0.00 | $50,237.50 | 3.756 | 1.916 | 2 | 50.00 | 2.854 |
12-1997 | ($506.25) | $0.00 | $48,418.75 | -1.035 | 1.488 | 3 | 33.33 | 0.4906 |
11-1997 | $2,393.75 | $0.00 | $48,925.00 | 5.144 | 0.000 | 1 | 100.0 | 100.0 |
10-1997 | $2,225.00 | $0.00 | $46,531.25 | 5.022 | 0.000 | 2 | 100.0 | 100.0 |
9-1997 | $2,393.75 | $0.00 | $44,306.25 | 5.711 | 0.000 | 1 | 100.0 | 100.0 |
7-1997 | $1,100.00 | $0.00 | $41,912.50 | 2.695 | 1.945 | 2 | 50.00 | 2.386 |
6-1997 | ($512.50) | $0.00 | $40,812.50 | -1.240 | 1.240 | 1 | 0.000 | 0.000 |
5-1997 | $675.00 | $0.00 | $41,325.00 | 1.661 | 0.000 | 1 | 100.0 | 100.0 |
3-1997 | $1,475.00 | $0.00 | $40,650.00 | 3.765 | 1.989 | 2 | 50.00 | 2.788 |
2-1997 | ($1,106.25) | $0.00 | $39,175.00 | -2.746 | 2.746 | 1 | 0.000 | 0.000 |
1-1997 | $2,362.50 | $0.00 | $40,281.25 | 6.230 | 0.000 | 1 | 100.0 | 100.0 |
12-1996 | $1,112.50 | $0.00 | $37,918.75 | 3.023 | 0.000 | 1 | 100.0 | 100.0 |
11-1996 | $2,862.50 | $0.00 | $36,806.25 | 8.433 | 0.000 | 1 | 100.0 | 100.0 |
9-1996 | ($1,262.50) | $0.00 | $33,943.75 | -3.586 | 3.586 | 1 | 0.000 | 0.000 |
8-1996 | $2,318.75 | $0.00 | $35,206.25 | 7.051 | 0.000 | 2 | 100.0 | 100.0 |
7-1996 | ($431.25) | $0.00 | $32,887.50 | -1.294 | 2.570 | 2 | 50.00 | 0.4964 |
5-1996 | $50.00 | $0.00 | $33,318.75 | 0.1503 | 0.000 | 1 | 100.0 | 100.0 |
4-1996 | ($56.25) | $0.00 | $33,268.75 | -0.1688 | 2.288 | 2 | 50.00 | 0.9262 |
3-1996 | $831.25 | $0.00 | $33,325.00 | 2.558 | 0.000 | 1 | 100.0 | 100.0 |
12-1995 | $787.50 | $0.00 | $32,493.75 | 2.484 | 3.651 | 2 | 50.00 | 1.640 |
10-1995 | $2,612.50 | $0.00 | $31,706.25 | 8.980 | 0.000 | 1 | 100.0 | 100.0 |
8-1995 | $2,081.25 | $0.00 | $29,093.75 | 7.705 | 0.000 | 1 | 100.0 | 100.0 |
7-1995 | ($1,243.75) | $0.00 | $27,012.50 | -4.402 | 4.402 | 2 | 0.000 | 0.000 |
6-1995 | $3,256.25 | $0.00 | $28,256.25 | 13.03 | 0.000 | 2 | 100.0 | 100.0 |
5-1995 | $0.00 | $0.00 | $25,000.00 | 0.000 | 0.000 | 0 | 0.000 | 0.000 |
Ave | $2,541.96 | $0.00 | $140,132.56 | 1.871 | 1.322 | 6.484 | 55.94 | 20.52 |
SD | $4,352.39 | $0.00 | $107,155.82 | 3.272 | 1.219 | 4.434 | 28.80 | 38.46 |
WEEKLY RETURNS
Week | Net Profit | Add/With | End Equity | Return(%) | Drawdown(%) | Trades | Wins(%) | P Fac |
12/13/2009 | ($1,000.00) | $0.00 | $424,087.50 | -0.2352 | 0.2352 | 1 | 0.000 | 0.000 |
12/6/2009 | $3,262.50 | $0.00 | $425,087.50 | 0.7734 | 0.000 | 1 | 100.0 | 100.0 |
11/29/2009 | $2,300.00 | $0.00 | $421,825.00 | 0.5482 | 0.000 | 1 | 100.0 | 100.0 |
11/22/2009 | $3,580.00 | $0.00 | $419,525.00 | 0.8607 | 0.2983 | 5 | 40.00 | 3.544 |
11/15/2009 | ($1,157.50) | $0.00 | $415,945.00 | -0.2775 | 0.3243 | 3 | 33.33 | 0.1442 |
11/8/2009 | $9,172.50 | $0.00 | $417,102.50 | 2.249 | 0.000 | 3 | 100.0 | 100.0 |
11/1/2009 | $77.50 | $0.00 | $407,930.00 | 0.0190 | 0.1575 | 2 | 50.00 | 1.121 |
10/25/2009 | ($2,448.75) | $0.00 | $407,852.50 | -0.5968 | 0.5968 | 2 | 0.000 | 0.000 |
10/18/2009 | $188.75 | $0.00 | $410,301.25 | 0.0460 | 0.3836 | 3 | 33.33 | 1.119 |
10/11/2009 | $2,475.00 | $0.00 | $410,112.50 | 0.6072 | 0.000 | 1 | 100.0 | 100.0 |
10/4/2009 | $580.00 | $0.00 | $407,637.50 | 0.1425 | 0.2996 | 3 | 66.67 | 1.473 |
9/27/2009 | ($497.50) | $0.00 | $407,057.50 | -0.1221 | 0.3858 | 3 | 33.33 | 0.6836 |
9/20/2009 | $4,145.00 | $0.00 | $407,555.00 | 1.027 | 0.6048 | 4 | 25.00 | 2.699 |
9/13/2009 | $442.50 | $0.00 | $403,410.00 | 0.1098 | 0.1114 | 2 | 50.00 | 1.983 |
9/6/2009 | $3,906.25 | $0.00 | $402,967.50 | 0.9789 | 0.000 | 4 | 100.0 | 100.0 |
8/23/2009 | $2,790.00 | $0.00 | $399,061.25 | 0.7041 | 0.000 | 4 | 100.0 | 100.0 |
8/16/2009 | ($1,217.50) | $0.00 | $396,271.25 | -0.3063 | 0.3063 | 1 | 0.000 | 0.000 |
8/9/2009 | ($2,162.50) | $0.00 | $397,488.75 | -0.5411 | 0.5411 | 4 | 0.000 | 0.000 |
8/2/2009 | $1,382.50 | $0.00 | $399,651.25 | 0.3471 | 0.000 | 1 | 100.0 | 100.0 |
7/26/2009 | ($2,060.00) | $0.00 | $398,268.75 | -0.5146 | 0.5308 | 2 | 50.00 | 0.0306 |
7/19/2009 | ($1,372.50) | $0.00 | $400,328.75 | -0.3417 | 0.4997 | 3 | 33.33 | 0.3163 |
7/12/2009 | ($1,725.00) | $0.00 | $401,701.25 | -0.4276 | 0.4276 | 1 | 0.000 | 0.000 |
7/5/2009 | $6,782.50 | $0.00 | $403,426.25 | 1.710 | 0.2857 | 5 | 80.00 | 6.963 |
6/21/2009 | ($1,462.50) | $0.00 | $396,643.75 | -0.3674 | 0.7642 | 6 | 33.33 | 0.5372 |
6/14/2009 | ($1,567.50) | $0.00 | $398,106.25 | -0.3922 | 0.3922 | 1 | 0.000 | 0.000 |
5/31/2009 | $2,170.00 | $0.00 | $399,673.75 | 0.5459 | 0.000 | 1 | 100.0 | 100.0 |
5/24/2009 | $6,347.50 | $0.00 | $397,503.75 | 1.623 | 0.4410 | 4 | 75.00 | 4.680 |
5/17/2009 | $902.50 | $0.00 | $391,156.25 | 0.2313 | 0.1608 | 3 | 33.33 | 1.887 |
5/10/2009 | ($793.75) | $0.00 | $390,253.75 | -0.2030 | 0.2030 | 1 | 0.000 | 0.000 |
5/3/2009 | $4,082.50 | $0.00 | $391,047.50 | 1.055 | 0.000 | 2 | 100.0 | 100.0 |
4/26/2009 | ($3,177.50) | $0.00 | $386,965.00 | -0.8144 | 0.8144 | 3 | 0.000 | 0.000 |
4/19/2009 | ($3,882.50) | $0.00 | $390,142.50 | -0.9853 | 0.9853 | 3 | 0.000 | 0.000 |
4/12/2009 | $2,507.50 | $0.00 | $394,025.00 | 0.6405 | 0.000 | 1 | 100.0 | 100.0 |
4/5/2009 | $2,055.00 | $0.00 | $391,517.50 | 0.5277 | 0.0833 | 5 | 60.00 | 7.323 |
3/29/2009 | ($3,435.00) | $0.00 | $389,462.50 | -0.8743 | 0.9171 | 3 | 33.33 | 0.0472 |
3/22/2009 | $1,020.00 | $0.00 | $392,897.50 | 0.2603 | 0.3470 | 2 | 50.00 | 1.750 |
3/15/2009 | $10,281.25 | $0.00 | $391,877.50 | 2.694 | 0.000 | 3 | 100.0 | 100.0 |
3/8/2009 | ($1,442.50) | $0.00 | $381,596.25 | -0.3766 | 0.3766 | 2 | 0.000 | 0.000 |
3/1/2009 | $235.00 | $0.00 | $383,038.75 | 0.0614 | 0.000 | 2 | 100.0 | 100.0 |
2/22/2009 | ($1,337.50) | $0.00 | $382,803.75 | -0.3482 | 0.3482 | 1 | 0.000 | 0.000 |
2/15/2009 | $9,217.50 | $0.00 | $384,141.25 | 2.458 | 0.5481 | 5 | 60.00 | 3.326 |
2/8/2009 | $5,883.75 | $0.00 | $374,923.75 | 1.594 | 0.000 | 3 | 100.0 | 100.0 |
1/25/2009 | $1,595.00 | $0.00 | $369,040.00 | 0.4341 | 0.000 | 2 | 100.0 | 100.0 |
1/18/2009 | ($3,913.75) | $0.00 | $367,445.00 | -1.054 | 1.054 | 4 | 0.000 | 0.000 |
1/11/2009 | ($2,958.75) | $0.00 | $371,358.75 | -0.7904 | 0.7904 | 2 | 0.000 | 0.000 |
1/4/2009 | $7,558.75 | $0.00 | $374,317.50 | 2.061 | 0.000 | 2 | 100.0 | 100.0 |
12/28/2008 | $871.25 | $0.00 | $366,758.75 | 0.2381 | 1.217 | 5 | 60.00 | 1.195 |
12/21/2008 | ($1,935.00) | $0.00 | $365,887.50 | -0.5261 | 0.5261 | 2 | 0.000 | 0.000 |
12/14/2008 | $2,172.50 | $0.00 | $367,822.50 | 0.5941 | 0.000 | 1 | 100.0 | 100.0 |
12/7/2008 | ($1,700.00) | $0.00 | $365,650.00 | -0.4628 | 0.4628 | 1 | 0.000 | 0.000 |
11/30/2008 | $16,368.75 | $0.00 | $367,350.00 | 4.664 | 0.000 | 5 | 100.0 | 100.0 |
11/16/2008 | $2,785.00 | $0.00 | $350,981.25 | 0.7998 | 0.6117 | 2 | 50.00 | 2.308 |
11/9/2008 | $2,010.00 | $0.00 | $348,196.25 | 0.5806 | 0.000 | 2 | 100.0 | 100.0 |
11/2/2008 | ($1,157.50) | $0.00 | $346,186.25 | -0.3332 | 0.6158 | 2 | 50.00 | 0.4604 |
10/26/2008 | ($1,967.50) | $0.00 | $347,343.75 | -0.5633 | 1.017 | 2 | 50.00 | 0.4485 |
10/19/2008 | $15,490.00 | $0.00 | $349,311.25 | 4.640 | 0.000 | 3 | 100.0 | 100.0 |
10/5/2008 | $11,895.00 | $0.00 | $333,821.25 | 3.695 | 0.000 | 2 | 100.0 | 100.0 |
9/28/2008 | ($4,381.25) | $0.00 | $321,926.25 | -1.343 | 1.343 | 2 | 0.000 | 0.000 |
9/21/2008 | $2,447.50 | $0.00 | $326,307.50 | 0.7557 | 0.000 | 2 | 100.0 | 100.0 |
9/14/2008 | $13,841.25 | $0.00 | $323,860.00 | 4.465 | 1.040 | 6 | 66.67 | 3.682 |
9/7/2008 | ($1,430.00) | $0.00 | $310,018.75 | -0.4591 | 0.4591 | 1 | 0.000 | 0.000 |
8/31/2008 | ($4,370.00) | $0.00 | $311,448.75 | -1.384 | 1.899 | 3 | 33.33 | 0.2753 |
8/24/2008 | $312.50 | $0.00 | $315,818.75 | 0.0990 | 0.2219 | 2 | 50.00 | 1.446 |
8/17/2008 | $1,725.00 | $0.00 | $315,506.25 | 0.5497 | 0.5623 | 4 | 50.00 | 1.969 |
8/10/2008 | $1,820.00 | $0.00 | $313,781.25 | 0.5834 | 0.000 | 1 | 100.0 | 100.0 |
8/3/2008 | $6,917.50 | $0.00 | $311,961.25 | 2.268 | 0.1740 | 3 | 66.67 | 13.81 |
7/27/2008 | $77.50 | $0.00 | $305,043.75 | 0.0254 | 0.2387 | 3 | 33.33 | 1.106 |
7/20/2008 | ($1,912.50) | $0.00 | $304,966.25 | -0.6232 | 0.6232 | 1 | 0.000 | 0.000 |
7/13/2008 | $11,033.75 | $0.00 | $306,878.75 | 3.730 | 0.3951 | 3 | 66.67 | 10.44 |
7/6/2008 | $4,483.75 | $0.00 | $295,845.00 | 1.539 | 0.000 | 2 | 100.0 | 100.0 |
6/29/2008 | $7,195.00 | $0.00 | $291,361.25 | 2.532 | 0.000 | 2 | 100.0 | 100.0 |
6/22/2008 | ($1,070.00) | $0.00 | $284,166.25 | -0.3751 | 0.3751 | 1 | 0.000 | 0.000 |
6/15/2008 | ($3,187.50) | $0.00 | $285,236.25 | -1.105 | 1.105 | 3 | 0.000 | 0.000 |
6/8/2008 | $847.50 | $0.00 | $288,423.75 | 0.2947 | 0.4521 | 2 | 50.00 | 1.647 |
6/1/2008 | $5,865.00 | $0.00 | $287,576.25 | 2.082 | 0.3408 | 2 | 50.00 | 7.109 |
5/25/2008 | $1,605.00 | $0.00 | $281,711.25 | 0.5730 | 0.000 | 2 | 100.0 | 100.0 |
5/18/2008 | $4,158.75 | $0.00 | $280,106.25 | 1.507 | 0.4598 | 3 | 66.67 | 4.214 |
5/11/2008 | $2,462.50 | $0.00 | $275,947.50 | 0.9004 | 0.3081 | 3 | 66.67 | 3.923 |
5/4/2008 | $4,932.50 | $0.00 | $273,485.00 | 1.837 | 0.4405 | 3 | 66.67 | 5.076 |
4/27/2008 | $130.00 | $0.00 | $268,552.50 | 0.0484 | 0.000 | 1 | 100.0 | 100.0 |
4/13/2008 | $936.25 | $0.00 | $268,422.50 | 0.3500 | 0.9925 | 3 | 66.67 | 1.351 |
4/6/2008 | $4,365.00 | $0.00 | $267,486.25 | 1.659 | 0.1609 | 3 | 66.67 | 11.15 |
3/30/2008 | $795.00 | $0.00 | $263,121.25 | 0.3031 | 0.4304 | 2 | 50.00 | 1.699 |
3/23/2008 | $2,155.00 | $0.00 | $262,326.25 | 0.8283 | 0.000 | 1 | 100.0 | 100.0 |
3/16/2008 | $9,465.00 | $0.00 | $260,171.25 | 3.775 | 0.000 | 1 | 100.0 | 100.0 |
3/9/2008 | $1,825.00 | $0.00 | $250,706.25 | 0.7333 | 0.6735 | 2 | 50.00 | 2.074 |
3/2/2008 | ($855.00) | $0.00 | $248,881.25 | -0.3424 | 1.095 | 2 | 50.00 | 0.6897 |
2/24/2008 | ($1,505.00) | $0.00 | $249,736.25 | -0.5990 | 0.5990 | 1 | 0.000 | 0.000 |
2/17/2008 | $1,670.00 | $0.00 | $251,241.25 | 0.6691 | 0.3246 | 3 | 33.33 | 2.372 |
2/10/2008 | ($1,798.75) | $0.00 | $249,571.25 | -0.7156 | 0.7156 | 2 | 0.000 | 0.000 |
2/3/2008 | ($762.50) | $0.00 | $251,370.00 | -0.3024 | 0.3024 | 1 | 0.000 | 0.000 |
1/27/2008 | $80.00 | $0.00 | $252,132.50 | 0.0317 | 0.6983 | 2 | 50.00 | 1.045 |
1/20/2008 | $2,900.00 | $0.00 | $252,052.50 | 1.164 | 0.000 | 1 | 100.0 | 100.0 |
1/13/2008 | $5,285.00 | $0.00 | $249,152.50 | 2.167 | 0.000 | 2 | 100.0 | 100.0 |
1/6/2008 | $3,955.00 | $0.00 | $243,867.50 | 1.649 | 0.6113 | 3 | 33.33 | 2.465 |
12/30/2007 | $1,882.50 | $0.00 | $239,912.50 | 0.7909 | 0.000 | 1 | 100.0 | 100.0 |
12/23/2007 | $4,315.00 | $0.00 | $238,030.00 | 1.846 | 0.000 | 2 | 100.0 | 100.0 |
12/16/2007 | ($2,550.00) | $0.00 | $233,715.00 | -1.079 | 1.146 | 5 | 40.00 | 0.2360 |
12/9/2007 | $4,117.50 | $0.00 | $236,265.00 | 1.774 | 0.000 | 3 | 100.0 | 100.0 |
12/2/2007 | ($822.50) | $0.00 | $232,147.50 | -0.3530 | 0.3530 | 1 | 0.000 | 0.000 |
11/25/2007 | ($200.00) | $0.00 | $232,970.00 | -0.0858 | 0.0858 | 1 | 0.000 | 0.000 |
11/18/2007 | $4,433.75 | $0.00 | $233,170.00 | 1.938 | 0.000 | 2 | 100.0 | 100.0 |
11/11/2007 | ($2,670.00) | $0.00 | $228,736.25 | -1.154 | 1.154 | 2 | 0.000 | 0.000 |
11/4/2007 | $10,625.00 | $0.00 | $231,406.25 | 4.812 | 0.000 | 3 | 100.0 | 100.0 |
10/28/2007 | ($3,912.50) | $0.00 | $220,781.25 | -1.741 | 1.741 | 2 | 0.000 | 0.000 |
10/21/2007 | $2,682.50 | $0.00 | $224,693.75 | 1.208 | 1.190 | 5 | 60.00 | 2.003 |
10/14/2007 | $642.50 | $0.00 | $222,011.25 | 0.2902 | 1.216 | 4 | 25.00 | 1.235 |
9/30/2007 | $1,540.00 | $0.00 | $221,368.75 | 0.7005 | 0.3913 | 3 | 66.67 | 2.780 |
9/23/2007 | $1,710.00 | $0.00 | $219,828.75 | 0.7840 | 0.1091 | 3 | 33.33 | 8.125 |
9/16/2007 | $1,882.50 | $0.00 | $218,118.75 | 0.8706 | 0.000 | 1 | 100.0 | 100.0 |
9/9/2007 | $3,032.50 | $0.00 | $216,236.25 | 1.422 | 0.6718 | 4 | 50.00 | 2.106 |
9/2/2007 | $1,831.25 | $0.00 | $213,203.75 | 0.8664 | 0.000 | 1 | 100.0 | 100.0 |
8/26/2007 | $1,035.00 | $0.00 | $211,372.50 | 0.4921 | 0.000 | 3 | 100.0 | 100.0 |
8/19/2007 | ($55.00) | $0.00 | $210,337.50 | -0.0261 | 0.0261 | 1 | 0.000 | 0.000 |
8/12/2007 | ($858.75) | $0.00 | $210,392.50 | -0.4065 | 1.206 | 5 | 20.00 | 0.7963 |
8/5/2007 | $2,400.00 | $0.00 | $211,251.25 | 1.149 | 0.000 | 1 | 100.0 | 100.0 |
7/29/2007 | $140.00 | $0.00 | $208,851.25 | 0.0671 | 0.000 | 1 | 100.0 | 100.0 |
7/22/2007 | $3,242.50 | $0.00 | $208,711.25 | 1.578 | 0.1338 | 4 | 75.00 | 12.79 |
7/15/2007 | ($242.50) | $0.00 | $205,468.75 | -0.1179 | 0.1215 | 2 | 50.00 | 0.0300 |
7/8/2007 | $1,626.25 | $0.00 | $205,711.25 | 0.7968 | 0.2358 | 3 | 66.67 | 4.379 |
7/1/2007 | ($773.75) | $0.00 | $204,085.00 | -0.3777 | 0.5997 | 2 | 50.00 | 0.3716 |
6/24/2007 | $1,450.00 | $0.00 | $204,858.75 | 0.7129 | 0.000 | 1 | 100.0 | 100.0 |
6/17/2007 | $1,035.00 | $0.00 | $203,408.75 | 0.5114 | 0.4931 | 5 | 40.00 | 1.847 |
6/10/2007 | $1,937.50 | $0.00 | $202,373.75 | 0.9666 | 0.0249 | 2 | 50.00 | 39.75 |
6/3/2007 | $332.50 | $0.00 | $200,436.25 | 0.1662 | 0.0712 | 2 | 50.00 | 3.333 |
5/27/2007 | ($430.00) | $0.00 | $200,103.75 | -0.2144 | 0.2892 | 2 | 50.00 | 0.2586 |
5/20/2007 | $2,387.50 | $0.00 | $200,533.75 | 1.205 | 0.000 | 2 | 100.0 | 100.0 |
5/13/2007 | ($1,237.50) | $0.00 | $198,146.25 | -0.6207 | 0.6207 | 1 | 0.000 | 0.000 |
5/6/2007 | ($2,387.50) | $0.00 | $199,383.75 | -1.183 | 1.413 | 6 | 33.33 | 0.1645 |
4/29/2007 | ($417.50) | $0.00 | $201,771.25 | -0.2065 | 0.2065 | 1 | 0.000 | 0.000 |
4/22/2007 | ($1,610.00) | $0.00 | $202,188.75 | -0.7900 | 0.7900 | 2 | 0.000 | 0.000 |
4/15/2007 | $730.00 | $0.00 | $203,798.75 | 0.3595 | 0.1921 | 2 | 50.00 | 2.872 |
4/8/2007 | $465.00 | $0.00 | $203,068.75 | 0.2295 | 0.0049 | 3 | 66.67 | 47.50 |
4/1/2007 | $270.00 | $0.00 | $202,603.75 | 0.1334 | 0.000 | 1 | 100.0 | 100.0 |
3/25/2007 | $452.50 | $0.00 | $202,333.75 | 0.2241 | 1.235 | 6 | 66.67 | 1.175 |
3/18/2007 | ($1,455.00) | $0.00 | $201,881.25 | -0.7156 | 0.7156 | 1 | 0.000 | 0.000 |
3/11/2007 | $431.25 | $0.00 | $203,336.25 | 0.2125 | 0.6499 | 3 | 33.33 | 1.327 |
3/4/2007 | $292.50 | $0.00 | $202,905.00 | 0.1444 | 0.0086 | 2 | 50.00 | 17.71 |
2/25/2007 | $588.75 | $0.00 | $202,612.50 | 0.2914 | 0.5485 | 2 | 50.00 | 1.527 |
2/18/2007 | $1,157.50 | $0.00 | $202,023.75 | 0.5763 | 0.5831 | 4 | 75.00 | 1.977 |
2/4/2007 | $3,332.50 | $0.00 | $200,866.25 | 1.687 | 0.000 | 2 | 100.0 | 100.0 |
1/28/2007 | $1,928.75 | $0.00 | $197,533.75 | 0.9860 | 0.0859 | 3 | 66.67 | 12.43 |
1/21/2007 | $1,292.50 | $0.00 | $195,605.00 | 0.6652 | 0.0051 | 3 | 66.67 | 130.3 |
1/14/2007 | $130.00 | $0.00 | $194,312.50 | 0.0669 | 0.000 | 1 | 100.0 | 100.0 |
1/7/2007 | ($1,362.50) | $0.00 | $194,182.50 | -0.6968 | 0.6968 | 1 | 0.000 | 0.000 |
12/31/2006 | $2,712.50 | $0.00 | $195,545.00 | 1.407 | 0.5782 | 4 | 50.00 | 3.433 |
12/24/2006 | ($1,171.25) | $0.00 | $192,832.50 | -0.6037 | 1.550 | 4 | 50.00 | 0.6104 |
12/17/2006 | ($1,555.00) | $0.00 | $194,003.75 | -0.7952 | 0.7952 | 4 | 0.000 | 0.000 |
12/10/2006 | ($1,816.25) | $0.00 | $195,558.75 | -0.9202 | 0.9202 | 2 | 0.000 | 0.000 |
12/3/2006 | $30.00 | $0.00 | $197,375.00 | 0.0152 | 0.000 | 1 | 100.0 | 100.0 |
11/26/2006 | ($410.00) | $0.00 | $197,345.00 | -0.2073 | 0.2174 | 3 | 33.33 | 0.4184 |
11/12/2006 | $2,762.50 | $0.00 | $197,755.00 | 1.417 | 0.2774 | 4 | 75.00 | 6.023 |
11/5/2006 | ($600.00) | $0.00 | $194,992.50 | -0.3068 | 0.3068 | 2 | 0.000 | 0.000 |
10/29/2006 | ($1,392.50) | $0.00 | $195,592.50 | -0.7069 | 0.7069 | 2 | 0.000 | 0.000 |
10/22/2006 | ($1,380.00) | $0.00 | $196,985.00 | -0.6957 | 0.9887 | 4 | 25.00 | 0.2964 |
10/15/2006 | $1,913.75 | $0.00 | $198,365.00 | 0.9742 | 0.000 | 2 | 100.0 | 100.0 |
10/8/2006 | $2,637.50 | $0.00 | $196,451.25 | 1.361 | 0.2193 | 3 | 66.67 | 7.206 |
10/1/2006 | $878.75 | $0.00 | $193,813.75 | 0.4555 | 0.2477 | 2 | 50.00 | 2.826 |
9/24/2006 | $895.00 | $0.00 | $192,935.00 | 0.4660 | 0.0389 | 2 | 50.00 | 12.93 |
9/17/2006 | $3,155.00 | $0.00 | $192,040.00 | 1.670 | 0.000 | 1 | 100.0 | 100.0 |
9/10/2006 | $2,497.50 | $0.00 | $188,885.00 | 1.340 | 0.2391 | 3 | 66.67 | 6.550 |
8/27/2006 | $3,075.00 | $0.00 | $186,387.50 | 1.677 | 0.4779 | 4 | 75.00 | 4.436 |
8/20/2006 | ($2,315.00) | $0.00 | $183,312.50 | -1.247 | 1.247 | 2 | 0.000 | 0.000 |
8/13/2006 | ($1,138.75) | $0.00 | $185,627.50 | -0.6097 | 0.8540 | 4 | 25.00 | 0.2861 |
8/6/2006 | ($250.00) | $0.00 | $186,766.25 | -0.1337 | 0.1337 | 1 | 0.000 | 0.000 |
7/30/2006 | ($973.75) | $0.00 | $187,016.25 | -0.5180 | 1.266 | 5 | 20.00 | 0.6189 |
7/16/2006 | $602.50 | $0.00 | $187,990.00 | 0.3215 | 0.6133 | 4 | 50.00 | 1.391 |
7/9/2006 | $6,650.00 | $0.00 | $187,387.50 | 3.679 | 0.000 | 2 | 100.0 | 100.0 |
7/2/2006 | ($1,651.25) | $0.00 | $180,737.50 | -0.9053 | 0.9218 | 4 | 25.00 | 0.4269 |
6/25/2006 | ($2,070.00) | $0.00 | $182,388.75 | -1.122 | 1.122 | 2 | 0.000 | 0.000 |
6/18/2006 | ($640.00) | $0.00 | $184,458.75 | -0.3458 | 0.3458 | 1 | 0.000 | 0.000 |
6/11/2006 | $5,750.00 | $0.00 | $185,098.75 | 3.206 | 0.6108 | 4 | 50.00 | 5.742 |
6/4/2006 | $2,212.50 | $0.00 | $179,348.75 | 1.249 | 1.073 | 4 | 75.00 | 2.164 |
5/28/2006 | $490.00 | $0.00 | $177,136.25 | 0.2774 | 0.2264 | 4 | 50.00 | 2.225 |
5/14/2006 | $1,342.50 | $0.00 | $176,646.25 | 0.7658 | 0.000 | 1 | 100.0 | 100.0 |
5/7/2006 | $7,157.50 | $0.00 | $175,303.75 | 4.257 | 0.000 | 3 | 100.0 | 100.0 |
4/30/2006 | $3,881.25 | $0.00 | $168,146.25 | 2.363 | 0.000 | 4 | 100.0 | 100.0 |
4/23/2006 | ($1,280.00) | $0.00 | $164,265.00 | -0.7732 | 0.7732 | 1 | 0.000 | 0.000 |
4/16/2006 | $6,802.50 | $0.00 | $165,545.00 | 4.285 | 0.000 | 3 | 100.0 | 100.0 |
4/9/2006 | ($1,067.50) | $0.00 | $158,742.50 | -0.6680 | 0.6680 | 1 | 0.000 | 0.000 |
4/2/2006 | ($210.00) | $0.00 | $159,810.00 | -0.1312 | 0.1312 | 2 | 0.000 | 0.000 |
3/26/2006 | ($2,298.75) | $0.00 | $160,020.00 | -1.416 | 1.416 | 2 | 0.000 | 0.000 |
3/19/2006 | ($55.00) | $0.00 | $162,318.75 | -0.0339 | 0.7065 | 3 | 66.67 | 0.9524 |
3/12/2006 | $3,585.00 | $0.00 | $162,373.75 | 2.258 | 0.000 | 4 | 100.0 | 100.0 |
3/5/2006 | ($2,257.50) | $0.00 | $158,788.75 | -1.402 | 1.926 | 5 | 20.00 | 0.2724 |
2/26/2006 | ($1,335.00) | $0.00 | $161,046.25 | -0.8221 | 0.8221 | 2 | 0.000 | 0.000 |
2/19/2006 | $650.00 | $0.00 | $162,381.25 | 0.4019 | 0.000 | 1 | 100.0 | 100.0 |
2/12/2006 | $3,132.50 | $0.00 | $161,731.25 | 1.975 | 0.000 | 2 | 100.0 | 100.0 |
2/5/2006 | ($2,982.50) | $0.00 | $158,598.75 | -1.846 | 2.432 | 4 | 25.00 | 0.2454 |
1/29/2006 | ($725.00) | $0.00 | $161,581.25 | -0.4467 | 0.4467 | 1 | 0.000 | 0.000 |
1/22/2006 | $132.50 | $0.00 | $162,306.25 | 0.0817 | 0.000 | 1 | 100.0 | 100.0 |
1/15/2006 | $620.00 | $0.00 | $162,173.75 | 0.3838 | 0.8588 | 4 | 50.00 | 1.447 |
1/1/2006 | $1,295.00 | $0.00 | $161,553.75 | 0.8081 | 0.000 | 2 | 100.0 | 100.0 |
12/25/2005 | $3,023.75 | $0.00 | $160,258.75 | 1.923 | 0.6357 | 6 | 66.67 | 4.009 |
12/11/2005 | ($3,222.50) | $0.00 | $157,235.00 | -2.008 | 2.008 | 2 | 0.000 | 0.000 |
12/4/2005 | ($1,422.50) | $0.00 | $160,457.50 | -0.8787 | 0.8787 | 3 | 0.000 | 0.000 |
11/27/2005 | $807.50 | $0.00 | $161,880.00 | 0.5013 | 0.2542 | 3 | 66.67 | 2.958 |
11/20/2005 | $2,987.50 | $0.00 | $161,072.50 | 1.890 | 0.000 | 2 | 100.0 | 100.0 |
11/13/2005 | $3,495.00 | $0.00 | $158,085.00 | 2.261 | 0.000 | 3 | 100.0 | 100.0 |
11/6/2005 | $535.00 | $0.00 | $154,590.00 | 0.3473 | 0.000 | 1 | 100.0 | 100.0 |
10/30/2005 | ($3,080.00) | $0.00 | $154,055.00 | -1.960 | 1.960 | 3 | 0.000 | 0.000 |
10/23/2005 | ($1,037.50) | $0.00 | $157,135.00 | -0.6559 | 0.6559 | 2 | 0.000 | 0.000 |
10/16/2005 | ($325.00) | $0.00 | $158,172.50 | -0.2051 | 0.2051 | 1 | 0.000 | 0.000 |
10/9/2005 | $697.50 | $0.00 | $158,497.50 | 0.4420 | 0.000 | 2 | 100.0 | 100.0 |
10/2/2005 | $3,057.50 | $0.00 | $157,800.00 | 1.976 | 0.000 | 3 | 100.0 | 100.0 |
9/25/2005 | $420.00 | $0.00 | $154,742.50 | 0.2722 | 0.2578 | 3 | 66.67 | 2.050 |
9/18/2005 | $1,476.25 | $0.00 | $154,322.50 | 0.9658 | 0.6470 | 5 | 60.00 | 2.015 |
9/11/2005 | $607.50 | $0.00 | $152,846.25 | 0.3990 | 0.000 | 2 | 100.0 | 100.0 |
Ave | $1,306.97 | $0.00 | $261,642.63 | 0.5019 | 0.4249 | 2.524 | 53.17 | 33.13 |
SD | $3,433.90 | $0.00 | $88,627.85 | 1.290 | 0.4757 | 1.293 | 38.69 | 45.82 |
DAILY RETURNS
Day | Net Profit | Add/With | End Equity | Return(%) | Drawdown(%) | Trades | Wins(%) | P Fac |
12/14/2009 | ($1,000.00) | $0.00 | $424,087.50 | -0.2352 | 0.2352 | 1 | 0.000 | 0.000 |
12/9/2009 | $3,262.50 | $0.00 | $425,087.50 | 0.7734 | 0.000 | 1 | 100.0 | 100.0 |
12/4/2009 | $2,300.00 | $0.00 | $421,825.00 | 0.5482 | 0.000 | 1 | 100.0 | 100.0 |
11/27/2009 | $3,740.00 | $0.00 | $419,525.00 | 0.8995 | 0.2983 | 4 | 50.00 | 3.998 |
11/23/2009 | ($160.00) | $0.00 | $415,785.00 | -0.0385 | 0.0385 | 1 | 0.000 | 0.000 |
11/20/2009 | $195.00 | $0.00 | $415,945.00 | 0.0469 | 0.000 | 1 | 100.0 | 100.0 |
11/19/2009 | ($292.50) | $0.00 | $415,750.00 | -0.0703 | 0.0703 | 1 | 0.000 | 0.000 |
11/16/2009 | ($1,060.00) | $0.00 | $416,042.50 | -0.2541 | 0.2541 | 1 | 0.000 | 0.000 |
11/11/2009 | $7,722.50 | $0.00 | $417,102.50 | 1.886 | 0.000 | 2 | 100.0 | 100.0 |
11/9/2009 | $1,450.00 | $0.00 | $409,380.00 | 0.3555 | 0.000 | 1 | 100.0 | 100.0 |
11/6/2009 | $720.00 | $0.00 | $407,930.00 | 0.1768 | 0.000 | 1 | 100.0 | 100.0 |
11/4/2009 | ($642.50) | $0.00 | $407,210.00 | -0.1575 | 0.1575 | 1 | 0.000 | 0.000 |
10/30/2009 | ($1,043.75) | $0.00 | $407,852.50 | -0.2553 | 0.2553 | 1 | 0.000 | 0.000 |
10/26/2009 | ($1,405.00) | $0.00 | $408,896.25 | -0.3424 | 0.3424 | 1 | 0.000 | 0.000 |
10/20/2009 | ($840.00) | $0.00 | $410,301.25 | -0.2043 | 0.2043 | 1 | 0.000 | 0.000 |
10/19/2009 | $1,028.75 | $0.00 | $411,141.25 | 0.2508 | 0.1797 | 2 | 50.00 | 2.390 |
10/15/2009 | $2,475.00 | $0.00 | $410,112.50 | 0.6072 | 0.000 | 1 | 100.0 | 100.0 |
10/6/2009 | $580.00 | $0.00 | $407,637.50 | 0.1425 | 0.2996 | 3 | 66.67 | 1.473 |
10/2/2009 | $1,075.00 | $0.00 | $407,057.50 | 0.2648 | 0.000 | 1 | 100.0 | 100.0 |
10/1/2009 | ($1,042.50) | $0.00 | $405,982.50 | -0.2561 | 0.2561 | 1 | 0.000 | 0.000 |
9/30/2009 | ($530.00) | $0.00 | $407,025.00 | -0.1300 | 0.1300 | 1 | 0.000 | 0.000 |
9/24/2009 | $5,630.00 | $0.00 | $407,555.00 | 1.401 | 0.2376 | 2 | 50.00 | 6.895 |
9/23/2009 | ($1,485.00) | $0.00 | $401,925.00 | -0.3681 | 0.3681 | 2 | 0.000 | 0.000 |
9/18/2009 | ($450.00) | $0.00 | $403,410.00 | -0.1114 | 0.1114 | 1 | 0.000 | 0.000 |
9/14/2009 | $892.50 | $0.00 | $403,860.00 | 0.2215 | 0.000 | 1 | 100.0 | 100.0 |
9/10/2009 | $18.75 | $0.00 | $402,967.50 | 0.0047 | 0.000 | 1 | 100.0 | 100.0 |
9/9/2009 | $2,477.50 | $0.00 | $402,948.75 | 0.6186 | 0.000 | 2 | 100.0 | 100.0 |
9/8/2009 | $1,410.00 | $0.00 | $400,471.25 | 0.3533 | 0.000 | 1 | 100.0 | 100.0 |
8/27/2009 | $40.00 | $0.00 | $399,061.25 | 0.0100 | 0.000 | 1 | 100.0 | 100.0 |
8/26/2009 | $742.50 | $0.00 | $399,021.25 | 0.1864 | 0.000 | 1 | 100.0 | 100.0 |
8/25/2009 | $2,007.50 | $0.00 | $398,278.75 | 0.5066 | 0.000 | 2 | 100.0 | 100.0 |
8/17/2009 | ($1,217.50) | $0.00 | $396,271.25 | -0.3063 | 0.3063 | 1 | 0.000 | 0.000 |
8/14/2009 | ($610.00) | $0.00 | $397,488.75 | -0.1532 | 0.1532 | 1 | 0.000 | 0.000 |
8/12/2009 | ($1,142.50) | $0.00 | $398,098.75 | -0.2862 | 0.2862 | 2 | 0.000 | 0.000 |
8/11/2009 | ($410.00) | $0.00 | $399,241.25 | -0.1026 | 0.1026 | 1 | 0.000 | 0.000 |
8/7/2009 | $1,382.50 | $0.00 | $399,651.25 | 0.3471 | 0.000 | 1 | 100.0 | 100.0 |
7/30/2009 | $65.00 | $0.00 | $398,268.75 | 0.0163 | 0.000 | 1 | 100.0 | 100.0 |
7/27/2009 | ($2,125.00) | $0.00 | $398,203.75 | -0.5308 | 0.5308 | 1 | 0.000 | 0.000 |
7/21/2009 | ($1,372.50) | $0.00 | $400,328.75 | -0.3417 | 0.4997 | 3 | 33.33 | 0.3163 |
7/14/2009 | ($1,725.00) | $0.00 | $401,701.25 | -0.4276 | 0.4276 | 1 | 0.000 | 0.000 |
7/10/2009 | $1,300.00 | $0.00 | $403,426.25 | 0.3233 | 0.000 | 1 | 100.0 | 100.0 |
7/8/2009 | $1,645.00 | $0.00 | $402,126.25 | 0.4108 | 0.000 | 1 | 100.0 | 100.0 |
7/7/2009 | $2,387.50 | $0.00 | $400,481.25 | 0.5997 | 0.2857 | 2 | 50.00 | 3.099 |
7/6/2009 | $1,450.00 | $0.00 | $398,093.75 | 0.3656 | 0.000 | 1 | 100.0 | 100.0 |
6/26/2009 | ($117.50) | $0.00 | $396,643.75 | -0.0296 | 0.0296 | 1 | 0.000 | 0.000 |
6/25/2009 | $1,697.50 | $0.00 | $396,761.25 | 0.4297 | 0.000 | 2 | 100.0 | 100.0 |
6/22/2009 | ($3,042.50) | $0.00 | $395,063.75 | -0.7642 | 0.7642 | 3 | 0.000 | 0.000 |
6/15/2009 | ($1,567.50) | $0.00 | $398,106.25 | -0.3922 | 0.3922 | 1 | 0.000 | 0.000 |
6/1/2009 | $2,170.00 | $0.00 | $399,673.75 | 0.5459 | 0.000 | 1 | 100.0 | 100.0 |
5/29/2009 | $1,760.00 | $0.00 | $397,503.75 | 0.4447 | 0.000 | 1 | 100.0 | 100.0 |
5/28/2009 | $2,575.00 | $0.00 | $395,743.75 | 0.6549 | 0.000 | 1 | 100.0 | 100.0 |
5/27/2009 | $3,737.50 | $0.00 | $393,168.75 | 0.9597 | 0.000 | 1 | 100.0 | 100.0 |
5/26/2009 | ($1,725.00) | $0.00 | $389,431.25 | -0.4410 | 0.4410 | 1 | 0.000 | 0.000 |
5/21/2009 | ($630.00) | $0.00 | $391,156.25 | -0.1608 | 0.1608 | 1 | 0.000 | 0.000 |
5/20/2009 | $1,920.00 | $0.00 | $391,786.25 | 0.4925 | 0.000 | 1 | 100.0 | 100.0 |
5/18/2009 | ($387.50) | $0.00 | $389,866.25 | -0.0993 | 0.0993 | 1 | 0.000 | 0.000 |
5/11/2009 | ($793.75) | $0.00 | $390,253.75 | -0.2030 | 0.2030 | 1 | 0.000 | 0.000 |
5/5/2009 | $2,132.50 | $0.00 | $391,047.50 | 0.5483 | 0.000 | 1 | 100.0 | 100.0 |
5/4/2009 | $1,950.00 | $0.00 | $388,915.00 | 0.5039 | 0.000 | 1 | 100.0 | 100.0 |
5/1/2009 | ($1,562.50) | $0.00 | $386,965.00 | -0.4022 | 0.4022 | 1 | 0.000 | 0.000 |
4/27/2009 | ($1,615.00) | $0.00 | $388,527.50 | -0.4140 | 0.4140 | 2 | 0.000 | 0.000 |
4/20/2009 | ($3,882.50) | $0.00 | $390,142.50 | -0.9853 | 0.9853 | 3 | 0.000 | 0.000 |
4/13/2009 | $2,507.50 | $0.00 | $394,025.00 | 0.6405 | 0.000 | 1 | 100.0 | 100.0 |
4/9/2009 | $1,630.00 | $0.00 | $391,517.50 | 0.4181 | 0.000 | 1 | 100.0 | 100.0 |
4/8/2009 | ($325.00) | $0.00 | $389,887.50 | -0.0833 | 0.0833 | 2 | 0.000 | 0.000 |
4/6/2009 | $750.00 | $0.00 | $390,212.50 | 0.1926 | 0.000 | 2 | 100.0 | 100.0 |
4/1/2009 | ($1,155.00) | $0.00 | $389,462.50 | -0.2957 | 0.2957 | 1 | 0.000 | 0.000 |
3/30/2009 | ($2,280.00) | $0.00 | $390,617.50 | -0.5803 | 0.6233 | 2 | 50.00 | 0.0694 |
3/26/2009 | $2,380.00 | $0.00 | $392,897.50 | 0.6094 | 0.000 | 1 | 100.0 | 100.0 |
3/23/2009 | ($1,360.00) | $0.00 | $390,517.50 | -0.3470 | 0.3470 | 1 | 0.000 | 0.000 |
3/19/2009 | $5,700.00 | $0.00 | $391,877.50 | 1.476 | 0.000 | 2 | 100.0 | 100.0 |
3/18/2009 | $4,581.25 | $0.00 | $386,177.50 | 1.201 | 0.000 | 1 | 100.0 | 100.0 |
3/12/2009 | ($250.00) | $0.00 | $381,596.25 | -0.0655 | 0.0655 | 1 | 0.000 | 0.000 |
3/11/2009 | ($1,192.50) | $0.00 | $381,846.25 | -0.3113 | 0.3113 | 1 | 0.000 | 0.000 |
3/5/2009 | $172.50 | $0.00 | $383,038.75 | 0.0451 | 0.000 | 1 | 100.0 | 100.0 |
3/4/2009 | $62.50 | $0.00 | $382,866.25 | 0.0163 | 0.000 | 1 | 100.0 | 100.0 |
2/23/2009 | ($1,337.50) | $0.00 | $382,803.75 | -0.3482 | 0.3482 | 1 | 0.000 | 0.000 |
2/20/2009 | ($106.25) | $0.00 | $384,141.25 | -0.0277 | 0.5481 | 2 | 50.00 | 0.9496 |
2/17/2009 | $9,323.75 | $0.00 | $384,247.50 | 2.487 | 0.4951 | 3 | 66.67 | 6.023 |
2/12/2009 | $1,840.00 | $0.00 | $374,923.75 | 0.4932 | 0.000 | 1 | 100.0 | 100.0 |
2/11/2009 | $4,043.75 | $0.00 | $373,083.75 | 1.096 | 0.000 | 2 | 100.0 | 100.0 |
1/28/2009 | $1,500.00 | $0.00 | $369,040.00 | 0.4081 | 0.000 | 1 | 100.0 | 100.0 |
1/27/2009 | $95.00 | $0.00 | $367,540.00 | 0.0259 | 0.000 | 1 | 100.0 | 100.0 |
1/22/2009 | ($687.50) | $0.00 | $367,445.00 | -0.1868 | 0.1868 | 1 | 0.000 | 0.000 |
1/21/2009 | ($2,682.50) | $0.00 | $368,132.50 | -0.7234 | 0.7234 | 2 | 0.000 | 0.000 |
1/20/2009 | ($543.75) | $0.00 | $370,815.00 | -0.1464 | 0.1464 | 1 | 0.000 | 0.000 |
1/16/2009 | ($2,543.75) | $0.00 | $371,358.75 | -0.6803 | 0.6803 | 1 | 0.000 | 0.000 |
1/15/2009 | ($415.00) | $0.00 | $373,902.50 | -0.1109 | 0.1109 | 1 | 0.000 | 0.000 |
1/8/2009 | $2,352.50 | $0.00 | $374,317.50 | 0.6325 | 0.000 | 1 | 100.0 | 100.0 |
1/5/2009 | $5,206.25 | $0.00 | $371,965.00 | 1.420 | 0.000 | 1 | 100.0 | 100.0 |
1/2/2009 | $4,170.00 | $0.00 | $366,758.75 | 1.150 | 0.000 | 2 | 100.0 | 100.0 |
12/31/2008 | ($4,468.75) | $0.00 | $362,588.75 | -1.217 | 1.217 | 2 | 0.000 | 0.000 |
12/29/2008 | $1,170.00 | $0.00 | $367,057.50 | 0.3198 | 0.000 | 1 | 100.0 | 100.0 |
12/22/2008 | ($1,935.00) | $0.00 | $365,887.50 | -0.5261 | 0.5261 | 2 | 0.000 | 0.000 |
12/17/2008 | $2,172.50 | $0.00 | $367,822.50 | 0.5941 | 0.000 | 1 | 100.0 | 100.0 |
12/12/2008 | ($1,700.00) | $0.00 | $365,650.00 | -0.4628 | 0.4628 | 1 | 0.000 | 0.000 |
12/5/2008 | $4,437.50 | $0.00 | $367,350.00 | 1.223 | 0.000 | 1 | 100.0 | 100.0 |
12/4/2008 | $6,456.25 | $0.00 | $362,912.50 | 1.811 | 0.000 | 1 | 100.0 | 100.0 |
12/2/2008 | $195.00 | $0.00 | $356,456.25 | 0.0547 | 0.000 | 1 | 100.0 | 100.0 |
12/1/2008 | $5,280.00 | $0.00 | $356,261.25 | 1.504 | 0.000 | 2 | 100.0 | 100.0 |
11/19/2008 | $4,915.00 | $0.00 | $350,981.25 | 1.420 | 0.000 | 1 | 100.0 | 100.0 |
11/18/2008 | ($2,130.00) | $0.00 | $346,066.25 | -0.6117 | 0.6117 | 1 | 0.000 | 0.000 |
11/13/2008 | $1,420.00 | $0.00 | $348,196.25 | 0.4095 | 0.000 | 1 | 100.0 | 100.0 |
11/10/2008 | $590.00 | $0.00 | $346,776.25 | 0.1704 | 0.000 | 1 | 100.0 | 100.0 |
11/5/2008 | ($1,157.50) | $0.00 | $346,186.25 | -0.3332 | 0.6158 | 2 | 50.00 | 0.4604 |
10/29/2008 | ($1,967.50) | $0.00 | $347,343.75 | -0.5633 | 1.017 | 2 | 50.00 | 0.4485 |
10/24/2008 | $12,315.00 | $0.00 | $349,311.25 | 3.654 | 0.000 | 2 | 100.0 | 100.0 |
10/21/2008 | $3,175.00 | $0.00 | $336,996.25 | 0.9511 | 0.000 | 1 | 100.0 | 100.0 |
10/10/2008 | $7,262.50 | $0.00 | $333,821.25 | 2.224 | 0.000 | 1 | 100.0 | 100.0 |
10/6/2008 | $4,632.50 | $0.00 | $326,558.75 | 1.439 | 0.000 | 1 | 100.0 | 100.0 |
10/3/2008 | ($356.25) | $0.00 | $321,926.25 | -0.1105 | 0.1105 | 1 | 0.000 | 0.000 |
10/2/2008 | ($4,025.00) | $0.00 | $322,282.50 | -1.233 | 1.233 | 1 | 0.000 | 0.000 |
9/24/2008 | $2,447.50 | $0.00 | $326,307.50 | 0.7557 | 0.000 | 2 | 100.0 | 100.0 |
9/19/2008 | $1,835.00 | $0.00 | $323,860.00 | 0.5698 | 1.040 | 2 | 50.00 | 1.539 |
9/18/2008 | $9,615.00 | $0.00 | $322,025.00 | 3.078 | 0.000 | 1 | 100.0 | 100.0 |
9/17/2008 | $1,065.00 | $0.00 | $312,410.00 | 0.3421 | 0.000 | 1 | 100.0 | 100.0 |
9/15/2008 | $1,326.25 | $0.00 | $311,345.00 | 0.4278 | 0.5605 | 2 | 50.00 | 1.756 |
9/9/2008 | ($1,430.00) | $0.00 | $310,018.75 | -0.4591 | 0.4591 | 1 | 0.000 | 0.000 |
9/4/2008 | ($1,367.50) | $0.00 | $311,448.75 | -0.4372 | 0.4372 | 1 | 0.000 | 0.000 |
9/2/2008 | ($3,002.50) | $0.00 | $312,816.25 | -0.9507 | 1.469 | 2 | 50.00 | 0.3560 |
8/25/2008 | $312.50 | $0.00 | $315,818.75 | 0.0990 | 0.2219 | 2 | 50.00 | 1.446 |
8/21/2008 | $55.00 | $0.00 | $315,506.25 | 0.0174 | 0.2061 | 2 | 50.00 | 1.085 |
8/18/2008 | $1,670.00 | $0.00 | $315,451.25 | 0.5322 | 0.3569 | 2 | 50.00 | 2.478 |
8/11/2008 | $1,820.00 | $0.00 | $313,781.25 | 0.5834 | 0.000 | 1 | 100.0 | 100.0 |
8/8/2008 | $2,170.00 | $0.00 | $311,961.25 | 0.7005 | 0.000 | 1 | 100.0 | 100.0 |
8/7/2008 | ($540.00) | $0.00 | $309,791.25 | -0.1740 | 0.1740 | 1 | 0.000 | 0.000 |
8/6/2008 | $5,287.50 | $0.00 | $310,331.25 | 1.733 | 0.000 | 1 | 100.0 | 100.0 |
8/1/2008 | ($480.00) | $0.00 | $305,043.75 | -0.1571 | 0.1571 | 1 | 0.000 | 0.000 |
7/29/2008 | ($250.00) | $0.00 | $305,523.75 | -0.0818 | 0.0818 | 1 | 0.000 | 0.000 |
7/28/2008 | $807.50 | $0.00 | $305,773.75 | 0.2648 | 0.000 | 1 | 100.0 | 100.0 |
7/22/2008 | ($1,912.50) | $0.00 | $304,966.25 | -0.6232 | 0.6232 | 1 | 0.000 | 0.000 |
7/16/2008 | $4,087.50 | $0.00 | $306,878.75 | 1.350 | 0.000 | 1 | 100.0 | 100.0 |
7/15/2008 | $8,115.00 | $0.00 | $302,791.25 | 2.754 | 0.000 | 1 | 100.0 | 100.0 |
7/14/2008 | ($1,168.75) | $0.00 | $294,676.25 | -0.3951 | 0.3951 | 1 | 0.000 | 0.000 |
7/11/2008 | $4,483.75 | $0.00 | $295,845.00 | 1.539 | 0.000 | 2 | 100.0 | 100.0 |
7/4/2008 | $4,862.50 | $0.00 | $291,361.25 | 1.697 | 0.000 | 1 | 100.0 | 100.0 |
7/3/2008 | $2,332.50 | $0.00 | $286,498.75 | 0.8208 | 0.000 | 1 | 100.0 | 100.0 |
6/26/2008 | ($1,070.00) | $0.00 | $284,166.25 | -0.3751 | 0.3751 | 1 | 0.000 | 0.000 |
6/20/2008 | ($875.00) | $0.00 | $285,236.25 | -0.3058 | 0.3058 | 1 | 0.000 | 0.000 |
6/19/2008 | ($2,162.50) | $0.00 | $286,111.25 | -0.7502 | 0.7502 | 1 | 0.000 | 0.000 |
6/18/2008 | ($150.00) | $0.00 | $288,273.75 | -0.0520 | 0.0520 | 1 | 0.000 | 0.000 |
6/12/2008 | ($1,310.00) | $0.00 | $288,423.75 | -0.4521 | 0.4521 | 1 | 0.000 | 0.000 |
6/11/2008 | $2,157.50 | $0.00 | $289,733.75 | 0.7502 | 0.000 | 1 | 100.0 | 100.0 |
6/6/2008 | $5,865.00 | $0.00 | $287,576.25 | 2.082 | 0.3408 | 2 | 50.00 | 7.109 |
5/29/2008 | $1,360.00 | $0.00 | $281,711.25 | 0.4851 | 0.000 | 1 | 100.0 | 100.0 |
5/28/2008 | $245.00 | $0.00 | $280,351.25 | 0.0875 | 0.000 | 1 | 100.0 | 100.0 |
5/23/2008 | ($1,293.75) | $0.00 | $280,106.25 | -0.4598 | 0.4598 | 1 | 0.000 | 0.000 |
5/21/2008 | $3,587.50 | $0.00 | $281,400.00 | 1.291 | 0.000 | 1 | 100.0 | 100.0 |
5/19/2008 | $1,865.00 | $0.00 | $277,812.50 | 0.6759 | 0.000 | 1 | 100.0 | 100.0 |
5/16/2008 | $1,895.00 | $0.00 | $275,947.50 | 0.6915 | 0.000 | 1 | 100.0 | 100.0 |
5/14/2008 | $1,410.00 | $0.00 | $274,052.50 | 0.5172 | 0.000 | 1 | 100.0 | 100.0 |
5/13/2008 | ($842.50) | $0.00 | $272,642.50 | -0.3081 | 0.3081 | 1 | 0.000 | 0.000 |
5/7/2008 | ($1,210.00) | $0.00 | $273,485.00 | -0.4405 | 0.4405 | 1 | 0.000 | 0.000 |
5/5/2008 | $6,142.50 | $0.00 | $274,695.00 | 2.287 | 0.000 | 2 | 100.0 | 100.0 |
4/29/2008 | $130.00 | $0.00 | $268,552.50 | 0.0484 | 0.000 | 1 | 100.0 | 100.0 |
4/18/2008 | $2,195.00 | $0.00 | $268,422.50 | 0.8245 | 0.000 | 1 | 100.0 | 100.0 |
4/17/2008 | ($2,668.75) | $0.00 | $266,227.50 | -0.9925 | 0.9925 | 1 | 0.000 | 0.000 |
4/16/2008 | $1,410.00 | $0.00 | $268,896.25 | 0.5271 | 0.000 | 1 | 100.0 | 100.0 |
4/11/2008 | $707.50 | $0.00 | $267,486.25 | 0.2652 | 0.000 | 1 | 100.0 | 100.0 |
4/10/2008 | ($430.00) | $0.00 | $266,778.75 | -0.1609 | 0.1609 | 1 | 0.000 | 0.000 |
4/9/2008 | $4,087.50 | $0.00 | $267,208.75 | 1.553 | 0.000 | 1 | 100.0 | 100.0 |
4/4/2008 | ($1,137.50) | $0.00 | $263,121.25 | -0.4304 | 0.4304 | 1 | 0.000 | 0.000 |
3/31/2008 | $1,932.50 | $0.00 | $264,258.75 | 0.7367 | 0.000 | 1 | 100.0 | 100.0 |
3/27/2008 | $2,155.00 | $0.00 | $262,326.25 | 0.8283 | 0.000 | 1 | 100.0 | 100.0 |
3/17/2008 | $9,465.00 | $0.00 | $260,171.25 | 3.775 | 0.000 | 1 | 100.0 | 100.0 |
3/12/2008 | ($1,700.00) | $0.00 | $250,706.25 | -0.6735 | 0.6735 | 1 | 0.000 | 0.000 |
3/10/2008 | $3,525.00 | $0.00 | $252,406.25 | 1.416 | 0.000 | 1 | 100.0 | 100.0 |
3/7/2008 | ($2,755.00) | $0.00 | $248,881.25 | -1.095 | 1.095 | 1 | 0.000 | 0.000 |
3/6/2008 | $1,900.00 | $0.00 | $251,636.25 | 0.7608 | 0.000 | 1 | 100.0 | 100.0 |
2/26/2008 | ($1,505.00) | $0.00 | $249,736.25 | -0.5990 | 0.5990 | 1 | 0.000 | 0.000 |
2/22/2008 | ($407.50) | $0.00 | $251,241.25 | -0.1619 | 0.1619 | 1 | 0.000 | 0.000 |
2/19/2008 | $2,077.50 | $0.00 | $251,648.75 | 0.8324 | 0.3246 | 2 | 50.00 | 3.565 |
2/12/2008 | ($130.00) | $0.00 | $249,571.25 | -0.0521 | 0.0521 | 1 | 0.000 | 0.000 |
2/11/2008 | ($1,668.75) | $0.00 | $249,701.25 | -0.6639 | 0.6639 | 1 | 0.000 | 0.000 |
2/4/2008 | ($762.50) | $0.00 | $251,370.00 | -0.3024 | 0.3024 | 1 | 0.000 | 0.000 |
2/1/2008 | $1,840.00 | $0.00 | $252,132.50 | 0.7351 | 0.000 | 1 | 100.0 | 100.0 |
1/31/2008 | ($1,760.00) | $0.00 | $250,292.50 | -0.6983 | 0.6983 | 1 | 0.000 | 0.000 |
1/22/2008 | $2,900.00 | $0.00 | $252,052.50 | 1.164 | 0.000 | 1 | 100.0 | 100.0 |
1/18/2008 | $2,390.00 | $0.00 | $249,152.50 | 0.9685 | 0.000 | 1 | 100.0 | 100.0 |
1/17/2008 | $2,895.00 | $0.00 | $246,762.50 | 1.187 | 0.000 | 1 | 100.0 | 100.0 |
1/10/2008 | ($1,500.00) | $0.00 | $243,867.50 | -0.6113 | 0.6113 | 1 | 0.000 | 0.000 |
1/9/2008 | $6,655.00 | $0.00 | $245,367.50 | 2.788 | 0.000 | 1 | 100.0 | 100.0 |
1/7/2008 | ($1,200.00) | $0.00 | $238,712.50 | -0.5002 | 0.5002 | 1 | 0.000 | 0.000 |
1/2/2008 | $1,882.50 | $0.00 | $239,912.50 | 0.7909 | 0.000 | 1 | 100.0 | 100.0 |
12/28/2007 | $4,315.00 | $0.00 | $238,030.00 | 1.846 | 0.000 | 2 | 100.0 | 100.0 |
12/20/2007 | $157.50 | $0.00 | $233,715.00 | 0.0674 | 0.000 | 1 | 100.0 | 100.0 |
12/19/2007 | ($720.00) | $0.00 | $233,557.50 | -0.3073 | 0.5747 | 2 | 50.00 | 0.4667 |
12/18/2007 | ($1,987.50) | $0.00 | $234,277.50 | -0.8412 | 0.8412 | 2 | 0.000 | 0.000 |
12/11/2007 | $4,117.50 | $0.00 | $236,265.00 | 1.774 | 0.000 | 3 | 100.0 | 100.0 |
12/7/2007 | ($822.50) | $0.00 | $232,147.50 | -0.3530 | 0.3530 | 1 | 0.000 | 0.000 |
11/28/2007 | ($200.00) | $0.00 | $232,970.00 | -0.0858 | 0.0858 | 1 | 0.000 | 0.000 |
11/20/2007 | $2,290.00 | $0.00 | $233,170.00 | 0.9919 | 0.000 | 1 | 100.0 | 100.0 |
11/19/2007 | $2,143.75 | $0.00 | $230,880.00 | 0.9372 | 0.000 | 1 | 100.0 | 100.0 |
11/13/2007 | ($2,450.00) | $0.00 | $228,736.25 | -1.060 | 1.060 | 1 | 0.000 | 0.000 |
11/12/2007 | ($220.00) | $0.00 | $231,186.25 | -0.0951 | 0.0951 | 1 | 0.000 | 0.000 |
11/8/2007 | $2,470.00 | $0.00 | $231,406.25 | 1.079 | 0.000 | 1 | 100.0 | 100.0 |
11/7/2007 | $6,135.00 | $0.00 | $228,936.25 | 2.754 | 0.000 | 1 | 100.0 | 100.0 |
11/6/2007 | $2,020.00 | $0.00 | $222,801.25 | 0.9149 | 0.000 | 1 | 100.0 | 100.0 |
10/31/2007 | ($1,470.00) | $0.00 | $220,781.25 | -0.6614 | 0.6614 | 1 | 0.000 | 0.000 |
10/29/2007 | ($2,442.50) | $0.00 | $222,251.25 | -1.087 | 1.087 | 1 | 0.000 | 0.000 |
10/26/2007 | $2,625.00 | $0.00 | $224,693.75 | 1.182 | 0.000 | 1 | 100.0 | 100.0 |
10/25/2007 | ($1,220.00) | $0.00 | $222,068.75 | -0.5464 | 0.5464 | 1 | 0.000 | 0.000 |
10/24/2007 | $720.00 | $0.00 | $223,288.75 | 0.3235 | 0.6474 | 2 | 50.00 | 1.495 |
10/23/2007 | $557.50 | $0.00 | $222,568.75 | 0.2511 | 0.000 | 1 | 100.0 | 100.0 |
10/19/2007 | ($1,680.00) | $0.00 | $222,011.25 | -0.7510 | 0.7510 | 1 | 0.000 | 0.000 |
10/17/2007 | ($1,052.50) | $0.00 | $223,691.25 | -0.4683 | 0.4683 | 2 | 0.000 | 0.000 |
10/16/2007 | $3,375.00 | $0.00 | $224,743.75 | 1.525 | 0.000 | 1 | 100.0 | 100.0 |
10/5/2007 | $1,195.00 | $0.00 | $221,368.75 | 0.5428 | 0.000 | 1 | 100.0 | 100.0 |
10/4/2007 | $345.00 | $0.00 | $220,173.75 | 0.1569 | 0.3913 | 2 | 50.00 | 1.399 |
9/28/2007 | ($240.00) | $0.00 | $219,828.75 | -0.1091 | 0.1091 | 1 | 0.000 | 0.000 |
9/27/2007 | $1,950.00 | $0.00 | $220,068.75 | 0.8940 | 0.000 | 1 | 100.0 | 100.0 |
9/25/2007 | $0.00 | $0.00 | $218,118.75 | 0.000 | 0.000 | 1 | 0.000 | 0.000 |
9/18/2007 | $1,882.50 | $0.00 | $218,118.75 | 0.8706 | 0.000 | 1 | 100.0 | 100.0 |
9/12/2007 | ($1,462.50) | $0.00 | $216,236.25 | -0.6718 | 0.6718 | 1 | 0.000 | 0.000 |
9/11/2007 | $2,775.00 | $0.00 | $217,698.75 | 1.291 | 0.5956 | 2 | 50.00 | 3.168 |
9/10/2007 | $1,720.00 | $0.00 | $214,923.75 | 0.8067 | 0.000 | 1 | 100.0 | 100.0 |
9/7/2007 | $1,831.25 | $0.00 | $213,203.75 | 0.8664 | 0.000 | 1 | 100.0 | 100.0 |
8/31/2007 | $670.00 | $0.00 | $211,372.50 | 0.3180 | 0.000 | 1 | 100.0 | 100.0 |
8/29/2007 | $340.00 | $0.00 | $210,702.50 | 0.1616 | 0.000 | 1 | 100.0 | 100.0 |
8/27/2007 | $25.00 | $0.00 | $210,362.50 | 0.0119 | 0.000 | 1 | 100.0 | 100.0 |
8/23/2007 | ($55.00) | $0.00 | $210,337.50 | -0.0261 | 0.0261 | 1 | 0.000 | 0.000 |
8/16/2007 | $790.00 | $0.00 | $210,392.50 | 0.3769 | 1.206 | 3 | 33.33 | 1.308 |
8/15/2007 | ($793.75) | $0.00 | $209,602.50 | -0.3773 | 0.3773 | 1 | 0.000 | 0.000 |
8/14/2007 | ($855.00) | $0.00 | $210,396.25 | -0.4047 | 0.4047 | 1 | 0.000 | 0.000 |
8/6/2007 | $2,400.00 | $0.00 | $211,251.25 | 1.149 | 0.000 | 1 | 100.0 | 100.0 |
8/2/2007 | $140.00 | $0.00 | $208,851.25 | 0.0671 | 0.000 | 1 | 100.0 | 100.0 |
7/27/2007 | $1,375.00 | $0.00 | $208,711.25 | 0.6632 | 0.000 | 1 | 100.0 | 100.0 |
7/26/2007 | $2,142.50 | $0.00 | $207,336.25 | 1.044 | 0.000 | 2 | 100.0 | 100.0 |
7/24/2007 | ($275.00) | $0.00 | $205,193.75 | -0.1338 | 0.1338 | 1 | 0.000 | 0.000 |
7/20/2007 | $7.50 | $0.00 | $205,468.75 | 0.0037 | 0.000 | 1 | 100.0 | 100.0 |
7/16/2007 | ($250.00) | $0.00 | $205,461.25 | -0.1215 | 0.1215 | 1 | 0.000 | 0.000 |
7/11/2007 | $545.00 | $0.00 | $205,711.25 | 0.2656 | 0.000 | 1 | 100.0 | 100.0 |
7/10/2007 | $1,081.25 | $0.00 | $205,166.25 | 0.5298 | 0.2358 | 2 | 50.00 | 3.247 |
7/5/2007 | ($1,231.25) | $0.00 | $204,085.00 | -0.5997 | 0.5997 | 1 | 0.000 | 0.000 |
7/3/2007 | $457.50 | $0.00 | $205,316.25 | 0.2233 | 0.000 | 1 | 100.0 | 100.0 |
6/28/2007 | $1,450.00 | $0.00 | $204,858.75 | 0.7129 | 0.000 | 1 | 100.0 | 100.0 |
6/21/2007 | $607.50 | $0.00 | $203,408.75 | 0.2996 | 0.000 | 1 | 100.0 | 100.0 |
6/20/2007 | ($820.00) | $0.00 | $202,801.25 | -0.4027 | 0.4027 | 1 | 0.000 | 0.000 |
6/19/2007 | $1,465.00 | $0.00 | $203,621.25 | 0.7247 | 0.0908 | 2 | 50.00 | 8.919 |
6/18/2007 | ($217.50) | $0.00 | $202,156.25 | -0.1075 | 0.1075 | 1 | 0.000 | 0.000 |
6/12/2007 | $1,987.50 | $0.00 | $202,373.75 | 0.9918 | 0.000 | 1 | 100.0 | 100.0 |
6/11/2007 | ($50.00) | $0.00 | $200,386.25 | -0.0249 | 0.0249 | 1 | 0.000 | 0.000 |
6/8/2007 | $475.00 | $0.00 | $200,436.25 | 0.2375 | 0.000 | 1 | 100.0 | 100.0 |
6/6/2007 | ($142.50) | $0.00 | $199,961.25 | -0.0712 | 0.0712 | 1 | 0.000 | 0.000 |
6/1/2007 | $150.00 | $0.00 | $200,103.75 | 0.0750 | 0.000 | 1 | 100.0 | 100.0 |
5/30/2007 | ($580.00) | $0.00 | $199,953.75 | -0.2892 | 0.2892 | 1 | 0.000 | 0.000 |
5/23/2007 | $1,207.50 | $0.00 | $200,533.75 | 0.6058 | 0.000 | 1 | 100.0 | 100.0 |
5/21/2007 | $1,180.00 | $0.00 | $199,326.25 | 0.5955 | 0.000 | 1 | 100.0 | 100.0 |
5/17/2007 | ($1,237.50) | $0.00 | $198,146.25 | -0.6207 | 0.6207 | 1 | 0.000 | 0.000 |
5/11/2007 | ($465.00) | $0.00 | $199,383.75 | -0.2327 | 0.2327 | 1 | 0.000 | 0.000 |
5/10/2007 | ($1,930.00) | $0.00 | $199,848.75 | -0.9565 | 0.9565 | 2 | 0.000 | 0.000 |
5/9/2007 | ($462.50) | $0.00 | $201,778.75 | -0.2287 | 0.2287 | 1 | 0.000 | 0.000 |
5/8/2007 | $470.00 | $0.00 | $202,241.25 | 0.2329 | 0.000 | 2 | 100.0 | 100.0 |
5/1/2007 | ($417.50) | $0.00 | $201,771.25 | -0.2065 | 0.2065 | 1 | 0.000 | 0.000 |
4/24/2007 | ($1,610.00) | $0.00 | $202,188.75 | -0.7900 | 0.7900 | 2 | 0.000 | 0.000 |
4/20/2007 | $1,120.00 | $0.00 | $203,798.75 | 0.5526 | 0.000 | 1 | 100.0 | 100.0 |
4/18/2007 | ($390.00) | $0.00 | $202,678.75 | -0.1921 | 0.1921 | 1 | 0.000 | 0.000 |
4/13/2007 | $342.50 | $0.00 | $203,068.75 | 0.1689 | 0.000 | 1 | 100.0 | 100.0 |
4/12/2007 | $132.50 | $0.00 | $202,726.25 | 0.0654 | 0.000 | 1 | 100.0 | 100.0 |
4/11/2007 | ($10.00) | $0.00 | $202,593.75 | -0.0049 | 0.0049 | 1 | 0.000 | 0.000 |
Ave | $851.86 | $0.00 | $306,588.85 | 0.2879 | 0.2072 | 1.250 | 54.62 | 49.87 |
SD | $2,482.92 | $0.00 | $77,278.44 | 0.8254 | 0.2988 | 0.5152 | 47.35 | 49.86 |
DEPENDENCY ANALYSIS RESULTS FOR ALL TRADES
Dependency: Positive
Confidence Level: 30.51%
Total Number of Runs: 502
Number of Runs of Wins: 251
Number of Runs of Losses: 251
Average Length of Winning Runs: 2.1
Average Length of Losing Runs: 1.9
SIGNIFICANCE TEST SETTINGS
Number of rules and/or restrictions in trading system or method: 0
Confidence level for confidence intervals around average trade: 95.00%
SIGNIFICANCE TEST RESULTS
Number of Trades: 1018
Number of Degrees of Freedom: 1018
Average trade at 95.00% confidence: $392.03 +/- 83.01
Worst-case average trade at 95.00% confidence: $309.03
Probability that average trade is greater than zero: > 99.95%
>Trades pass statistical significance test at specified confidence level<
CORRELATION TABLE
Market System
| 1 | 2 | 3 | 4 | 5 |
1 | 1.000 | 0.8475 | 0.9663 | 0.9709 | 0.9601 |
2 | 0.8475 | 1.000 | 0.9158 | 0.7720 | 0.7083 |
3 | 0.9663 | 0.9158 | 1.000 | 0.9399 | 0.8849 |
4 | 0.9709 | 0.7720 | 0.9399 | 1.000 | 0.9798 |
5 | 0.9601 | 0.7083 | 0.8849 | 0.9798 | 1.000 |