Portfolio: MiniMax Forex Portfolio: EURUSD, AUDUSD, USDJPY
PORTFOLIO SETTINGS
Starting Equity: $25,000.00
MS | File Name | Vehicle | Description |
1 | C:\BCM\Software docs\MiniMaxPortfolio\MiniMax-EURUSD.msa | Futures | MiniMax: EURUSD |
2 | C:\BCM\Software docs\MiniMaxPortfolio\MiniMax-USDJPY.msa | Futures | MiniMax: USDJPY |
3 | C:\BCM\Software docs\MiniMaxPortfolio\MiniMax-AUDUSD.msa | Futures | MiniMax: AUDUSD |
POSITION SIZING SETTINGS & RULES
MS | Sizing Method | Parameters |
1 | Fixed Contracts | Contracts = 1 |
2 | Fixed Contracts | Contracts = 1 |
3 | Fixed Contracts | Contracts = 1 |
| ALL TRADES | LONG | SHORT |
Total Net Profit | $221,038.21 | $109,971.34 | $111,066.87 |
Gross Profit | $486,230.42 | $261,198.60 | $225,031.82 |
Gross Loss | ($265,192.21) | ($151,227.26) | ($113,964.95) |
Profit Factor | 1.834 | 1.727 | 1.975 |
Pessimistic Return Ratio | 1.620 | 1.469 | 1.628 |
Trading Period | 6/5/1998 1:59:00 PM to 11/27/2009 1:59:00 PM (11 years 175 days) | ||
Starting Account Equity | $25,000.00 | ||
Highest Closed Trade Equity | $246,442.09 | ||
Lowest Closed Trade Equity | $25,000.00 | ||
Additions to Equity | $0.00 | ||
Withdrawals From Equity | $0.00 | ||
Final Account Equity | $246,038.21 | ||
Return on Starting Equity | 884.2% | ||
Total Number of Trades | 522 | 307 | 215 |
Number of Winning Trades | 282 | 170 | 112 |
Number of Losing Trades | 240 | 137 | 103 |
Trades Not Taken | 0 | 0 | 0 |
Percent Profitable | 54.02% | 55.37% | 52.09% |
Max Position Size | 1 | 1 | 1 |
Minimum Position Size | 1 | 1 | 1 |
Average Position Size | 1 | 1 | 1 |
Largest Winning Trade | $19,654.00 | $9,084.00 | $19,654.00 |
/Percent of Equity | 10.10% | 12.54% | 10.10% |
Largest Winning Trade (%) | 32.90% | 16.98% | 32.90% |
/Trade Value | $11,031.59 | $8,890.00 | $11,031.59 |
Average Winning Trade | $1,724.22 | $1,536.46 | $2,009.21 |
Average Winning Trade (%) | 1.901% | 1.671% | 2.251% |
Average R-Multiple, Wins | 46880 | ||
Average Length of Wins | 13 days 18 hours | 13 days 21 hours | 13 days 13 hours |
Max Number Consecutive Wins | 8 | 8 | 8 |
Largest Losing Trade | ($6,397.00) | ($6,397.00) | ($3,972.13) |
/Percent of Equity | -3.020% | -3.020% | -1.828% |
Largest Losing Trade (%) | -6.411% | -6.411% | -5.720% |
/Trade Value | ($3,415.16) | ($3,415.16) | ($2,851.83) |
Average Losing Trade | ($1,104.97) | ($1,103.85) | ($1,106.46) |
Average Losing Trade (%) | -1.197% | -1.188% | -1.208% |
Average R-Multiple, Losses | 33190 | ||
Average Length of Losses | 8 days 13 hours | 9 days 2 hours | 7 days 21 hours |
Max Number Consecutive Losses | 7 | 5 | 7 |
Average Trade (Expectation) | $423.44 | $358.21 | $516.59 |
Average Trade (%) | 0.4770% | 0.3950% | 0.5942% |
Trade Standard Deviation | $2,298.60 | $1,900.60 | $2,771.87 |
Trade Standard Deviation (%) | 2.869% | 2.374% | 3.458% |
Win/Loss Ratio | 1.560 | 1.392 | 1.816 |
Win/Loss Ratio (%/%) | 1.589 | 1.406 | 1.864 |
Return/Drawdown Ratio | 35.95 | 17.22 | 19.03 |
Modified Sharpe Ratio | 0.1663 | 0.1664 | 0.1718 |
Sharpe Ratio | 0.3085 | ||
Average Risk | $1.17 | ||
Average Risk (%) | 0.0016% | ||
Average R-Multiple (Expectancy) | 10070 | ||
R-Multiple Standard Deviation | 71500 | ||
Average Margin | $0.00 | ||
Average Margin (%) | 0.000% | ||
Max Margin (%) | 0.000% | ||
/Margin Value | $0.00 | ||
Date of Max Margin |
| ||
Average Leverage | 0.0005 | ||
Risk of Ruin | 0.0043% | ||
Average Annual Profit/Loss | $19,254.52 | ||
Ave Annual Compounded Return | 22.04% | ||
Average Monthly Profit/Loss | $1,604.54 | ||
Ave Monthly Compounded Return | 1.674% | ||
Average Weekly Profit/Loss | $368.40 | ||
Ave Weekly Compounded Return | 0.3818% | ||
Average Daily Profit/Loss | $52.72 | ||
Ave Daily Compounded Return | 0.0545% | ||
CLOSED TRADE DRAWDOWNS | ALL TRADES | LONG | SHORT |
Number of Drawdowns | 50 | 35 | 17 |
Average Drawdown | ($3,508.91) | ($2,853.95) | ($3,891.33) |
Average Drawdown (%) | 3.332% | 4.209% | 5.356% |
Average Length of Drawdowns | 72 days 2 hours | 100 days 9 hours | 192 days 2 hours |
Average Trades in Drawdowns | 8 | 6 | 10 |
Worst Case Drawdown | ($16,157.46) | ($21,013.82) | ($13,819.24) |
/Percent of Equity | 7.502% | 17.43% | 19.18% |
Date at Trough | 12/8/2008 1:59:00 PM | 12/1/2008 1:59:00 PM | 7/26/2007 1:59:00 PM |
Trade Number at Trough | 472 | 471 | 400 |
Length of Drawdown | 54 days 0 min | 288 days 0 min | 1 years 338 days |
Trades in Drawdown | 8 | 20 | 41 |
Worst Case Drawdown (%) | 24.59% | 25.54% | 23.35% |
/Equity Value | ($15,422.35) | ($10,446.78) | ($12,730.03) |
Date at Trough | 1/2/2002 1:59:00 PM | 6/20/2002 1:59:00 PM | 1/2/2002 1:59:00 PM |
Trade Number at Trough | 95 | 121 | 95 |
Length of Drawdown | 1 years 200 days | 1 years 319 days | 3 years 316 days |
Trades in Drawdown | 71 | 49 | 79 |
Longest Drawdown | 1 years 200 days | 1 years 319 days | 3 years 316 days |
Start of Drawdown | 1/4/2001 1:59:00 PM | 1/4/2001 1:59:00 PM | 5/19/2000 1:59:00 PM |
End of Drawdown | 7/24/2002 1:59:00 PM | 11/20/2002 1:59:00 PM | 3/31/2004 1:59:00 PM |
Percent of Equity | 24.59% | 25.54% | 23.35% |
ANNUAL RETURNS
Year | Net Profit | Add/With | End Equity | Return(%) | Drawdown(%) | Trades | Wins(%) | P Fac | Sharpe |
2009 | $37,030.35 | $0.00 | $246,038.21 | 17.72 | 3.236 | 47 | 57.45 | 2.345 | 0.9180 |
2008 | $58,282.12 | $0.00 | $209,007.86 | 38.67 | 7.502 | 51 | 56.86 | 2.339 | 0.4242 |
2007 | $20,870.72 | $0.00 | $150,725.74 | 16.07 | 5.095 | 56 | 51.79 | 1.817 | 0.3881 |
2006 | $3,634.26 | $0.00 | $129,855.02 | 2.879 | 5.896 | 49 | 38.78 | 1.183 | 0.1281 |
2005 | $11,043.12 | $0.00 | $126,220.76 | 9.588 | 5.514 | 52 | 57.69 | 1.500 | 0.2887 |
2004 | $33,602.55 | $0.00 | $115,177.64 | 41.19 | 3.600 | 60 | 65.00 | 2.687 | 0.8487 |
2003 | $14,101.39 | $0.00 | $81,575.09 | 20.90 | 8.618 | 61 | 49.18 | 1.488 | 0.2941 |
2002 | $19,379.74 | $0.00 | $67,473.70 | 40.30 | 4.248 | 52 | 59.62 | 2.281 | 0.4434 |
2001 | ($13,148.91) | $0.00 | $48,093.96 | -21.47 | 23.31 | 44 | 40.91 | 0.6321 | -0.4946 |
2000 | $8,768.40 | $0.00 | $61,242.87 | 16.71 | 11.16 | 26 | 57.69 | 1.695 | 0.2175 |
1999 | $7,984.44 | $0.00 | $52,474.47 | 17.95 | 17.25 | 17 | 52.94 | 1.613 | 0.2157 |
1998 | $19,490.03 | $0.00 | $44,490.03 | 77.96 | 2.939 | 7 | 85.71 | 15.47 | 0.4956 |
Ave | $18,419.85 | $0.00 | $111,031.28 | 23.20 | 8.197 | 43.50 | 56.13 | 2.921 | 0.3473 |
SD | $18,251.41 | $0.00 | $65,411.80 | 24.50 | 6.258 | 17.37 | 12.00 | 3.992 | 0.3584 |
MONTHLY RETURNS
Month | Net Profit | Add/With | End Equity | Return(%) | Drawdown(%) | Trades | Wins(%) | P Fac |
11-2009 | $1,186.12 | $0.00 | $246,038.21 | 0.4844 | 2.036 | 5 | 20.00 | 1.238 |
10-2009 | $5,610.55 | $0.00 | $244,852.09 | 2.345 | 0.6452 | 5 | 80.00 | 4.529 |
9-2009 | $3,459.00 | $0.00 | $239,241.54 | 1.467 | 0.3461 | 3 | 66.67 | 5.239 |
8-2009 | $210.55 | $0.00 | $235,782.54 | 0.0894 | 0.4292 | 5 | 40.00 | 1.162 |
7-2009 | $1,538.55 | $0.00 | $235,571.99 | 0.6574 | 0.1467 | 4 | 50.00 | 4.121 |
6-2009 | $3,861.42 | $0.00 | $234,033.44 | 1.678 | 0.5101 | 4 | 75.00 | 4.218 |
5-2009 | $2,485.00 | $0.00 | $230,172.02 | 1.091 | 0.9617 | 4 | 75.00 | 2.112 |
4-2009 | $41.03 | $0.00 | $227,687.02 | 0.0180 | 0.9514 | 4 | 50.00 | 1.010 |
3-2009 | $7,032.08 | $0.00 | $227,645.99 | 3.188 | 0.000 | 2 | 100.0 | 100.0 |
2-2009 | $3,378.87 | $0.00 | $220,613.91 | 1.555 | 2.873 | 6 | 50.00 | 1.524 |
1-2009 | $8,227.18 | $0.00 | $217,235.04 | 3.936 | 1.575 | 5 | 60.00 | 2.940 |
12-2008 | $3,560.14 | $0.00 | $209,007.86 | 1.733 | 3.037 | 5 | 60.00 | 1.571 |
11-2008 | ($9,917.82) | $0.00 | $205,447.72 | -4.605 | 4.605 | 3 | 0.000 | 0.000 |
10-2008 | $36,460.22 | $0.00 | $215,365.54 | 20.38 | 1.958 | 5 | 80.00 | 11.16 |
9-2008 | $11,461.91 | $0.00 | $178,905.32 | 6.845 | 1.635 | 4 | 75.00 | 4.943 |
8-2008 | $509.94 | $0.00 | $167,443.41 | 0.3055 | 0.7018 | 2 | 50.00 | 1.431 |
7-2008 | ($6,679.03) | $0.00 | $166,933.47 | -3.847 | 3.884 | 8 | 37.50 | 0.2858 |
6-2008 | $1,971.38 | $0.00 | $173,612.50 | 1.149 | 0.5300 | 5 | 60.00 | 2.445 |
5-2008 | $5,423.40 | $0.00 | $171,641.12 | 3.263 | 0.000 | 2 | 100.0 | 100.0 |
4-2008 | ($816.00) | $0.00 | $166,217.72 | -0.4885 | 1.844 | 3 | 66.67 | 0.7386 |
3-2008 | $17,023.65 | $0.00 | $167,033.72 | 11.35 | 0.000 | 5 | 100.0 | 100.0 |
2-2008 | $1,071.33 | $0.00 | $150,010.07 | 0.7193 | 0.9823 | 5 | 40.00 | 1.504 |
1-2008 | ($1,787.00) | $0.00 | $148,938.74 | -1.186 | 2.434 | 4 | 25.00 | 0.5191 |
12-2007 | $4,510.61 | $0.00 | $150,725.74 | 3.085 | 0.1044 | 4 | 75.00 | 30.10 |
11-2007 | $4,194.94 | $0.00 | $146,215.13 | 2.954 | 0.000 | 3 | 100.0 | 100.0 |
10-2007 | ($3,697.61) | $0.00 | $142,020.19 | -2.538 | 4.379 | 5 | 20.00 | 0.4205 |
9-2007 | $9,552.55 | $0.00 | $145,717.80 | 7.015 | 0.5887 | 5 | 60.00 | 12.73 |
8-2007 | $8,747.04 | $0.00 | $136,165.25 | 6.865 | 1.209 | 7 | 71.43 | 4.128 |
7-2007 | $4,179.00 | $0.00 | $127,418.21 | 3.391 | 0.0816 | 3 | 66.67 | 41.18 |
6-2007 | ($3,671.20) | $0.00 | $123,239.21 | -2.893 | 2.893 | 6 | 16.67 | 0.1478 |
5-2007 | ($374.00) | $0.00 | $126,910.41 | -0.2938 | 1.769 | 6 | 50.00 | 0.8593 |
4-2007 | ($344.33) | $0.00 | $127,284.41 | -0.2698 | 1.575 | 4 | 50.00 | 0.8389 |
3-2007 | ($1,179.00) | $0.00 | $127,628.74 | -0.9153 | 2.254 | 4 | 50.00 | 0.5946 |
2-2007 | $597.36 | $0.00 | $128,807.74 | 0.4659 | 0.9206 | 5 | 60.00 | 1.437 |
1-2007 | ($1,644.64) | $0.00 | $128,210.38 | -1.267 | 1.483 | 4 | 25.00 | 0.1459 |
12-2006 | $6,147.02 | $0.00 | $129,855.02 | 4.969 | 0.1946 | 5 | 80.00 | 25.69 |
11-2006 | $1,000.00 | $0.00 | $123,708.00 | 0.8149 | 0.000 | 1 | 100.0 | 100.0 |
10-2006 | $346.53 | $0.00 | $122,708.00 | 0.2832 | 0.4670 | 4 | 50.00 | 1.367 |
9-2006 | ($2,328.38) | $0.00 | $122,361.47 | -1.867 | 1.915 | 7 | 28.57 | 0.1248 |
8-2006 | ($1,837.00) | $0.00 | $124,689.85 | -1.452 | 1.452 | 2 | 0.000 | 0.000 |
7-2006 | ($97.88) | $0.00 | $126,526.85 | -0.0773 | 1.146 | 4 | 25.00 | 0.9325 |
6-2006 | ($472.06) | $0.00 | $126,624.73 | -0.3714 | 0.9662 | 5 | 20.00 | 0.7389 |
5-2006 | ($920.29) | $0.00 | $127,096.79 | -0.7189 | 0.7189 | 2 | 0.000 | 0.000 |
4-2006 | $2,982.75 | $0.00 | $128,017.08 | 2.386 | 1.511 | 6 | 66.67 | 2.572 |
3-2006 | ($181.75) | $0.00 | $125,034.33 | -0.1451 | 1.404 | 5 | 20.00 | 0.8966 |
2-2006 | ($2,805.08) | $0.00 | $125,216.08 | -2.191 | 2.245 | 5 | 20.00 | 0.4257 |
1-2006 | $1,800.40 | $0.00 | $128,021.16 | 1.426 | 1.081 | 3 | 66.67 | 2.287 |
12-2005 | $3,954.90 | $0.00 | $126,220.76 | 3.235 | 0.000 | 4 | 100.0 | 100.0 |
11-2005 | ($929.00) | $0.00 | $122,265.86 | -0.7541 | 1.734 | 3 | 33.33 | 0.5695 |
10-2005 | $201.62 | $0.00 | $123,194.86 | 0.1639 | 0.2365 | 2 | 50.00 | 1.691 |
9-2005 | ($1,151.50) | $0.00 | $122,993.24 | -0.9275 | 2.473 | 5 | 60.00 | 0.6300 |
8-2005 | $3,314.77 | $0.00 | $124,144.74 | 2.743 | 0.000 | 6 | 100.0 | 100.0 |
7-2005 | $2,287.27 | $0.00 | $120,829.97 | 1.929 | 1.270 | 6 | 66.67 | 2.350 |
6-2005 | $6,343.47 | $0.00 | $118,542.70 | 5.654 | 1.347 | 4 | 75.00 | 5.198 |
5-2005 | ($4,877.44) | $0.00 | $112,199.23 | -4.166 | 4.166 | 5 | 0.000 | 0.000 |
4-2005 | ($71.32) | $0.00 | $117,076.67 | -0.0609 | 1.902 | 2 | 50.00 | 0.9680 |
3-2005 | $1,442.72 | $0.00 | $117,147.99 | 1.247 | 1.027 | 4 | 75.00 | 2.201 |
2-2005 | $3,685.16 | $0.00 | $115,705.27 | 3.290 | 0.8427 | 4 | 75.00 | 4.904 |
1-2005 | ($3,157.53) | $0.00 | $112,020.11 | -2.741 | 3.510 | 7 | 14.29 | 0.2252 |
12-2004 | $3,997.61 | $0.00 | $115,177.64 | 3.596 | 3.525 | 5 | 40.00 | 1.752 |
11-2004 | $2,694.54 | $0.00 | $111,180.03 | 2.484 | 0.7984 | 3 | 66.67 | 4.062 |
10-2004 | $2,734.18 | $0.00 | $108,485.49 | 2.585 | 0.6722 | 6 | 66.67 | 3.956 |
9-2004 | ($1,601.01) | $0.00 | $105,751.31 | -1.491 | 3.042 | 6 | 50.00 | 0.5144 |
8-2004 | $3,154.62 | $0.00 | $107,352.32 | 3.028 | 0.000 | 6 | 100.0 | 100.0 |
7-2004 | $1,285.07 | $0.00 | $104,197.70 | 1.249 | 1.768 | 7 | 57.14 | 1.393 |
6-2004 | $2,084.00 | $0.00 | $102,912.63 | 2.067 | 0.000 | 2 | 100.0 | 100.0 |
5-2004 | $5,278.78 | $0.00 | $100,828.63 | 5.525 | 1.401 | 6 | 83.33 | 4.684 |
4-2004 | $2,637.00 | $0.00 | $95,549.85 | 2.838 | 0.3926 | 3 | 66.67 | 8.051 |
3-2004 | $10,346.49 | $0.00 | $92,912.85 | 12.53 | 0.3523 | 5 | 80.00 | 34.56 |
2-2004 | ($95.94) | $0.00 | $82,566.36 | -0.1161 | 1.582 | 6 | 33.33 | 0.9490 |
1-2004 | $1,087.21 | $0.00 | $82,662.30 | 1.333 | 2.050 | 5 | 60.00 | 1.487 |
12-2003 | $1,301.21 | $0.00 | $81,575.09 | 1.621 | 3.631 | 6 | 66.67 | 1.426 |
11-2003 | ($5,136.31) | $0.00 | $80,273.88 | -6.014 | 6.014 | 9 | 22.22 | 0.1178 |
10-2003 | $6,393.78 | $0.00 | $85,410.19 | 8.092 | 1.554 | 5 | 80.00 | 5.743 |
9-2003 | ($41.60) | $0.00 | $79,016.41 | -0.0526 | 2.255 | 4 | 75.00 | 0.9771 |
8-2003 | ($2,259.55) | $0.00 | $79,058.01 | -2.779 | 2.779 | 3 | 0.000 | 0.000 |
7-2003 | ($1,142.49) | $0.00 | $81,317.56 | -1.386 | 2.587 | 5 | 40.00 | 0.4645 |
6-2003 | $364.00 | $0.00 | $82,460.05 | 0.4434 | 1.379 | 2 | 50.00 | 1.322 |
5-2003 | $9,701.86 | $0.00 | $82,096.05 | 13.40 | 2.297 | 5 | 80.00 | 6.835 |
4-2003 | ($5,007.79) | $0.00 | $72,394.19 | -6.470 | 7.823 | 8 | 25.00 | 0.1748 |
3-2003 | $1,517.82 | $0.00 | $77,401.98 | 2.000 | 1.871 | 4 | 75.00 | 2.069 |
2-2003 | $2,559.64 | $0.00 | $75,884.16 | 3.491 | 1.085 | 4 | 50.00 | 4.128 |
1-2003 | $5,850.82 | $0.00 | $73,324.52 | 8.671 | 1.426 | 6 | 50.00 | 5.231 |
12-2002 | ($709.21) | $0.00 | $67,473.70 | -1.040 | 2.417 | 3 | 33.33 | 0.5756 |
11-2002 | $1,581.14 | $0.00 | $68,182.91 | 2.374 | 1.469 | 6 | 50.00 | 2.251 |
10-2002 | $1,430.01 | $0.00 | $66,601.77 | 2.194 | 2.522 | 4 | 75.00 | 1.867 |
9-2002 | ($1,314.60) | $0.00 | $65,171.76 | -1.977 | 2.593 | 5 | 40.00 | 0.3159 |
8-2002 | $1,772.00 | $0.00 | $66,486.36 | 2.738 | 0.000 | 1 | 100.0 | 100.0 |
7-2002 | $12,390.10 | $0.00 | $64,714.36 | 23.68 | 1.494 | 5 | 80.00 | 14.48 |
6-2002 | $1,289.91 | $0.00 | $52,324.26 | 2.528 | 3.678 | 5 | 80.00 | 1.651 |
5-2002 | ($1,464.82) | $0.00 | $51,034.35 | -2.790 | 2.849 | 3 | 33.33 | 0.0214 |
4-2002 | $524.00 | $0.00 | $52,499.17 | 1.008 | 0.6388 | 5 | 40.00 | 2.172 |
3-2002 | $338.18 | $0.00 | $51,975.17 | 0.6549 | 2.876 | 5 | 60.00 | 1.182 |
2-2002 | $836.89 | $0.00 | $51,636.99 | 1.647 | 1.994 | 5 | 60.00 | 1.746 |
1-2002 | $2,706.14 | $0.00 | $50,800.10 | 5.627 | 1.676 | 5 | 80.00 | 4.357 |
12-2001 | ($1,720.00) | $0.00 | $48,093.96 | -3.453 | 3.453 | 3 | 0.000 | 0.000 |
11-2001 | ($1,410.93) | $0.00 | $49,813.96 | -2.754 | 5.864 | 4 | 25.00 | 0.5453 |
10-2001 | ($1,230.00) | $0.00 | $51,224.89 | -2.345 | 2.841 | 4 | 25.00 | 0.1745 |
9-2001 | $221.81 | $0.00 | $52,454.89 | 0.4247 | 2.930 | 4 | 25.00 | 1.105 |
8-2001 | ($1,860.63) | $0.00 | $52,233.08 | -3.440 | 6.022 | 4 | 25.00 | 0.4288 |
7-2001 | $303.86 | $0.00 | $54,093.71 | 0.5649 | 2.964 | 4 | 75.00 | 1.185 |
6-2001 | ($4,168.15) | $0.00 | $53,789.85 | -7.192 | 8.138 | 4 | 50.00 | 0.1253 |
5-2001 | $2,630.81 | $0.00 | $57,958.00 | 4.755 | 0.000 | 2 | 100.0 | 100.0 |
4-2001 | $2,499.69 | $0.00 | $55,327.19 | 4.732 | 1.469 | 2 | 50.00 | 4.031 |
3-2001 | ($3,402.00) | $0.00 | $52,827.50 | -6.050 | 6.050 | 4 | 50.00 | 0.3329 |
2-2001 | ($3,480.81) | $0.00 | $56,229.50 | -5.829 | 8.315 | 3 | 33.33 | 0.2989 |
1-2001 | ($1,532.56) | $0.00 | $59,710.31 | -2.502 | 6.038 | 6 | 50.00 | 0.7737 |
12-2000 | $10,897.00 | $0.00 | $61,242.87 | 21.64 | 0.000 | 2 | 100.0 | 100.0 |
11-2000 | ($2,082.91) | $0.00 | $50,345.87 | -3.973 | 6.011 | 3 | 33.33 | 0.3391 |
10-2000 | ($818.17) | $0.00 | $52,428.78 | -1.537 | 2.000 | 2 | 50.00 | 0.2354 |
9-2000 | $1,297.03 | $0.00 | $53,246.95 | 2.497 | 1.059 | 3 | 66.67 | 3.275 |
8-2000 | $166.22 | $0.00 | $51,949.92 | 0.3210 | 1.153 | 5 | 60.00 | 1.172 |
7-2000 | ($750.33) | $0.00 | $51,783.70 | -1.428 | 4.289 | 2 | 50.00 | 0.6670 |
6-2000 | ($1,943.71) | $0.00 | $52,534.03 | -3.568 | 4.390 | 2 | 50.00 | 0.1873 |
5-2000 | $863.00 | $0.00 | $54,477.74 | 1.610 | 0.000 | 2 | 100.0 | 100.0 |
4-2000 | ($1,854.46) | $0.00 | $53,614.74 | -3.343 | 3.343 | 2 | 0.000 | 0.000 |
3-2000 | $1,368.04 | $0.00 | $55,469.20 | 2.529 | 0.000 | 1 | 100.0 | 100.0 |
2-2000 | ($354.57) | $0.00 | $54,101.16 | -0.6511 | 0.6511 | 1 | 0.000 | 0.000 |
1-2000 | $1,981.26 | $0.00 | $54,455.73 | 3.776 | 0.000 | 1 | 100.0 | 100.0 |
12-1999 | ($752.57) | $0.00 | $52,474.47 | -1.414 | 2.071 | 2 | 50.00 | 0.3173 |
11-1999 | ($28.67) | $0.00 | $53,227.04 | -0.0538 | 2.128 | 2 | 50.00 | 0.9747 |
10-1999 | ($927.66) | $0.00 | $53,255.71 | -1.712 | 1.712 | 1 | 0.000 | 0.000 |
9-1999 | $1,479.85 | $0.00 | $54,183.37 | 2.808 | 0.000 | 1 | 100.0 | 100.0 |
8-1999 | $7,000.01 | $0.00 | $52,703.52 | 15.32 | 0.000 | 1 | 100.0 | 100.0 |
7-1999 | ($1,631.19) | $0.00 | $45,703.51 | -3.446 | 3.446 | 1 | 0.000 | 0.000 |
6-1999 | $331.53 | $0.00 | $47,334.70 | 0.7053 | 0.000 | 2 | 100.0 | 100.0 |
5-1999 | ($2,851.83) | $0.00 | $47,003.17 | -5.720 | 5.720 | 1 | 0.000 | 0.000 |
4-1999 | ($4,985.72) | $0.00 | $49,855.00 | -9.091 | 9.091 | 2 | 0.000 | 0.000 |
3-1999 | ($389.49) | $0.00 | $54,840.72 | -0.7052 | 0.7052 | 1 | 0.000 | 0.000 |
2-1999 | $4,008.42 | $0.00 | $55,230.21 | 7.826 | 0.000 | 2 | 100.0 | 100.0 |
1-1999 | $6,731.76 | $0.00 | $51,221.79 | 15.13 | 0.000 | 1 | 100.0 | 100.0 |
11-1998 | ($1,347.17) | $0.00 | $44,490.03 | -2.939 | 2.939 | 1 | 0.000 | 0.000 |
10-1998 | $12,307.71 | $0.00 | $45,837.20 | 36.71 | 0.000 | 2 | 100.0 | 100.0 |
9-1998 | $3,137.69 | $0.00 | $33,529.49 | 10.32 | 0.000 | 1 | 100.0 | 100.0 |
8-1998 | $2,416.61 | $0.00 | $30,391.80 | 8.638 | 0.000 | 1 | 100.0 | 100.0 |
7-1998 | $515.63 | $0.00 | $27,975.19 | 1.878 | 0.000 | 1 | 100.0 | 100.0 |
6-1998 | $2,459.56 | $0.00 | $27,459.56 | 9.838 | 0.000 | 1 | 100.0 | 100.0 |
Ave | $1,613.42 | $0.00 | $103,772.18 | 1.844 | 1.899 | 3.810 | 55.84 | 20.70 |
SD | $4,977.98 | $0.00 | $56,175.29 | 5.976 | 1.911 | 1.801 | 30.80 | 38.04 |
WEEKLY RETURNS
Week | Net Profit | Add/With | End Equity | Return(%) | Drawdown(%) | Trades | Wins(%) | P Fac |
11/22/2009 | $1,211.12 | $0.00 | $246,038.21 | 0.4947 | 2.026 | 4 | 25.00 | 1.244 |
11/8/2009 | ($25.00) | $0.00 | $244,827.09 | -0.0102 | 0.0102 | 1 | 0.000 | 0.000 |
10/25/2009 | $185.00 | $0.00 | $244,852.09 | 0.0756 | 0.6452 | 3 | 66.67 | 1.116 |
10/11/2009 | $2,085.55 | $0.00 | $244,667.09 | 0.8597 | 0.000 | 1 | 100.0 | 100.0 |
10/4/2009 | $3,340.00 | $0.00 | $242,581.54 | 1.396 | 0.000 | 1 | 100.0 | 100.0 |
9/27/2009 | $1,583.00 | $0.00 | $239,241.54 | 0.6661 | 0.000 | 1 | 100.0 | 100.0 |
9/13/2009 | $2,692.00 | $0.00 | $237,658.54 | 1.146 | 0.000 | 1 | 100.0 | 100.0 |
8/30/2009 | ($816.00) | $0.00 | $234,966.54 | -0.3461 | 0.3461 | 1 | 0.000 | 0.000 |
8/23/2009 | ($283.00) | $0.00 | $235,782.54 | -0.1199 | 0.1199 | 1 | 0.000 | 0.000 |
8/16/2009 | $728.00 | $0.00 | $236,065.54 | 0.3093 | 0.000 | 1 | 100.0 | 100.0 |
8/9/2009 | ($1,014.45) | $0.00 | $235,337.54 | -0.4292 | 0.4292 | 2 | 0.000 | 0.000 |
8/2/2009 | $780.00 | $0.00 | $236,351.99 | 0.3311 | 0.000 | 1 | 100.0 | 100.0 |
7/26/2009 | ($148.00) | $0.00 | $235,571.99 | -0.0628 | 0.0628 | 1 | 0.000 | 0.000 |
7/12/2009 | $825.00 | $0.00 | $235,719.99 | 0.3512 | 0.000 | 1 | 100.0 | 100.0 |
6/28/2009 | $861.55 | $0.00 | $234,894.99 | 0.3681 | 0.1467 | 2 | 50.00 | 3.497 |
6/21/2009 | ($1,200.00) | $0.00 | $234,033.44 | -0.5101 | 0.5101 | 1 | 0.000 | 0.000 |
6/7/2009 | $1,785.42 | $0.00 | $235,233.44 | 0.7648 | 0.000 | 2 | 100.0 | 100.0 |
5/31/2009 | $3,276.00 | $0.00 | $233,448.02 | 1.423 | 0.000 | 1 | 100.0 | 100.0 |
5/24/2009 | ($862.00) | $0.00 | $230,172.02 | -0.3731 | 0.9617 | 3 | 66.67 | 0.6143 |
5/3/2009 | $3,347.00 | $0.00 | $231,034.02 | 1.470 | 0.000 | 1 | 100.0 | 100.0 |
4/26/2009 | ($2,186.97) | $0.00 | $227,687.02 | -0.9514 | 0.9514 | 1 | 0.000 | 0.000 |
4/19/2009 | $892.00 | $0.00 | $229,873.99 | 0.3896 | 0.000 | 1 | 100.0 | 100.0 |
4/12/2009 | $3,376.00 | $0.00 | $228,981.99 | 1.496 | 0.000 | 1 | 100.0 | 100.0 |
4/5/2009 | ($2,040.00) | $0.00 | $225,605.99 | -0.8961 | 0.8961 | 1 | 0.000 | 0.000 |
3/29/2009 | $947.00 | $0.00 | $227,645.99 | 0.4177 | 0.000 | 1 | 100.0 | 100.0 |
3/15/2009 | $6,085.08 | $0.00 | $226,698.99 | 2.758 | 0.000 | 1 | 100.0 | 100.0 |
2/22/2009 | ($156.00) | $0.00 | $220,613.91 | -0.0707 | 0.0947 | 2 | 50.00 | 0.2536 |
2/15/2009 | $9,775.00 | $0.00 | $220,769.91 | 4.633 | 0.000 | 2 | 100.0 | 100.0 |
2/1/2009 | ($6,240.13) | $0.00 | $210,994.91 | -2.873 | 2.873 | 2 | 0.000 | 0.000 |
1/18/2009 | ($817.00) | $0.00 | $217,235.04 | -0.3747 | 0.3747 | 1 | 0.000 | 0.000 |
1/11/2009 | $880.00 | $0.00 | $218,052.04 | 0.4052 | 0.000 | 1 | 100.0 | 100.0 |
1/4/2009 | $8,164.18 | $0.00 | $217,172.04 | 3.906 | 1.575 | 3 | 66.67 | 3.385 |
12/28/2008 | $96.62 | $0.00 | $209,007.86 | 0.0462 | 0.000 | 1 | 100.0 | 100.0 |
12/14/2008 | $9,703.16 | $0.00 | $208,911.24 | 4.871 | 0.000 | 2 | 100.0 | 100.0 |
12/7/2008 | ($2,349.00) | $0.00 | $199,208.08 | -1.165 | 1.165 | 1 | 0.000 | 0.000 |
11/30/2008 | ($3,890.64) | $0.00 | $201,557.08 | -1.894 | 1.894 | 1 | 0.000 | 0.000 |
11/16/2008 | ($6,397.00) | $0.00 | $205,447.72 | -3.020 | 3.020 | 1 | 0.000 | 0.000 |
11/9/2008 | ($3,520.82) | $0.00 | $211,844.72 | -1.635 | 1.635 | 2 | 0.000 | 0.000 |
10/26/2008 | $20,781.00 | $0.00 | $215,365.54 | 10.68 | 0.000 | 2 | 100.0 | 100.0 |
10/19/2008 | $11,254.22 | $0.00 | $194,584.54 | 6.139 | 1.958 | 2 | 50.00 | 4.135 |
10/5/2008 | $4,425.00 | $0.00 | $183,330.32 | 2.473 | 0.000 | 1 | 100.0 | 100.0 |
9/14/2008 | $783.00 | $0.00 | $178,905.32 | 0.4396 | 0.000 | 1 | 100.0 | 100.0 |
8/31/2008 | $10,678.91 | $0.00 | $178,122.32 | 6.378 | 1.635 | 3 | 66.67 | 4.673 |
8/17/2008 | $509.94 | $0.00 | $167,443.41 | 0.3055 | 0.7018 | 2 | 50.00 | 1.431 |
7/20/2008 | ($4,124.00) | $0.00 | $166,933.47 | -2.411 | 2.411 | 2 | 0.000 | 0.000 |
7/13/2008 | ($2,482.03) | $0.00 | $171,057.47 | -1.430 | 1.433 | 3 | 33.33 | 0.4629 |
7/6/2008 | ($73.00) | $0.00 | $173,539.50 | -0.0420 | 0.3495 | 3 | 66.67 | 0.8797 |
6/8/2008 | ($357.00) | $0.00 | $173,612.50 | -0.2052 | 0.5300 | 2 | 50.00 | 0.6128 |
6/1/2008 | $2,328.38 | $0.00 | $173,969.50 | 1.357 | 0.2573 | 3 | 66.67 | 6.261 |
5/25/2008 | $2,504.00 | $0.00 | $171,641.12 | 1.480 | 0.000 | 1 | 100.0 | 100.0 |
5/4/2008 | $2,919.40 | $0.00 | $169,137.12 | 1.756 | 0.000 | 1 | 100.0 | 100.0 |
4/20/2008 | ($986.00) | $0.00 | $166,217.72 | -0.5897 | 1.844 | 2 | 50.00 | 0.6842 |
3/30/2008 | $170.00 | $0.00 | $167,203.72 | 0.1018 | 0.000 | 1 | 100.0 | 100.0 |
3/23/2008 | $5,550.00 | $0.00 | $167,033.72 | 3.437 | 0.000 | 3 | 100.0 | 100.0 |
3/16/2008 | $10,492.65 | $0.00 | $161,483.72 | 6.949 | 0.000 | 1 | 100.0 | 100.0 |
3/9/2008 | $981.00 | $0.00 | $150,991.07 | 0.6540 | 0.000 | 1 | 100.0 | 100.0 |
2/17/2008 | $1,745.33 | $0.00 | $150,010.07 | 1.177 | 0.2945 | 2 | 50.00 | 4.997 |
2/3/2008 | ($674.00) | $0.00 | $148,264.74 | -0.4525 | 0.9823 | 3 | 33.33 | 0.6007 |
1/27/2008 | ($2,041.00) | $0.00 | $148,938.74 | -1.352 | 1.352 | 1 | 0.000 | 0.000 |
1/13/2008 | ($1,675.00) | $0.00 | $150,979.74 | -1.097 | 1.097 | 2 | 0.000 | 0.000 |
1/6/2008 | $1,929.00 | $0.00 | $152,654.74 | 1.280 | 0.000 | 1 | 100.0 | 100.0 |
12/23/2007 | $2,187.61 | $0.00 | $150,725.74 | 1.473 | 0.1044 | 3 | 66.67 | 15.11 |
12/9/2007 | $2,323.00 | $0.00 | $148,538.13 | 1.589 | 0.000 | 1 | 100.0 | 100.0 |
11/25/2007 | $3,421.94 | $0.00 | $146,215.13 | 2.396 | 0.000 | 2 | 100.0 | 100.0 |
11/4/2007 | $773.00 | $0.00 | $142,793.19 | 0.5443 | 0.000 | 1 | 100.0 | 100.0 |
10/28/2007 | $2,683.00 | $0.00 | $142,020.19 | 1.926 | 0.000 | 1 | 100.0 | 100.0 |
10/21/2007 | ($5,243.00) | $0.00 | $139,337.19 | -3.626 | 3.626 | 3 | 0.000 | 0.000 |
10/14/2007 | ($1,137.61) | $0.00 | $144,580.19 | -0.7807 | 0.7807 | 1 | 0.000 | 0.000 |
9/23/2007 | $8,189.00 | $0.00 | $145,717.80 | 5.954 | 0.000 | 2 | 100.0 | 100.0 |
9/16/2007 | $1,363.55 | $0.00 | $137,528.80 | 1.001 | 0.5887 | 3 | 33.33 | 2.674 |
8/26/2007 | ($496.29) | $0.00 | $136,165.25 | -0.3632 | 1.209 | 2 | 50.00 | 0.6996 |
8/19/2007 | $885.00 | $0.00 | $136,661.54 | 0.6518 | 0.000 | 1 | 100.0 | 100.0 |
8/12/2007 | $9,436.33 | $0.00 | $135,776.54 | 7.469 | 0.000 | 2 | 100.0 | 100.0 |
8/5/2007 | ($1,078.00) | $0.00 | $126,340.21 | -0.8460 | 0.8974 | 2 | 50.00 | 0.0577 |
7/22/2007 | $2,607.00 | $0.00 | $127,418.21 | 2.089 | 0.0816 | 2 | 50.00 | 26.07 |
7/8/2007 | $1,572.00 | $0.00 | $124,811.21 | 1.276 | 0.000 | 1 | 100.0 | 100.0 |
6/24/2007 | ($709.04) | $0.00 | $123,239.21 | -0.5720 | 1.080 | 3 | 33.33 | 0.4732 |
6/17/2007 | ($768.00) | $0.00 | $123,948.25 | -0.6158 | 0.6158 | 1 | 0.000 | 0.000 |
6/10/2007 | ($913.16) | $0.00 | $124,716.25 | -0.7269 | 0.7269 | 1 | 0.000 | 0.000 |
6/3/2007 | ($1,281.00) | $0.00 | $125,629.41 | -1.009 | 1.009 | 1 | 0.000 | 0.000 |
5/20/2007 | ($1,913.00) | $0.00 | $126,910.41 | -1.485 | 1.485 | 2 | 0.000 | 0.000 |
5/13/2007 | ($372.00) | $0.00 | $128,823.41 | -0.2879 | 0.5766 | 2 | 50.00 | 0.5007 |
5/6/2007 | $76.00 | $0.00 | $129,195.41 | 0.0589 | 0.000 | 1 | 100.0 | 100.0 |
4/29/2007 | $1,835.00 | $0.00 | $129,119.41 | 1.442 | 0.000 | 1 | 100.0 | 100.0 |
4/22/2007 | $372.00 | $0.00 | $127,284.41 | 0.2931 | 0.000 | 1 | 100.0 | 100.0 |
4/8/2007 | $1,293.91 | $0.00 | $126,912.41 | 1.030 | 0.1000 | 2 | 50.00 | 11.18 |
4/1/2007 | ($2,010.24) | $0.00 | $125,618.50 | -1.575 | 1.575 | 1 | 0.000 | 0.000 |
3/11/2007 | $36.00 | $0.00 | $127,628.74 | 0.0282 | 1.151 | 2 | 50.00 | 1.025 |
3/4/2007 | ($1,440.00) | $0.00 | $127,592.74 | -1.116 | 1.116 | 1 | 0.000 | 0.000 |
2/25/2007 | $1,206.47 | $0.00 | $129,032.74 | 0.9438 | 0.000 | 2 | 100.0 | 100.0 |
2/18/2007 | ($1,187.65) | $0.00 | $127,826.27 | -0.9206 | 0.9206 | 1 | 0.000 | 0.000 |
2/11/2007 | $313.00 | $0.00 | $129,013.92 | 0.2432 | 0.000 | 1 | 100.0 | 100.0 |
1/28/2007 | $490.54 | $0.00 | $128,700.92 | 0.3826 | 0.1381 | 2 | 50.00 | 3.756 |
1/21/2007 | ($332.00) | $0.00 | $128,210.38 | -0.2583 | 0.4769 | 2 | 50.00 | 0.4584 |
1/14/2007 | ($24.00) | $0.00 | $128,542.38 | -0.0187 | 0.0187 | 1 | 0.000 | 0.000 |
12/31/2006 | ($1,288.64) | $0.00 | $128,566.38 | -0.9924 | 0.9924 | 1 | 0.000 | 0.000 |
12/24/2006 | $2,149.70 | $0.00 | $129,855.02 | 1.683 | 0.000 | 2 | 100.0 | 100.0 |
12/17/2006 | ($249.00) | $0.00 | $127,705.32 | -0.1946 | 0.1946 | 1 | 0.000 | 0.000 |
12/3/2006 | $4,246.32 | $0.00 | $127,954.32 | 3.433 | 0.000 | 2 | 100.0 | 100.0 |
11/26/2006 | $1,000.00 | $0.00 | $123,708.00 | 0.8149 | 0.000 | 1 | 100.0 | 100.0 |
10/29/2006 | $918.00 | $0.00 | $122,708.00 | 0.7538 | 0.000 | 1 | 100.0 | 100.0 |
10/15/2006 | ($95.47) | $0.00 | $121,790.00 | -0.0783 | 0.3820 | 2 | 50.00 | 0.7956 |
10/8/2006 | ($476.00) | $0.00 | $121,885.47 | -0.3890 | 0.3890 | 1 | 0.000 | 0.000 |
9/17/2006 | $60.00 | $0.00 | $122,361.47 | 0.0491 | 0.000 | 1 | 100.0 | 100.0 |
9/10/2006 | ($1,654.42) | $0.00 | $122,301.47 | -1.335 | 1.335 | 2 | 0.000 | 0.000 |
9/3/2006 | ($733.96) | $0.00 | $123,955.89 | -0.5886 | 0.8068 | 4 | 25.00 | 0.2704 |
8/6/2006 | ($1,316.00) | $0.00 | $124,689.85 | -1.044 | 1.044 | 1 | 0.000 | 0.000 |
7/30/2006 | ($521.00) | $0.00 | $126,005.85 | -0.4118 | 0.4118 | 1 | 0.000 | 0.000 |
7/23/2006 | $863.62 | $0.00 | $126,526.85 | 0.6872 | 0.3894 | 2 | 50.00 | 2.765 |
7/2/2006 | ($961.50) | $0.00 | $125,663.23 | -0.7593 | 0.7593 | 2 | 0.000 | 0.000 |
6/25/2006 | $398.94 | $0.00 | $126,624.73 | 0.3161 | 0.4560 | 4 | 25.00 | 1.426 |
6/4/2006 | ($871.00) | $0.00 | $126,225.79 | -0.6853 | 0.6853 | 1 | 0.000 | 0.000 |
5/21/2006 | ($920.29) | $0.00 | $127,096.79 | -0.7189 | 0.7189 | 2 | 0.000 | 0.000 |
4/23/2006 | $1,695.00 | $0.00 | $128,017.08 | 1.342 | 0.000 | 1 | 100.0 | 100.0 |
4/16/2006 | $1,699.75 | $0.00 | $126,322.08 | 1.364 | 0.6997 | 3 | 66.67 | 2.949 |
4/9/2006 | ($1,026.00) | $0.00 | $124,622.33 | -0.8166 | 0.8166 | 1 | 0.000 | 0.000 |
4/2/2006 | $614.00 | $0.00 | $125,648.33 | 0.4911 | 0.000 | 1 | 100.0 | 100.0 |
3/19/2006 | $524.00 | $0.00 | $125,034.33 | 0.4208 | 0.8449 | 2 | 50.00 | 1.498 |
3/12/2006 | ($18.00) | $0.00 | $124,510.33 | -0.0145 | 0.0145 | 1 | 0.000 | 0.000 |
3/5/2006 | ($687.75) | $0.00 | $124,528.33 | -0.5493 | 0.5493 | 2 | 0.000 | 0.000 |
2/19/2006 | ($1,069.82) | $0.00 | $125,216.08 | -0.8471 | 0.8471 | 1 | 0.000 | 0.000 |
2/5/2006 | $273.74 | $0.00 | $126,285.90 | 0.2172 | 1.410 | 3 | 33.33 | 1.152 |
1/29/2006 | ($2,009.00) | $0.00 | $126,012.16 | -1.569 | 1.569 | 1 | 0.000 | 0.000 |
1/22/2006 | ($392.60) | $0.00 | $128,021.16 | -0.3057 | 1.081 | 2 | 50.00 | 0.7194 |
1/1/2006 | $2,193.00 | $0.00 | $128,413.76 | 1.737 | 0.000 | 1 | 100.0 | 100.0 |
12/25/2005 | $433.00 | $0.00 | $126,220.76 | 0.3442 | 0.000 | 1 | 100.0 | 100.0 |
12/18/2005 | $328.00 | $0.00 | $125,787.76 | 0.2614 | 0.000 | 1 | 100.0 | 100.0 |
12/11/2005 | $3,193.90 | $0.00 | $125,459.76 | 2.612 | 0.000 | 2 | 100.0 | 100.0 |
11/27/2005 | ($2,158.00) | $0.00 | $122,265.86 | -1.734 | 1.734 | 2 | 0.000 | 0.000 |
10/30/2005 | $1,229.00 | $0.00 | $124,423.86 | 0.9976 | 0.000 | 1 | 100.0 | 100.0 |
10/2/2005 | $201.62 | $0.00 | $123,194.86 | 0.1639 | 0.2365 | 2 | 50.00 | 1.691 |
9/25/2005 | ($1,864.50) | $0.00 | $122,993.24 | -1.493 | 1.675 | 3 | 66.67 | 0.1085 |
9/18/2005 | ($1,021.00) | $0.00 | $124,857.74 | -0.8111 | 0.8111 | 1 | 0.000 | 0.000 |
8/28/2005 | $1,734.00 | $0.00 | $125,878.74 | 1.397 | 0.000 | 1 | 100.0 | 100.0 |
8/21/2005 | $869.00 | $0.00 | $124,144.74 | 0.7049 | 0.000 | 2 | 100.0 | 100.0 |
8/14/2005 | $376.77 | $0.00 | $123,275.74 | 0.3066 | 0.000 | 2 | 100.0 | 100.0 |
8/7/2005 | $414.00 | $0.00 | $122,898.97 | 0.3380 | 0.000 | 1 | 100.0 | 100.0 |
7/31/2005 | $1,655.00 | $0.00 | $122,484.97 | 1.370 | 0.000 | 1 | 100.0 | 100.0 |
7/17/2005 | $749.87 | $0.00 | $120,829.97 | 0.6245 | 0.4466 | 3 | 66.67 | 2.396 |
7/10/2005 | $1,537.40 | $0.00 | $120,080.10 | 1.297 | 0.9548 | 3 | 66.67 | 2.328 |
6/19/2005 | $7,854.47 | $0.00 | $118,542.70 | 7.096 | 0.000 | 3 | 100.0 | 100.0 |
6/5/2005 | ($1,511.00) | $0.00 | $110,688.23 | -1.347 | 1.347 | 1 | 0.000 | 0.000 |
5/8/2005 | ($2,568.44) | $0.00 | $112,199.23 | -2.238 | 2.238 | 2 | 0.000 | 0.000 |
5/1/2005 | ($2,309.00) | $0.00 | $114,767.67 | -1.972 | 1.972 | 3 | 0.000 | 0.000 |
4/10/2005 | $2,156.68 | $0.00 | $117,076.67 | 1.877 | 0.000 | 1 | 100.0 | 100.0 |
4/3/2005 | ($2,228.00) | $0.00 | $114,919.99 | -1.902 | 1.902 | 1 | 0.000 | 0.000 |
3/27/2005 | $1,403.00 | $0.00 | $117,147.99 | 1.212 | 0.000 | 1 | 100.0 | 100.0 |
3/20/2005 | ($1,201.00) | $0.00 | $115,744.99 | -1.027 | 1.027 | 1 | 0.000 | 0.000 |
3/13/2005 | $698.00 | $0.00 | $116,945.99 | 0.6004 | 0.000 | 1 | 100.0 | 100.0 |
2/27/2005 | $542.72 | $0.00 | $116,247.99 | 0.4691 | 0.000 | 1 | 100.0 | 100.0 |
2/20/2005 | $1,635.00 | $0.00 | $115,705.27 | 1.433 | 0.000 | 1 | 100.0 | 100.0 |
2/13/2005 | $1,427.16 | $0.00 | $114,070.27 | 1.267 | 0.000 | 1 | 100.0 | 100.0 |
2/6/2005 | $623.00 | $0.00 | $112,643.11 | 0.5562 | 0.8427 | 2 | 50.00 | 1.660 |
1/23/2005 | ($848.00) | $0.00 | $112,020.11 | -0.7513 | 0.7513 | 1 | 0.000 | 0.000 |
1/16/2005 | ($1,202.00) | $0.00 | $112,868.11 | -1.054 | 1.054 | 1 | 0.000 | 0.000 |
1/9/2005 | ($498.00) | $0.00 | $114,070.11 | -0.4347 | 0.4347 | 2 | 0.000 | 0.000 |
1/2/2005 | ($609.53) | $0.00 | $114,568.11 | -0.5292 | 1.316 | 3 | 33.33 | 0.6010 |
12/26/2004 | ($1,491.76) | $0.00 | $115,177.64 | -1.279 | 1.279 | 1 | 0.000 | 0.000 |
12/5/2004 | ($1,501.63) | $0.00 | $116,669.40 | -1.271 | 2.276 | 2 | 50.00 | 0.4473 |
11/28/2004 | $6,991.00 | $0.00 | $118,171.03 | 6.288 | 0.9297 | 2 | 50.00 | 7.304 |
11/14/2004 | $1,829.00 | $0.00 | $111,180.03 | 1.673 | 0.000 | 1 | 100.0 | 100.0 |
11/7/2004 | $865.54 | $0.00 | $109,351.03 | 0.7978 | 0.7984 | 2 | 50.00 | 1.983 |
10/24/2004 | $1,796.00 | $0.00 | $108,485.49 | 1.683 | 0.000 | 1 | 100.0 | 100.0 |
10/10/2004 | ($722.00) | $0.00 | $106,689.49 | -0.6722 | 0.6722 | 1 | 0.000 | 0.000 |
10/3/2004 | $1,660.18 | $0.00 | $107,411.49 | 1.570 | 0.1902 | 4 | 75.00 | 9.178 |
9/26/2004 | $1,496.00 | $0.00 | $105,751.31 | 1.435 | 0.000 | 1 | 100.0 | 100.0 |
9/12/2004 | ($819.00) | $0.00 | $104,255.31 | -0.7794 | 0.7794 | 1 | 0.000 | 0.000 |
9/5/2004 | ($955.00) | $0.00 | $105,074.31 | -0.9007 | 0.9007 | 1 | 0.000 | 0.000 |
8/29/2004 | ($1,219.01) | $0.00 | $106,029.31 | -1.137 | 1.416 | 4 | 75.00 | 0.1996 |
8/22/2004 | $605.00 | $0.00 | $107,248.32 | 0.5673 | 0.000 | 2 | 100.0 | 100.0 |
8/8/2004 | $408.00 | $0.00 | $106,643.32 | 0.3841 | 0.000 | 1 | 100.0 | 100.0 |
8/1/2004 | $2,037.62 | $0.00 | $106,235.32 | 1.956 | 0.000 | 2 | 100.0 | 100.0 |
7/18/2004 | ($1,431.00) | $0.00 | $104,197.70 | -1.355 | 1.768 | 3 | 33.33 | 0.2335 |
7/11/2004 | $306.00 | $0.00 | $105,628.70 | 0.2905 | 0.000 | 1 | 100.0 | 100.0 |
7/4/2004 | $2,112.00 | $0.00 | $105,322.70 | 2.046 | 0.000 | 1 | 100.0 | 100.0 |
6/27/2004 | $298.07 | $0.00 | $103,210.70 | 0.2896 | 1.341 | 2 | 50.00 | 1.212 |
6/6/2004 | $1,458.00 | $0.00 | $102,912.63 | 1.437 | 0.000 | 1 | 100.0 | 100.0 |
5/30/2004 | $626.00 | $0.00 | $101,454.63 | 0.6209 | 0.000 | 1 | 100.0 | 100.0 |
5/16/2004 | ($1,433.00) | $0.00 | $100,828.63 | -1.401 | 1.401 | 1 | 0.000 | 0.000 |
5/9/2004 | $2,501.00 | $0.00 | $102,261.63 | 2.507 | 0.000 | 1 | 100.0 | 100.0 |
5/2/2004 | $4,210.78 | $0.00 | $99,760.63 | 4.407 | 0.000 | 4 | 100.0 | 100.0 |
4/11/2004 | $287.00 | $0.00 | $95,549.85 | 0.3013 | 0.3926 | 2 | 50.00 | 1.767 |
3/28/2004 | $8,062.81 | $0.00 | $95,262.85 | 9.246 | 0.000 | 2 | 100.0 | 100.0 |
3/14/2004 | ($308.32) | $0.00 | $87,200.04 | -0.3523 | 0.3523 | 1 | 0.000 | 0.000 |
3/7/2004 | $3,141.00 | $0.00 | $87,508.36 | 3.723 | 0.000 | 2 | 100.0 | 100.0 |
2/29/2004 | $1,801.00 | $0.00 | $84,367.36 | 2.181 | 0.000 | 1 | 100.0 | 100.0 |
2/22/2004 | ($574.00) | $0.00 | $82,566.36 | -0.6904 | 0.6904 | 1 | 0.000 | 0.000 |
2/15/2004 | $1,786.00 | $0.00 | $83,140.36 | 2.195 | 0.000 | 2 | 100.0 | 100.0 |
2/1/2004 | ($1,307.94) | $0.00 | $81,354.36 | -1.582 | 1.582 | 3 | 0.000 | 0.000 |
1/25/2004 | ($1,730.00) | $0.00 | $82,662.30 | -2.050 | 2.050 | 1 | 0.000 | 0.000 |
1/18/2004 | $2,004.00 | $0.00 | $84,392.30 | 2.432 | 0.000 | 2 | 100.0 | 100.0 |
1/11/2004 | $1,314.00 | $0.00 | $82,388.30 | 1.621 | 0.000 | 1 | 100.0 | 100.0 |
1/4/2004 | ($500.79) | $0.00 | $81,074.30 | -0.6139 | 0.6139 | 1 | 0.000 | 0.000 |
12/21/2003 | $467.00 | $0.00 | $81,575.09 | 0.5758 | 0.000 | 2 | 100.0 | 100.0 |
12/14/2003 | ($457.79) | $0.00 | $81,108.09 | -0.5613 | 3.631 | 3 | 33.33 | 0.8502 |
11/30/2003 | $1,292.00 | $0.00 | $81,565.88 | 1.609 | 0.000 | 1 | 100.0 | 100.0 |
11/16/2003 | ($453.41) | $0.00 | $80,273.88 | -0.5617 | 1.399 | 4 | 50.00 | 0.6020 |
11/9/2003 | ($236.00) | $0.00 | $80,727.29 | -0.2915 | 0.2915 | 1 | 0.000 | 0.000 |
11/2/2003 | ($4,446.90) | $0.00 | $80,963.29 | -5.207 | 5.207 | 4 | 0.000 | 0.000 |
10/26/2003 | ($1,286.37) | $0.00 | $85,410.19 | -1.484 | 1.554 | 2 | 50.00 | 0.0457 |
10/19/2003 | $1,520.00 | $0.00 | $86,696.56 | 1.785 | 0.000 | 1 | 100.0 | 100.0 |
10/5/2003 | $6,068.15 | $0.00 | $85,176.56 | 7.671 | 0.000 | 1 | 100.0 | 100.0 |
9/28/2003 | $92.00 | $0.00 | $79,108.41 | 0.1164 | 0.000 | 1 | 100.0 | 100.0 |
9/14/2003 | $433.00 | $0.00 | $79,016.41 | 0.5510 | 0.000 | 1 | 100.0 | 100.0 |
9/7/2003 | ($1,382.60) | $0.00 | $78,583.41 | -1.729 | 2.255 | 2 | 50.00 | 0.2374 |
8/31/2003 | $908.00 | $0.00 | $79,966.01 | 1.149 | 0.000 | 1 | 100.0 | 100.0 |
8/24/2003 | ($1,696.00) | $0.00 | $79,058.01 | -2.100 | 2.100 | 1 | 0.000 | 0.000 |
8/10/2003 | ($563.55) | $0.00 | $80,754.01 | -0.6930 | 0.6930 | 2 | 0.000 | 0.000 |
Ave | $791.93 | $0.00 | $141,444.53 | 0.5553 | 0.5988 | 1.644 | 56.13 | 43.95 |
SD | $3,072.29 | $0.00 | $47,287.90 | 2.114 | 0.8112 | 0.8331 | 43.30 | 49.13 |
DAILY RETURNS
Day | Net Profit | Add/With | End Equity | Return(%) | Drawdown(%) | Trades | Wins(%) | P Fac |
11/27/2009 | $3,385.12 | $0.00 | $246,038.21 | 1.395 | 1.148 | 2 | 50.00 | 2.215 |
11/26/2009 | ($1,296.00) | $0.00 | $242,653.09 | -0.5313 | 0.5313 | 1 | 0.000 | 0.000 |
11/23/2009 | ($878.00) | $0.00 | $243,949.09 | -0.3586 | 0.3586 | 1 | 0.000 | 0.000 |
11/10/2009 | ($25.00) | $0.00 | $244,827.09 | -0.0102 | 0.0102 | 1 | 0.000 | 0.000 |
10/30/2009 | ($1,590.00) | $0.00 | $244,852.09 | -0.6452 | 0.6452 | 1 | 0.000 | 0.000 |
10/28/2009 | $1,382.00 | $0.00 | $246,442.09 | 0.5639 | 0.000 | 1 | 100.0 | 100.0 |
10/26/2009 | $393.00 | $0.00 | $245,060.09 | 0.1606 | 0.000 | 1 | 100.0 | 100.0 |
10/12/2009 | $2,085.55 | $0.00 | $244,667.09 | 0.8597 | 0.000 | 1 | 100.0 | 100.0 |
10/8/2009 | $3,340.00 | $0.00 | $242,581.54 | 1.396 | 0.000 | 1 | 100.0 | 100.0 |
9/28/2009 | $1,583.00 | $0.00 | $239,241.54 | 0.6661 | 0.000 | 1 | 100.0 | 100.0 |
9/17/2009 | $2,692.00 | $0.00 | $237,658.54 | 1.146 | 0.000 | 1 | 100.0 | 100.0 |
9/2/2009 | ($816.00) | $0.00 | $234,966.54 | -0.3461 | 0.3461 | 1 | 0.000 | 0.000 |
8/25/2009 | ($283.00) | $0.00 | $235,782.54 | -0.1199 | 0.1199 | 1 | 0.000 | 0.000 |
8/21/2009 | $728.00 | $0.00 | $236,065.54 | 0.3093 | 0.000 | 1 | 100.0 | 100.0 |
8/14/2009 | ($108.45) | $0.00 | $235,337.54 | -0.0461 | 0.0461 | 1 | 0.000 | 0.000 |
8/12/2009 | ($906.00) | $0.00 | $235,445.99 | -0.3833 | 0.3833 | 1 | 0.000 | 0.000 |
8/7/2009 | $780.00 | $0.00 | $236,351.99 | 0.3311 | 0.000 | 1 | 100.0 | 100.0 |
7/29/2009 | ($148.00) | $0.00 | $235,571.99 | -0.0628 | 0.0628 | 1 | 0.000 | 0.000 |
7/15/2009 | $825.00 | $0.00 | $235,719.99 | 0.3512 | 0.000 | 1 | 100.0 | 100.0 |
7/3/2009 | ($345.00) | $0.00 | $234,894.99 | -0.1467 | 0.1467 | 1 | 0.000 | 0.000 |
7/2/2009 | $1,206.55 | $0.00 | $235,239.99 | 0.5155 | 0.000 | 1 | 100.0 | 100.0 |
6/24/2009 | ($1,200.00) | $0.00 | $234,033.44 | -0.5101 | 0.5101 | 1 | 0.000 | 0.000 |
6/10/2009 | $1,257.00 | $0.00 | $235,233.44 | 0.5372 | 0.000 | 1 | 100.0 | 100.0 |
6/9/2009 | $528.42 | $0.00 | $233,976.44 | 0.2264 | 0.000 | 1 | 100.0 | 100.0 |
6/3/2009 | $3,276.00 | $0.00 | $233,448.02 | 1.423 | 0.000 | 1 | 100.0 | 100.0 |
5/29/2009 | ($2,235.00) | $0.00 | $230,172.02 | -0.9617 | 0.9617 | 1 | 0.000 | 0.000 |
5/27/2009 | $97.00 | $0.00 | $232,407.02 | 0.0418 | 0.000 | 1 | 100.0 | 100.0 |
5/26/2009 | $1,276.00 | $0.00 | $232,310.02 | 0.5523 | 0.000 | 1 | 100.0 | 100.0 |
5/5/2009 | $3,347.00 | $0.00 | $231,034.02 | 1.470 | 0.000 | 1 | 100.0 | 100.0 |
4/30/2009 | ($2,186.97) | $0.00 | $227,687.02 | -0.9514 | 0.9514 | 1 | 0.000 | 0.000 |
4/24/2009 | $892.00 | $0.00 | $229,873.99 | 0.3896 | 0.000 | 1 | 100.0 | 100.0 |
4/13/2009 | $3,376.00 | $0.00 | $228,981.99 | 1.496 | 0.000 | 1 | 100.0 | 100.0 |
4/8/2009 | ($2,040.00) | $0.00 | $225,605.99 | -0.8961 | 0.8961 | 1 | 0.000 | 0.000 |
3/30/2009 | $947.00 | $0.00 | $227,645.99 | 0.4177 | 0.000 | 1 | 100.0 | 100.0 |
3/18/2009 | $6,085.08 | $0.00 | $226,698.99 | 2.758 | 0.000 | 1 | 100.0 | 100.0 |
2/25/2009 | $53.00 | $0.00 | $220,613.91 | 0.0240 | 0.000 | 1 | 100.0 | 100.0 |
2/23/2009 | ($209.00) | $0.00 | $220,560.91 | -0.0947 | 0.0947 | 1 | 0.000 | 0.000 |
2/19/2009 | $8,523.00 | $0.00 | $220,769.91 | 4.016 | 0.000 | 1 | 100.0 | 100.0 |
2/17/2009 | $1,252.00 | $0.00 | $212,246.91 | 0.5934 | 0.000 | 1 | 100.0 | 100.0 |
2/6/2009 | ($2,268.00) | $0.00 | $210,994.91 | -1.063 | 1.063 | 1 | 0.000 | 0.000 |
2/5/2009 | ($3,972.13) | $0.00 | $213,262.91 | -1.828 | 1.828 | 1 | 0.000 | 0.000 |
1/19/2009 | ($817.00) | $0.00 | $217,235.04 | -0.3747 | 0.3747 | 1 | 0.000 | 0.000 |
1/16/2009 | $880.00 | $0.00 | $218,052.04 | 0.4052 | 0.000 | 1 | 100.0 | 100.0 |
1/6/2009 | $3,165.00 | $0.00 | $217,172.04 | 1.479 | 0.000 | 1 | 100.0 | 100.0 |
1/5/2009 | $4,999.18 | $0.00 | $214,007.04 | 2.392 | 1.575 | 2 | 50.00 | 2.460 |
12/29/2008 | $96.62 | $0.00 | $209,007.86 | 0.0462 | 0.000 | 1 | 100.0 | 100.0 |
12/18/2008 | $5,081.16 | $0.00 | $208,911.24 | 2.493 | 0.000 | 1 | 100.0 | 100.0 |
12/17/2008 | $4,622.00 | $0.00 | $203,830.08 | 2.320 | 0.000 | 1 | 100.0 | 100.0 |
12/8/2008 | ($2,349.00) | $0.00 | $199,208.08 | -1.165 | 1.165 | 1 | 0.000 | 0.000 |
12/1/2008 | ($3,890.64) | $0.00 | $201,557.08 | -1.894 | 1.894 | 1 | 0.000 | 0.000 |
11/20/2008 | ($6,397.00) | $0.00 | $205,447.72 | -3.020 | 3.020 | 1 | 0.000 | 0.000 |
11/14/2008 | ($1,379.00) | $0.00 | $211,844.72 | -0.6467 | 0.6467 | 1 | 0.000 | 0.000 |
11/13/2008 | ($2,141.82) | $0.00 | $213,223.72 | -0.9945 | 0.9945 | 1 | 0.000 | 0.000 |
10/29/2008 | $1,127.00 | $0.00 | $215,365.54 | 0.5260 | 0.000 | 1 | 100.0 | 100.0 |
10/27/2008 | $19,654.00 | $0.00 | $214,238.54 | 10.10 | 0.000 | 1 | 100.0 | 100.0 |
10/24/2008 | $14,844.22 | $0.00 | $194,584.54 | 8.259 | 0.000 | 1 | 100.0 | 100.0 |
10/21/2008 | ($3,590.00) | $0.00 | $179,740.32 | -1.958 | 1.958 | 1 | 0.000 | 0.000 |
10/6/2008 | $4,425.00 | $0.00 | $183,330.32 | 2.473 | 0.000 | 1 | 100.0 | 100.0 |
9/15/2008 | $783.00 | $0.00 | $178,905.32 | 0.4396 | 0.000 | 1 | 100.0 | 100.0 |
9/5/2008 | $273.91 | $0.00 | $178,122.32 | 0.1540 | 1.635 | 2 | 50.00 | 1.094 |
9/3/2008 | $10,405.00 | $0.00 | $177,848.41 | 6.214 | 0.000 | 1 | 100.0 | 100.0 |
8/22/2008 | ($1,183.35) | $0.00 | $167,443.41 | -0.7018 | 0.7018 | 1 | 0.000 | 0.000 |
8/21/2008 | $1,693.29 | $0.00 | $168,626.76 | 1.014 | 0.000 | 1 | 100.0 | 100.0 |
7/24/2008 | ($1,866.00) | $0.00 | $166,933.47 | -1.105 | 1.105 | 1 | 0.000 | 0.000 |
7/23/2008 | ($2,258.00) | $0.00 | $168,799.47 | -1.320 | 1.320 | 1 | 0.000 | 0.000 |
7/17/2008 | ($2,134.65) | $0.00 | $171,057.47 | -1.233 | 1.233 | 1 | 0.000 | 0.000 |
7/15/2008 | ($347.38) | $0.00 | $173,192.12 | -0.2002 | 1.433 | 2 | 50.00 | 0.8603 |
7/9/2008 | ($140.00) | $0.00 | $173,539.50 | -0.0806 | 0.3495 | 2 | 50.00 | 0.7694 |
7/7/2008 | $67.00 | $0.00 | $173,679.50 | 0.0386 | 0.000 | 1 | 100.0 | 100.0 |
6/10/2008 | $565.00 | $0.00 | $173,612.50 | 0.3265 | 0.000 | 1 | 100.0 | 100.0 |
6/9/2008 | ($922.00) | $0.00 | $173,047.50 | -0.5300 | 0.5300 | 1 | 0.000 | 0.000 |
6/6/2008 | $2,444.00 | $0.00 | $173,969.50 | 1.425 | 0.000 | 1 | 100.0 | 100.0 |
6/3/2008 | ($442.54) | $0.00 | $171,525.50 | -0.2573 | 0.2573 | 1 | 0.000 | 0.000 |
6/2/2008 | $326.92 | $0.00 | $171,968.04 | 0.1905 | 0.000 | 1 | 100.0 | 100.0 |
5/29/2008 | $2,504.00 | $0.00 | $171,641.12 | 1.480 | 0.000 | 1 | 100.0 | 100.0 |
5/9/2008 | $2,919.40 | $0.00 | $169,137.12 | 1.756 | 0.000 | 1 | 100.0 | 100.0 |
4/24/2008 | ($3,122.00) | $0.00 | $166,217.72 | -1.844 | 1.844 | 1 | 0.000 | 0.000 |
4/23/2008 | $2,136.00 | $0.00 | $169,339.72 | 1.277 | 0.000 | 1 | 100.0 | 100.0 |
4/1/2008 | $170.00 | $0.00 | $167,203.72 | 0.1018 | 0.000 | 1 | 100.0 | 100.0 |
3/26/2008 | $556.00 | $0.00 | $167,033.72 | 0.3340 | 0.000 | 1 | 100.0 | 100.0 |
3/25/2008 | $105.00 | $0.00 | $166,477.72 | 0.0631 | 0.000 | 1 | 100.0 | 100.0 |
3/24/2008 | $4,889.00 | $0.00 | $166,372.72 | 3.028 | 0.000 | 1 | 100.0 | 100.0 |
3/17/2008 | $10,492.65 | $0.00 | $161,483.72 | 6.949 | 0.000 | 1 | 100.0 | 100.0 |
3/13/2008 | $981.00 | $0.00 | $150,991.07 | 0.6540 | 0.000 | 1 | 100.0 | 100.0 |
2/22/2008 | $2,182.00 | $0.00 | $150,010.07 | 1.476 | 0.000 | 1 | 100.0 | 100.0 |
2/19/2008 | ($436.67) | $0.00 | $147,828.07 | -0.2945 | 0.2945 | 1 | 0.000 | 0.000 |
2/8/2008 | ($225.00) | $0.00 | $148,264.74 | -0.1515 | 0.1515 | 1 | 0.000 | 0.000 |
2/5/2008 | ($449.00) | $0.00 | $148,489.74 | -0.3015 | 0.9823 | 2 | 50.00 | 0.6931 |
1/30/2008 | ($2,041.00) | $0.00 | $148,938.74 | -1.352 | 1.352 | 1 | 0.000 | 0.000 |
1/18/2008 | ($148.00) | $0.00 | $150,979.74 | -0.0979 | 0.0979 | 1 | 0.000 | 0.000 |
1/16/2008 | ($1,527.00) | $0.00 | $151,127.74 | -1.000 | 1.000 | 1 | 0.000 | 0.000 |
1/10/2008 | $1,929.00 | $0.00 | $152,654.74 | 1.280 | 0.000 | 1 | 100.0 | 100.0 |
12/28/2007 | $757.61 | $0.00 | $150,725.74 | 0.5052 | 0.000 | 1 | 100.0 | 100.0 |
12/27/2007 | $1,585.00 | $0.00 | $149,968.13 | 1.068 | 0.000 | 1 | 100.0 | 100.0 |
12/26/2007 | ($155.00) | $0.00 | $148,383.13 | -0.1044 | 0.1044 | 1 | 0.000 | 0.000 |
12/14/2007 | $2,323.00 | $0.00 | $148,538.13 | 1.589 | 0.000 | 1 | 100.0 | 100.0 |
11/29/2007 | $3,008.94 | $0.00 | $146,215.13 | 2.101 | 0.000 | 1 | 100.0 | 100.0 |
11/28/2007 | $413.00 | $0.00 | $143,206.19 | 0.2892 | 0.000 | 1 | 100.0 | 100.0 |
11/7/2007 | $773.00 | $0.00 | $142,793.19 | 0.5443 | 0.000 | 1 | 100.0 | 100.0 |
10/31/2007 | $2,683.00 | $0.00 | $142,020.19 | 1.926 | 0.000 | 1 | 100.0 | 100.0 |
10/26/2007 | ($1,998.00) | $0.00 | $139,337.19 | -1.414 | 1.414 | 1 | 0.000 | 0.000 |
10/22/2007 | ($3,245.00) | $0.00 | $141,335.19 | -2.244 | 2.244 | 2 | 0.000 | 0.000 |
10/18/2007 | ($1,137.61) | $0.00 | $144,580.19 | -0.7807 | 0.7807 | 1 | 0.000 | 0.000 |
9/28/2007 | $5,559.00 | $0.00 | $145,717.80 | 3.966 | 0.000 | 1 | 100.0 | 100.0 |
9/25/2007 | $2,630.00 | $0.00 | $140,158.80 | 1.912 | 0.000 | 1 | 100.0 | 100.0 |
9/21/2007 | ($567.13) | $0.00 | $137,528.80 | -0.4107 | 0.4107 | 1 | 0.000 | 0.000 |
9/20/2007 | ($247.32) | $0.00 | $138,095.93 | -0.1788 | 0.1788 | 1 | 0.000 | 0.000 |
9/17/2007 | $2,178.00 | $0.00 | $138,343.25 | 1.600 | 0.000 | 1 | 100.0 | 100.0 |
8/29/2007 | ($496.29) | $0.00 | $136,165.25 | -0.3632 | 1.209 | 2 | 50.00 | 0.6996 |
8/23/2007 | $885.00 | $0.00 | $136,661.54 | 0.6518 | 0.000 | 1 | 100.0 | 100.0 |
8/17/2007 | $3,068.00 | $0.00 | $135,776.54 | 2.312 | 0.000 | 1 | 100.0 | 100.0 |
8/16/2007 | $6,368.33 | $0.00 | $132,708.54 | 5.041 | 0.000 | 1 | 100.0 | 100.0 |
8/9/2007 | ($1,144.00) | $0.00 | $126,340.21 | -0.8974 | 0.8974 | 1 | 0.000 | 0.000 |
8/6/2007 | $66.00 | $0.00 | $127,484.21 | 0.0518 | 0.000 | 1 | 100.0 | 100.0 |
7/26/2007 | ($104.00) | $0.00 | $127,418.21 | -0.0816 | 0.0816 | 1 | 0.000 | 0.000 |
7/25/2007 | $2,711.00 | $0.00 | $127,522.21 | 2.172 | 0.000 | 1 | 100.0 | 100.0 |
7/10/2007 | $1,572.00 | $0.00 | $124,811.21 | 1.276 | 0.000 | 1 | 100.0 | 100.0 |
6/28/2007 | ($915.00) | $0.00 | $123,239.21 | -0.7370 | 0.7370 | 1 | 0.000 | 0.000 |
6/27/2007 | ($431.00) | $0.00 | $124,154.21 | -0.3459 | 0.3459 | 1 | 0.000 | 0.000 |
6/26/2007 | $636.96 | $0.00 | $124,585.21 | 0.5139 | 0.000 | 1 | 100.0 | 100.0 |
6/18/2007 | ($768.00) | $0.00 | $123,948.25 | -0.6158 | 0.6158 | 1 | 0.000 | 0.000 |
6/13/2007 | ($913.16) | $0.00 | $124,716.25 | -0.7269 | 0.7269 | 1 | 0.000 | 0.000 |
6/5/2007 | ($1,281.00) | $0.00 | $125,629.41 | -1.009 | 1.009 | 1 | 0.000 | 0.000 |
5/24/2007 | ($442.00) | $0.00 | $126,910.41 | -0.3471 | 0.3471 | 1 | 0.000 | 0.000 |
5/21/2007 | ($1,471.00) | $0.00 | $127,352.41 | -1.142 | 1.142 | 1 | 0.000 | 0.000 |
5/17/2007 | $373.00 | $0.00 | $128,823.41 | 0.2904 | 0.000 | 1 | 100.0 | 100.0 |
5/15/2007 | ($745.00) | $0.00 | $128,450.41 | -0.5766 | 0.5766 | 1 | 0.000 | 0.000 |
5/9/2007 | $76.00 | $0.00 | $129,195.41 | 0.0589 | 0.000 | 1 | 100.0 | 100.0 |
5/3/2007 | $1,835.00 | $0.00 | $129,119.41 | 1.442 | 0.000 | 1 | 100.0 | 100.0 |
4/24/2007 | $372.00 | $0.00 | $127,284.41 | 0.2931 | 0.000 | 1 | 100.0 | 100.0 |
4/13/2007 | ($127.09) | $0.00 | $126,912.41 | -0.1000 | 0.1000 | 1 | 0.000 | 0.000 |
4/10/2007 | $1,421.00 | $0.00 | $127,039.50 | 1.131 | 0.000 | 1 | 100.0 | 100.0 |
4/3/2007 | ($2,010.24) | $0.00 | $125,618.50 | -1.575 | 1.575 | 1 | 0.000 | 0.000 |
3/16/2007 | $1,504.00 | $0.00 | $127,628.74 | 1.192 | 0.000 | 1 | 100.0 | 100.0 |
3/14/2007 | ($1,468.00) | $0.00 | $126,124.74 | -1.151 | 1.151 | 1 | 0.000 | 0.000 |
3/5/2007 | ($1,440.00) | $0.00 | $127,592.74 | -1.116 | 1.116 | 1 | 0.000 | 0.000 |
3/1/2007 | $225.00 | $0.00 | $129,032.74 | 0.1747 | 0.000 | 1 | 100.0 | 100.0 |
2/27/2007 | $981.47 | $0.00 | $128,807.74 | 0.7678 | 0.000 | 1 | 100.0 | 100.0 |
2/21/2007 | ($1,187.65) | $0.00 | $127,826.27 | -0.9206 | 0.9206 | 1 | 0.000 | 0.000 |
2/14/2007 | $313.00 | $0.00 | $129,013.92 | 0.2432 | 0.000 | 1 | 100.0 | 100.0 |
2/1/2007 | $490.54 | $0.00 | $128,700.92 | 0.3826 | 0.1381 | 2 | 50.00 | 3.756 |
1/24/2007 | ($332.00) | $0.00 | $128,210.38 | -0.2583 | 0.4769 | 2 | 50.00 | 0.4584 |
1/15/2007 | ($24.00) | $0.00 | $128,542.38 | -0.0187 | 0.0187 | 1 | 0.000 | 0.000 |
1/3/2007 | ($1,288.64) | $0.00 | $128,566.38 | -0.9924 | 0.9924 | 1 | 0.000 | 0.000 |
12/28/2006 | $292.00 | $0.00 | $129,855.02 | 0.2254 | 0.000 | 1 | 100.0 | 100.0 |
12/27/2006 | $1,857.70 | $0.00 | $129,563.02 | 1.455 | 0.000 | 1 | 100.0 | 100.0 |
12/20/2006 | ($249.00) | $0.00 | $127,705.32 | -0.1946 | 0.1946 | 1 | 0.000 | 0.000 |
12/8/2006 | $4,246.32 | $0.00 | $127,954.32 | 3.433 | 0.000 | 2 | 100.0 | 100.0 |
11/29/2006 | $1,000.00 | $0.00 | $123,708.00 | 0.8149 | 0.000 | 1 | 100.0 | 100.0 |
10/31/2006 | $918.00 | $0.00 | $122,708.00 | 0.7538 | 0.000 | 1 | 100.0 | 100.0 |
10/19/2006 | ($467.00) | $0.00 | $121,790.00 | -0.3820 | 0.3820 | 1 | 0.000 | 0.000 |
10/18/2006 | $371.53 | $0.00 | $122,257.00 | 0.3048 | 0.000 | 1 | 100.0 | 100.0 |
10/13/2006 | ($476.00) | $0.00 | $121,885.47 | -0.3890 | 0.3890 | 1 | 0.000 | 0.000 |
9/22/2006 | $60.00 | $0.00 | $122,361.47 | 0.0491 | 0.000 | 1 | 100.0 | 100.0 |
9/15/2006 | ($200.00) | $0.00 | $122,301.47 | -0.1633 | 0.1633 | 1 | 0.000 | 0.000 |
9/12/2006 | ($1,454.42) | $0.00 | $122,501.47 | -1.173 | 1.173 | 1 | 0.000 | 0.000 |
9/7/2006 | $272.00 | $0.00 | $123,955.89 | 0.2199 | 0.000 | 1 | 100.0 | 100.0 |
9/6/2006 | ($117.00) | $0.00 | $123,683.89 | -0.0945 | 0.0945 | 1 | 0.000 | 0.000 |
9/5/2006 | ($201.00) | $0.00 | $123,800.89 | -0.1621 | 0.1621 | 1 | 0.000 | 0.000 |
9/4/2006 | ($687.96) | $0.00 | $124,001.89 | -0.5517 | 0.5517 | 1 | 0.000 | 0.000 |
8/11/2006 | ($1,316.00) | $0.00 | $124,689.85 | -1.044 | 1.044 | 1 | 0.000 | 0.000 |
8/4/2006 | ($521.00) | $0.00 | $126,005.85 | -0.4118 | 0.4118 | 1 | 0.000 | 0.000 |
7/26/2006 | $1,353.00 | $0.00 | $126,526.85 | 1.081 | 0.000 | 1 | 100.0 | 100.0 |
7/24/2006 | ($489.38) | $0.00 | $125,173.85 | -0.3894 | 0.3894 | 1 | 0.000 | 0.000 |
7/6/2006 | ($961.50) | $0.00 | $125,663.23 | -0.7593 | 0.7593 | 2 | 0.000 | 0.000 |
6/30/2006 | $756.00 | $0.00 | $126,624.73 | 0.6006 | 0.4560 | 2 | 50.00 | 2.303 |
6/29/2006 | ($357.06) | $0.00 | $125,868.73 | -0.2829 | 0.2829 | 2 | 0.000 | 0.000 |
6/8/2006 | ($871.00) | $0.00 | $126,225.79 | -0.6853 | 0.6853 | 1 | 0.000 | 0.000 |
5/26/2006 | ($44.00) | $0.00 | $127,096.79 | -0.0346 | 0.0346 | 1 | 0.000 | 0.000 |
5/24/2006 | ($876.29) | $0.00 | $127,140.79 | -0.6845 | 0.6845 | 1 | 0.000 | 0.000 |
4/26/2006 | $1,695.00 | $0.00 | $128,017.08 | 1.342 | 0.000 | 1 | 100.0 | 100.0 |
4/18/2006 | $2,571.75 | $0.00 | $126,322.08 | 2.078 | 0.000 | 2 | 100.0 | 100.0 |
4/17/2006 | ($872.00) | $0.00 | $123,750.33 | -0.6997 | 0.6997 | 1 | 0.000 | 0.000 |
4/13/2006 | ($1,026.00) | $0.00 | $124,622.33 | -0.8166 | 0.8166 | 1 | 0.000 | 0.000 |
4/7/2006 | $614.00 | $0.00 | $125,648.33 | 0.4911 | 0.000 | 1 | 100.0 | 100.0 |
3/24/2006 | $1,576.00 | $0.00 | $125,034.33 | 1.277 | 0.000 | 1 | 100.0 | 100.0 |
3/22/2006 | ($1,052.00) | $0.00 | $123,458.33 | -0.8449 | 0.8449 | 1 | 0.000 | 0.000 |
3/16/2006 | ($18.00) | $0.00 | $124,510.33 | -0.0145 | 0.0145 | 1 | 0.000 | 0.000 |
3/8/2006 | ($380.00) | $0.00 | $124,528.33 | -0.3042 | 0.3042 | 1 | 0.000 | 0.000 |
3/7/2006 | ($307.75) | $0.00 | $124,908.33 | -0.2458 | 0.2458 | 1 | 0.000 | 0.000 |
2/23/2006 | ($1,069.82) | $0.00 | $125,216.08 | -0.8471 | 0.8471 | 1 | 0.000 | 0.000 |
2/8/2006 | ($515.54) | $0.00 | $126,285.90 | -0.4066 | 0.4066 | 1 | 0.000 | 0.000 |
2/7/2006 | $789.28 | $0.00 | $126,801.44 | 0.6264 | 1.007 | 2 | 50.00 | 1.612 |
2/3/2006 | ($2,009.00) | $0.00 | $126,012.16 | -1.569 | 1.569 | 1 | 0.000 | 0.000 |
1/27/2006 | ($1,399.00) | $0.00 | $128,021.16 | -1.081 | 1.081 | 1 | 0.000 | 0.000 |
1/25/2006 | $1,006.40 | $0.00 | $129,420.16 | 0.7837 | 0.000 | 1 | 100.0 | 100.0 |
1/4/2006 | $2,193.00 | $0.00 | $128,413.76 | 1.737 | 0.000 | 1 | 100.0 | 100.0 |
12/30/2005 | $433.00 | $0.00 | $126,220.76 | 0.3442 | 0.000 | 1 | 100.0 | 100.0 |
12/21/2005 | $328.00 | $0.00 | $125,787.76 | 0.2614 | 0.000 | 1 | 100.0 | 100.0 |
12/13/2005 | $1,694.90 | $0.00 | $125,459.76 | 1.369 | 0.000 | 1 | 100.0 | 100.0 |
12/12/2005 | $1,499.00 | $0.00 | $123,764.86 | 1.226 | 0.000 | 1 | 100.0 | 100.0 |
11/29/2005 | ($657.00) | $0.00 | $122,265.86 | -0.5345 | 0.5345 | 1 | 0.000 | 0.000 |
11/28/2005 | ($1,501.00) | $0.00 | $122,922.86 | -1.206 | 1.206 | 1 | 0.000 | 0.000 |
11/2/2005 | $1,229.00 | $0.00 | $124,423.86 | 0.9976 | 0.000 | 1 | 100.0 | 100.0 |
10/7/2005 | ($291.99) | $0.00 | $123,194.86 | -0.2365 | 0.2365 | 1 | 0.000 | 0.000 |
10/5/2005 | $493.61 | $0.00 | $123,486.85 | 0.4013 | 0.000 | 1 | 100.0 | 100.0 |
9/29/2005 | $29.00 | $0.00 | $122,993.24 | 0.0236 | 0.000 | 1 | 100.0 | 100.0 |
9/28/2005 | $198.00 | $0.00 | $122,964.24 | 0.1613 | 0.000 | 1 | 100.0 | 100.0 |
9/26/2005 | ($2,091.50) | $0.00 | $122,766.24 | -1.675 | 1.675 | 1 | 0.000 | 0.000 |
9/22/2005 | ($1,021.00) | $0.00 | $124,857.74 | -0.8111 | 0.8111 | 1 | 0.000 | 0.000 |
9/1/2005 | $1,734.00 | $0.00 | $125,878.74 | 1.397 | 0.000 | 1 | 100.0 | 100.0 |
8/23/2005 | $110.00 | $0.00 | $124,144.74 | 0.0887 | 0.000 | 1 | 100.0 | 100.0 |
8/22/2005 | $759.00 | $0.00 | $124,034.74 | 0.6157 | 0.000 | 1 | 100.0 | 100.0 |
8/19/2005 | $278.77 | $0.00 | $123,275.74 | 0.2266 | 0.000 | 1 | 100.0 | 100.0 |
8/17/2005 | $98.00 | $0.00 | $122,996.97 | 0.0797 | 0.000 | 1 | 100.0 | 100.0 |
8/11/2005 | $414.00 | $0.00 | $122,898.97 | 0.3380 | 0.000 | 1 | 100.0 | 100.0 |
8/3/2005 | $1,655.00 | $0.00 | $122,484.97 | 1.370 | 0.000 | 1 | 100.0 | 100.0 |
7/21/2005 | $594.87 | $0.00 | $120,829.97 | 0.4948 | 0.4466 | 2 | 50.00 | 2.108 |
7/18/2005 | $155.00 | $0.00 | $120,235.10 | 0.1291 | 0.000 | 1 | 100.0 | 100.0 |
7/13/2005 | ($1,157.60) | $0.00 | $120,080.10 | -0.9548 | 0.9548 | 1 | 0.000 | 0.000 |
7/12/2005 | $2,695.00 | $0.00 | $121,237.70 | 2.273 | 0.000 | 2 | 100.0 | 100.0 |
6/23/2005 | $305.47 | $0.00 | $118,542.70 | 0.2584 | 0.000 | 1 | 100.0 | 100.0 |
6/21/2005 | $1,448.00 | $0.00 | $118,237.23 | 1.240 | 0.000 | 1 | 100.0 | 100.0 |
6/20/2005 | $6,101.00 | $0.00 | $116,789.23 | 5.512 | 0.000 | 1 | 100.0 | 100.0 |
6/8/2005 | ($1,511.00) | $0.00 | $110,688.23 | -1.347 | 1.347 | 1 | 0.000 | 0.000 |
5/13/2005 | ($1,617.00) | $0.00 | $112,199.23 | -1.421 | 1.421 | 1 | 0.000 | 0.000 |
5/10/2005 | ($951.44) | $0.00 | $113,816.23 | -0.8290 | 0.8290 | 1 | 0.000 | 0.000 |
5/6/2005 | ($1,513.00) | $0.00 | $114,767.67 | -1.301 | 1.301 | 1 | 0.000 | 0.000 |
5/4/2005 | ($556.00) | $0.00 | $116,280.67 | -0.4759 | 0.4759 | 1 | 0.000 | 0.000 |
5/3/2005 | ($240.00) | $0.00 | $116,836.67 | -0.2050 | 0.2050 | 1 | 0.000 | 0.000 |
4/14/2005 | $2,156.68 | $0.00 | $117,076.67 | 1.877 | 0.000 | 1 | 100.0 | 100.0 |
4/5/2005 | ($2,228.00) | $0.00 | $114,919.99 | -1.902 | 1.902 | 1 | 0.000 | 0.000 |
3/31/2005 | $1,403.00 | $0.00 | $117,147.99 | 1.212 | 0.000 | 1 | 100.0 | 100.0 |
3/23/2005 | ($1,201.00) | $0.00 | $115,744.99 | -1.027 | 1.027 | 1 | 0.000 | 0.000 |
3/18/2005 | $698.00 | $0.00 | $116,945.99 | 0.6004 | 0.000 | 1 | 100.0 | 100.0 |
3/1/2005 | $542.72 | $0.00 | $116,247.99 | 0.4691 | 0.000 | 1 | 100.0 | 100.0 |
2/22/2005 | $1,635.00 | $0.00 | $115,705.27 | 1.433 | 0.000 | 1 | 100.0 | 100.0 |
2/14/2005 | $1,427.16 | $0.00 | $114,070.27 | 1.267 | 0.000 | 1 | 100.0 | 100.0 |
2/10/2005 | $1,567.00 | $0.00 | $112,643.11 | 1.411 | 0.000 | 1 | 100.0 | 100.0 |
2/8/2005 | ($944.00) | $0.00 | $111,076.11 | -0.8427 | 0.8427 | 1 | 0.000 | 0.000 |
1/26/2005 | ($848.00) | $0.00 | $112,020.11 | -0.7513 | 0.7513 | 1 | 0.000 | 0.000 |
1/21/2005 | ($1,202.00) | $0.00 | $112,868.11 | -1.054 | 1.054 | 1 | 0.000 | 0.000 |
1/13/2005 | ($498.00) | $0.00 | $114,070.11 | -0.4347 | 0.4347 | 2 | 0.000 | 0.000 |
1/7/2005 | ($38.00) | $0.00 | $114,568.11 | -0.0332 | 0.0332 | 1 | 0.000 | 0.000 |
1/4/2005 | ($1,489.53) | $0.00 | $114,606.11 | -1.283 | 1.283 | 1 | 0.000 | 0.000 |
1/3/2005 | $918.00 | $0.00 | $116,095.64 | 0.7970 | 0.000 | 1 | 100.0 | 100.0 |
12/27/2004 | ($1,491.76) | $0.00 | $115,177.64 | -1.279 | 1.279 | 1 | 0.000 | 0.000 |
12/8/2004 | ($1,501.63) | $0.00 | $116,669.40 | -1.271 | 2.276 | 2 | 50.00 | 0.4473 |
12/3/2004 | $6,991.00 | $0.00 | $118,171.03 | 6.288 | 0.9297 | 2 | 50.00 | 7.304 |
11/15/2004 | $1,829.00 | $0.00 | $111,180.03 | 1.673 | 0.000 | 1 | 100.0 | 100.0 |
11/12/2004 | ($880.08) | $0.00 | $109,351.03 | -0.7984 | 0.7984 | 1 | 0.000 | 0.000 |
11/10/2004 | $1,745.62 | $0.00 | $110,231.11 | 1.609 | 0.000 | 1 | 100.0 | 100.0 |
10/25/2004 | $1,796.00 | $0.00 | $108,485.49 | 1.683 | 0.000 | 1 | 100.0 | 100.0 |
10/13/2004 | ($722.00) | $0.00 | $106,689.49 | -0.6722 | 0.6722 | 1 | 0.000 | 0.000 |
10/8/2004 | $874.90 | $0.00 | $107,411.49 | 0.8212 | 0.000 | 1 | 100.0 | 100.0 |
10/5/2004 | ($203.00) | $0.00 | $106,536.59 | -0.1902 | 0.1902 | 1 | 0.000 | 0.000 |
10/4/2004 | $988.28 | $0.00 | $106,739.59 | 0.9345 | 0.000 | 2 | 100.0 | 100.0 |
9/28/2004 | $1,496.00 | $0.00 | $105,751.31 | 1.435 | 0.000 | 1 | 100.0 | 100.0 |
9/14/2004 | ($819.00) | $0.00 | $104,255.31 | -0.7794 | 0.7794 | 1 | 0.000 | 0.000 |
9/8/2004 | ($955.00) | $0.00 | $105,074.31 | -0.9007 | 0.9007 | 1 | 0.000 | 0.000 |
9/3/2004 | $25.99 | $0.00 | $106,029.31 | 0.0245 | 0.000 | 1 | 100.0 | 100.0 |
9/2/2004 | ($1,523.00) | $0.00 | $106,003.32 | -1.416 | 1.416 | 1 | 0.000 | 0.000 |
9/1/2004 | $174.00 | $0.00 | $107,526.32 | 0.1621 | 0.000 | 1 | 100.0 | 100.0 |
8/31/2004 | $104.00 | $0.00 | $107,352.32 | 0.0970 | 0.000 | 1 | 100.0 | 100.0 |
8/23/2004 | $605.00 | $0.00 | $107,248.32 | 0.5673 | 0.000 | 2 | 100.0 | 100.0 |
8/13/2004 | $408.00 | $0.00 | $106,643.32 | 0.3841 | 0.000 | 1 | 100.0 | 100.0 |
8/6/2004 | $2,037.62 | $0.00 | $106,235.32 | 1.956 | 0.000 | 2 | 100.0 | 100.0 |
7/21/2004 | ($54.00) | $0.00 | $104,197.70 | -0.0518 | 0.4700 | 2 | 50.00 | 0.8898 |
7/20/2004 | ($1,377.00) | $0.00 | $104,251.70 | -1.304 | 1.304 | 1 | 0.000 | 0.000 |
7/13/2004 | $306.00 | $0.00 | $105,628.70 | 0.2905 | 0.000 | 1 | 100.0 | 100.0 |
Ave | $541.21 | $0.00 | $151,565.45 | 0.3388 | 0.3877 | 1.096 | 53.65 | 50.88 |
SD | $2,552.66 | $0.00 | $43,454.35 | 1.571 | 0.5575 | 0.2954 | 48.49 | 49.99 |
DEPENDENCY ANALYSIS RESULTS FOR ALL TRADES
Dependency: Positive
Confidence Level: 58.84%
Total Number of Runs: 251
Number of Runs of Wins: 126
Number of Runs of Losses: 125
Average Length of Winning Runs: 2.2
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: 522
Number of Degrees of Freedom: 522
Average trade at 95.00% confidence: $423.44 +/- 165.50
Worst-case average trade at 95.00% confidence: $257.95
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 |
1 | 1.000 | 0.9496 | 0.9212 |
2 | 0.9496 | 1.000 | 0.9396 |
3 | 0.9212 | 0.9396 | 1.000 |