 |
Settings |
 |
Strategy
Name |
MY OWN\price flip3ba.efs |
Symbol
Name |
ES #F |
Initial
Capital |
$100,000 |
Commission
per Contract |
$2.50 |
Slippage
|
$0.75 |
Interest
Rate |
%5.00 |
Margin
per Contract |
$1,750.00 |
Minimal
Acceptable Rate of Return |
%5.00 |
Degree
of Risk Aversion of the Investor
|
Aggressive |
Number
of Standard Deviations |
1 | |
|
|
Strategy Performance Summary |
 |
 |
|
All
Trades
 |
Long
Trades
 |
Short
Trades
 |
Net
Profit |
($2,891.48) |
($2,840.61) |
($50.86) |
Gross
Profit |
$15,017.87 |
$6,391.05 |
$8,626.81 |
Gross
Loss |
($17,909.35) |
($9,231.67) |
($8,677.67) |
Adjusted
Net Profit |
($6,001.43) |
($4,910.76) |
$291.36 |
Adjusted
Gross Profit |
$13,328.22 |
$5,340.37 |
$9,957.95 |
Adjusted
Gross Loss |
($19,329.66) |
($10,251.14) |
($9,666.59) |
Select
Net Profit |
($9,163.20) |
($9,335.47) |
($10,136.83) |
Select
Gross Profit |
$4,176.30 |
$2,005.90 |
$2,170.40 |
Select
Gross Loss |
($13,339.51) |
($11,341.38) |
($12,307.23) |
Max
Strategy Drawdown |
($3,784.56) |
($2,152.07) |
($2,342.95) |
Max
Strategy Drawdown (%) |
(3.77%) |
(2.13%) |
(2.34%) |
Account
Size Required |
$12,534.56 |
$10,902.07 |
$11,092.95 |
Return
on Account |
(23.06%) |
(26.05%) |
(0.45%) |
Return
on Initial Capital |
(2.89%) |
(2.84%) |
(0.05%) |
Return
on Max Str Drawdown |
(76.40%) |
(131.99%) |
(2.17%) |
Profit
Factor |
0.83 |
0.69 |
0.99 |
Adjusted
Profit Factor |
0.68 |
0.52 |
1.03 |
Max
# Contracts Held |
5 |
5 |
5 |
Commission
Paid |
($2,975.00) |
($2,975.00) |
$0.00 |
OpenPosition
P/L |
$299.89 |
$299.89 |
$0.00 |
Annual
Rate of Return |
0.00% |
N/A |
N/A |
Monthly
Rate of Return |
(100.00%) |
N/A |
N/A |
Buy/Hold
Return |
(7.65%) |
N/A |
N/A | |
Performance Ratios |
 |
 |
|
All
Trades
 |
Long
Trades
 |
Short
Trades
 |
Upside
Potential Ratio |
0.00 |
0.00 |
0.00 |
Sharp
Ratio |
(12.47) |
(19.07) |
(5,917.05) |
Sortino
Ratio |
(12.47) |
(19.07) |
(17.20) |
Fouse
Ratio |
(0.00) |
(0.00) |
(0.00) |
Net
Prft / Largest Loss |
4.65 |
4.57 |
0.15 |
Net
Prft / Max Trade Drawdown |
(3.79) |
(3.72) |
(0.14) |
Net
Prft / Max Strategy Drawdown |
(0.76) |
(0.76) |
(0.76) |
Adj
Net Prft / Largest Loss |
9.66 |
7.90 |
(0.86) |
Adj
Net Prft / Max Trade Drawdown |
(7.87) |
(6.43) |
0.81 |
Adj
Net Prft / Max Strategy Drawdown |
(1.58) |
(2.28) |
0.12 | |
 | Note i. To receive
an advanced report use
(advanced view) and (simple
view) buttons. Statistics related to the advanced view are shown
over a gray background. Note ii. For a hint on special
terms roll the mouse pointer over the word you'd like to know about
and left-click once. If there is a hint provided for that term, a
question mark will be displayed near the pointer. You can drag the
hint pop-up over the screen - press and hold the mouse button within
the hint field. To hide the hint, left-click the page outside the
hint field.
|
|
|
# |
Type |
Signal |
Date |
Time |
Price |
Contracts |
Profit Cum.
Profit |
Run-up DrawDown |
Run-up
(%) DrawDown
(%) |
1 |
Buy |
|
09/17/1997 |
00.00 |
$960.01 |
5 |
($53.34) ($53.34) |
$59.94 ($148.80) |
0.05% (0.14%) |
Sell |
|
09/25/1997 |
00.00 |
$951.98 |
5 |
2 |
Short |
|
09/25/1997 |
00.00 |
$951.98 |
5 |
($30.84) ($84.19) |
$32.44 ($92.55) |
0.03% (0.09%) |
Cover |
|
10/01/1997 |
00.00 |
$955.51 |
5 |
3 |
Buy |
|
10/01/1997 |
00.00 |
$955.51 |
5 |
($83.34) ($167.54) |
$183.69 ($100.05) |
0.18% (0.10%) |
Sell |
|
10/27/1997 |
00.00 |
$941.48 |
5 |
4 |
Short |
|
10/27/1997 |
00.00 |
$941.48 |
5 |
$62.90 ($104.64) |
$487.44 ($137.55) |
0.48% (0.13%) |
Cover |
|
11/03/1997 |
00.00 |
$926.26 |
5 |
5 |
Buy |
|
11/03/1997 |
00.00 |
$926.26 |
5 |
$172.90 $68.25 |
$317.44 ($182.55) |
0.31% (0.18%) |
Sell |
|
12/11/1997 |
00.00 |
$963.48 |
5 |
6 |
Buy |
|
11/17/1997 |
00.00 |
$932.51 |
5 |
$141.65 $209.90 |
$286.19 ($62.55) |
0.28% (0.06%) |
Sell |
|
12/11/1997 |
00.00 |
$963.48 |
5 |
7 |
Buy |
|
12/02/1997 |
00.00 |
$979.51 |
5 |
($93.34) $116.55 |
$51.19 ($120.05) |
0.05% (0.11%) |
Sell |
|
12/11/1997 |
00.00 |
$963.48 |
5 |
8 |
Short |
|
12/11/1997 |
00.00 |
$963.48 |
5 |
($124.59) ($8.04) |
$83.69 ($111.30) |
0.08% (0.11%) |
Cover |
|
12/17/1997 |
00.00 |
$985.76 |
5 |
9 |
Buy |
|
12/17/1997 |
00.00 |
$985.76 |
5 |
($154.59) ($162.64) |
$11.19 ($141.30) |
0.01% (0.14%) |
Sell |
|
12/22/1997 |
00.00 |
$957.48 |
5 |
10 |
Short |
|
12/22/1997 |
00.00 |
$957.48 |
5 |
($58.34) ($220.99) |
$81.19 ($45.05) |
0.08% (0.04%) |
Cover |
|
12/30/1997 |
00.00 |
$966.51 |
5 |
11 |
Buy |
|
12/30/1997 |
00.00 |
$966.51 |
5 |
$6.65 ($214.34) |
$131.19 ($126.30) |
0.13% (0.12%) |
Sell |
|
01/07/1998 |
00.00 |
$970.48 |
5 |
12 |
Short |
|
01/07/1998 |
00.00 |
$970.48 |
5 |
($85.84) ($300.19) |
$279.94 ($86.30) |
0.28% (0.08%) |
Cover |
|
01/29/1998 |
00.00 |
$985.01 |
5 |
13 |
Short |
|
01/26/1998 |
00.00 |
$954.98 |
5 |
($163.34) ($463.54) |
$7.44 ($150.05) |
0.00% (0.15%) |
Cover |
|
01/29/1998 |
00.00 |
$985.01 |
5 |
14 |
Buy |
|
01/29/1998 |
00.00 |
$985.01 |
5 |
$279.15 ($184.39) |
$359.94 ($60.05) |
0.36% (0.06%) |
Sell |
|
03/05/1998 |
00.00 |
$1,043.48 |
5 |
15 |
Buy |
|
02/26/1998 |
00.00 |
$1,049.51 |
5 |
($43.34) ($227.74) |
$37.44 ($83.80) |
0.03% (0.08%) |
Sell |
|
03/05/1998 |
00.00 |
$1,043.48 |
5 |
16 |
Short |
|
03/05/1998 |
00.00 |
$1,043.48 |
5 |
($85.84) ($313.59) |
$57.44 ($72.55) |
0.05% (0.07%) |
Cover |
|
03/09/1998 |
00.00 |
$1,058.01 |
5 |
17 |
Buy |
|
03/09/1998 |
00.00 |
$1,058.01 |
5 |
$231.65 ($81.94) |
$336.19 ($117.55) |
0.33% (0.11%) |
Sell |
|
03/27/1998 |
00.00 |
$1,106.98 |
5 |
18 |
Buy |
|
03/11/1998 |
00.00 |
$1,067.26 |
5 |
$185.40 $103.45 |
$289.94 ($70.05) |
0.29% (0.07%) |
Sell |
|
03/27/1998 |
00.00 |
$1,106.98 |
5 |
19 |
Short |
|
03/27/1998 |
00.00 |
$1,106.98 |
5 |
($84.59) $18.85 |
$41.19 ($76.30) |
0.04% (0.07%) |
Cover |
|
04/02/1998 |
00.00 |
$1,121.26 |
5 |
20 |
Buy |
|
04/02/1998 |
00.00 |
$1,121.26 |
5 |
($60.84) ($41.99) |
$106.19 ($85.05) |
0.10% (0.08%) |
Sell |
|
04/17/1998 |
00.00 |
$1,111.73 |
5 |
21 |
Buy |
|
04/15/1998 |
00.00 |
$1,126.01 |
5 |
($84.59) ($126.59) |
$14.94 ($71.30) |
0.01% (0.07%) |
Sell |
|
04/17/1998 |
00.00 |
$1,111.73 |
5 |
22 |
Short |
|
04/17/1998 |
00.00 |
$1,111.73 |
5 |
($112.09) ($238.69) |
$29.94 ($98.80) |
0.02% (0.09%) |
Cover |
|
04/20/1998 |
00.00 |
$1,131.51 |
5 |
23 |
Buy |
|
04/20/1998 |
00.00 |
$1,131.51 |
5 |
($53.34) ($292.04) |
$42.44 ($128.80) |
0.04% (0.12%) |
Sell |
|
04/24/1998 |
00.00 |
$1,123.48 |
5 |
24 |
Short |
|
04/24/1998 |
00.00 |
$1,123.48 |
5 |
($15.84) ($307.89) |
$209.94 ($63.80) |
0.21% (0.06%) |
Cover |
|
05/01/1998 |
00.00 |
$1,124.01 |
5 |
25 |
Buy |
|
05/01/1998 |
00.00 |
$1,124.01 |
5 |
($102.09) ($409.99) |
$64.94 ($147.55) |
0.06% (0.14%) |
Sell |
|
05/07/1998 |
00.00 |
$1,106.23 |
5 |
26 |
Short |
|
05/07/1998 |
00.00 |
$1,106.23 |
5 |
($97.09) ($507.09) |
$51.19 ($92.55) |
0.05% (0.09%) |
Cover |
|
05/13/1998 |
00.00 |
$1,123.01 |
5 |
27 |
Buy |
|
05/13/1998 |
00.00 |
$1,123.01 |
5 |
($168.34) ($675.44) |
$31.19 ($155.05) |
0.03% (0.15%) |
Sell |
|
05/27/1998 |
00.00 |
$1,091.98 |
5 |
28 |
Buy |
|
05/21/1998 |
00.00 |
$1,124.76 |
5 |
($177.09) ($852.54) |
$19.94 ($163.80) |
0.02% (0.16%) |
Sell |
|
05/27/1998 |
00.00 |
$1,091.98 |
5 |
29 |
Short |
|
05/27/1998 |
00.00 |
$1,091.98 |
5 |
($60.84) ($913.39) |
$84.94 ($143.80) |
0.08% (0.14%) |
Cover |
|
06/02/1998 |
00.00 |
$1,101.51 |
5 |
30 |
Buy |
|
06/02/1998 |
00.00 |
$1,101.51 |
5 |
($65.84) ($979.24) |
$4.94 ($85.05) |
0.00% (0.08%) |
Sell |
|
06/03/1998 |
00.00 |
$1,090.98 |
5 |
31 |
Short |
|
06/03/1998 |
00.00 |
$1,090.98 |
5 |
($53.34) ($1,032.59) |
$68.69 ($57.55) |
0.06% (0.05%) |
Cover |
|
06/05/1998 |
00.00 |
$1,099.01 |
5 |
32 |
Buy |
|
06/05/1998 |
00.00 |
$1,099.01 |
5 |
($58.34) ($1,090.94) |
$143.69 ($108.80) |
0.14% (0.10%) |
Sell |
|
06/12/1998 |
00.00 |
$1,089.98 |
5 |
33 |
Short |
|
06/12/1998 |
00.00 |
$1,089.98 |
5 |
($197.09) ($1,288.04) |
$82.44 ($183.80) |
0.08% (0.18%) |
Cover |
|
06/18/1998 |
00.00 |
$1,126.76 |
5 |
34 |
Buy |
|
06/18/1998 |
00.00 |
$1,126.76 |
5 |
$204.15 ($1,083.89) |
$364.94 ($141.30) |
0.36% (0.14%) |
Sell |
|
07/22/1998 |
00.00 |
$1,170.23 |
5 |
35 |
Buy |
|
07/02/1998 |
00.00 |
$1,159.01 |
5 |
$42.90 ($1,040.99) |
$203.69 ($82.55) |
0.20% (0.08%) |
Sell |
|
07/22/1998 |
00.00 |
$1,170.23 |
5 |
36 |
Short |
|
07/22/1998 |
00.00 |
$1,170.23 |
5 |
$400.40 ($640.59) |
$611.19 ($132.55) |
0.61% (0.13%) |
Cover |
|
08/18/1998 |
00.00 |
$1,087.51 |
5 |
37 |
Buy |
|
08/18/1998 |
00.00 |
$1,087.51 |
5 |
($620.84) ($1,261.44) |
$127.44 ($762.55) |
0.12% (0.76%) |
Sell |
|
09/11/1998 |
00.00 |
$965.98 |
5 |
38 |
Buy |
|
09/08/1998 |
00.00 |
$994.26 |
5 |
($154.59) ($1,416.04) |
$173.69 ($198.80) |
0.17% (0.20%) |
Sell |
|
09/11/1998 |
00.00 |
$965.98 |
5 |
39 |
Short |
|
09/11/1998 |
00.00 |
$965.98 |
5 |
($263.34) ($1,679.39) |
$39.94 ($250.05) |
0.04% (0.25%) |
Cover |
|
09/14/1998 |
00.00 |
$1,016.01 |
5 |
40 |
Buy |
|
09/14/1998 |
00.00 |
$1,016.01 |
5 |
$59.15 ($1,620.24) |
$217.44 ($290.05) |
0.22% (0.29%) |
Sell |
|
09/22/1998 |
00.00 |
$1,030.48 |
5 |
41 |
Short |
|
09/22/1998 |
00.00 |
$1,030.48 |
5 |
($257.09) ($1,877.34) |
$1.19 ($243.80) |
0.00% (0.24%) |
Cover |
|
09/24/1998 |
00.00 |
$1,079.26 |
5 |
42 |
Buy |
|
09/24/1998 |
00.00 |
$1,079.26 |
5 |
($194.59) ($2,071.94) |
$7.44 ($236.30) |
0.00% (0.24%) |
Sell |
|
09/30/1998 |
00.00 |
$1,042.98 |
5 |
43 |
Short |
|
09/30/1998 |
00.00 |
$1,042.98 |
5 |
($285.84) ($2,357.79) |
$568.69 ($272.55) |
0.58% (0.27%) |
Cover |
|
10/30/1998 |
00.00 |
$1,097.51 |
5 |
44 |
Buy |
|
10/30/1998 |
00.00 |
$1,097.51 |
5 |
$105.40 ($2,252.39) |
$258.69 ($142.55) |
0.26% (0.14%) |
Sell |
|
11/12/1998 |
00.00 |
$1,121.23 |
5 |
45 |
Short |
|
11/12/1998 |
00.00 |
$1,121.23 |
5 |
($129.59) ($2,381.99) |
$14.94 ($116.30) |
0.01% (0.11%) |
Cover |
|
11/17/1998 |
00.00 |
$1,144.51 |
5 |
46 |
Buy |
|
11/17/1998 |
00.00 |
$1,144.51 |
5 |
$74.15 ($2,307.84) |
$267.44 ($73.80) |
0.27% (0.07%) |
Sell |
|
12/01/1998 |
00.00 |
$1,161.98 |
5 |
47 |
Short |
|
12/01/1998 |
00.00 |
$1,161.98 |
5 |
($129.59) ($2,437.44) |
$62.44 ($177.55) |
0.06% (0.18%) |
Cover |
|
12/07/1998 |
00.00 |
$1,185.26 |
5 |
48 |
Buy |
|
12/07/1998 |
00.00 |
$1,185.26 |
5 |
($120.84) ($2,558.29) |
$51.19 ($173.80) |
0.05% (0.17%) |
Sell |
|
12/11/1998 |
00.00 |
$1,163.73 |
5 |
49 |
Short |
|
12/11/1998 |
00.00 |
$1,163.73 |
5 |
($93.34) ($2,651.64) |
$141.19 ($128.80) |
0.14% (0.13%) |
Cover |
|
12/17/1998 |
00.00 |
$1,179.76 |
5 |
50 |
Buy |
|
12/17/1998 |
00.00 |
$1,179.76 |
5 |
$291.65 ($2,359.99) |
$384.94 ($70.05) |
0.39% (0.07%) |
Sell |
|
12/31/1998 |
00.00 |
$1,240.73 |
5 |
51 |
Short |
|
12/31/1998 |
00.00 |
$1,240.73 |
5 |
($54.59) ($2,414.59) |
$32.44 ($80.05) |
0.03% (0.08%) |
Cover |
|
01/04/1999 |
00.00 |
$1,249.01 |
5 |
52 |
Buy |
|
01/04/1999 |
00.00 |
$1,249.01 |
5 |
($28.34) ($2,442.94) |
$207.44 ($110.05) |
0.21% (0.11%) |
Sell |
|
01/13/1999 |
00.00 |
$1,245.98 |
5 |
53 |
Short |
|
01/13/1999 |
00.00 |
$1,245.98 |
5 |
($93.34) ($2,536.29) |
$179.94 ($119.05) |
0.18% (0.12%) |
Cover |
|
01/20/1999 |
00.00 |
$1,262.01 |
5 |
54 |
Buy |
|
01/20/1999 |
00.00 |
$1,262.01 |
5 |
($63.34) ($2,599.64) |
$142.44 ($192.55) |
0.14% (0.19%) |
Sell |
|
02/05/1999 |
00.00 |
$1,251.98 |
5 |
55 |
Buy |
|
01/28/1999 |
00.00 |
$1,269.70 |
5 |
($101.84) ($2,701.49) |
$103.95 ($91.04) |
0.10% (0.09%) |
Sell |
|
02/05/1999 |
00.00 |
$1,251.98 |
5 |
56 |
Short |
|
02/05/1999 |
00.00 |
$1,251.98 |
5 |
($13.34) ($2,714.84) |
$182.44 ($127.55) |
0.18% (0.13%) |
Cover |
|
02/22/1999 |
00.00 |
$1,252.01 |
5 |
57 |
Buy |
|
02/22/1999 |
00.00 |
$1,252.01 |
5 |
$254.15 ($2,460.69) |
$424.94 ($174.55) |
0.43% (0.17%) |
Sell |
|
03/23/1999 |
00.00 |
$1,305.48 |
5 |
58 |
Buy |
|
03/05/1999 |
00.00 |
$1,252.51 |
5 |
$251.65 ($2,209.04) |
$422.44 ($107.55) |
0.43% (0.11%) |
Sell |
|
03/23/1999 |
00.00 |
$1,305.48 |
5 |
59 |
Short |
|
03/23/1999 |
00.00 |
$1,305.48 |
5 |
($10.84) ($2,219.89) |
$192.44 ($95.05) |
0.19% (0.09%) |
Cover |
|
04/05/1999 |
00.00 |
$1,305.01 |
5 |
60 |
Short |
|
04/01/1999 |
00.00 |
$1,292.48 |
5 |
($75.84) ($2,295.74) |
$4.94 ($160.05) |
0.00% (0.16%) |
Cover |
|
04/05/1999 |
00.00 |
$1,305.01 |
5 |
61 |
Buy |
|
04/05/1999 |
00.00 |
$1,305.01 |
5 |
$134.15 ($2,161.59) |
$337.44 ($67.55) |
0.34% (0.06%) |
Sell |
|
04/15/1999 |
00.00 |
$1,334.48 |
5 |
62 |
Short |
|
04/15/1999 |
00.00 |
$1,334.48 |
5 |
($115.84) ($2,277.44) |
$219.94 ($167.05) |
0.22% (0.17%) |
Cover |
|
04/22/1999 |
00.00 |
$1,355.01 |
5 |
63 |
Buy |
|
04/22/1999 |
00.00 |
$1,355.01 |
5 |
($13.34) ($2,290.79) |
$123.95 ($227.55) |
0.12% (0.23%) |
Sell |
|
04/29/1999 |
00.00 |
$1,354.98 |
5 |
64 |
Short |
|
04/29/1999 |
00.00 |
$1,354.98 |
5 |
($4.34) ($2,295.14) |
$179.94 ($106.55) |
0.18% (0.10%) |
Cover |
|
05/06/1999 |
00.00 |
$1,353.20 |
5 |
65 |
Buy |
|
05/06/1999 |
00.00 |
$1,353.20 |
5 |
($96.84) ($2,391.98) |
$143.95 ($156.04) |
0.14% (0.15%) |
Sell |
|
05/17/1999 |
00.00 |
$1,336.48 |
5 |
66 |
Buy |
|
05/11/1999 |
00.00 |
$1,358.51 |
5 |
($123.34) ($2,515.33) |
$117.44 ($147.55) |
0.12% (0.15%) |
Sell |
|
05/17/1999 |
00.00 |
$1,336.48 |
5 |
67 |
Short |
|
05/17/1999 |
00.00 |
$1,336.48 |
5 |
$136.65 ($2,378.68) |
$292.44 ($97.55) |
0.30% (0.10%) |
Cover |
|
06/04/1999 |
00.00 |
$1,306.51 |
5 |
68 |
Short |
|
05/24/1999 |
00.00 |
$1,328.98 |
5 |
$99.15 ($2,279.53) |
$254.94 ($79.55) |
0.26% (0.08%) |
Cover |
|
06/04/1999 |
00.00 |
$1,306.51 |
5 |
69 |
Buy |
|
06/04/1999 |
00.00 |
$1,306.51 |
5 |
($79.59) ($2,359.13) |
$162.44 ($70.05) |
0.16% (0.07%) |
Sell |
|
06/11/1999 |
00.00 |
$1,293.23 |
5 |
70 |
Short |
|
06/11/1999 |
00.00 |
$1,293.23 |
5 |
($283.34) ($2,642.48) |
$24.94 ($270.05) |
0.02% (0.27%) |
Cover |
|
06/17/1999 |
00.00 |
$1,347.26 |
5 |
71 |
Buy |
|
06/17/1999 |
00.00 |
$1,347.26 |
5 |
($70.84) ($2,713.33) |
$86.19 ($146.30) |
0.08% (0.15%) |
Sell |
|
06/24/1999 |
00.00 |
$1,335.73 |
5 |
72 |
Short |
|
06/24/1999 |
00.00 |
$1,335.73 |
5 |
($147.09) ($2,860.43) |
$83.69 ($133.80) |
0.08% (0.13%) |
Cover |
|
06/30/1999 |
00.00 |
$1,362.51 |
5 |
73 |
Buy |
|
06/30/1999 |
00.00 |
$1,362.51 |
5 |
$196.65 ($2,663.78) |
$276.19 ($116.30) |
0.28% (0.11%) |
Sell |
|
07/13/1999 |
00.00 |
$1,404.48 |
5 |
74 |
Short |
|
07/13/1999 |
00.00 |
$1,404.48 |
5 |
($75.84) ($2,739.63) |
$43.69 ($66.30) |
0.04% (0.06%) |
Cover |
|
07/15/1999 |
00.00 |
$1,417.01 |
5 |
75 |
Buy |
|
07/15/1999 |
00.00 |
$1,417.01 |
5 |
($167.09) ($2,906.73) |
$73.69 ($153.80) |
0.07% (0.15%) |
Sell |
|
07/21/1999 |
00.00 |
$1,386.23 |
5 |
76 |
Short |
|
07/21/1999 |
00.00 |
$1,386.23 |
5 |
$320.40 ($2,586.33) |
$576.19 ($161.30) |
0.59% (0.16%) |
Cover |
|
08/13/1999 |
00.00 |
$1,319.51 |
5 |
77 |
Short |
|
07/30/1999 |
00.00 |
$1,338.23 |
5 |
$80.40 ($2,505.93) |
$336.19 ($148.80) |
0.34% (0.15%) |
Cover |
|
08/13/1999 |
00.00 |
$1,319.51 |
5 |
78 |
Buy |
|
08/13/1999 |
00.00 |
$1,319.51 |
5 |
$141.65 ($2,364.28) |
$341.19 ($103.80) |
0.35% (0.10%) |
Sell |
|
08/30/1999 |
00.00 |
$1,350.48 |
5 |
79 |
Buy |
|
08/23/1999 |
00.00 |
$1,339.01 |
5 |
$44.15 ($2,320.13) |
$243.69 ($58.80) |
0.24% (0.06%) |
Sell |
|
08/30/1999 |
00.00 |
$1,350.48 |
5 |
80 |
Short |
|
08/30/1999 |
00.00 |
$1,350.48 |
5 |
($77.09) ($2,397.23) |
$228.69 ($106.30) |
0.23% (0.10%) |
Cover |
|
09/07/1999 |
00.00 |
$1,363.26 |
5 |
81 |
Buy |
|
09/07/1999 |
00.00 |
$1,363.26 |
5 |
($178.34) ($2,575.58) |
$24.94 ($216.30) |
0.02% (0.22%) |
Sell |
|
09/16/1999 |
00.00 |
$1,330.23 |
5 |
82 |
Buy |
|
09/15/1999 |
00.00 |
$1,365.01 |
5 |
($187.09) ($2,762.68) |
$16.19 ($173.80) |
0.01% (0.17%) |
Sell |
|
09/16/1999 |
00.00 |
$1,330.23 |
5 |
83 |
Short |
|
09/16/1999 |
00.00 |
$1,330.23 |
5 |
($128.34) ($2,891.03) |
$88.69 ($190.05) |
0.09% (0.19%) |
Cover |
|
09/20/1999 |
00.00 |
$1,353.26 |
5 |
84 |
Buy |
|
09/20/1999 |
00.00 |
$1,353.26 |
5 |
($58.34) ($2,949.38) |
$18.69 ($100.05) |
0.01% (0.10%) |
Sell |
|
09/21/1999 |
00.00 |
$1,344.23 |
5 |
85 |
Short |
|
09/21/1999 |
00.00 |
$1,344.23 |
5 |
$110.40 ($2,838.98) |
$383.69 ($63.80) |
0.39% (0.06%) |
Cover |
|
10/05/1999 |
00.00 |
$1,319.51 |
5 |
86 |
Buy |
|
10/05/1999 |
00.00 |
$1,319.51 |
5 |
($3.34) ($2,842.33) |
$154.94 ($130.05) |
0.15% (0.13%) |
Sell |
|
10/13/1999 |
00.00 |
$1,321.48 |
5 |
87 |
Short |
|
10/13/1999 |
00.00 |
$1,321.48 |
5 |
$51.65 ($2,790.68) |
$399.94 ($132.55) |
0.41% (0.13%) |
Cover |
|
10/28/1999 |
00.00 |
$1,308.51 |
5 |
88 |
Short |
|
10/27/1999 |
00.00 |
$1,284.48 |
5 |
($133.34) ($2,924.03) |
$38.69 ($138.80) |
0.03% (0.14%) |
Cover |
|
10/28/1999 |
00.00 |
$1,308.51 |
5 |
89 |
Buy |
|
10/28/1999 |
00.00 |
$1,308.51 |
5 |
$526.65 ($2,397.38) |
$619.94 ($158.80) |
0.63% (0.16%) |
Sell |
|
11/23/1999 |
00.00 |
$1,416.48 |
5 |
90 |
Short |
|
11/23/1999 |
00.00 |
$1,416.48 |
5 |
($45.84) ($2,443.23) |
$151.19 ($178.80) |
0.15% (0.18%) |
Cover |
|
12/14/1999 |
00.00 |
$1,423.01 |
5 |
91 |
Short |
|
12/09/1999 |
00.00 |
$1,403.48 |
5 |
($110.84) ($2,554.08) |
$61.19 ($103.80) |
0.06% (0.10%) |
Cover |
|
12/14/1999 |
00.00 |
$1,423.01 |
5 |
92 |
Buy |
|
12/14/1999 |
00.00 |
$1,423.01 |
5 |
$132.90 ($2,421.18) |
$382.44 ($62.55) |
0.39% (0.06%) |
Sell |
|
01/04/2000 |
00.00 |
$1,452.23 |
5 |
93 |
Short |
|
01/04/2000 |
00.00 |
$1,452.23 |
5 |
$139.15 ($2,282.03) |
$476.19 ($218.80) |
0.48% (0.22%) |
Cover |
|
02/02/2000 |
00.00 |
$1,421.76 |
5 |
94 |
Buy |
|
02/02/2000 |
00.00 |
$1,421.76 |
5 |
($37.09) ($2,319.13) |
$164.94 ($152.55) |
0.16% (0.15%) |
Sell |
|
02/10/2000 |
00.00 |
$1,416.98 |
5 |
95 |
Short |
|
02/10/2000 |
00.00 |
$1,416.98 |
5 |
$241.65 ($2,077.48) |
$447.44 ($188.80) |
0.45% (0.19%) |
Cover |
|
02/29/2000 |
00.00 |
$1,366.01 |
5 |
96 |
Buy |
|
02/29/2000 |
00.00 |
$1,366.01 |
5 |
($88.34) ($2,165.83) |
$242.44 ($192.55) |
0.24% (0.19%) |
Sell |
|
03/08/2000 |
00.00 |
$1,350.98 |
5 |
97 |
Short |
|
03/08/2000 |
00.00 |
$1,350.98 |
5 |
($335.84) ($2,501.68) |
$12.44 ($322.55) |
0.01% (0.32%) |
Cover |
|
03/13/2000 |
00.00 |
$1,415.51 |
5 |
98 |
Buy |
|
03/13/2000 |
00.00 |
$1,415.51 |
5 |
$484.15 ($2,017.53) |
$793.69 ($280.05) |
0.81% (0.28%) |
Sell |
|
03/30/2000 |
00.00 |
$1,514.98 |
5 |
99 |
Buy |
|
03/16/2000 |
00.00 |
$1,417.51 |
5 |
$474.15 ($1,543.38) |
$783.69 ($215.05) |
0.80% (0.22%) |
Sell |
|
03/30/2000 |
00.00 |
$1,514.98 |
5 |
100 |
Short |
|
03/30/2000 |
00.00 |
$1,514.98 |
5 |
($47.09) ($1,590.48) |
$419.94 ($148.80) |
0.42% (0.15%) |
Cover |
|
04/06/2000 |
00.00 |
$1,521.76 |
5 |
101 |
Buy |
|
04/06/2000 |
00.00 |
$1,521.76 |
5 |
($247.09) ($1,837.58) |
$111.19 ($233.80) |
0.11% (0.23%) |
Sell |
|
04/13/2000 |
00.00 |
$1,474.98 |
5 |
102 |
Buy |
|
04/10/2000 |
00.00 |
$1,535.01 |
5 |
($313.34) ($2,150.93) |
$44.94 ($300.05) |
0.04% (0.30%) |
Sell |
|
04/13/2000 |
00.00 |
$1,474.98 |
5 |
103 |
Short |
|
04/13/2000 |
00.00 |
$1,474.98 |
5 |
$167.90 ($1,983.03) |
$663.69 ($247.55) |
0.67% (0.25%) |
Cover |
|
05/15/2000 |
00.00 |
$1,438.76 |
5 |
104 |
Short |
|
05/02/2000 |
00.00 |
$1,457.98 |
5 |
$82.90 ($1,900.13) |
$377.44 ($173.80) |
0.38% (0.17%) |
Cover |
|
05/15/2000 |
00.00 |
$1,438.76 |
5 |
105 |
Buy |
|
05/15/2000 |
00.00 |
$1,438.76 |
5 |
($172.09) ($2,072.23) |
$199.94 ($158.80) |
0.20% (0.16%) |
Sell |
|
05/22/2000 |
00.00 |
$1,406.98 |
5 |
106 |
Short |
|
05/22/2000 |
00.00 |
$1,406.98 |
5 |
($122.09) ($2,194.33) |
$207.44 ($200.05) |
0.21% (0.20%) |
Cover |
|
05/31/2000 |
00.00 |
$1,428.76 |
5 |
107 |
Buy |
|
05/31/2000 |
00.00 |
$1,428.76 |
5 |
$134.15 ($2,060.18) |
$316.19 ($236.30) |
0.32% (0.24%) |
Sell |
|
06/09/2000 |
00.00 |
$1,458.23 |
5 |
108 |
Short |
|
06/09/2000 |
00.00 |
$1,458.23 |
5 |
($87.09) ($2,147.28) |
$77.44 ($128.80) |
0.07% (0.13%) |
Cover |
|
06/14/2000 |
00.00 |
$1,473.01 |
5 |
109 |
Buy |
|
06/14/2000 |
00.00 |
$1,473.01 |
5 |
($35.84) ($2,183.13) |
$206.19 ($151.30) |
0.21% (0.15%) |
Sell |
|
06/23/2000 |
00.00 |
$1,468.48 |
5 |
110 |
Short |
|
06/23/2000 |
00.00 |
$1,468.48 |
5 |
($124.59) ($2,307.73) |
$87.44 ($156.30) |
0.08% (0.15%) |
Cover |
|
07/05/2000 |
00.00 |
$1,490.76 |
5 |
111 |
Buy |
|
07/05/2000 |
00.00 |
$1,490.76 |
5 |
($174.59) ($2,482.33) |
$12.44 ($161.30) |
0.01% (0.16%) |
Sell |
|
07/06/2000 |
00.00 |
$1,458.48 |
5 |
112 |
Short |
|
07/06/2000 |
00.00 |
$1,458.48 |
5 |
($115.84) ($2,598.18) |
$11.19 ($173.80) |
0.01% (0.17%) |
Cover |
|
07/07/2000 |
00.00 |
$1,479.01 |
5 |
113 |
Buy |
|
07/07/2000 |
00.00 |
$1,479.01 |
5 |
$124.15 ($2,474.03) |
$392.44 ($277.55) |
0.40% (0.28%) |
Sell |
|
09/06/2000 |
00.00 |
$1,506.48 |
5 |
114 |
Buy |
|
08/04/2000 |
00.00 |
$1,465.01 |
5 |
$194.15 ($2,279.88) |
$462.44 ($158.80) |
0.47% (0.16%) |
Sell |
|
09/06/2000 |
00.00 |
$1,506.48 |
5 |
115 |
Buy |
|
08/15/2000 |
00.00 |
$1,499.51 |
5 |
$21.65 ($2,258.23) |
$289.94 ($118.80) |
0.29% (0.12%) |
Sell |
|
09/06/2000 |
00.00 |
$1,506.48 |
5 |
116 |
Buy |
|
09/01/2000 |
00.00 |
$1,529.51 |
5 |
($128.34) ($2,386.58) |
$139.94 ($128.80) |
0.14% (0.13%) |
Sell |
|
09/06/2000 |
00.00 |
$1,506.48 |
5 |
117 |
Short |
|
09/06/2000 |
00.00 |
$1,506.48 |
5 |
($34.59) ($2,421.18) |
$127.44 ($255.05) |
0.13% (0.26%) |
Cover |
|
09/14/2000 |
00.00 |
$1,510.76 |
5 |
118 |
Buy |
|
09/14/2000 |
00.00 |
$1,510.76 |
5 |
($162.09) ($2,583.28) |
$29.94 ($148.80) |
0.03% (0.15%) |
Sell |
|
09/18/2000 |
00.00 |
$1,480.98 |
5 |
119 |
Short |
|
09/18/2000 |
00.00 |
$1,480.98 |
5 |
$36.65 ($2,546.63) |
$221.19 ($143.80) |
0.22% (0.14%) |
Cover |
|
09/25/2000 |
00.00 |
$1,471.01 |
5 |
120 |
Buy |
|
09/25/2000 |
00.00 |
$1,471.01 |
5 |
($90.84) ($2,637.48) |
$33.69 ($171.30) |
0.03% (0.17%) |
Sell |
|
09/26/2000 |
00.00 |
$1,455.48 |
5 |
121 |
Short |
|
09/26/2000 |
00.00 |
$1,455.48 |
5 |
($57.09) ($2,694.58) |
$86.19 ($127.55) |
0.08% (0.13%) |
Cover |
|
10/03/2000 |
00.00 |
$1,464.26 |
5 |
122 |
Short |
|
10/02/2000 |
00.00 |
$1,453.98 |
5 |
($64.59) ($2,759.18) |
$32.44 ($96.30) |
0.03% (0.09%) |
Cover |
|
10/03/2000 |
00.00 |
$1,464.26 |
5 |
123 |
Buy |
|
10/03/2000 |
00.00 |
$1,464.26 |
5 |
($140.84) ($2,900.03) |
$48.69 ($127.55) |
0.05% (0.13%) |
Sell |
|
10/04/2000 |
00.00 |
$1,438.73 |
5 |
124 |
Short |
|
10/04/2000 |
00.00 |
$1,438.73 |
5 |
$211.65 ($2,688.38) |
$498.69 ($176.30) |
0.51% (0.18%) |
Cover |
|
10/17/2000 |
00.00 |
$1,393.76 |
5 |
125 |
Short |
|
10/09/2000 |
00.00 |
$1,411.48 |
5 |
$75.40 ($2,612.98) |
$362.44 ($245.05) |
0.37% (0.25%) |
Cover |
|
10/17/2000 |
00.00 |
$1,393.76 |
5 |
126 |
Buy |
|
10/17/2000 |
00.00 |
$1,393.76 |
5 |
($207.09) ($2,820.08) |
$8.69 ($193.80) |
0.00% (0.19%) |
Sell |
|
10/18/2000 |
00.00 |
$1,354.98 |
5 |
127 |
Short |
|
10/18/2000 |
00.00 |
$1,354.98 |
5 |
($98.34) ($2,918.43) |
$154.94 ($202.55) |
0.15% (0.20%) |
Cover |
|
10/19/2000 |
00.00 |
$1,372.01 |
5 |
128 |
Buy |
|
10/19/2000 |
00.00 |
$1,372.01 |
5 |
($20.84) ($2,939.28) |
$283.69 ($240.05) |
0.29% (0.24%) |
Sell |
|
10/26/2000 |
00.00 |
$1,370.48 |
5 |
129 |
Short |
|
10/26/2000 |
00.00 |
$1,370.48 |
5 |
($258.34) ($3,197.63) |
$109.94 ($245.05) |
0.11% (0.25%) |
Cover |
|
10/31/2000 |
00.00 |
$1,419.51 |
5 |
130 |
Buy |
|
10/31/2000 |
00.00 |
$1,419.51 |
5 |
($58.34) ($3,255.98) |
$177.44 ($162.55) |
0.18% (0.16%) |
Sell |
|
11/09/2000 |
00.00 |
$1,410.48 |
5 |
131 |
Short |
|
11/09/2000 |
00.00 |
$1,410.48 |
5 |
$349.15 ($2,906.83) |
$701.19 ($222.55) |
0.72% (0.23%) |
Cover |
|
12/27/2000 |
00.00 |
$1,338.01 |
5 |
132 |
Short |
|
11/21/2000 |
00.00 |
$1,345.23 |
5 |
$22.90 ($2,883.93) |
$374.94 ($320.05) |
0.38% (0.32%) |
Cover |
|
12/27/2000 |
00.00 |
$1,338.01 |
5 |
133 |
Short |
|
11/29/2000 |
00.00 |
$1,337.48 |
5 |
($15.84) ($2,899.78) |
$336.19 ($358.80) |
0.34% (0.36%) |
Cover |
|
12/27/2000 |
00.00 |
$1,338.01 |
5 |
134 |
Buy |
|
12/27/2000 |
00.00 |
$1,338.01 |
5 |
($73.34) ($2,973.12) |
$92.44 ($97.55) |
0.09% (0.10%) |
Sell |
|
01/02/2001 |
00.00 |
$1,325.98 |
5 |
135 |
Short |
|
01/02/2001 |
00.00 |
$1,325.98 |
5 |
$54.15 ($2,918.97) |
$192.44 ($270.05) |
0.19% (0.27%) |
Cover |
|
01/09/2001 |
00.00 |
$1,312.51 |
5 |
136 |
Short |
|
01/05/2001 |
00.00 |
$1,341.48 |
5 |
$131.65 ($2,787.32) |
$269.94 ($192.55) |
0.27% (0.19%) |
Cover |
|
01/09/2001 |
00.00 |
$1,312.51 |
5 |
137 |
Buy |
|
01/09/2001 |
00.00 |
$1,312.51 |
5 |
($57.09) ($2,844.42) |
$64.94 ($125.05) |
0.06% (0.12%) |
Sell |
|
01/10/2001 |
00.00 |
$1,303.73 |
5 |
138 |
Short |
|
01/10/2001 |
00.00 |
$1,303.73 |
5 |
($212.09) ($3,056.52) |
$32.44 ($198.80) |
0.03% (0.20%) |
Cover |
|
01/12/2001 |
00.00 |
$1,343.51 |
5 |
139 |
Buy |
|
01/12/2001 |
00.00 |
$1,343.51 |
5 |
$32.90 ($3,023.62) |
$252.44 ($120.05) |
0.26% (0.12%) |
Sell |
|
02/05/2001 |
00.00 |
$1,352.73 |
5 |
140 |
Short |
|
02/05/2001 |
00.00 |
$1,352.73 |
5 |
$896.65 ($2,126.97) |
$1,323.69 ($166.30) |
1.36% (0.17%) |
Cover |
|
03/27/2001 |
00.00 |
$1,170.76 |
5 |
141 |
Short |
|
02/20/2001 |
00.00 |
$1,296.23 |
5 |
$614.15 ($1,512.82) |
$1,041.19 ($170.05) |
1.07% (0.17%) |
Cover |
|
03/27/2001 |
00.00 |
$1,170.76 |
5 |
142 |
Short |
|
03/01/2001 |
00.00 |
$1,230.73 |
5 |
$286.65 ($1,226.17) |
$713.69 ($198.80) |
0.73% (0.20%) |
Cover |
|
03/27/2001 |
00.00 |
$1,170.76 |
5 |
143 |
Short |
|
03/12/2001 |
00.00 |
$1,227.23 |
5 |
$269.15 ($957.02) |
$696.19 ($196.30) |
0.71% (0.20%) |
Cover |
|
03/27/2001 |
00.00 |
$1,170.76 |
5 |
144 |
Buy |
|
03/27/2001 |
00.00 |
$1,170.76 |
5 |
($140.84) ($1,097.87) |
$118.69 ($135.05) |
0.11% (0.13%) |
Sell |
|
04/03/2001 |
00.00 |
$1,145.23 |
5 |
145 |
Short |
|
04/03/2001 |
00.00 |
$1,145.23 |
5 |
($63.34) ($1,161.22) |
$233.69 ($167.55) |
0.23% (0.16%) |
Cover |
|
04/10/2001 |
00.00 |
$1,155.26 |
5 |
146 |
Buy |
|
04/10/2001 |
00.00 |
$1,155.26 |
5 |
$279.15 ($882.07) |
$563.69 ($108.80) |
0.57% (0.11%) |
Sell |
|
04/25/2001 |
00.00 |
$1,213.73 |
5 |
147 |
Short |
|
04/25/2001 |
00.00 |
$1,213.73 |
5 |
($243.34) ($1,125.42) |
$4.94 ($230.05) |
0.00% (0.23%) |
Cover |
|
04/30/2001 |
00.00 |
$1,259.76 |
5 |
148 |
Buy |
|
04/30/2001 |
00.00 |
$1,259.76 |
5 |
($94.59) ($1,220.02) |
$92.44 ($108.80) |
0.09% (0.11%) |
Sell |
|
05/04/2001 |
00.00 |
$1,243.48 |
5 |
149 |
Short |
|
05/04/2001 |
00.00 |
$1,243.48 |
5 |
($165.84) ($1,385.87) |
$42.44 ($152.55) |
0.04% (0.15%) |
Cover |
|
05/07/2001 |
00.00 |
$1,274.01 |
5 |
150 |
Buy |
|
05/07/2001 |
00.00 |
$1,274.01 |
5 |
($69.59) ($1,455.47) |
$3.69 ($195.05) |
0.00% (0.19%) |
Sell |
|
05/08/2001 |
00.00 |
$1,262.73 |
5 |
151 |
Short |
|
05/08/2001 |
00.00 |
$1,262.73 |
5 |
($27.09) ($1,482.57) |
$59.94 ($71.30) |
0.06% (0.07%) |
Cover |
|
05/10/2001 |
00.00 |
$1,265.51 |
5 |
152 |
Buy |
|
05/10/2001 |
00.00 |
$1,265.51 |
5 |
($59.59) ($1,542.17) |
$41.19 ($73.80) |
0.04% (0.07%) |
Sell |
|
05/11/2001 |
00.00 |
$1,256.23 |
5 |
153 |
Short |
|
05/11/2001 |
00.00 |
$1,256.23 |
5 |
($188.34) ($1,730.52) |
$101.19 ($175.05) |
0.10% (0.17%) |
Cover |
|
05/17/2001 |
00.00 |
$1,291.26 |
5 |
154 |
Buy |
|
05/17/2001 |
00.00 |
$1,291.26 |
5 |
($18.34) ($1,748.87) |
$139.94 ($276.30) |
0.14% (0.28%) |
Sell |
|
05/24/2001 |
00.00 |
$1,290.23 |
5 |
155 |
Short |
|
05/24/2001 |
00.00 |
$1,290.23 |
5 |
$87.90 ($1,660.97) |
$217.44 ($115.05) |
0.22% (0.11%) |
Cover |
|
06/05/2001 |
00.00 |
$1,270.01 |
5 |
156 |
Buy |
|
06/05/2001 |
00.00 |
$1,270.01 |
5 |
($80.84) ($1,741.82) |
$92.44 ($67.55) |
0.09% (0.06%) |
Sell |
|
06/11/2001 |
00.00 |
$1,256.48 |
5 |
157 |
Short |
|
06/11/2001 |
00.00 |
$1,256.48 |
5 |
$95.40 ($1,646.42) |
$223.69 ($143.80) |
0.22% (0.14%) |
Cover |
|
06/21/2001 |
00.00 |
$1,234.76 |
5 |
158 |
Buy |
|
06/21/2001 |
00.00 |
$1,234.76 |
5 |
($83.34) ($1,729.77) |
$72.44 ($91.30) |
0.07% (0.09%) |
Sell |
|
06/26/2001 |
00.00 |
$1,220.73 |
5 |
159 |
Short |
|
06/26/2001 |
00.00 |
$1,220.73 |
5 |
($137.09) ($1,866.87) |
$73.69 ($123.80) |
0.07% (0.12%) |
Cover |
|
07/02/2001 |
00.00 |
$1,245.51 |
5 |
160 |
Buy |
|
07/02/2001 |
00.00 |
$1,245.51 |
5 |
($133.34) ($2,000.22) |
$13.69 ($120.05) |
0.01% (0.12%) |
Sell |
|
07/06/2001 |
00.00 |
$1,221.48 |
5 |
161 |
Short |
|
07/06/2001 |
00.00 |
$1,221.48 |
5 |
$6.65 ($1,993.57) |
$237.44 ($118.80) |
0.24% (0.12%) |
Cover |
|
07/13/2001 |
00.00 |
$1,217.51 |
5 |
162 |
Buy |
|
07/13/2001 |
00.00 |
$1,217.51 |
5 |
($143.34) ($2,136.92) |
$69.94 ($156.30) |
0.07% (0.15%) |
Sell |
|
07/24/2001 |
00.00 |
$1,191.48 |
5 |
163 |
Buy |
|
07/23/2001 |
00.00 |
$1,221.26 |
5 |
($162.09) ($2,299.02) |
$11.19 ($148.80) |
0.01% (0.15%) |
Sell |
|
07/24/2001 |
00.00 |
$1,191.48 |
5 |
164 |
Short |
|
07/24/2001 |
00.00 |
$1,191.48 |
5 |
($127.09) ($2,426.12) |
$114.94 ($160.05) |
0.11% (0.16%) |
Cover |
|
07/30/2001 |
00.00 |
$1,214.26 |
5 |
165 |
Buy |
|
07/30/2001 |
00.00 |
$1,214.26 |
5 |
($80.84) ($2,506.97) |
$99.94 ($71.30) |
0.10% (0.07%) |
Sell |
|
08/07/2001 |
00.00 |
$1,200.73 |
5 |
166 |
Short |
|
08/07/2001 |
00.00 |
$1,200.73 |
5 |
$45.40 ($2,461.57) |
$227.44 ($101.30) |
0.23% (0.10%) |
Cover |
|
08/27/2001 |
00.00 |
$1,189.01 |
5 |
167 |
Short |
|
08/16/2001 |
00.00 |
$1,179.48 |
5 |
($60.84) ($2,522.42) |
$121.19 ($78.80) |
0.12% (0.08%) |
Cover |
|
08/27/2001 |
00.00 |
$1,189.01 |
5 |
168 |
Buy |
|
08/27/2001 |
00.00 |
$1,189.01 |
5 |
($144.59) ($2,667.02) |
$14.94 ($131.30) |
0.01% (0.13%) |
Sell |
|
08/29/2001 |
00.00 |
$1,162.73 |
5 |
169 |
Short |
|
08/29/2001 |
00.00 |
$1,162.73 |
5 |
$695.40 ($1,971.62) |
$1,121.19 ($98.80) |
1.15% (0.10%) |
Cover |
|
09/26/2001 |
00.00 |
$1,021.01 |
5 |
170 |
Buy |
|
09/26/2001 |
00.00 |
$1,021.01 |
5 |
$160.40 ($1,811.22) |
$332.44 ($120.05) |
0.33% (0.12%) |
Sell |
|
10/10/2001 |
00.00 |
$1,055.73 |
5 |
171 |
Short |
|
10/10/2001 |
00.00 |
$1,055.73 |
5 |
($160.84) ($1,972.07) |
$4.94 ($147.55) |
0.00% (0.15%) |
Cover |
|
10/11/2001 |
00.00 |
$1,085.26 |
5 |
172 |
Buy |
|
10/11/2001 |
00.00 |
$1,085.26 |
5 |
($62.09) ($2,034.17) |
$146.19 ($152.55) |
0.14% (0.15%) |
Sell |
|
10/18/2001 |
00.00 |
$1,075.48 |
5 |
173 |
Short |
|
10/18/2001 |
00.00 |
$1,075.48 |
5 |
($92.09) ($2,126.27) |
$111.19 ($195.05) |
0.11% (0.19%) |
Cover |
|
11/05/2001 |
00.00 |
$1,091.26 |
5 |
174 |
Short |
|
10/30/2001 |
00.00 |
$1,072.23 |
5 |
($108.34) ($2,234.62) |
$94.94 ($155.05) |
0.09% (0.15%) |
Cover |
|
11/05/2001 |
00.00 |
$1,091.26 |
5 |
175 |
Buy |
|
11/05/2001 |
00.00 |
$1,091.26 |
5 |
$171.65 ($2,062.97) |
$367.44 ($81.30) |
0.37% (0.08%) |
Sell |
|
11/29/2001 |
00.00 |
$1,128.23 |
5 |
176 |
Buy |
|
11/14/2001 |
00.00 |
$1,142.01 |
5 |
($82.09) ($2,145.07) |
$113.69 ($133.80) |
0.11% (0.13%) |
Sell |
|
11/29/2001 |
00.00 |
$1,128.23 |
5 |
177 |
Buy |
|
11/26/2001 |
00.00 |
$1,153.76 |
5 |
($140.84) ($2,285.92) |
$54.94 ($127.55) |
0.05% (0.13%) |
Sell |
|
11/29/2001 |
00.00 |
$1,128.23 |
5 |
178 |
Short |
|
11/29/2001 |
00.00 |
$1,128.23 |
5 |
($112.09) ($2,398.02) |
$16.19 ($113.80) |
0.01% (0.11%) |
Cover |
|
12/05/2001 |
00.00 |
$1,148.01 |
5 |
179 |
Buy |
|
12/05/2001 |
00.00 |
$1,148.01 |
5 |
($60.84) ($2,458.87) |
$136.19 ($101.30) |
0.13% (0.10%) |
Sell |
|
12/11/2001 |
00.00 |
$1,138.48 |
5 |
180 |
Short |
|
12/11/2001 |
00.00 |
$1,138.48 |
5 |
($17.09) ($2,475.97) |
$117.44 ($120.05) |
0.12% (0.12%) |
Cover |
|
12/18/2001 |
00.00 |
$1,139.26 |
5 |
181 |
Buy |
|
12/18/2001 |
00.00 |
$1,139.26 |
5 |
($3.34) ($2,479.32) |
$134.94 ($87.55) |
0.13% (0.08%) |
Sell |
|
01/02/2002 |
00.00 |
$1,141.23 |
5 |
182 |
Buy |
|
12/28/2001 |
00.00 |
$1,159.76 |
5 |
($105.84) ($2,585.17) |
$32.44 ($92.55) |
0.03% (0.09%) |
Sell |
|
01/02/2002 |
00.00 |
$1,141.23 |
5 |
183 |
Short |
|
01/02/2002 |
00.00 |
$1,141.23 |
5 |
($88.34) ($2,673.52) |
$23.69 ($108.80) |
0.02% (0.11%) |
Cover |
|
01/03/2002 |
00.00 |
$1,156.26 |
5 |
184 |
Buy |
|
01/03/2002 |
00.00 |
$1,156.26 |
5 |
($37.09) ($2,710.62) |
$111.19 ($98.80) |
0.11% (0.10%) |
Sell |
|
01/10/2002 |
00.00 |
$1,151.48 |
5 |
185 |
Short |
|
01/10/2002 |
00.00 |
$1,151.48 |
5 |
$80.40 ($2,630.22) |
$169.94 ($121.30) |
0.17% (0.12%) |
Cover |
|
01/24/2002 |
00.00 |
$1,132.76 |
5 |
186 |
Buy |
|
01/24/2002 |
00.00 |
$1,132.76 |
5 |
($33.34) ($2,663.57) |
$34.94 ($76.30) |
0.03% (0.07%) |
Sell |
|
01/25/2002 |
00.00 |
$1,128.73 |
5 |
187 |
Short |
|
01/25/2002 |
00.00 |
$1,128.73 |
5 |
$66.65 ($2,596.92) |
$266.19 ($55.05) |
0.27% (0.05%) |
Cover |
|
02/12/2002 |
00.00 |
$1,112.76 |
5 |
188 |
Short |
|
01/30/2002 |
00.00 |
$1,097.48 |
5 |
($89.59) ($2,686.52) |
$109.94 ($203.80) |
0.11% (0.20%) |
Cover |
|
02/12/2002 |
00.00 |
$1,112.76 |
5 |
189 |
Buy |
|
02/12/2002 |
00.00 |
$1,112.76 |
5 |
$181.65 ($2,504.87) |
$323.69 ($195.05) |
0.33% (0.20%) |
Sell |
|
03/21/2002 |
00.00 |
$1,151.73 |
5 |
190 |
Buy |
|
02/26/2002 |
00.00 |
$1,113.51 |
5 |
$177.90 ($2,326.97) |
$319.94 ($132.55) |
0.32% (0.13%) |
Sell |
|
03/21/2002 |
00.00 |
$1,151.73 |
5 |
191 |
Short |
|
03/21/2002 |
00.00 |
$1,151.73 |
5 |
$551.65 ($1,775.32) |
$863.69 ($117.55) |
0.88% (0.12%) |
Cover |
|
06/18/2002 |
00.00 |
$1,038.76 |
5 |
192 |
Short |
|
04/03/2002 |
00.00 |
$1,136.98 |
5 |
$477.90 ($1,297.42) |
$789.94 ($40.05) |
0.80% (0.04%) |
Cover |
|
06/18/2002 |
00.00 |
$1,038.76 |
5 |
193 |
Short |
|
04/23/2002 |
00.00 |
$1,105.98 |
5 |
$322.90 ($974.52) |
$634.94 ($110.05) |
0.64% (0.11%) |
Cover |
|
06/18/2002 |
00.00 |
$1,038.76 |
5 |
194 |
Short |
|
05/07/2002 |
00.00 |
$1,049.98 |
5 |
$42.90 ($931.62) |
$354.94 ($295.05) |
0.35% (0.29%) |
Cover |
|
06/18/2002 |
00.00 |
$1,038.76 |
5 |
195 |
Short |
|
05/21/2002 |
00.00 |
$1,090.73 |
5 |
$246.65 ($684.97) |
$558.69 ($78.80) |
0.57% (0.08%) |
Cover |
|
06/18/2002 |
00.00 |
$1,038.76 |
5 |
196 |
Short |
|
05/29/2002 |
00.00 |
$1,069.98 |
5 |
$142.90 ($542.07) |
$454.94 ($100.05) |
0.46% (0.10%) |
Cover |
|
06/18/2002 |
00.00 |
$1,038.76 |
5 |
197 |
Buy |
|
06/18/2002 |
00.00 |
$1,038.76 |
5 |
($183.34) ($725.42) |
$33.69 ($170.05) |
0.03% (0.17%) |
Sell |
|
06/21/2002 |
00.00 |
$1,004.73 |
5 |
198 |
Short |
|
06/21/2002 |
00.00 |
$1,004.73 |
5 |
$45.40 ($680.02) |
$296.19 ($106.30) |
0.29% (0.10%) |
Cover |
|
06/28/2002 |
00.00 |
$993.01 |
5 |
199 |
Buy |
|
06/28/2002 |
00.00 |
$993.01 |
5 |
($48.34) ($728.37) |
$51.19 ($145.05) |
0.05% (0.14%) |
Sell |
|
07/01/2002 |
00.00 |
$985.98 |
5 |
200 |
Short |
|
07/01/2002 |
00.00 |
$985.98 |
5 |
($13.34) ($741.72) |
$256.19 ($86.30) |
0.25% (0.08%) |
Cover |
|
07/08/2002 |
00.00 |
$986.01 |
5 |
201 |
Buy |
|
07/08/2002 |
00.00 |
$986.01 |
5 |
($354.59) ($1,096.32) |
$48.69 ($341.30) |
0.04% (0.34%) |
Sell |
|
07/11/2002 |
00.00 |
$917.73 |
5 |
202 |
Short |
|
07/11/2002 |
00.00 |
$917.73 |
5 |
$296.65 ($799.66) |
$733.69 ($218.80) |
0.74% (0.22%) |
Cover |
|
07/29/2002 |
00.00 |
$855.76 |
5 |
203 |
Buy |
|
07/29/2002 |
00.00 |
$855.76 |
5 |
($29.59) ($829.26) |
$301.19 ($155.05) |
0.30% (0.15%) |
Sell |
|
08/05/2002 |
00.00 |
$852.48 |
5 |
204 |
Short |
|
08/05/2002 |
00.00 |
$852.48 |
5 |
($284.59) ($1,113.86) |
$119.94 ($271.30) |
0.12% (0.27%) |
Cover |
|
08/09/2002 |
00.00 |
$906.76 |
5 |
205 |
Buy |
|
08/09/2002 |
00.00 |
$906.76 |
5 |
$135.40 ($978.46) |
$296.19 ($165.05) |
0.29% (0.16%) |
Sell |
|
08/26/2002 |
00.00 |
$936.48 |
5 |
206 |
Short |
|
08/26/2002 |
00.00 |
$936.48 |
5 |
($88.34) ($1,066.81) |
$33.69 ($128.80) |
0.03% (0.13%) |
Cover |
|
08/27/2002 |
00.00 |
$951.51 |
5 |
207 |
Buy |
|
08/27/2002 |
00.00 |
$951.51 |
5 |
($122.09) ($1,188.91) |
$24.94 ($108.80) |
0.02% (0.10%) |
Sell |
|
08/28/2002 |
00.00 |
$929.73 |
5 |
208 |
Short |
|
08/28/2002 |
00.00 |
$929.73 |
5 |
$95.40 ($1,093.51) |
$302.44 ($133.80) |
0.30% (0.13%) |
Cover |
|
09/10/2002 |
00.00 |
$908.01 |
5 |
209 |
Buy |
|
09/10/2002 |
00.00 |
$908.01 |
5 |
($133.34) ($1,226.86) |
$98.69 ($127.55) |
0.09% (0.12%) |
Sell |
|
09/13/2002 |
00.00 |
$883.98 |
5 |
210 |
Short |
|
09/13/2002 |
00.00 |
$883.98 |
5 |
$134.15 ($1,092.71) |
$428.69 ($160.05) |
0.43% (0.16%) |
Cover |
|
10/02/2002 |
00.00 |
$854.51 |
5 |
211 |
Short |
|
09/30/2002 |
00.00 |
$824.23 |
5 |
($164.59) ($1,257.31) |
$129.94 ($163.80) |
0.13% (0.16%) |
Cover |
|
10/02/2002 |
00.00 |
$854.51 |
5 |
212 |
Buy |
|
10/02/2002 |
00.00 |
$854.51 |
5 |
($170.84) ($1,428.16) |
$1.19 ($221.30) |
0.00% (0.22%) |
Sell |
|
10/03/2002 |
00.00 |
$822.98 |
5 |
213 |
Short |
|
10/03/2002 |
00.00 |
$822.98 |
5 |
($118.34) ($1,546.51) |
$278.69 ($158.80) |
0.28% (0.16%) |
Cover |
|
10/14/2002 |
00.00 |
$844.01 |
5 |
214 |
Buy |
|
10/14/2002 |
00.00 |
$844.01 |
5 |
$154.15 ($1,392.36) |
$304.94 ($223.80) |
0.30% (0.22%) |
Sell |
|
10/25/2002 |
00.00 |
$877.48 |
5 |
215 |
Short |
|
10/25/2002 |
00.00 |
$877.48 |
5 |
($125.84) ($1,518.21) |
$11.19 ($137.55) |
0.01% (0.13%) |
Cover |
|
10/28/2002 |
00.00 |
$900.01 |
5 |
216 |
Buy |
|
10/28/2002 |
00.00 |
$900.01 |
5 |
($124.59) ($1,642.81) |
$46.19 ($170.05) |
0.04% (0.17%) |
Sell |
|
11/01/2002 |
00.00 |
$877.73 |
5 |
217 |
Buy |
|
10/31/2002 |
00.00 |
$895.76 |
5 |
($103.34) ($1,746.16) |
$14.94 ($93.80) |
0.01% (0.09%) |
Sell |
|
11/01/2002 |
00.00 |
$877.73 |
5 |
218 |
Short |
|
11/01/2002 |
00.00 |
$877.73 |
5 |
($144.59) ($1,890.76) |
$13.69 ($131.30) |
0.01% (0.13%) |
Cover |
|
11/04/2002 |
00.00 |
$904.01 |
5 |
219 |
Buy |
|
11/04/2002 |
00.00 |
$904.01 |
5 |
($80.84) ($1,971.61) |
$112.44 ($145.05) |
0.11% (0.14%) |
Sell |
|
11/11/2002 |
00.00 |
$890.48 |
5 |
220 |
Short |
|
11/11/2002 |
00.00 |
$890.48 |
5 |
($89.59) ($2,061.21) |
$101.19 ($101.30) |
0.10% (0.10%) |
Cover |
|
11/15/2002 |
00.00 |
$905.76 |
5 |
221 |
Buy |
|
11/15/2002 |
00.00 |
$905.76 |
5 |
$46.65 ($2,014.56) |
$247.44 ($122.55) |
0.25% (0.12%) |
Sell |
|
12/04/2002 |
00.00 |
$917.73 |
5 |
222 |
Buy |
|
11/28/2002 |
00.00 |
$941.01 |
5 |
($129.59) ($2,144.16) |
$71.19 ($145.05) |
0.07% (0.14%) |
Sell |
|
12/04/2002 |
00.00 |
$917.73 |
5 |
223 |
Short |
|
12/04/2002 |
00.00 |
$917.73 |
5 |
$75.40 ($2,068.76) |
$194.94 ($108.80) |
0.19% (0.11%) |
Cover |
|
12/26/2002 |
00.00 |
$900.01 |
5 |
224 |
Short |
|
12/19/2002 |
00.00 |
$885.98 |
5 |
($83.34) ($2,152.11) |
$36.19 ($87.55) |
0.03% (0.08%) |
Cover |
|
12/26/2002 |
00.00 |
$900.01 |
5 |
225 |
Buy |
|
12/26/2002 |
00.00 |
$900.01 |
5 |
($157.09) ($2,309.21) |
$16.19 ($143.80) |
0.01% (0.14%) |
Sell |
|
12/30/2002 |
00.00 |
$871.23 |
5 |
226 |
Short |
|
12/30/2002 |
00.00 |
$871.23 |
5 |
($205.84) ($2,515.06) |
$16.19 ($192.55) |
0.01% (0.19%) |
Cover |
|
01/03/2003 |
00.00 |
$909.76 |
5 |
227 |
Buy |
|
01/03/2003 |
00.00 |
$909.76 |
5 |
$15.40 ($2,499.66) |
$136.19 ($136.30) |
0.13% (0.13%) |
Sell |
|
01/16/2003 |
00.00 |
$915.48 |
5 |
228 |
Short |
|
01/16/2003 |
00.00 |
$915.48 |
5 |
$275.40 ($2,224.26) |
$397.44 ($86.30) |
0.40% (0.08%) |
Cover |
|
02/03/2003 |
00.00 |
$857.76 |
5 |
229 |
Buy |
|
02/03/2003 |
00.00 |
$857.76 |
5 |
($142.09) ($2,366.36) |
$31.19 ($128.80) |
0.03% (0.13%) |
Sell |
|
02/07/2003 |
00.00 |
$831.98 |
5 |
230 |
Short |
|
02/07/2003 |
00.00 |
$831.98 |
5 |
($39.59) ($2,405.96) |
$133.69 ($87.55) |
0.13% (0.08%) |
Cover |
|
02/17/2003 |
00.00 |
$837.26 |
5 |
231 |
Buy |
|
02/17/2003 |
00.00 |
$837.26 |
5 |
($44.59) ($2,450.56) |
$79.94 ($117.55) |
0.08% (0.12%) |
Sell |
|
02/25/2003 |
00.00 |
$830.98 |
5 |
232 |
Short |
|
02/25/2003 |
00.00 |
$830.98 |
5 |
($93.34) ($2,543.91) |
$68.69 ($97.55) |
0.07% (0.10%) |
Cover |
|
03/03/2003 |
00.00 |
$847.01 |
5 |
233 |
Buy |
|
03/03/2003 |
00.00 |
$847.01 |
5 |
($88.34) ($2,632.26) |
$29.94 ($75.05) |
0.03% (0.07%) |
Sell |
|
03/04/2003 |
00.00 |
$831.98 |
5 |
234 |
Short |
|
03/04/2003 |
00.00 |
$831.98 |
5 |
($15.84) ($2,648.11) |
$219.94 ($105.05) |
0.22% (0.10%) |
Cover |
|
03/14/2003 |
00.00 |
$832.51 |
5 |
235 |
Buy |
|
03/14/2003 |
00.00 |
$832.51 |
5 |
$126.65 ($2,521.46) |
$316.19 ($147.55) |
0.32% (0.15%) |
Sell |
|
03/25/2003 |
00.00 |
$860.48 |
5 |
236 |
Short |
|
03/25/2003 |
00.00 |
$860.48 |
5 |
($132.09) ($2,653.56) |
$102.44 ($125.05) |
0.10% (0.12%) |
Cover |
|
04/03/2003 |
00.00 |
$884.26 |
5 |
237 |
Buy |
|
04/03/2003 |
00.00 |
$884.26 |
5 |
($113.34) ($2,766.91) |
$103.69 ($146.30) |
0.10% (0.15%) |
Sell |
|
04/10/2003 |
00.00 |
$864.23 |
5 |
238 |
Short |
|
04/10/2003 |
00.00 |
$864.23 |
5 |
($124.59) ($2,891.51) |
$13.69 ($115.05) |
0.01% (0.11%) |
Cover |
|
04/15/2003 |
00.00 |
$886.51 |
5 | |
 | Note. For a hint on
special terms roll the mouse pointer over the word you'd like to
know about and left-click once. If there is a hint provided for that
term, a question mark will be displayed near the pointer. You can
drag the hint pop-up over the screen - press and hold the mouse
button within the hint field. To hide the hint, left-click the page
outside the hint field.
|
|
|
Total Trade Analysis |
 |
 |
|
All
Trades
 |
Long
Trades
 |
Short
Trades
 |
Total
# of Trades |
238 |
119 |
119 |
Total
# of Outlier Trades |
48 |
21 |
27 |
Total
# of Open Trades |
2 |
2 |
0 |
Number
Winning Trades |
79 |
37 |
42 |
Number
Losing Trades |
159 |
82 |
77 |
Max
Trade Run-up |
$1,323.69 |
$793.69 |
$1,323.69 |
Max
Trade Drawdown |
($762.55) |
($762.55) |
($358.80) |
Max
Trade Run-up (%) |
1.36% |
0.81% |
1.36% |
Max
Trade Drawdown (%) |
(0.76%) |
(0.76%) |
(0.36%) |
Avg
Trade Run-up |
$202.63 |
$167.52 |
$237.73 |
Avg
Trade Drawdown |
($148.19) |
($147.57) |
($148.80) |
Percent
Profitable |
33.19% |
31.09% |
35.29% |
Avg
Trade (win & loss) |
($12.14) |
($23.87) |
($0.42) |
Average
Winning Trade |
$190.09 |
$172.73 |
$205.40 |
Average
Losing Trade |
($112.63) |
($112.58) |
($112.69) |
Ratio
Avg Win / Avg Loss |
1.68 |
1.53 |
1.82 |
Largest
Winning Trade |
$896.65 |
$526.65 |
$896.65 |
Largest
Losing Trade |
($620.84) |
($620.84) |
($335.84) |
Max
Consec. Winners |
8 |
3 |
7 |
Max
Consec. Losers |
15 |
11 |
13 |
Largest
Consec. Profit |
$2,144.45 |
$958.30 |
$2,066.60 |
Largest
Consec. Loss |
($1,391.49) |
($1,070.59) |
($1,527.04) |
Largest
Consec. Profit (%) |
2.16% |
0.95% |
2.07% |
Largest
Consec. Loss (%) |
(1.40%) |
(1.08%) |
(1.55%) | |
Trade Series
Analysis |
 |
Z-score
|
(1.32) |
Confidence
Limits |
(0.81) |
Strategy
ME |
(12.14) |

|
# |
Winning Trade
Series |
Losing Trade
Series |
#
of series |
Avg
Win / Series |
Avg
Loss Next Trade |
#
of series |
Avg
Loss / Series |
Avg
Win Next Trade |
1 |
31 |
$135.19 |
($325.28) |
10 |
($95.34) |
$345.55 |
2 |
11 |
$421.02 |
($440.59) |
13 |
($221.21) |
$494.80 |
3 |
3 |
$454.95 |
($598.24) |
11 |
($478.23) |
$169.94 |
4 |
1 |
$586.60 |
($629.24) |
5 |
($460.39) |
$141.48 |
5 |
1 |
$2,099.50 |
($204.19) |
4 |
($540.99) |
$264.55 |
6 |
0 |
$0.00 |
$0.00 |
3 |
($482.51) |
$226.36 |
8 |
1 |
$2,144.45 |
($183.34) |
1 |
($866.79) |
$87.90 |
9 |
0 |
$0.00 |
$0.00 |
1 |
($647.64) |
$80.40 |
15 |
0 |
$0.00 |
$0.00 |
1 |
($1,391.49) |
$647.45 | | |
 | Note i. To receive
an advanced report use
(advanced view) and (simple
view) buttons. Statistics related to the advanced view are shown
over a gray background. Note ii. For a hint on special
terms roll the mouse pointer over the word you'd like to know about
and left-click once. If there is a hint provided for that term, a
question mark will be displayed near the pointer. You can drag the
hint pop-up over the screen - press and hold the mouse button within
the hint field. To hide the hint, left-click the page outside the
hint field.
|
Time Analysis |
 |
Compression
|
Daily |
Start
Date |
Wed Sep 17 00:00:00 1997 |
End
Date |
Thu May 15 00:00:00 2003 |
Trading
Period |
2,066.00 days |
Time
in the Market |
2,066.00 days |
Percent
in the Market |
100.00% |
Longest
flat period |
0.00 days |
Avg
Time in Trades |
11.59 days |
Avg
Time in Winning Trades |
21.96 days |
Avg
Time in Losing Trades |
6.44 days |
Avg
# Bars in Trades |
9.04 |
Avg
# Bars in Winning Trades |
16.22 |
Avg
# Bars in Losing Trades |
5.47 |
Avg
Time Between Trades |
0.00 days |
Avg
Time Between Winning Trades |
9.70 days |
Avg
Time Between Losing Trades |
6.46 days |
Max
Run-up Date |
Thu Mar 22 00:00:00 2001 |
Max
DrawDown Date |
Tue Sep 01 00:00:00 1998
| |
Note. For a hint on
special terms roll the mouse pointer over the word you'd like to
know about and left-click once. If there is a hint provided for that
term, a question mark will be displayed near the pointer. You can
drag the hint pop-up over the screen - press and hold the mouse
button within the hint field. To hide the hint, left-click the page
outside the hint field.
|
|
|
Daily Trading Summary |
 |
 |
Daily
Period Analysis |
Period |
Profit Profit
(%) |
Gross
Profit Gross
Loss |
#
Trades %
Profitable |
11/25/02 |
$5.00 0.00% |
$5.00 $0.00 |
1 100.00% |
11/26/02 |
($240.80) (0.24%) |
$0.00 ($240.80) |
2 0.00% |
11/27/02 |
$100.44 0.10% |
$127.50 ($27.05) |
2 50.00% |
11/28/02 |
$0.00 0.00% |
$0.00 $0.00 |
2 0.00% |
11/29/02 |
($42.50) (0.04%) |
$0.00 ($42.50) |
2 0.00% |
12/02/02 |
($85.80) (0.08%) |
$17.50 ($103.30) |
3 66.66% |
12/03/02 |
($220.90) (0.22%) |
$0.00 ($220.90) |
3 0.00% |
12/04/02 |
($35.10) (0.03%) |
$20.00 ($55.10) |
3 33.33% |
12/05/02 |
$47.50 0.04% |
$47.50 $0.00 |
1 100.00% |
12/06/02 |
($20.00) (0.02%) |
$0.00 ($20.00) |
1 0.00% |
12/09/02 |
$121.25 0.12% |
$121.25 $0.00 |
1 100.00% |
12/10/02 |
($57.50) (0.05%) |
$0.00 ($57.50) |
1 0.00% |
12/11/02 |
($3.75) (0.00%) |
$0.00 ($3.75) |
1 0.00% |
12/12/02 |
$5.00 0.00% |
$5.00 $0.00 |
1 100.00% |
12/13/02 |
$73.75 0.07% |
$73.75 $0.00 |
1 100.00% |
12/16/02 |
($117.50) (0.11%) |
$0.00 ($117.50) |
1 0.00% |
12/17/02 |
($68.30) (0.06%) |
$31.25 ($99.55) |
2 50.00% |
12/18/02 |
$12.94 0.01% |
$56.25 ($43.30) |
2 50.00% |
12/19/02 |
$75.00 0.07% |
$75.00 $0.00 |
2 100.00% |
12/20/02 |
($117.50) (0.11%) |
$0.00 ($117.50) |
2 0.00% |
12/23/02 |
($35.80) (0.03%) |
$0.00 ($35.80) |
3 0.00% |
12/24/02 |
($92.15) (0.09%) |
$0.00 ($92.15) |
3 0.00% |
12/26/02 |
($205.90) (0.21%) |
$0.00 ($205.90) |
4 0.00% |
12/27/02 |
($113.35) (0.11%) |
$0.00 ($113.35) |
2 0.00% |
12/30/02 |
($33.80) (0.03%) |
$0.00 ($33.80) |
2 0.00% |
12/31/02 |
($25.00) (0.02%) |
$0.00 ($25.00) |
1 0.00% |
01/02/03 |
($158.35) (0.16%) |
$0.00 ($158.35) |
2 0.00% |
01/03/03 |
$6.19 0.00% |
$17.50 ($11.30) |
2 50.00% |
01/06/03 |
$75.00 0.07% |
$75.00 $0.00 |
1 100.00% |
01/07/03 |
($11.25) (0.01%) |
$0.00 ($11.25) |
1 0.00% |
01/08/03 |
($67.50) (0.06%) |
$0.00 ($67.50) |
1 0.00% |
01/09/03 |
$77.50 0.07% |
$77.50 $0.00 |
1 100.00% |
01/10/03 |
$3.75 0.00% |
$3.75 $0.00 |
1 100.00% |
01/13/03 |
($1.25) (0.00%) |
$0.00 ($1.25) |
1 0.00% |
01/14/03 |
($67.05) (0.06%) |
$5.00 ($72.05) |
2 50.00% |
01/15/03 |
($93.35) (0.09%) |
$0.00 ($93.35) |
2 0.00% |
01/16/03 |
($7.55) (0.00%) |
$13.75 ($21.30) |
2 50.00% |
01/17/03 |
$68.75 0.07% |
$68.75 $0.00 |
1 100.00% |
01/20/03 |
$0.00 0.00% |
$0.00 $0.00 |
1 0.00% |
01/21/03 |
$73.75 0.07% |
$73.75 $0.00 |
1 100.00% |
01/22/03 |
$51.25 0.05% |
$51.25 $0.00 |
1 100.00% |
01/23/03 |
($23.75) (0.02%) |
$0.00 ($23.75) |
1 0.00% |
01/24/03 |
$113.75 0.11% |
$113.75 $0.00 |
1 100.00% |
01/27/03 |
$60.00 0.06% |
$60.00 $0.00 |
1 100.00% |
01/28/03 |
($35.00) (0.03%) |
$0.00 ($35.00) |
1 0.00% |
01/29/03 |
($28.75) (0.02%) |
$0.00 ($28.75) |
1 0.00% |
01/30/03 |
$2.94 0.00% |
$102.50 ($99.55) |
2 50.00% |
01/31/03 |
($114.60) (0.11%) |
$0.00 ($114.60) |
2 0.00% |
02/03/03 |
$3.69 0.00% |
$18.75 ($15.05) |
2 50.00% |
02/04/03 |
($55.00) (0.05%) |
$0.00 ($55.00) |
1 0.00% |
02/05/03 |
($90.80) (0.09%) |
$0.00 ($90.80) |
2 0.00% |
02/06/03 |
($112.10) (0.11%) |
$0.00 ($112.10) |
2 0.00% |
02/07/03 |
$2.44 0.00% |
$40.00 ($37.55) |
2 50.00% |
02/10/03 |
($25.00) (0.02%) |
$0.00 ($25.00) |
1 0.00% |
02/11/03 |
$33.75 0.03% |
$33.75 $0.00 |
1 100.00% |
02/12/03 |
$61.25 0.06% |
$61.25 $0.00 |
1 100.00% |
02/13/03 |
($112.05) (0.11%) |
$0.00 ($112.05) |
2 0.00% |
02/14/03 |
($90.85) (0.09%) |
$0.00 ($90.85) |
2 0.00% |
02/17/03 |
$9.94 0.01% |
$9.94 $0.00 |
2 50.00% |
02/18/03 |
$60.00 0.06% |
$60.00 $0.00 |
1 100.00% |
02/19/03 |
($22.50) (0.02%) |
$0.00 ($22.50) |
1 0.00% |
02/20/03 |
($40.00) (0.04%) |
$0.00 ($40.00) |
1 0.00% |
02/21/03 |
$43.75 0.04% |
$43.75 $0.00 |
1 100.00% |
02/24/03 |
($103.35) (0.10%) |
$0.00 ($103.35) |
2 0.00% |
02/25/03 |
($43.80) (0.04%) |
$0.00 ($43.80) |
2 0.00% |
02/26/03 |
$61.25 0.06% |
$61.25 $0.00 |
1 100.00% |
02/27/03 |
($110.80) (0.11%) |
$0.00 ($110.80) |
2 0.00% |
02/28/03 |
($72.10) (0.07%) |
$0.00 ($72.10) |
2 0.00% |
03/03/03 |
($104.65) (0.10%) |
$0.00 ($104.65) |
3 0.00% |
03/04/03 |
$48.69 0.05% |
$65.00 ($16.30) |
2 50.00% |
03/05/03 |
($36.25) (0.03%) |
$0.00 ($36.25) |
1 0.00% |
03/06/03 |
$48.75 0.05% |
$48.75 $0.00 |
1 100.00% |
03/07/03 |
($38.75) (0.03%) |
$0.00 ($38.75) |
1 0.00% |
03/10/03 |
$100.00 0.10% |
$100.00 $0.00 |
1 100.00% |
03/11/03 |
$42.50 0.04% |
$42.50 $0.00 |
1 100.00% |
03/12/03 |
($180.80) (0.18%) |
$0.00 ($180.80) |
2 0.00% |
03/13/03 |
($155.85) (0.15%) |
$0.00 ($155.85) |
2 0.00% |
03/14/03 |
($8.80) (0.00%) |
$0.00 ($8.80) |
2 0.00% |
03/17/03 |
$152.50 0.15% |
$152.50 $0.00 |
1 100.00% |
03/18/03 |
$26.25 0.02% |
$26.25 $0.00 |
1 100.00% |
03/19/03 |
$31.25 0.03% |
$31.25 $0.00 |
1 100.00% |
03/20/03 |
$10.00 0.01% |
$10.00 $0.00 |
1 100.00% |
03/21/03 |
$53.75 0.05% |
$53.75 $0.00 |
1 100.00% |
03/24/03 |
($154.60) (0.15%) |
$0.00 ($154.60) |
2 0.00% |
03/25/03 |
($61.30) (0.06%) |
$0.00 ($61.30) |
2 0.00% |
03/26/03 |
$23.75 0.02% |
$23.75 $0.00 |
1 100.00% |
03/27/03 |
$2.50 0.00% |
$2.50 $0.00 |
1 100.00% |
03/28/03 |
$45.00 0.04% |
$45.00 $0.00 |
1 100.00% |
03/31/03 |
$70.00 0.07% |
$70.00 $0.00 |
1 100.00% |
04/01/03 |
($212.05) (0.21%) |
$0.00 ($212.05) |
2 0.00% |
04/02/03 |
($187.10) (0.19%) |
$0.00 ($187.10) |
2 0.00% |
04/03/03 |
($53.80) (0.05%) |
$0.00 ($53.80) |
2 0.00% |
04/04/03 |
$47.50 0.04% |
$47.50 $0.00 |
1 100.00% |
04/07/03 |
($28.75) (0.02%) |
$0.00 ($28.75) |
1 0.00% |
04/08/03 |
($78.30) (0.08%) |
$6.25 ($84.55) |
2 50.00% |
04/09/03 |
($98.35) (0.10%) |
$0.00 ($98.35) |
2 0.00% |
04/10/03 |
($37.55) (0.03%) |
$0.00 ($37.55) |
2 0.00% |
04/11/03 |
$3.75 0.00% |
$3.75 $0.00 |
1 100.00% |
04/14/03 |
($77.55) (0.07%) |
$0.00 ($77.55) |
1 0.00% |
04/15/03 |
($0.05) (0.00%) |
$0.00 ($0.05) |
1 0.00% | | |

|
Daily
Rolling Period Analysis |
Period |
Profit Profit
(%) |
Gross
Profit Gross
Loss |
#
Trades %
Profitable |
09/17/-3 - 11/25/02 |
($1,953.27) (1.95%) |
$14,586.30 ($16,539.57) |
221 33.93% |
09/17/-3 - 11/26/02 |
($2,194.07) (2.19%) |
$14,500.05 ($16,694.12) |
222 33.78% |
09/17/-3 - 11/27/02 |
($1,939.07) (1.93%) |
$14,627.55 ($16,566.62) |
222 33.78% |
09/17/-3 - 11/28/02 |
($1,939.07) (1.93%) |
$14,627.55 ($16,566.62) |
222 33.78% |
09/17/-3 - 11/29/02 |
($1,981.57) (1.98%) |
$14,606.30 ($16,587.87) |
222 33.78% |
09/17/-3 - 12/02/02 |
($2,067.37) (2.06%) |
$14,615.05 ($16,682.42) |
223 33.63% |
09/17/-3 - 12/03/02 |
($2,184.97) (2.18%) |
$14,525.00 ($16,709.97) |
223 33.63% |
09/17/-3 - 12/04/02 |
($2,164.97) (2.16%) |
$14,525.00 ($16,689.97) |
223 33.63% |
09/17/-3 - 12/05/02 |
($2,117.46) (2.11%) |
$14,551.70 ($16,669.17) |
223 34.08% |
09/17/-3 - 12/06/02 |
($2,137.46) (2.13%) |
$14,531.70 ($16,669.17) |
223 34.08% |
09/17/-3 - 12/09/02 |
($2,016.21) (2.01%) |
$14,652.95 ($16,669.17) |
223 34.08% |
09/17/-3 - 12/10/02 |
($2,073.71) (2.07%) |
$14,595.45 ($16,669.17) |
223 34.08% |
09/17/-3 - 12/11/02 |
($2,077.46) (2.07%) |
$14,591.70 ($16,669.17) |
223 34.08% |
09/17/-3 - 12/12/02 |
($2,072.46) (2.07%) |
$14,596.70 ($16,669.17) |
223 34.08% |
09/17/-3 - 12/13/02 |
($1,998.71) (1.99%) |
$14,670.45 ($16,669.17) |
223 34.08% |
09/17/-3 - 12/16/02 |
($2,116.21) (2.11%) |
$14,552.95 ($16,669.17) |
223 34.08% |
09/17/-3 - 12/17/02 |
($2,184.52) (2.18%) |
$14,584.20 ($16,768.72) |
224 33.92% |
09/17/-3 - 12/18/02 |
($2,072.02) (2.07%) |
$14,640.45 ($16,712.47) |
224 33.92% |
09/17/-3 - 12/19/02 |
($1,997.02) (1.99%) |
$14,677.95 ($16,674.97) |
224 33.92% |
09/17/-3 - 12/20/02 |
($2,114.52) (2.11%) |
$14,619.20 ($16,733.72) |
224 33.92% |
09/17/-3 - 12/23/02 |
($2,150.32) (2.15%) |
$14,615.45 ($16,765.77) |
225 33.77% |
09/17/-3 - 12/24/02 |
($2,214.16) (2.21%) |
$14,600.40 ($16,814.57) |
225 33.77% |
09/17/-3 - 12/26/02 |
($2,322.47) (2.32%) |
$14,600.40 ($16,922.87) |
226 33.62% |
09/17/-3 - 12/27/02 |
($2,327.51) (2.32%) |
$14,600.40 ($16,927.92) |
226 33.62% |
09/17/-3 - 12/30/02 |
($2,356.26) (2.35%) |
$14,600.40 ($16,956.67) |
226 33.62% |
09/17/-3 - 12/31/02 |
($2,381.26) (2.38%) |
$14,600.40 ($16,981.67) |
226 33.62% |
09/17/-3 - 01/02/03 |
($2,539.61) (2.53%) |
$14,600.40 ($17,140.02) |
227 33.48% |
09/17/-3 - 01/03/03 |
($2,522.11) (2.52%) |
$14,600.40 ($17,122.52) |
227 33.48% |
09/17/-3 - 01/06/03 |
($2,447.11) (2.44%) |
$14,668.35 ($17,115.47) |
227 33.92% |
09/17/-3 - 01/07/03 |
($2,458.36) (2.45%) |
$14,657.10 ($17,115.47) |
227 33.92% |
09/17/-3 - 01/08/03 |
($2,525.86) (2.52%) |
$14,600.40 ($17,126.27) |
227 33.48% |
09/17/-3 - 01/09/03 |
($2,448.36) (2.44%) |
$14,667.10 ($17,115.47) |
227 33.92% |
09/17/-3 - 01/10/03 |
($2,444.61) (2.44%) |
$14,670.85 ($17,115.47) |
227 33.92% |
09/17/-3 - 01/13/03 |
($2,445.86) (2.44%) |
$14,669.60 ($17,115.47) |
227 33.92% |
09/17/-3 - 01/14/03 |
($2,512.91) (2.51%) |
$14,674.60 ($17,187.52) |
228 33.77% |
09/17/-3 - 01/15/03 |
($2,534.21) (2.53%) |
$14,615.80 ($17,150.02) |
228 33.77% |
09/17/-3 - 01/16/03 |
($2,520.46) (2.52%) |
$14,615.80 ($17,136.27) |
228 33.77% |
09/17/-3 - 01/17/03 |
($2,451.71) (2.45%) |
$14,663.75 ($17,115.47) |
228 34.21% |
09/17/-3 - 01/20/03 |
($2,451.71) (2.45%) |
$14,663.75 ($17,115.47) |
228 34.21% |
09/17/-3 - 01/21/03 |
($2,377.96) (2.37%) |
$14,737.50 ($17,115.47) |
228 34.21% |
09/17/-3 - 01/22/03 |
($2,326.71) (2.32%) |
$14,788.75 ($17,115.47) |
228 34.21% |
09/17/-3 - 01/23/03 |
($2,350.46) (2.35%) |
$14,765.00 ($17,115.47) |
228 34.21% |
09/17/-3 - 01/24/03 |
($2,236.71) (2.23%) |
$14,878.75 ($17,115.47) |
228 34.21% |
09/17/-3 - 01/27/03 |
($2,176.71) (2.17%) |
$14,938.75 ($17,115.47) |
228 34.21% |
09/17/-3 - 01/28/03 |
($2,211.71) (2.21%) |
$14,903.75 ($17,115.47) |
228 34.21% |
09/17/-3 - 01/29/03 |
($2,240.46) (2.24%) |
$14,875.00 ($17,115.47) |
228 34.21% |
09/17/-3 - 01/30/03 |
($2,237.51) (2.23%) |
$14,977.50 ($17,215.02) |
229 34.06% |
09/17/-3 - 01/31/03 |
($2,252.56) (2.25%) |
$14,891.20 ($17,143.77) |
229 34.06% |
09/17/-3 - 02/03/03 |
($2,233.81) (2.23%) |
$14,891.20 ($17,125.02) |
229 34.06% |
09/17/-3 - 02/04/03 |
($2,288.81) (2.28%) |
$14,891.20 ($17,180.02) |
229 34.06% |
09/17/-3 - 02/05/03 |
($2,379.61) (2.37%) |
$14,891.20 ($17,270.82) |
230 33.91% |
09/17/-3 - 02/06/03 |
($2,417.16) (2.41%) |
$14,891.20 ($17,308.37) |
230 33.91% |
09/17/-3 - 02/07/03 |
($2,377.16) (2.37%) |
$14,891.20 ($17,268.37) |
230 33.91% |
09/17/-3 - 02/10/03 |
($2,402.16) (2.40%) |
$14,891.20 ($17,293.37) |
230 33.91% |
09/17/-3 - 02/11/03 |
($2,368.41) (2.36%) |
$14,891.20 ($17,259.62) |
230 33.91% |
09/17/-3 - 02/12/03 |
($2,307.16) (2.30%) |
$14,950.40 ($17,257.57) |
230 34.34% |
09/17/-3 - 02/13/03 |
($2,419.21) (2.41%) |
$14,939.15 ($17,358.37) |
231 34.19% |
09/17/-3 - 02/14/03 |
($2,409.26) (2.40%) |
$14,891.20 ($17,300.47) |
231 33.76% |
09/17/-3 - 02/17/03 |
($2,409.26) (2.40%) |
$14,891.20 ($17,300.47) |
231 33.76% |
09/17/-3 - 02/18/03 |
($2,349.26) (2.34%) |
$14,947.90 ($17,297.17) |
231 34.19% |
09/17/-3 - 02/19/03 |
($2,371.76) (2.37%) |
$14,925.40 ($17,297.17) |
231 34.19% |
09/17/-3 - 02/20/03 |
($2,411.76) (2.41%) |
$14,891.20 ($17,302.97) |
231 33.76% |
09/17/-3 - 02/21/03 |
($2,368.01) (2.36%) |
$14,929.15 ($17,297.17) |
231 34.19% |
09/17/-3 - 02/24/03 |
($2,471.36) (2.47%) |
$14,891.20 ($17,362.57) |
232 33.62% |
09/17/-3 - 02/25/03 |
($2,507.61) (2.50%) |
$14,891.20 ($17,398.82) |
232 33.62% |
09/17/-3 - 02/26/03 |
($2,446.36) (2.44%) |
$14,895.40 ($17,341.77) |
232 34.05% |
09/17/-3 - 02/27/03 |
($2,557.16) (2.55%) |
$14,891.20 ($17,448.37) |
233 33.47% |
09/17/-3 - 02/28/03 |
($2,572.21) (2.57%) |
$14,891.20 ($17,463.42) |
233 33.47% |
09/17/-3 - 03/03/03 |
($2,661.81) (2.66%) |
$14,891.20 ($17,553.02) |
234 33.33% |
09/17/-3 - 03/04/03 |
($2,596.81) (2.59%) |
$14,926.65 ($17,523.47) |
234 33.76% |
09/17/-3 - 03/05/03 |
($2,633.06) (2.63%) |
$14,891.20 ($17,524.27) |
234 33.33% |
09/17/-3 - 03/06/03 |
($2,584.31) (2.58%) |
$14,939.15 ($17,523.47) |
234 33.76% |
09/17/-3 - 03/07/03 |
($2,623.06) (2.62%) |
$14,900.40 ($17,523.47) |
234 33.76% |
09/17/-3 - 03/10/03 |
($2,523.06) (2.52%) |
$15,000.40 ($17,523.47) |
234 33.76% |
09/17/-3 - 03/11/03 |
($2,480.56) (2.48%) |
$15,042.90 ($17,523.47) |
234 33.76% |
09/17/-3 - 03/12/03 |
($2,661.36) (2.66%) |
$15,015.40 ($17,676.77) |
235 33.61% |
09/17/-3 - 03/13/03 |
($2,663.91) (2.66%) |
$14,891.20 ($17,555.12) |
235 33.19% |
09/17/-3 - 03/14/03 |
($2,670.16) (2.67%) |
$14,891.20 ($17,561.37) |
235 33.19% |
09/17/-3 - 03/17/03 |
($2,517.66) (2.51%) |
$15,021.65 ($17,539.32) |
235 33.61% |
09/17/-3 - 03/18/03 |
($2,491.41) (2.49%) |
$15,047.90 ($17,539.32) |
235 33.61% |
09/17/-3 - 03/19/03 |
($2,460.16) (2.46%) |
$15,079.15 ($17,539.32) |
235 33.61% |
09/17/-3 - 03/20/03 |
($2,450.16) (2.45%) |
$15,089.15 ($17,539.32) |
235 33.61% |
09/17/-3 - 03/21/03 |
($2,396.41) (2.39%) |
$15,142.90 ($17,539.32) |
235 33.61% |
09/17/-3 - 03/24/03 |
($2,551.01) (2.55%) |
$15,017.85 ($17,568.87) |
236 33.47% |
09/17/-3 - 03/25/03 |
($2,596.01) (2.59%) |
$15,017.85 ($17,613.87) |
236 33.47% |
09/17/-3 - 03/26/03 |
($2,572.26) (2.57%) |
$15,017.85 ($17,590.12) |
236 33.47% |
09/17/-3 - 03/27/03 |
($2,569.76) (2.56%) |
$15,017.85 ($17,587.62) |
236 33.47% |
09/17/-3 - 03/28/03 |
($2,524.76) (2.52%) |
$15,017.85 ($17,542.62) |
236 33.47% |
09/17/-3 - 03/31/03 |
($2,454.76) (2.45%) |
$15,084.55 ($17,539.32) |
236 33.89% |
09/17/-3 - 04/01/03 |
($2,666.81) (2.66%) |
$15,027.05 ($17,693.87) |
237 33.75% |
09/17/-3 - 04/02/03 |
($2,699.36) (2.69%) |
$15,017.85 ($17,717.22) |
237 33.33% |
09/17/-3 - 04/03/03 |
($2,720.61) (2.72%) |
$15,017.85 ($17,738.47) |
237 33.33% |
09/17/-3 - 04/04/03 |
($2,673.11) (2.67%) |
$15,017.85 ($17,690.97) |
237 33.33% |
09/17/-3 - 04/07/03 |
($2,701.86) (2.70%) |
$15,017.85 ($17,719.72) |
237 33.33% |
09/17/-3 - 04/08/03 |
($2,780.16) (2.78%) |
$15,017.85 ($17,798.02) |
238 33.19% |
09/17/-3 - 04/09/03 |
($2,793.96) (2.79%) |
$15,017.85 ($17,811.82) |
238 33.19% |
09/17/-3 - 04/10/03 |
($2,817.71) (2.81%) |
$15,017.85 ($17,835.57) |
238 33.19% |
09/17/-3 - 04/11/03 |
($2,813.96) (2.81%) |
$15,017.85 ($17,831.82) |
238 33.19% |
09/17/-3 - 04/14/03 |
($2,891.51) (2.89%) |
$15,017.85 ($17,909.37) |
238 33.19% |
09/17/-3 - 04/15/03 |
($2,891.51) (2.89%) |
$15,017.85 ($17,909.37) |
238 33.19% | | |
Monthly Trading Summary |
 |
 |
Monthly
Average Analysis |
Period |
Profit |
Profit
(%) |
Profit
Factor |
#
Trades |
%
Profitable |
January |
($53.84) |
(0.05%) |
98.44% |
5 |
35.13% |
February |
$59.13 |
0.06% |
498.52% |
4 |
33.33% |
March |
$507.08 |
0.59% |
N/A |
5 |
54.76% |
April |
($131.02) |
(0.14%) |
N/A |
4 |
28.88% |
May |
($196.27) |
(0.21%) |
95.39% |
6 |
35.16% |
June |
($149.46) |
(0.15%) |
99.69% |
6 |
28.04% |
July |
($82.15) |
(0.11%) |
N/A |
4 |
46.85% |
August |
($0.70) |
(0.00%) |
N/A |
4 |
59.66% |
September |
($191.31) |
(0.19%) |
N/A |
5 |
38.25% |
October |
($291.12) |
(0.35%) |
61.23% |
6 |
35.83% |
Novemeber |
$33.84 |
0.02% |
N/A |
4 |
50.99% |
December |
($232.46) |
(0.27%) |
39.25% |
5 |
17.85% | |
Monthly
Period Analysis |
Period |
Profit Profit
(%) |
Gross
Profit Gross
Loss |
#
Trades %
Profitable |
09/-3 |
($64.20) (0.06%) |
$0.00 ($64.20) |
3 0.00% |
10/-3 |
($33.00) (0.03%) |
$62.89 ($95.90) |
4 25.00% |
11/-3 |
$114.59 0.11% |
$260.44 ($145.85) |
4 50.00% |
12/-3 |
($300.55) (0.30%) |
$130.34 ($430.90) |
7 42.85% |
01/-2 |
($291.30) (0.29%) |
$1.69 ($293.00) |
4 25.00% |
02/-2 |
$291.69 0.29% |
$306.25 ($14.55) |
2 50.00% |
03/-2 |
$175.74 0.17% |
$417.04 ($241.30) |
7 28.57% |
04/-2 |
($421.35) (0.43%) |
$0.00 ($421.35) |
7 0.00% |
05/-2 |
($605.50) (0.62%) |
$0.00 ($605.50) |
7 0.00% |
06/-2 |
($457.55) (0.47%) |
$67.94 ($525.50) |
7 14.28% |
07/-2 |
$405.79 0.42% |
$405.79 $0.00 |
3 100.00% |
08/-2 |
($518.35) (0.54%) |
$173.69 ($692.05) |
2 50.00% |
09/-2 |
($670.10) (0.71%) |
$199.54 ($869.65) |
7 42.85% |
10/-2 |
($330.85) (0.35%) |
$24.19 ($355.05) |
2 50.00% |
11/-2 |
$8.69 0.00% |
$155.34 ($146.65) |
4 50.00% |
12/-2 |
($116.80) (0.12%) |
$291.64 ($408.45) |
7 14.28% |
01/-1 |
$91.44 0.09% |
$199.90 ($108.45) |
5 40.00% |
02/-1 |
($466.75) (0.50%) |
$0.00 ($466.75) |
4 0.00% |
03/-1 |
$494.19 0.53% |
$594.09 ($99.90) |
5 40.00% |
04/-1 |
$71.54 0.07% |
$200.84 ($129.30) |
6 33.33% |
05/-1 |
$22.15 0.02% |
$313.39 ($291.24) |
5 40.00% |
06/-1 |
($575.55) (0.63%) |
$82.94 ($658.50) |
7 14.28% |
07/-1 |
$141.64 0.15% |
$384.59 ($242.95) |
5 60.00% |
08/-1 |
$454.89 0.50% |
$454.89 $0.00 |
5 100.00% |
09/-1 |
($545.50) (0.61%) |
$222.94 ($768.45) |
6 16.66% |
10/-1 |
$121.59 0.13% |
$370.84 ($249.25) |
5 40.00% |
11/-1 |
$319.14 0.35% |
$319.14 $0.00 |
2 100.00% |
12/-1 |
$48.29 0.05% |
$316.69 ($268.40) |
3 33.33% |
01/00 |
($57.90) (0.06%) |
$234.19 ($292.10) |
3 33.33% |
02/00 |
$133.69 0.15% |
$265.84 ($132.15) |
4 50.00% |
03/00 |
$501.59 0.56% |
$958.29 ($456.70) |
5 40.00% |
04/00 |
($550.85) (0.62%) |
$66.69 ($617.55) |
5 20.00% |
05/00 |
($157.15) (0.18%) |
$184.09 ($341.25) |
5 40.00% |
06/00 |
$26.19 0.03% |
$181.19 ($155.00) |
4 25.00% |
07/00 |
($593.80) (0.68%) |
$0.00 ($593.80) |
4 0.00% |
08/00 |
$747.59 0.86% |
$794.64 ($47.05) |
4 75.00% |
09/00 |
($592.70) (0.69%) |
$36.64 ($629.35) |
10 10.00% |
10/00 |
($449.35) (0.53%) |
$381.24 ($830.60) |
10 30.00% |
11/00 |
$451.29 0.53% |
$603.84 ($152.55) |
4 75.00% |
12/00 |
($359.30) (0.42%) |
$0.00 ($359.30) |
5 0.00% |
01/01 |
$66.54 0.07% |
$360.79 ($294.25) |
6 50.00% |
02/01 |
$666.29 0.79% |
$825.89 ($159.60) |
4 50.00% |
03/01 |
$1,294.44 1.53% |
$1,296.49 ($2.05) |
5 80.00% |
04/01 |
($212.15) (0.25%) |
$279.14 ($491.30) |
5 20.00% |
05/01 |
($418.45) (0.50%) |
$159.19 ($577.65) |
8 12.50% |
06/01 |
($350.50) (0.42%) |
$95.39 ($445.90) |
6 16.66% |
07/01 |
($560.55) (0.69%) |
$6.64 ($567.20) |
7 14.28% |
08/01 |
($113.40) (0.14%) |
$158.34 ($271.75) |
5 40.00% |
09/01 |
$685.39 0.84% |
$685.39 $0.00 |
2 100.00% |
10/01 |
($28.35) (0.03%) |
$194.59 ($222.95) |
5 60.00% |
11/01 |
($447.20) (0.55%) |
$171.64 ($618.85) |
6 16.66% |
12/01 |
($266.75) (0.33%) |
$0.00 ($266.75) |
6 0.00% |
01/02 |
($260.55) (0.32%) |
$80.39 ($340.95) |
8 12.50% |
02/02 |
$64.54 0.08% |
$159.89 ($95.35) |
4 50.00% |
03/02 |
$474.09 0.59% |
$474.09 $0.00 |
3 100.00% |
04/02 |
$763.39 0.95% |
$763.39 $0.00 |
3 100.00% |
05/02 |
$177.59 0.22% |
$272.14 ($94.55) |
6 83.33% |
06/02 |
$610.09 0.75% |
$870.09 ($260.00) |
10 70.00% |
07/02 |
$196.14 0.24% |
$565.79 ($369.65) |
5 60.00% |
08/02 |
($574.25) (0.72%) |
$204.59 ($778.85) |
6 33.33% |
09/02 |
$39.19 0.04% |
$375.84 ($336.65) |
5 60.00% |
10/02 |
($1,026.80) (1.33%) |
$154.14 ($1,180.95) |
10 10.00% |
11/02 |
($243.45) (0.31%) |
$127.94 ($371.40) |
7 14.28% |
12/02 |
($399.70) (0.53%) |
$75.39 ($475.10) |
6 16.66% |
01/03 |
$128.69 0.17% |
$290.79 ($162.10) |
4 50.00% |
02/03 |
($334.70) (0.44%) |
$0.00 ($334.70) |
6 0.00% |
03/03 |
$102.39 0.13% |
$193.34 ($90.95) |
5 40.00% |
04/03 |
($436.75) (0.59%) |
$0.00 ($436.75) |
3 0.00% | | |

|
Monthly
Rolling Period Analysis |
Period |
Profit Profit
(%) |
Gross
Profit Gross
Loss |
#
Trades %
Profitable |
09/-3 - 09/-3 |
($97.50) (0.09%) |
$0.00 ($97.50) |
3 0.00% |
09/-3 - 10/-3 |
($130.45) (0.13%) |
$62.89 ($193.35) |
5 20.00% |
09/-3 - 11/-3 |
($3.30) (0.00%) |
$297.54 ($300.85) |
7 42.85% |
09/-3 - 12/-3 |
($170.55) (0.17%) |
$427.89 ($598.45) |
11 36.36% |
09/-3 - 01/-2 |
($461.85) (0.46%) |
$385.79 ($847.65) |
14 35.71% |
09/-3 - 02/-2 |
($170.15) (0.17%) |
$692.04 ($862.20) |
15 33.33% |
09/-3 - 03/-2 |
$5.59 0.00% |
$1,080.29 ($1,074.70) |
20 35.00% |
09/-3 - 04/-2 |
($344.95) (0.34%) |
$1,080.29 ($1,425.25) |
25 28.00% |
09/-3 - 05/-2 |
($926.65) (0.92%) |
$1,080.29 ($2,006.95) |
30 23.33% |
09/-3 - 06/-2 |
($1,313.40) (1.31%) |
$1,148.24 ($2,461.65) |
35 22.85% |
09/-3 - 07/-2 |
($814.30) (0.81%) |
$1,554.04 ($2,368.35) |
36 27.77% |
09/-3 - 08/-2 |
($1,332.65) (1.33%) |
$1,727.74 ($3,060.40) |
37 27.02% |
09/-3 - 09/-2 |
($2,002.75) (2.00%) |
$1,856.09 ($3,858.85) |
43 27.90% |
09/-3 - 10/-2 |
($2,333.60) (2.33%) |
$1,811.09 ($4,144.70) |
44 27.27% |
09/-3 - 11/-2 |
($2,324.90) (2.32%) |
$1,966.44 ($4,291.35) |
47 27.65% |
09/-3 - 12/-2 |
($2,437.90) (2.43%) |
$2,258.09 ($4,696.00) |
52 26.92% |
09/-3 - 01/-1 |
($2,336.40) (2.33%) |
$2,457.99 ($4,794.40) |
55 29.09% |
09/-3 - 02/-1 |
($2,803.15) (2.80%) |
$2,258.09 ($5,061.25) |
57 24.56% |
09/-3 - 03/-1 |
($2,308.95) (2.30%) |
$2,763.89 ($5,072.85) |
61 26.22% |
09/-3 - 04/-1 |
($2,224.10) (2.22%) |
$2,964.74 ($5,188.85) |
64 28.12% |
09/-3 - 05/-1 |
($2,201.95) (2.20%) |
$3,211.44 ($5,413.40) |
68 27.94% |
09/-3 - 06/-1 |
($2,777.50) (2.77%) |
$3,216.79 ($5,994.30) |
73 27.39% |
09/-3 - 07/-1 |
($2,635.85) (2.63%) |
$3,601.39 ($6,237.25) |
77 28.57% |
09/-3 - 08/-1 |
($2,180.95) (2.18%) |
$4,056.29 ($6,237.25) |
80 31.25% |
09/-3 - 09/-1 |
($2,726.45) (2.72%) |
$4,140.04 ($6,866.50) |
85 29.41% |
09/-3 - 10/-1 |
($2,604.85) (2.60%) |
$4,398.34 ($7,003.20) |
89 30.33% |
09/-3 - 11/-1 |
($2,285.70) (2.28%) |
$4,717.49 ($7,003.20) |
90 31.11% |
09/-3 - 12/-1 |
($2,237.40) (2.23%) |
$4,922.49 ($7,159.90) |
92 30.43% |
09/-3 - 01/00 |
($2,295.30) (2.29%) |
$4,972.89 ($7,268.20) |
94 30.85% |
09/-3 - 02/00 |
($2,053.30) (2.05%) |
$5,143.69 ($7,197.00) |
96 32.29% |
09/-3 - 03/00 |
($1,551.70) (1.55%) |
$6,077.79 ($7,629.50) |
100 32.00% |
09/-3 - 04/00 |
($2,102.55) (2.10%) |
$6,144.49 ($8,247.05) |
104 31.73% |
09/-3 - 05/00 |
($2,241.40) (2.24%) |
$6,328.59 ($8,570.00) |
107 31.77% |
09/-3 - 06/00 |
($2,215.20) (2.21%) |
$6,462.74 ($8,677.95) |
110 31.81% |
09/-3 - 07/00 |
($2,809.00) (2.80%) |
$6,462.74 ($9,271.75) |
113 30.97% |
09/-3 - 08/00 |
($2,061.40) (2.06%) |
$7,046.59 ($9,108.00) |
116 32.75% |
09/-3 - 09/00 |
($2,654.10) (2.65%) |
$6,839.34 ($9,493.45) |
122 31.96% |
09/-3 - 10/00 |
($3,103.45) (3.10%) |
$7,220.59 ($10,324.04) |
130 32.30% |
09/-3 - 11/00 |
($2,652.15) (2.65%) |
$7,730.24 ($10,382.39) |
133 33.08% |
09/-3 - 12/00 |
($3,011.45) (3.01%) |
$7,498.44 ($10,509.89) |
135 31.85% |
09/-3 - 01/01 |
($2,919.85) (2.91%) |
$7,820.94 ($10,740.79) |
139 33.09% |
09/-3 - 02/01 |
($2,253.55) (2.25%) |
$8,543.04 ($10,796.59) |
142 33.80% |
09/-3 - 03/01 |
($959.10) (0.95%) |
$9,783.74 ($10,742.84) |
144 34.72% |
09/-3 - 04/01 |
($1,171.24) (1.17%) |
$10,062.89 ($11,234.14) |
148 34.45% |
09/-3 - 05/01 |
($1,589.69) (1.58%) |
$10,222.09 ($11,811.79) |
155 33.54% |
09/-3 - 06/01 |
($1,940.19) (1.94%) |
$10,246.19 ($12,186.39) |
160 33.12% |
09/-3 - 07/01 |
($2,440.69) (2.44%) |
$10,252.84 ($12,693.54) |
165 32.72% |
09/-3 - 08/01 |
($2,554.09) (2.55%) |
$10,411.19 ($12,965.28) |
169 33.13% |
09/-3 - 09/01 |
($1,868.69) (1.86%) |
$11,096.59 ($12,965.28) |
170 33.52% |
09/-3 - 10/01 |
($1,897.03) (1.89%) |
$11,291.19 ($13,188.23) |
174 33.90% |
09/-3 - 11/01 |
($2,344.23) (2.34%) |
$11,325.69 ($13,669.93) |
178 32.58% |
09/-3 - 12/01 |
($2,610.98) (2.61%) |
$11,325.69 ($13,936.68) |
183 31.69% |
09/-3 - 01/02 |
($2,846.43) (2.84%) |
$11,406.09 ($14,252.53) |
188 31.38% |
09/-3 - 02/02 |
($2,781.88) (2.78%) |
$11,472.75 ($14,254.63) |
190 31.57% |
09/-3 - 03/02 |
($2,307.78) (2.30%) |
$11,851.50 ($14,159.28) |
191 32.98% |
09/-3 - 04/02 |
($1,544.38) (1.54%) |
$12,614.90 ($14,159.28) |
193 33.67% |
09/-3 - 05/02 |
($1,366.78) (1.36%) |
$12,887.05 ($14,253.83) |
196 34.18% |
09/-3 - 06/02 |
($756.67) (0.75%) |
$13,662.60 ($14,419.28) |
200 34.50% |
09/-3 - 07/02 |
($545.47) (0.54%) |
$14,213.45 ($14,758.93) |
203 34.97% |
09/-3 - 08/02 |
($1,119.72) (1.11%) |
$14,163.85 ($15,283.58) |
208 34.61% |
09/-3 - 09/02 |
($1,080.52) (1.08%) |
$14,539.70 ($15,620.22) |
212 34.90% |
09/-3 - 10/02 |
($1,904.02) (1.90%) |
$14,478.35 ($16,382.37) |
219 33.78% |
09/-3 - 11/02 |
($1,981.57) (1.98%) |
$14,606.30 ($16,587.87) |
222 33.78% |
09/-3 - 12/02 |
($2,381.26) (2.38%) |
$14,600.40 ($16,981.67) |
226 33.62% |
09/-3 - 01/03 |
($2,252.56) (2.25%) |
$14,891.20 ($17,143.77) |
229 34.06% |
09/-3 - 02/03 |
($2,572.21) (2.57%) |
$14,891.20 ($17,463.42) |
233 33.47% |
09/-3 - 03/03 |
($2,454.76) (2.45%) |
$15,084.55 ($17,539.32) |
236 33.89% |
09/-3 - 04/03 |
($2,891.51) (2.89%) |
$15,017.85 ($17,909.37) |
238 33.19% | | |
Annual Trading Summary |
 |
 |
Annual
Period Analysis |
Period |
Profit Profit
(%) |
Gross
Profit Gross
Loss |
#
Trades %
Profitable |
1997 |
($137.25) (0.13%) |
$427.89 ($565.15) |
11 36.36% |
1998 |
($2,244.05) (2.30%) |
$1,873.99 ($4,118.05) |
41 24.39% |
1999 |
$190.44 0.19% |
$2,664.39 ($2,473.95) |
42 33.33% |
2000 |
($735.75) (0.76%) |
$2,759.74 ($3,495.50) |
43 34.88% |
2001 |
$401.19 0.41% |
$3,865.54 ($3,464.35) |
49 30.61% |
2002 |
$204.59 0.21% |
$3,274.69 ($3,070.10) |
46 39.13% |
2003 |
($510.25) (0.53%) |
$417.44 ($927.70) |
13 23.07% | | |

|
Annual
Rolling Period Analysis |
Period |
Profit Profit
(%) |
Gross
Profit Gross
Loss |
#
Trades %
Profitable |
1997 - 1997 |
($170.55) (0.17%) |
$427.89 ($598.45) |
11 36.36% |
1997 - 1998 |
($2,437.90) (2.53%) |
$2,258.09 ($4,696.00) |
52 26.92% |
1997 - 1999 |
($2,237.40) (2.32%) |
$4,922.49 ($7,159.90) |
92 30.43% |
1997 - 2000 |
($3,011.45) (3.13%) |
$7,498.44 ($10,509.89) |
135 31.85% |
1997 - 2001 |
($2,610.98) (2.71%) |
$11,325.69 ($13,936.68) |
183 31.69% |
1997 - 2002 |
($2,381.26) (2.47%) |
$14,600.40 ($16,981.67) |
226 33.62% |
1997 - 2003 |
($2,891.51) (3.01%) |
$15,017.85 ($17,909.37) |
238 33.19% | | |
 | Note i. To receive
an advanced report use
(advanced view) and (simple
view) buttons. Statistics related to the advanced view are shown
over a gray background. Note ii. For a hint on special
terms roll the mouse pointer over the word you'd like to know about
and left-click once. If there is a hint provided for that term, a
question mark will be displayed near the pointer. You can drag the
hint pop-up over the screen - press and hold the mouse button within
the hint field. To hide the hint, left-click the page outside the
hint field.
|
|