Strategy Performance Summary
All Trades Long Trades Short Trades Net Profit $948.4 $1012 ($63.6) Gross Profit $2106.8 $1731.2 $375.6 Gross Loss ($1158.4) ($719.2) ($439.2) Adjusted Net Profit ($163.42) ($54.36) ($500.05) Adjusted Gross Profit $1404.53 $1024.44 $158.75 Adjusted Gross Loss ($1567.96) ($1078.8) ($658.8) Select Net Profit $518 $581.6 ($174) Select Gross Profit $1341.6 $966 $40.4 Select Gross Loss ($823.6) ($384.4) ($214.4) Account Size Required $4194 $3834.8 $3874.4 Return on Account 22.61% 26.39% (1.64%) Avg Monthly Return n/a n/a n/a Monthly Return StdDev n/a n/a n/a Return on Initial Capital 18.97% 20.24% (1.27%) Max Strategy Drawdown n/a n/a n/a Max Strategy Drawdown (%) n/a n/a n/a Max Close To Close Drawdown ($694) ($334.8) ($374.4) Max Close To Close Drawdown (%) (11.81%) (6%) (7.05%) Return on Max Str Drawdown n/a n/a n/a Profit Factor 1.82 2.41 (0.86) Adjusted Profit Factor (0.9) (0.95) (0.24) Select Profit Factor 1.63 2.51 (0.19) Max # Contracts Held 1 1 1 Commission Paid $81.6 $48 $33.6 OpenPosition P/L $0 $0 $0 Annual Rate of Return 1650.36% 1819.73% (110.67%) Monthly Rate of Return 137.53% 151.64% (9.22%) Buy & Hold Return $129.91 $116.77 $68.73

Performance Ratios
Upside Potential Ratio n/a Sharpe Ratio n/a Sortino Ratio n/a Fouse Ratio n/a Calmar Ratio n/a Sterling Ratio n/a Net Prft / Largest Loss (283.27%) Net Prft / Max Trade Drawdown n/a Net Prft / Max Strategy Drawdown n/a Select Net Prft / Largest Loss (154.72%) Select Net Prft / Max Trade Drawdown n/a Select Net Prft / Max Strategy Drawdown n/a Adj Net Prft / Largest Loss 48.81% Adj Net Prft / Max Trade Drawdown n/a Adj Net Prft / Max Strategy Drawdown n/a

Time Analysis
Trading Period 4 Dys, 4 Hrs, 45 Mins Time in the Market n/a Percent in the Market n/a Longest flat period n/a Max Run-up Date n/a Max Drawdown Date n/a Max Strategy Drawdown Date n/a Max Close To Close Drawdown Date 22/7/2005 14:10:00

Total Trade Analysis
All Trades Long Trades Short Trades Total # of Trades 17 10 7 Total # of Open Trades 0 0 0 Number Winning Trades 9 6 3 Number Losing Trades 8 4 4 Percent Profitable 52.94% 60% 42.86% Avg Trade (win & loss) $55.79 $101.2 ($9.09) Average Winning Trade $234.09 $288.53 $125.2 Average Losing Trade ($144.8) ($179.8) ($109.8) Ratio Avg Win / Avg Loss 1.62 1.6 1.14 Largest Winning Trade $765.2 $765.2 $335.2 Largest Losing Trade ($334.8) ($334.8) ($224.8) Avg # Bars in Trades n/a n/a n/a Avg # Bars in Winning Trades n/a n/a n/a Avg # Bars in Losing Trades n/a n/a n/a Avg # Bars Between Trades n/a n/a n/a Avg # Bars Between Winning Trades n/a n/a n/a Avg # Bars Between Losing Trades n/a n/a n/a

Outliers
Total Positive Negative 1 Std. Deviation of Avg. Trade $258.9 $224.37 $98.99 Avg. Trade + 1 Std. Deviation $314.69 $458.46 ($45.81) Avg. Trade - 1 Std. Deviation ($203.11) $9.72 ($243.79) Number of Outliers 2 1 1 Outlier Profit/Loss $430.4 $765.2 ($334.8)

Run-up/Drawdown
Run-Up Drawdown Max Value n/a n/a Max Value Date n/a n/a Avg Value n/a n/a Max Value (%) n/a n/a Max Value (%) Date n/a n/a 1 Std. Deviation n/a n/a Avg + 1 Std. Deviation n/a n/a Avg - 1 Std. Deviation n/a n/a

Trade Series Analysis
Z-score 0.01 Confidence Limits n/a Strategy ME $55.79 Max Consec. Winners 4 Max Consec. Losers 3 Largest Consec. Profit $840.8 Largest Consec. Loss ($374.4) Largest Consec. Profit (%) 16.69% Largest Consec. Loss (%) (6.74%) # 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 3 $268.53 ($66.53) 1 ($334.8) $15.2 2 1 $230.2 ($44.8) 2 ($112.3) $110.2 3 1 ($124.8) $765.2 4 1 $210.2 ($334.8)

Monthly Trading Summary

Monthly Analysis Period Average Profit Gross Profit Gross Loss Profit Factor Average # Trades % Profitable

Monthly Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable

Monthly Rolling Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable

Annual Trading Summary

Annual Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable

Annual Rolling Period Analysis Period Profit Profit (%) Gross Profit Gross Loss # Trades % Profitable