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Actual Monthly Performance (Based on Closed Trades using Minimum
Trade/ Multiple)
Profits Losses Wins TRADES Net Points P/L Summary
Life of system return 149.46%
2002 Results $83,275 ($60,300) 34 79 107.70 $22,975.00 Total Trades
289
2003 Results $73,018 ($65,167) 55 114 54.20 $7,850.00 # Winning
Trades 126
Jan-04 $2,740 ($2,258) 3 7 3 $482.50 # Losing Trades 163
Feb-04 $2,462 ($3,087) 5 9 (1) ($625.00) Sharpe Ratio 0.38
Mar-04 $4,178 ($5,372) 4 12 (2) ($1,194.38) % Winning Trades 43.60%
Apr-04 $14,063 ($6,578) 3 13 33 $7,485.00 % Losing Trades 56.40%
May-04 $7,200 ($8,492) 2 12 (3) ($1,292.50) Sterling Ratio 1.29
Jun-04 $3,148 ($4,175) 3 7 (3) ($1,027.50) Avg. Winning Trade
$1,652.46
Jul-04 $3,885 ($5,225) 4 9 (4) ($1,340.00) Avg. Losing Trade
($1,048.13)
Aug-04 $5,717 ($2,878) 6 9 13 $2,840.00
Sep-04 $3,275 ($4,975) 3 11 (5) ($1,700.00) Profit Factor 1.22
Oct-04 $5,250 ($2,338) 4 7 13 $2,912.50 Drawdown Facts
*Max Draw Down ($11,812.50)
Duration Jun - Aug 03
Life of System Profits Losses Wins TRADES Net Points P/L *Peak to
Valley cumulative equity
Totals $208,210 ($170,844) 126 289 206.26 $37,366
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