Trading Report produced on 10/19/2002 2:28:03 PM
Model Name: Gift 4
Trading Start Date: 1/1/2002
Trading Stop Date: 7/3/2003
Number of winning trades: 41
Number of losing trades: 23
Percent winning trades: 64.06%
Highest trade value: 11,050.00
Lowest trade value: -12,725.00
Average trade value: 1,805.4688
Std Dev of trade value: 5,855.6691
Ave period between trades: 4.48
Lowest Acct Equity: -5,650.00
Max. Intraday Drawdown: -24,700.00
Total Equity / Max. Drawdown: 4.6781
Closed Equity: 115,550.00
Open Equity: 0.00
Perfect profit: 643,025.00
Maximum 'desired' profit: 590,400.00 (91.82% of perfect)
Model's Profit: 115,550.00 (17.97% of perfect,
19.57% of 'desired')
Percent of Buy-N-Hold: 268.26%
Significance: 2.07
BioComp Profit settings:
Value Per Point: 250
Commission: 25
Slippage: 25
Start Date: 1/1/2002
Do Long: TRUE
Do Short: TRUE
Playing the market on the close.
Trades:
Date: Trans. Type:
Price: Profit:
Cumulative Profit:
1/4/2002 Short Entry 1,179.00
1/8/2002 Short Exit
1,167.00 2,950.00
2,950.00
1/8/2002 Long Entry
1,167.00
1/18/2002 Long Exit
1,132.80 -8,600.00
-5,650.00
1/18/2002 Short Entry 1,132.80
1/30/2002 Short Exit
1,119.20 3,350.00
-2,300.00
1/30/2002 Long Entry
1,119.20
2/11/2002 Long Exit
1,113.90 -1,375.00
-3,675.00
2/11/2002 Short Entry 1,113.90
2/19/2002 Short Exit
1,087.40 6,575.00
2,900.00
2/19/2002 Long Entry
1,087.40
2/26/2002 Long Exit
1,111.60 6,000.00
8,900.00
2/26/2002 Short Entry 1,111.60
3/1/2002 Short Exit
1,136.20 -6,200.00
2,700.00
3/1/2002 Long Entry
1,136.20
3/4/2002 Long Exit
1,155.40 4,750.00
7,450.00
3/4/2002 Short Entry
1,155.40
3/8/2002 Short Exit
1,167.50 -3,075.00
4,375.00
3/8/2002 Long Entry
1,167.50
3/11/2002 Long Exit
1,169.90 550.00
4,925.00
3/11/2002 Short Entry 1,169.90
3/12/2002 Short Exit
1,170.40 -175.00
4,750.00
3/12/2002 Long Entry
1,170.40
3/19/2002 Long Exit
1,175.10 1,125.00
5,875.00
3/19/2002 Short Entry 1,175.10
3/21/2002 Short Exit
1,153.60 5,325.00
11,200.00
3/21/2002 Long Entry
1,153.60
3/22/2002 Long Exit
1,150.50 -825.00
10,375.00
3/22/2002 Short Entry 1,150.50
3/26/2002 Short Exit
1,143.00 1,825.00
12,200.00
3/26/2002 Long Entry
1,143.00
3/28/2002 Long Exit
1,150.10 1,725.00
13,925.00
3/28/2002 Short Entry 1,150.10
4/3/2002 Short Exit
1,131.20 4,675.00
18,600.00
4/3/2002 Long Entry
1,131.20
4/9/2002 Long Exit
1,121.30 -2,525.00
16,075.00
4/9/2002 Short Entry
1,121.30
4/11/2002 Short Exit
1,104.80 4,075.00
20,150.00
4/11/2002 Long Entry
1,104.80
4/15/2002 Long Exit
1,105.20 50.00
20,200.00
4/15/2002 Short Entry 1,105.20
4/19/2002 Short Exit
1,127.60 -5,650.00
14,550.00
4/19/2002 Long Entry
1,127.60
5/1/2002 Long Exit
1,089.30 -9,625.00
4,925.00
5/1/2002 Short Entry
1,089.30
5/6/2002 Short Exit
1,052.70 9,100.00
14,025.00
5/6/2002 Long Entry
1,052.70
5/9/2002 Long Exit
1,074.90 5,500.00
19,525.00
5/9/2002 Short Entry
1,074.90
5/10/2002 Short Exit
1,055.00 4,925.00
24,450.00
5/10/2002 Long Entry
1,055.00
5/14/2002 Long Exit
1,099.40 11,050.00
35,500.00
5/14/2002 Short Entry 1,099.40
5/21/2002 Short Exit
1,084.00 3,800.00
39,300.00
5/21/2002 Long Entry
1,084.00
5/24/2002 Long Exit
1,083.30 -225.00
39,075.00
5/24/2002 Short Entry 1,083.30
5/28/2002 Short Exit
1,077.50 1,400.00
40,475.00
5/28/2002 Long Entry
1,077.50
6/18/2002 Long Exit
1,045.20 -8,125.00
32,350.00
6/18/2002 Short Entry 1,045.20
6/20/2002 Short Exit
1,007.80 9,300.00
41,650.00
6/20/2002 Long Entry
1,007.80
6/27/2002 Long Exit
992.00 -4,000.00
37,650.00
6/27/2002 Short Entry 992.00
7/2/2002 Short Exit
947.60 11,050.00
48,700.00
7/2/2002 Long Entry
947.60
7/5/2002 Long Exit
991.00 10,800.00
59,500.00
7/5/2002 Short Entry
991.00
7/9/2002 Short Exit
954.00 9,200.00
68,700.00
7/9/2002 Long Entry
954.00
7/16/2002 Long Exit
903.30 -12,725.00
55,975.00
7/16/2002 Short Entry 903.30
7/17/2002 Short Exit
905.00 -475.00
55,500.00
7/17/2002 Long Entry
905.00
7/18/2002 Long Exit
875.50 -7,425.00
48,075.00
7/18/2002 Short Entry 875.50
7/19/2002 Short Exit
844.00 7,825.00
55,900.00
7/19/2002 Long Entry
844.00
7/25/2002 Long Exit
836.80 -1,850.00
54,050.00
7/25/2002 Short Entry 836.80
7/26/2002 Short Exit
853.70 -4,275.00
49,775.00
7/26/2002 Long Entry
853.70
7/29/2002 Long Exit
893.70 9,950.00
59,725.00
7/29/2002 Short Entry 893.70
8/2/2002 Short Exit
865.00 7,125.00
66,850.00
8/2/2002 Long Entry
865.00
8/8/2002 Long Exit
905.70 10,125.00
76,975.00
8/8/2002 Short Entry
905.70
8/14/2002 Short Exit
918.00 -3,125.00
73,850.00
8/14/2002 Long Entry
918.00
8/15/2002 Long Exit
930.50 3,075.00
76,925.00
8/15/2002 Short Entry 930.50
8/21/2002 Short Exit
952.30 -5,500.00
71,425.00
8/21/2002 Long Entry
952.30
8/22/2002 Long Exit
961.10 2,150.00
73,575.00
8/22/2002 Short Entry 961.10
8/26/2002 Short Exit
947.50 3,350.00
76,925.00
8/26/2002 Long Entry
947.50
8/27/2002 Long Exit
936.50 -2,800.00
74,125.00
8/27/2002 Short Entry 936.50
8/28/2002 Short Exit
916.50 4,950.00
79,075.00
8/28/2002 Long Entry
916.50
8/30/2002 Long Exit
916.10 -150.00
78,925.00
8/30/2002 Short Entry 916.10
9/3/2002 Short Exit
877.70 9,550.00
88,475.00
9/3/2002 Long Entry
877.70
9/10/2002 Long Exit
911.10 8,300.00
96,775.00
9/10/2002 Short Entry 911.10
9/13/2002 Short Exit
891.20 4,925.00
101,700.00
9/13/2002 Long Entry
891.20
9/16/2002 Long Exit
893.00 400.00
102,100.00
9/16/2002 Short Entry 893.00
9/17/2002 Short Exit
872.50 5,075.00
107,175.00
9/17/2002 Long Entry
872.50
9/26/2002 Long Exit
854.50 -4,550.00
102,625.00
9/26/2002 Short Entry 854.50
9/30/2002 Short Exit
815.00 9,825.00
112,450.00
9/30/2002 Long Entry
815.00
10/2/2002 Long Exit
830.50 3,825.00
116,275.00
10/2/2002 Short Entry 830.50
10/3/2002 Short Exit
820.50 2,450.00
118,725.00
10/3/2002 Long Entry
820.50
10/14/2002 Long Exit
841.60 5,225.00
123,950.00
10/14/2002 Short Entry 841.60
10/17/2002 Short Exit 879.00
-9,400.00 114,550.00
10/17/2002 Long Entry 879.00
10/18/2002 Long Exit
883.20 1,000.00
115,550.00
10/18/2002 Short Entry 883.20
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