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Trading Report produced on 10/14/2002 11:51:19 AM
Trading Start Date: 1/1/2002
Trading Stop Date: 8/12/2002
Number of winning trades: 52
Number of losing trades: 39
Percent winning trades: 57.14%
Highest trade value: 11,250.00
Lowest trade value: -18,500.00
Average trade value: 906.3187
Std Dev of trade value: 5,398.7912
Ave period between trades: 2.97
Lowest Acct Equity: -3,725.00
Max. Intraday Drawdown: -26,100.00
Total Equity / Max. Drawdown: 3.16
Closed Equity: 82,475.00
Open Equity: 0.00
Perfect profit: 621,650.00
Maximum 'desired' profit: 594,600.00 (95.65% of perfect)
Model's Profit: 82,475.00 (13.27% of perfect,
13.87% of 'desired')
Do Long: TRUE
Do Short: TRUE
Playing the market on the close.
Trades:
Date: Trans. Type:
Price: Profit:
Cumulative Profit:
1/14/2002 Long Entry 1,144.00
1/15/2002 Long Exit
1,152.70 2,125.00
2,125.00
1/15/2002 Short Entry 1,152.70
1/17/2002 Short Exit
1,137.90 3,650.00
5,775.00
1/17/2002 Long Entry
1,137.90
1/18/2002 Long Exit
1,132.80 -1,325.00
4,450.00
1/18/2002 Short Entry 1,132.80
1/23/2002 Short Exit
1,132.70 -25.00
4,425.00
1/23/2002 Long Entry
1,132.70
1/24/2002 Long Exit
1,137.00 1,025.00
5,450.00
1/24/2002 Short Entry 1,137.00
1/30/2002 Short Exit
1,119.20 4,400.00
9,850.00
1/30/2002 Long Entry
1,119.20
1/31/2002 Long Exit
1,134.10 3,675.00
13,525.00
1/31/2002 Short Entry 1,134.10
2/4/2002 Short Exit
1,099.00 8,725.00
22,250.00
2/4/2002 Long Entry
1,099.00
2/7/2002 Long Exit
1,080.70 -4,625.00
17,625.00
2/7/2002 Short Entry
1,080.70
2/8/2002 Short Exit
1,100.20 -4,925.00
12,700.00
2/8/2002 Long Entry
1,100.20
2/11/2002 Long Exit
1,113.90 3,375.00
16,075.00
2/11/2002 Short Entry 1,113.90
2/12/2002 Short Exit
1,111.20 625.00
16,700.00
2/12/2002 Long Entry
1,111.20
2/14/2002 Long Exit
1,120.50 2,275.00
18,975.00
2/14/2002 Short Entry 1,120.50
2/20/2002 Short Exit
1,104.70 3,900.00
22,875.00
2/20/2002 Long Entry
1,104.70
2/21/2002 Long Exit
1,082.70 -5,550.00
17,325.00
2/21/2002 Short Entry 1,082.70
3/14/2002 Short Exit
1,156.50 -18,500.00
-1,175.00
3/14/2002 Long Entry
1,156.50
3/18/2002 Long Exit
1,168.10 2,850.00
1,675.00
3/18/2002 Short Entry 1,168.10
3/21/2002 Short Exit
1,153.60 3,575.00
5,250.00
3/21/2002 Long Entry
1,153.60
3/22/2002 Long Exit
1,150.50 -825.00
4,425.00
3/22/2002 Short Entry 1,150.50
3/26/2002 Short Exit
1,143.00 1,825.00
6,250.00
3/26/2002 Long Entry
1,143.00
3/27/2002 Long Exit
1,145.90 675.00
6,925.00
3/27/2002 Short Entry 1,145.90
4/2/2002 Short Exit
1,139.00 1,675.00
8,600.00
4/2/2002 Long Entry
1,139.00
4/3/2002 Long Exit
1,131.20 -2,000.00
6,600.00
4/3/2002 Short Entry
1,131.20
4/4/2002 Short Exit
1,126.60 1,100.00
7,700.00
4/4/2002 Long Entry
1,126.60
4/5/2002 Long Exit
1,126.30 -125.00
7,575.00
4/5/2002 Short Entry
1,126.30
4/9/2002 Short Exit
1,121.30 1,200.00
8,775.00
4/9/2002 Long Entry
1,121.30
4/10/2002 Long Exit
1,132.90 2,850.00
11,625.00
4/10/2002 Short Entry 1,132.90
4/12/2002 Short Exit
1,112.90 4,950.00
16,575.00
4/12/2002 Long Entry
1,112.90
4/15/2002 Long Exit
1,105.20 -1,975.00
14,600.00
4/15/2002 Short Entry 1,105.20
4/19/2002 Short Exit
1,127.60 -5,650.00
8,950.00
4/19/2002 Long Entry
1,127.60
4/22/2002 Long Exit
1,109.20 -4,650.00
4,300.00
4/22/2002 Short Entry 1,109.20
4/23/2002 Short Exit
1,104.20 1,200.00
5,500.00
4/23/2002 Long Entry
1,104.20
4/26/2002 Long Exit
1,072.90 -7,875.00
-2,375.00
4/26/2002 Short Entry 1,072.90
4/30/2002 Short Exit
1,078.10 -1,350.00
-3,725.00
4/30/2002 Long Entry
1,078.10
5/1/2002 Long Exit
1,089.30 2,750.00
-975.00
5/1/2002 Short Entry
1,089.30
5/6/2002 Short Exit
1,052.70 9,100.00
8,125.00
5/6/2002 Long Entry
1,052.70
5/9/2002 Long Exit
1,074.90 5,500.00
13,625.00
5/9/2002 Short Entry
1,074.90
5/10/2002 Short Exit
1,055.00 4,925.00
18,550.00
5/10/2002 Long Entry
1,055.00
5/14/2002 Long Exit
1,099.40 11,050.00
29,600.00
5/14/2002 Short Entry 1,099.40
5/16/2002 Short Exit
1,100.00 -200.00
29,400.00
5/16/2002 Long Entry
1,100.00
5/17/2002 Long Exit
1,106.10 1,475.00
30,875.00
5/17/2002 Short Entry 1,106.10
5/21/2002 Short Exit
1,084.00 5,475.00
36,350.00
5/21/2002 Long Entry
1,084.00
5/22/2002 Long Exit
1,086.00 450.00
36,800.00
5/22/2002 Short Entry 1,086.00
5/23/2002 Short Exit
1,097.90 -3,025.00
33,775.00
5/23/2002 Long Entry
1,097.90
5/24/2002 Long Exit
1,083.30 -3,700.00
30,075.00
5/24/2002 Short Entry 1,083.30
5/29/2002 Short Exit
1,068.70 3,600.00
33,675.00
5/29/2002 Long Entry
1,068.70
5/31/2002 Long Exit
1,068.40 -125.00
33,550.00
5/31/2002 Short Entry 1,068.40
6/3/2002 Short Exit
1,039.70 7,125.00
40,675.00
6/3/2002 Long Entry
1,039.70
6/6/2002 Long Exit
1,030.40 -2,375.00
38,300.00
6/6/2002 Short Entry
1,030.40
6/7/2002 Short Exit
1,029.20 250.00
38,550.00
6/7/2002 Long Entry
1,029.20
6/11/2002 Long Exit
1,015.10 -3,575.00
34,975.00
6/11/2002 Short Entry 1,015.10
6/12/2002 Short Exit
1,021.10 -1,550.00
33,425.00
6/12/2002 Long Entry
1,021.10
6/18/2002 Long Exit
1,045.20 5,975.00
39,400.00
6/18/2002 Short Entry 1,045.20
6/20/2002 Short Exit
1,007.80 9,300.00
48,700.00
6/20/2002 Long Entry
1,007.80
6/21/2002 Long Exit
992.00 -4,000.00
44,700.00
6/21/2002 Short Entry 992.00
6/24/2002 Short Exit
997.10 -1,325.00
43,375.00
6/24/2002 Long Entry
997.10
6/25/2002 Long Exit
974.50 -5,700.00
37,675.00
6/25/2002 Short Entry 974.50
6/26/2002 Short Exit
974.70 -100.00
37,575.00
6/26/2002 Long Entry
974.70
6/28/2002 Long Exit
990.10 3,800.00
41,375.00
6/28/2002 Short Entry 990.10
7/2/2002 Short Exit
947.60 10,575.00
51,950.00
7/2/2002 Long Entry
947.60
7/5/2002 Long Exit
991.00 10,800.00
62,750.00
7/5/2002 Short Entry
991.00
7/9/2002 Short Exit
954.00 9,200.00
71,950.00
7/9/2002 Long Entry
954.00
7/10/2002 Long Exit
919.00 -8,800.00
63,150.00
7/10/2002 Short Entry 919.00
7/11/2002 Short Exit
926.90 -2,025.00
61,125.00
7/11/2002 Long Entry
926.90
7/15/2002 Long Exit
920.60 -1,625.00
59,500.00
7/15/2002 Short Entry 920.60
7/16/2002 Short Exit
903.30 4,275.00
63,775.00
7/16/2002 Long Entry
903.30
7/17/2002 Long Exit
905.00 375.00
64,150.00
7/17/2002 Short Entry 905.00
7/18/2002 Short Exit
875.50 7,325.00
71,475.00
7/18/2002 Long Entry
875.50
7/25/2002 Long Exit
836.80 -9,725.00
61,750.00
7/25/2002 Short Entry 836.80
8/2/2002 Short Exit
865.00 -7,100.00
54,650.00
8/2/2002 Long Entry
865.00
8/7/2002 Long Exit
876.00 2,700.00
57,350.00
8/7/2002 Short Entry
876.00
8/13/2002 Short Exit
885.30 -2,375.00
54,975.00
8/13/2002 Long Entry
885.30
8/15/2002 Long Exit
930.50 11,250.00
66,225.00
8/15/2002 Short Entry 930.50
8/22/2002 Short Exit
961.10 -7,700.00
58,525.00
8/22/2002 Long Entry
961.10
8/23/2002 Long Exit
941.00 -5,075.00
53,450.00
8/23/2002 Short Entry 941.00
8/28/2002 Short Exit
916.50 6,075.00
59,525.00
8/28/2002 Long Entry
916.50
8/30/2002 Long Exit
916.10 -150.00
59,375.00
8/30/2002 Short Entry 916.10
9/4/2002 Short Exit
889.70 6,550.00
65,925.00
9/4/2002 Long Entry
889.70
9/5/2002 Long Exit
883.20 -1,675.00
64,250.00
9/5/2002 Short Entry
883.20
9/6/2002 Short Exit
894.60 -2,900.00
61,350.00
9/6/2002 Long Entry
894.60
9/9/2002 Long Exit
900.70 1,475.00
62,825.00
9/9/2002 Short Entry
900.70
9/12/2002 Short Exit
889.30 2,800.00
65,625.00
9/12/2002 Long Entry
889.30
9/16/2002 Long Exit
893.00 875.00
66,500.00
9/16/2002 Short Entry 893.00
9/17/2002 Short Exit
872.50 5,075.00
71,575.00
9/17/2002 Long Entry
872.50
9/26/2002 Long Exit
854.50 -4,550.00
67,025.00
9/26/2002 Short Entry 854.50
9/30/2002 Short Exit
815.00 9,825.00
76,850.00
9/30/2002 Long Entry
815.00
10/2/2002 Long Exit
830.50 3,825.00
80,675.00
10/2/2002 Short Entry 830.50
10/4/2002 Short Exit
805.80 6,125.00
86,800.00
10/4/2002 Long Entry
805.80
10/9/2002 Long Exit
777.80 -7,050.00
79,750.00
10/9/2002 Short Entry 777.80
10/10/2002 Short Exit 802.50
-6,225.00 73,525.00
10/10/2002 Long Entry 802.50
10/11/2002 Long Exit
838.50 8,950.00
82,475.00
10/11/2002 Short Entry 838.50
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