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Summary

VIEWS: 28 PAGES: 14

									                                                Summary                                  Page 1

                                                                         TradeStation Strategy Per




                                                      Max consec. Winners
                                                      Avg # bars in winners

                                                      Max intraday drawdown
                                                      Profit Factor
                                                      Account size required

                                                      Performance Summary: Long Trades
                                                      Total Net Profit
                                                      Gross Profit

                                                      Total # of trades
                                                      Number winning trades

                                                      Largest winning trade
                                                      Average winning trade
                                                      Ratio avg win/avg loss

                                                      Max consec. Winners
                                                      Avg # bars in winners

                                                      Max intraday drawdown
                                                      Profit Factor
                                                      Account size required




Printed using Portfolio Maximizer by Omega Research                                  Version 5.0
                                                Summary                            Page 2

                                                      Performance Summary: Short Trades
                                                      Total Net Profit
                                                      Gross Profit

                                                      Total # of trades
                                                      Number winning trades

                                                      Largest winning trade
                                                      Average winning trade
                                                      Ratio avg win/avg loss

                                                      Max consec. Winners
                                                      Avg # bars in winners

                                                      Max intraday drawdown
                                                      Profit Factor
                                                      Account size required




Printed using Portfolio Maximizer by Omega Research                            Version 5.0
                                                    Summary                     Page 3

                   TradeStation Strategy Performance Report


Performance Summary: All Trades
Total Net Profit                                   Open position P/L
Gross Profit                                       Gross Loss

Total # of trades                                  Percent profitable
Number winning trades                              Number losing trades

Largest winning trade                              Largest losing trade
Average winning trade                              Average losing trade
Ratio avg win/avg loss                             Avg trade (win & loss)

Max consec. Winners                                Max consec. losers
Avg # bars in winners                              Avg # bars in losers

Max intraday drawdown
Profit Factor                                      Max # contracts held
Account size required                              Return on account

Performance Summary: Long Trades
Total Net Profit                                   Open position P/L
Gross Profit                                       Gross Loss

Total # of trades                                  Percent profitable
Number winning trades                              Number losing trades

Largest winning trade                              Largest losing trade
Average winning trade                              Average losing trade
Ratio avg win/avg loss                             Avg trade (win & loss)

Max consec. Winners                                Max consec. losers
Avg # bars in winners                              Avg # bars in losers

Max intraday drawdown
Profit Factor                                      Max # contracts held
Account size required                              Return on account




    Printed using Portfolio Maximizer by Omega Research                     Version 5.0
                                                    Summary                     Page 4

Performance Summary: Short Trades
Total Net Profit                                   Open position P/L
Gross Profit                                       Gross Loss

Total # of trades                                  Percent profitable
Number winning trades                              Number losing trades

Largest winning trade                              Largest losing trade
Average winning trade                              Average losing trade
Ratio avg win/avg loss                             Avg trade (win & loss)

Max consec. Winners                                Max consec. losers
Avg # bars in winners                              Avg # bars in losers

Max intraday drawdown
Profit Factor                                      Max # contracts held
Account size required                              Return on account




    Printed using Portfolio Maximizer by Omega Research                     Version 5.0
                TradeStation Strategy Performance Report



 Strategy Analysis
 Net Profit                         $0.00               Open Position                  $0.00
 Gross Profit                       $0.00               Interest Earned                $0.00
 Gross Loss                         $0.00               Commission Paid                $0.00

 Percent profitable                 0.00%               Profit factor                   0.00
 Ratio avg. win/avg. loss            0.00               Adjusted profit factor          0.00

 Annual Rate of Return              0.00%               Sharpe Ratio/Semideviation      0.00 / 0.00
 Return on Initial Capital          0.00%               Return Retracement Ratio        0.00
 Return on Max. Drawdown            0.00%               K-Ratio                         0.00

 Buy/Hold return                    0.00%               RINA Index                      0.00
 Cumulative return                  0.00%               Percent in the market          0.00%

 Adjusted Net Profit                $0.00               Select Net Profit              $0.00
 Adjusted Gross Profit              $0.00               Select Gross Profit            $0.00
 Adjusted Gross Loss                $0.00               Select Gross Loss              $0.00

 Total Trade Analysis
 Number of total trades                 0               Avg. trade (%)                 0.00%
 Average trade                      $0.00               Avg. trade ± STDEV             $0.00 / $0.00
 1 Std. Deviation (STDEV)           $0.00               Coefficient of variation       0.00%

 Run-up
 Maximum Run-up                     $0.00               Max. Run-up Date             01/00/00
 Average Run-up                     $0.00               Avg. trade ± STDEV             $0.00 / $0.00
 1 Std. Deviation (STDEV)           $0.00               Coefficient of variation       0.00%

 Drawdown
 Maximum Drawdown                   $0.00               Max. Drawdown Date           01/00/00
 Average Drawdown                   $0.00               Avg. trade ± STDEV             $0.00 / $0.00
 1 Std. Deviation (STDEV)           $0.00               Coefficient of variation       0.00%

 Reward/Risk Ratios
 Net Prft/Largest Loss               0.00               Net Prft/Max Drawdown           0.00
 Adj Net Prft/Largest Loss           0.00               Adj Net Prft/Max Drawdown       0.00

 Outlier Trades              Total Trades Profit/Loss
 Positive outliers                 0          $0.00
 Negative outliers                 0          $0.00
 Total outliers                    0          $0.00



 Efficiency Analysis
Printed using Portfolio Maximizer by Omega Research                                            Version 4.0
              TradeStation Strategy Performance Report



 Total Efficiency
 Average Total Efficiency           0.00%                  Avg. trade ± STDEV          0.00% / 0.00%
 1 Std. Deviation (STDEV)           0.00%                  Coefficient of variation   0.00%

 Entry Efficiency
 Average Entry Efficiency           0.00%                  Avg. trade ± STDEV          0.00% / 0.00%
 1 Std. Deviation (STDEV)           0.00%                  Coefficient of variation   0.00%

 Exit Efficiency
 Average Exit Efficiency            0.00%                  Avg. trade ± STDEV          0.00% / 0.00%
 1 Std. Deviation (STDEV)           0.00%                  Coefficient of variation   0.00%

 Open Position Analysis
                                   Open        Average            Percent
                                  Position       Trade         of Average
 Unrealized Profit/Loss            $0.00        $0.00              0.00%
 Time in trade (Days)               0.00          0.00             0.00%

 Protective Stop Analysis
                               Number         Average
                               of Trades     Profit/Loss
 Total Stopped trades              0              $0.00
 Stops w/profit                    0              $0.00
 Stops w/loss                      0              $0.00

 Money Management                 0              $0.00
 $ Trailing                       0              $0.00
 Breakeven                        0              $0.00
 Profit target                    0              $0.00
 % Trailing                       0              $0.00




Printed using Portfolio Maximizer by Omega Research                                           Version 4.0
                                                               Annual

TradeStation Strategy Performance Report
          Annual                        0.00      Profit:               0    Max loss:      0   Trades:          0
                                                     PF:            0.00      Avg win:      0      Win:        0%
          Annual Analysis (Mark-To-Market):     Max IDD:                0       Depo:       0         0          0
             Period    Net Profit   % Gain     Profit Factor     # Trades   % Profitable    0       12          16
             YTD                                                                           0%      0%          0%
           12 month                                                                        0%      0%          0%
                                                                                           0%      0%          0%
                                                                                           0%      0%          0%
                                                                                           0%      0%          0%
                                                                                           0%      0%          0%
                                                                                           0%      0%          0%
                                                                                           0%      0%          0%
                                                                                           0%      0%          0%
                                                                                           0%      0%          0%
                                                                                           0%      0%          0%
                                                                                           0%      0%          0%

          Annual Rolling Period Analysis (Mark-To-Market):
            Period     Net Profit   % Gain Profit Factor        # Trades % Profitable




      Printed using Portfolio Maximizer by Omega Research                                                 Version 4.0
                                                 Monthly

              TradeStation Strategy Performance Report
     Monthly Trading Summary
     Monthly Average Analysis (Mark-To-Market):
     Period        Net Profit    % Gain Profit Factor      # Trades % Profitable
     January
     February
     March
     April
     May
     June
     July
     August
     September
     October
     November
     December

     Monthly Period Analysis (Mark-To-Market):
       Period      Net Profit    % Gain Profit Factor      # Trades % Profitable




     Monthly Rolling Period Analysis (Mark-To-Market):
       Period       Net Profit    % Gain Profit Factor     # Trades % Profitable




Printed using Portfolio Maximizer by Omega Research                                Version 4.0
       TradeStation Strategy Performance Report
Weekly Trading Summary
Weekly Analysis (Mark-To-Market):
  Period    Net Profit  % Gain Profit Factor   # Trades   % Profitable




Weekly Rolling Period Analysis (Mark-To-Market):
  Period     Net Profit  % Gain Profit Factor # Trades    % Profitable
       TradeStation Strategy Performance Report
Daily Trading Summary
Daily Analysis (Mark-To-Market):
   Period     Net Profit % Gain    Profit Factor   # Trades   % Profitable




Daily Rolling Period Analysis (Mark-To-Market):
   Period     Net Profit  % Gain Profit Factor     # Trades   % Profitable
                                                 Win | Loss

               TradeStation Strategy Performance Report
     Winning Trade Analysis
     Number of winning trades             0
     Avg. winning trade              $0.00                   Avg. win ± STDEV             $0.00 / $0.00
     1 Std. Deviation (STDEV)        $0.00                   Coefficient of variation     0.00%

     Largest profit                 $0.00                    Largest consec. profit
      % of Net Profit            #DIV/0!                      % of Net Profit           #DIV/0!

     Consecutive Winning Series Data
      Consec.      # of        Average        Average Loss
      Winners     Series     Gain/Series       Next Trade
         1
         2
         3
         4
         5
         6
         7
         8
         9
        10
        11
        12
        13
        14
        15
        16
        17
        18
        19
        20

     Losing Trade Analysis
     Number of losing trades              0
     Avg. losing trade               $0.00                   Avg. loss ± STDEV            $0.00 / $0.00
     1 Std. Deviation (STDEV)        $0.00                   Coefficient of variation     0.00%

     Largest loss                   $0.00                    Largest consec. loss
      % of Net Profit            #DIV/0!                      % of Net Profit           #DIV/0!

     Consecutive Losing Series Data
      Consec.      # of        Average        Average Gain
       Losers     Series     Loss/Series       Next Trade
         1
         2
         3
         4
         5
         6
         7
Printed using Portfolio Maximizer by Omega Research                                                 Version 4.0
                                                Win | Loss
         8
         9
        10
        11
        12
        13
        14
        15
        16
        17
        18
        19
        20




Printed using Portfolio Maximizer by Omega Research          Version 4.0
                                                      Time

              TradeStation Strategy Performance Report
 Time Analysis (Days)
 Trading period
    Years                                      0.00
    Months                                     0.00
    Weeks                                      0.00
    Days                                       0.00

 Winning Periods
   Years
   Months
   Weeks
   Days

 Time in the market                              0
 Percent in the market                       0.00%
 Longest flat period                          0.00

 Avg. time in trades                           0.00
 Avg. time between trades                      0.00

 Avg. time in winning trades                   0.00
 Avg. time between winning trades              0.00

 Avg. time in losing trades                    0.00
 Avg. time between losing trades               0.00

 Equity Curve Analysis
 Avg. time between peaks (days)                0.00

 Maximum Equity Run-up ($)                   $0.00      1/0/1900
 Maximum Equity Run-up (%)                   0.00%      1/0/1900

 Maximum Equity Drawdown ($)                 $0.00      1/0/1900
 Maximum Equity Drawdown (%)                 0.00%      1/0/1900

 Average Monthly Return
 Standard Deviation of Monthly Returns

 Fixed Capital Returns (non-compounded)
 Average Annual Return
 Standard Deviation of Annual Returns
 Average Monthly Return
 Standard Deviation of Monthly Returns
 Average Weekly Return
 Standard Deviation of Weekly Returns
 Average Daily Return
 Standard Deviation of Daily Returns


Printed using Portfolio Maximizer by Omega Research                Version 4.0
                                                 Settings

              TradeStation Strategy Performance Report
    Settings
    Initial Capital
    Commission
    Slippage
    Interest Rate
    Version Type
    Version Number
    Symbol
    Description
    Compression
    Start Date
    End Date
    Display Periods
    Number of Standard Deviations



    Strategy Inputs




Printed using Portfolio Maximizer by Omega Research         Version 4.0

								
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