| Trade
# Type |
Date | Time | Price | Signal | Contracts Profit |
% Profit Cum Profit |
Commiss. | Slippage | Run-up Drawdown |
Entry Eff. Exit Eff. |
Total Efficiency |
| 1 | 3/29/2000 | 00:00 | 60.40 | Buy | 1 | 2.32% | $0.00 | $0.00 | 740.00 | 69.81% | |
| Buy | 3/30/2000 | 00:00 | 61.80 | Short | $560.00 | $560.00 | $0.00 | $0.00 | (320.00) | 83.02% | 52.83% |
| 2 | 3/30/2000 | 00:00 | 61.80 | Short | 1 | 2.63% | $0.00 | $0.00 | 1100.00 | 79.71% | |
| Sell | 4/4/2000 | 00:00 | 60.18 | Buy | $650.00 | $1,210.00 | $0.00 | $0.00 | (280.00) | 67.39% | 47.10% |
| 3 | 4/4/2000 | 00:00 | 60.18 | Buy | 1 | 3.95% | $0.00 | $0.00 | 950.00 | 42.04% | |
| Buy | 4/18/2000 | 00:00 | 62.55 | Short | $950.00 | $2,160.00 | $0.00 | $0.00 | (1310.00) | 100.00% | 42.04% |
| 4 | 4/18/2000 | 00:00 | 62.55 | Short | 1 | 27.66% | $0.00 | $0.00 | 7390.00 | 85.93% | |
| Sell | 9/19/2000 | 00:00 | 45.25 | Buy | $6,920.00 | $9,080.00 | $0.00 | $0.00 | (1210.00) | 94.53% | 80.47% |
| 5 | 4/26/2000 | 00:00 | 64.33 | Short | 1 | 29.65% | $0.00 | $0.00 | 8100.00 | 94.19% | |
| Sell | 9/19/2000 | 00:00 | 45.25 | Buy | $7,630.00 | $16,710.00 | $0.00 | $0.00 | (500.00) | 94.53% | 88.72% |
| 6 | 4/27/2000 | 00:00 | 64.33 | Short | 1 | 29.65% | $0.00 | $0.00 | 8100.00 | 94.19% | |
| Sell | 9/19/2000 | 00:00 | 45.25 | Buy | $7,630.00 | $24,340.00 | $0.00 | $0.00 | (500.00) | 94.53% | 88.72% |
| 7 | 5/4/2000 | 00:00 | 62.78 | Short | 1 | 27.92% | $0.00 | $0.00 | 7480.00 | 98.42% | |
| Sell | 9/19/2000 | 00:00 | 45.25 | Buy | $7,010.00 | $31,350.00 | $0.00 | $0.00 | (120.00) | 93.82% | 92.24% |
| 8 | 5/31/2000 | 00:00 | 54.88 | Short | 1 | 17.54% | $0.00 | $0.00 | 4320.00 | 63.25% | |
| Sell | 9/19/2000 | 00:00 | 45.25 | Buy | $3,850.00 | $35,200.00 | $0.00 | $0.00 | (2510.00) | 93.12% | 56.37% |
| 9 | 7/3/2000 | 00:00 | 55.85 | Short | 1 | 18.98% | $0.00 | $0.00 | 4710.00 | 68.96% | |
| Sell | 9/19/2000 | 00:00 | 45.25 | Buy | $4,240.00 | $39,440.00 | $0.00 | $0.00 | (2120.00) | 93.12% | 62.08% |
| 10 | 7/13/2000 | 00:00 | 55.15 | Short | 1 | 17.95% | $0.00 | $0.00 | 4430.00 | 85.85% | |
| Sell | 9/19/2000 | 00:00 | 45.25 | Buy | $3,960.00 | $43,400.00 | $0.00 | $0.00 | (730.00) | 90.89% | 76.74% |
| 11 | 7/24/2000 | 00:00 | 55.55 | Short | 1 | 18.54% | $0.00 | $0.00 | 4590.00 | 88.95% | |
| Sell | 9/19/2000 | 00:00 | 45.25 | Buy | $4,120.00 | $47,520.00 | $0.00 | $0.00 | (570.00) | 90.89% | 79.84% |
| 12 | 7/31/2000 | 00:00 | 56.08 | Short | 1 | 19.30% | $0.00 | $0.00 | 4800.00 | 100.00% | |
| Sell | 9/19/2000 | 00:00 | 45.25 | Buy | $4,330.00 | $51,850.00 | $0.00 | $0.00 | .00 | 90.21% | 90.21% |
| 13 | 9/19/2000 | 00:00 | 45.25 | Buy | 1 | 5.25% | $0.00 | $0.00 | 2570.00 | 69.09% | |
| Buy | 12/4/2000 | 00:00 | 47.63 | Short | $950.00 | $52,800.00 | $0.00 | $0.00 | (1150.00) | 56.45% | 25.54% |
| 14 | 10/13/2000 | 00:00 | 45.50 | Buy | 1 | 4.67% | $0.00 | $0.00 | 1550.00 | 55.36% | |
| Buy | 12/4/2000 | 00:00 | 47.63 | Short | $850.00 | $53,650.00 | $0.00 | $0.00 | (1250.00) | 75.00% | 30.36% |
| 15 | 11/20/2000 | 00:00 | 46.35 | Buy | 1 | 2.75% | $0.00 | $0.00 | 890.00 | 47.85% | |
| Buy | 12/4/2000 | 00:00 | 47.63 | Short | $510.00 | $54,160.00 | $0.00 | $0.00 | (970.00) | 79.57% | 27.42% |
| 16 | 11/28/2000 | 00:00 | 44.63 | Buy | 1 | 6.72% | $0.00 | $0.00 | 1260.00 | 81.82% | |
| Buy | 12/4/2000 | 00:00 | 47.63 | Short | $1,200.00 | $55,360.00 | $0.00 | $0.00 | (280.00) | 96.10% | 77.92% |
| 17 | 12/4/2000 | 00:00 | 47.63 | Short | 1 | (11.34%) | $0.00 | $0.00 | 220.00 | 6.87% | |
| Sell | 12/11/2000 | 00:00 | 53.03 | Buy | ($2,160.00) | $53,200.00 | $0.00 | $0.00 | (2980.00) | 25.63% | (67.50%) |
| 18 | 12/8/2000 | 00:00 | 52.68 | Short | 1 | (0.66%) | $0.00 | $0.00 | 320.00 | 25.00% | |
| Sell | 12/11/2000 | 00:00 | 53.03 | Buy | ($140.00) | $53,060.00 | $0.00 | $0.00 | (960.00) | 64.06% | (10.94%) |
| 19 | 12/11/2000 | 00:00 | 53.03 | Buy | 1 | (5.19%) | $0.00 | $0.00 | 60.00 | 3.06% | |
| Buy | 12/27/2000 | 00:00 | 50.28 | Short | ($1,100.00) | $51,960.00 | $0.00 | $0.00 | (1900.00) | 40.82% | (56.12%) |
| 20 | 12/27/2000 | 00:00 | 50.28 | Short | 1 | (0.60%) | $0.00 | $0.00 | 1130.00 | 42.64% | |
| Sell | 1/31/2001 | 00:00 | 50.58 | Buy | ($120.00) | $51,840.00 | $0.00 | $0.00 | (1520.00) | 52.83% | (4.53%) |
| 21 | 1/11/2001 | 00:00 | 50.55 | Short | 1 | (0.05%) | $0.00 | $0.00 | 630.00 | 30.88% | |
| Sell | 1/31/2001 | 00:00 | 50.58 | Buy | ($10.00) | $51,830.00 | $0.00 | $0.00 | (1410.00) | 68.63% | (0.49%) |
| 22 | 1/17/2001 | 00:00 | 52.70 | Short | 1 | 4.03% | $0.00 | $0.00 | 1310.00 | 70.43% | |
| Sell | 1/31/2001 | 00:00 | 50.58 | Buy | $850.00 | $52,680.00 | $0.00 | $0.00 | (550.00) | 75.27% | 45.70% |
| 23 | 1/31/2001 | 00:00 | 50.58 | Buy | 1 | 6.97% | $0.00 | $0.00 | 1460.00 | 60.83% | |
| Buy | 2/16/2001 | 00:00 | 54.10 | Short | $1,410.00 | $54,090.00 | $0.00 | $0.00 | (940.00) | 97.92% | 58.75% |
| 24 | 2/5/2001 | 00:00 | 49.05 | Buy | 1 | 10.30% | $0.00 | $0.00 | 2070.00 | 93.24% | |
| Buy | 2/16/2001 | 00:00 | 54.10 | Short | $2,020.00 | $56,110.00 | $0.00 | $0.00 | (150.00) | 97.75% | 90.99% |
| 25 | 2/16/2001 | 00:00 | 54.10 | Short | 1 | (28.14%) | $0.00 | $0.00 | 370.00 | 4.29% | |
| Sell | 3/19/2001 | 00:00 | 69.33 | Buy | ($6,090.00) | $50,020.00 | $0.00 | $0.00 | (8250.00) | 25.06% | (70.65%) |
| 26 | 2/22/2001 | 00:00 | 55.93 | Short | 1 | (23.96%) | $0.00 | $0.00 | .00 | 0.00% | |
| Sell | 3/19/2001 | 00:00 | 69.33 | Buy | ($5,360.00) | $44,660.00 | $0.00 | $0.00 | (7520.00) | 28.72% | (71.28%) |
| 27 | 3/19/2001 | 00:00 | 69.33 | Buy | 1 | 0.72% | $0.00 | $0.00 | 3620.00 | 42.79% | |
| Buy | 6/19/2001 | 00:00 | 69.83 | Short | $200.00 | $44,860.00 | $0.00 | $0.00 | (4840.00) | 59.57% | 2.36% |
| 28 | 4/11/2001 | 00:00 | 70.85 | Buy | 1 | (1.45%) | $0.00 | $0.00 | .00 | 0.00% | |
| Buy | 6/19/2001 | 00:00 | 69.83 | Short | ($410.00) | $44,450.00 | $0.00 | $0.00 | (5450.00) | 92.48% | (7.52%) |
| 29 | 5/2/2001 | 00:00 | 66.03 | Buy | 1 | 5.76% | $0.00 | $0.00 | 1520.00 | 30.16% | |
| Buy | 6/19/2001 | 00:00 | 69.83 | Short | $1,520.00 | $45,970.00 | $0.00 | $0.00 | (3520.00) | 100.00% | 30.16% |
| 30 | 5/7/2001 | 00:00 | 61.85 | Buy | 1 | 12.89% | $0.00 | $0.00 | 3190.00 | 63.29% | |
| Buy | 6/19/2001 | 00:00 | 69.83 | Short | $3,190.00 | $49,160.00 | $0.00 | $0.00 | (1850.00) | 100.00% | 63.29% |
| 31 | 6/19/2001 | 00:00 | 69.83 | Short | 1 | (11.92%) | $0.00 | $0.00 | 1580.00 | 24.88% | |
| Sell | 8/7/2001 | 00:00 | 78.15 | Buy | ($3,330.00) | $45,830.00 | $0.00 | $0.00 | (4770.00) | 22.68% | (52.44%) |
| 32 | 8/7/2001 | 00:00 | 78.15 | Buy | 1 | 3.49% | $0.00 | $0.00 | 2950.00 | 36.24% | |
| Buy | 12/27/2001 | 00:00 | 80.88 | Short | $1,090.00 | $46,920.00 | $0.00 | $0.00 | (5190.00) | 77.15% | 13.39% |
| 33 | 8/21/2001 | 00:00 | 76.90 | Buy | 1 | 5.17% | $0.00 | $0.00 | 3450.00 | 42.38% | |
| Buy | 12/27/2001 | 00:00 | 80.88 | Short | $1,590.00 | $48,510.00 | $0.00 | $0.00 | (4690.00) | 77.15% | 19.53% |
| 34 | 10/1/2001 | 00:00 | 74.78 | Buy | 1 | 8.16% | $0.00 | $0.00 | 2450.00 | 38.95% | |
| Buy | 12/27/2001 | 00:00 | 80.88 | Short | $2,440.00 | $50,950.00 | $0.00 | $0.00 | (3840.00) | 99.84% | 38.79% |
| 35 | 10/10/2001 | 00:00 | 72.50 | Buy | 1 | 11.55% | $0.00 | $0.00 | 3360.00 | 53.42% | |
| Buy | 12/27/2001 | 00:00 | 80.88 | Short | $3,350.00 | $54,300.00 | $0.00 | $0.00 | (2930.00) | 99.84% | 53.26% |
| 36 | 12/27/2001 | 00:00 | 80.88 | Short | 1 | 6.74% | $0.00 | $0.00 | 2870.00 | 75.53% | |
| Sell | 2/6/2002 | 00:00 | 75.43 | Buy | $2,180.00 | $56,480.00 | $0.00 | $0.00 | (930.00) | 81.84% | 57.37% |
| 37 | 12/28/2001 | 00:00 | 81.75 | Short | 1 | 7.74% | $0.00 | $0.00 | 3220.00 | 84.74% | |
| Sell | 2/6/2002 | 00:00 | 75.43 | Buy | $2,530.00 | $59,010.00 | $0.00 | $0.00 | (580.00) | 81.84% | 66.58% |
| 38 | 1/24/2002 | 00:00 | 76.35 | Short | 1 | 1.21% | $0.00 | $0.00 | 750.00 | 52.08% | |
| Sell | 2/6/2002 | 00:00 | 75.43 | Buy | $370.00 | $59,380.00 | $0.00 | $0.00 | (690.00) | 73.61% | 25.69% |
| 39 | 2/6/2002 | 00:00 | 75.43 | Buy | 1 | 1.59% | $0.00 | $0.00 | 660.00 | 50.38% | |
| Buy | 2/19/2002 | 00:00 | 76.63 | Short | $480.00 | $59,860.00 | $0.00 | $0.00 | (650.00) | 86.26% | 36.64% |
| 40 | 2/19/2002 | 00:00 | 76.63 | Short | 1 | 6.72% | $0.00 | $0.00 | 2100.00 | 48.17% | |
| Sell | 4/1/2002 | 00:00 | 71.48 | Buy | $2,060.00 | $61,920.00 | $0.00 | $0.00 | (2260.00) | 99.08% | 47.25% |
| 41 | 4/1/2002 | 00:00 | 71.48 | Buy | 1 | (4.06%) | $0.00 | $0.00 | 180.00 | 1.95% | |
| Buy | 7/3/2002 | 00:00 | 68.58 | Short | ($1,160.00) | $60,760.00 | $0.00 | $0.00 | (9060.00) | 85.50% | (12.55%) |
| 42 | 5/7/2002 | 00:00 | 61.15 | Buy | 1 | 12.14% | $0.00 | $0.00 | 3200.00 | 39.36% | |
| Buy | 7/3/2002 | 00:00 | 68.58 | Short | $2,970.00 | $63,730.00 | $0.00 | $0.00 | (4930.00) | 97.17% | 36.53% |
| 43 | 7/3/2002 | 00:00 | 68.58 | Short | 1 | 13.49% | $0.00 | $0.00 | 4350.00 | 55.06% | |
| Sell | 8/20/2002 | 00:00 | 59.33 | Buy | $3,700.00 | $67,430.00 | $0.00 | $0.00 | (3550.00) | 91.77% | 46.84% |
| 44 | 8/20/2002 | 00:00 | 59.33 | Buy | 1 | 13.15% | $0.00 | $0.00 | 3120.00 | 96.30% | |
| Buy | 9/10/2002 | 00:00 | 67.13 | Short | $3,120.00 | $70,550.00 | $0.00 | $0.00 | (120.00) | 100.00% | 96.30% |
| 45 | 9/10/2002 | 00:00 | 67.13 | Short | 1 | (10.69%) | $0.00 | $0.00 | 480.00 | 9.27% | |
| Sell | 10/4/2002 | 00:00 | 74.30 | Buy | ($2,870.00) | $67,680.00 | $0.00 | $0.00 | (4700.00) | 35.33% | (55.41%) |
| 46 | 9/24/2002 | 00:00 | 70.28 | Short | 1 | (5.73%) | $0.00 | $0.00 | 160.00 | 4.44% | |
| Sell | 10/4/2002 | 00:00 | 74.30 | Buy | ($1,610.00) | $66,070.00 | $0.00 | $0.00 | (3440.00) | 50.83% | (44.72%) |
| 47 | 10/4/2002 | 00:00 | 74.30 | Buy | 1 | 15.11% | $0.00 | $0.00 | 4910.00 | 81.83% | |
| Buy | 12/19/2002 | 00:00 | 85.53 | Short | $4,490.00 | $70,560.00 | $0.00 | $0.00 | (1090.00) | 93.00% | 74.83% |
| 48 | 11/12/2002 | 00:00 | 80.28 | Buy | 1 | 6.54% | $0.00 | $0.00 | 2520.00 | 71.59% | |
| Buy | 12/19/2002 | 00:00 | 85.53 | Short | $2,100.00 | $72,660.00 | $0.00 | $0.00 | (1000.00) | 88.07% | 59.66% |
| 49 | 12/19/2002 | 00:00 | 85.53 | Short | 1 | -- | $0.00 | $0.00 | 3260.00 | -- | |
| Sell | Open | -- | -- | -- | -- | -- | (1440.00) | -- | -- | ||
| 50 | 1/3/2003 | 00:00 | 87.63 | Short | 1 | -- | $0.00 | $0.00 | 4100.00 | -- | |
| Sell | Open | -- | -- | -- | -- | -- | .00 | -- | -- | ||
| 51 | 1/9/2003 | 00:00 | 83.53 | Short | 1 | -- | $0.00 | $0.00 | 2460.00 | -- | |
| Sell | Open | -- | -- | -- | -- | -- | (660.00) | -- | -- |