| TradeStation Strategy Performance Report | |||||||
| Weekly Trading Summary | |||||||
| Weekly Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 1/27/2003 | ($5,220.00) | (2.88%) | 0.06 | 3 | 33.33% | ||
| 1/20/2003 | $630.00 | 0.35% | (0.00) | 3 | 0.00% | ||
| 1/13/2003 | $5,070.00 | 2.89% | (0.00) | 3 | 0.00% | ||
| 1/6/2003 | $3,790.00 | 2.21% | (0.00) | 3 | 0.00% | ||
| 12/30/2002 | $60.00 | 0.03% | (0.00) | 2 | 0.00% | ||
| 12/23/2002 | ($950.00) | (0.55%) | 0.00 | 1 | 0.00% | ||
| 12/16/2002 | $590.00 | 0.34% | 1.39 | 3 | 33.33% | ||
| 12/9/2002 | $640.00 | 0.37% | (0.00) | 2 | 0.00% | ||
| 12/2/2002 | ($1,260.00) | (0.73%) | 0.00 | 2 | 0.00% | ||
| 11/25/2002 | $2,040.00 | 1.20% | (0.00) | 2 | 0.00% | ||
| 11/18/2002 | $680.00 | 0.40% | (0.00) | 2 | 0.00% | ||
| 11/11/2002 | $420.00 | 0.25% | (0.00) | 2 | 0.00% | ||
| 11/4/2002 | $1,990.00 | 1.19% | (0.00) | 1 | 0.00% | ||
| 10/28/2002 | $700.00 | 0.42% | (0.00) | 1 | 0.00% | ||
| 10/21/2002 | $970.00 | 0.58% | (0.00) | 1 | 0.00% | ||
| 10/14/2002 | ($500.00) | (0.30%) | 0.00 | 1 | 0.00% | ||
| 10/7/2002 | $370.00 | 0.22% | (0.00) | 1 | 0.00% | ||
| 9/30/2002 | ($600.00) | (0.36%) | 0.00 | 3 | 0.00% | ||
| 9/23/2002 | ($2,890.00) | (1.70%) | 0.00 | 2 | 0.00% | ||
| 9/16/2002 | ($90.00) | (0.05%) | 0.00 | 1 | 0.00% | ||
| 9/9/2002 | ($20.00) | (0.01%) | 1.00 | 2 | 150.00% | ||
| 9/2/2002 | $1,300.00 | 0.77% | (0.00) | 1 | 0.00% | ||
| 8/26/2002 | $490.00 | 0.29% | (0.00) | 1 | 0.00% | ||
| 8/19/2002 | $1,830.00 | 1.10% | 1.38 | 2 | 100.00% | ||
| 8/12/2002 | ($310.00) | (0.19%) | 0.00 | 1 | 0.00% | ||
| 8/5/2002 | ($910.00) | (0.54%) | 0.00 | 1 | 0.00% | ||
| 7/29/2002 | $3,380.00 | 2.06% | (0.00) | 1 | 0.00% | ||
| 7/22/2002 | $3,060.00 | 1.90% | (0.00) | 1 | 0.00% | ||
| 7/15/2002 | ($990.00) | (0.61%) | 0.00 | 1 | 0.00% | ||
| 7/8/2002 | ($1,260.00) | (0.77%) | 0.00 | 1 | 0.00% | ||
| 7/1/2002 | $5,130.00 | 3.25% | (1.38) | 3 | 33.33% | ||
| 6/24/2002 | ($40.00) | (0.03%) | 0.00 | 2 | 0.00% | ||
| 6/17/2002 | $3,060.00 | 1.98% | (0.00) | 2 | 0.00% | ||
| 6/10/2002 | $4,600.00 | 3.06% | (0.00) | 2 | 0.00% | ||
| 6/3/2002 | ($2,420.00) | (1.58%) | 0.00 | 2 | 0.00% | ||
| 5/27/2002 | ($900.00) | (0.59%) | 0.00 | 2 | 0.00% | ||
| 5/20/2002 | ($4,260.00) | (2.70%) | 0.00 | 2 | 0.00% | ||
| 5/13/2002 | $600.00 | 0.38% | (0.00) | 2 | 0.00% | ||
| 5/6/2002 | ($1,800.00) | (1.13%) | 0.00 | 2 | 0.00% | ||
| 4/29/2002 | ($190.00) | (0.12%) | 0.00 | 1 | 0.00% | ||
| 4/22/2002 | ($1,210.00) | (0.75%) | 0.00 | 1 | 0.00% | ||
| Weekly Rolling Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 1/27/2003 | ($5,220.00) | (2.88%) | 0.06 | 3 | 33.33% | ||
| 1/20/2003-2/1/2003 | ($4,590.00) | (2.54%) | 0.07 | 3 | 33.33% | ||
| 1/13/2003-2/1/2003 | $480.00 | 0.27% | (2.20) | 3 | 33.33% | ||
| 1/6/2003-2/1/2003 | $4,270.00 | 2.49% | (0.08) | 3 | 33.33% | ||
| 12/30/2002-2/1/2003 | $4,330.00 | 2.52% | (0.08) | 3 | 33.33% | ||
| 12/23/2002-2/1/2003 | $3,380.00 | 1.96% | (0.11) | 3 | 33.33% | ||
| 12/16/2002-2/1/2003 | $3,970.00 | 2.31% | (1.58) | 5 | 40.00% | ||
| 12/9/2002-2/1/2003 | $4,610.00 | 2.69% | (1.11) | 5 | 40.00% | ||
| 12/2/2002-2/1/2003 | $3,350.00 | 1.94% | (2.64) | 5 | 40.00% | ||
| 11/25/2002-2/1/2003 | $5,390.00 | 3.16% | (0.82) | 5 | 40.00% | ||
| 11/18/2002-2/1/2003 | $6,070.00 | 3.57% | (0.67) | 5 | 40.00% | ||
| 11/11/2002-2/1/2003 | $6,490.00 | 3.83% | (0.60) | 5 | 40.00% | ||
| 11/4/2002-2/1/2003 | $8,480.00 | 5.06% | (0.40) | 5 | 40.00% | ||
| 10/28/2002-2/1/2003 | $9,180.00 | 5.50% | (0.36) | 5 | 40.00% | ||
| 10/21/2002-2/1/2003 | $10,150.00 | 6.12% | (0.31) | 5 | 40.00% | ||
| 10/14/2002-2/1/2003 | $9,650.00 | 5.80% | (0.34) | 5 | 40.00% | ||
| 10/7/2002-2/1/2003 | $10,020.00 | 6.03% | (0.32) | 5 | 40.00% | ||
| 9/30/2002-2/1/2003 | $9,420.00 | 5.65% | (0.35) | 7 | 28.57% | ||
| 9/23/2002-2/1/2003 | $6,530.00 | 3.85% | (0.59) | 7 | 28.57% | ||
| 9/16/2002-2/1/2003 | $6,440.00 | 3.80% | (0.61) | 7 | 28.57% | ||
| 9/9/2002-2/1/2003 | $6,420.00 | 3.78% | 2.11 | 8 | 62.50% | ||
| 9/2/2002-2/1/2003 | $7,720.00 | 4.59% | 2.72 | 8 | 62.50% | ||
| 8/26/2002-2/1/2003 | $8,210.00 | 4.89% | 3.05 | 8 | 62.50% | ||
| 8/19/2002-2/1/2003 | $10,040.00 | 6.05% | 2.13 | 9 | 77.78% | ||
| 8/12/2002-2/1/2003 | $9,730.00 | 5.85% | 2.06 | 9 | 77.78% | ||
| 8/5/2002-2/1/2003 | $8,820.00 | 5.27% | 1.88 | 9 | 77.78% | ||
| 7/29/2002-2/1/2003 | $12,200.00 | 7.44% | 2.82 | 9 | 77.78% | ||
| 7/22/2002-2/1/2003 | $15,260.00 | 9.49% | 5.20 | 9 | 77.78% | ||
| 7/15/2002-2/1/2003 | $14,270.00 | 8.82% | 4.09 | 9 | 77.78% | ||
| 7/8/2002-2/1/2003 | $13,010.00 | 7.98% | 3.21 | 9 | 77.78% | ||
| 7/1/2002-2/1/2003 | $18,140.00 | 11.48% | 5.88 | 11 | 72.73% | ||
| 6/24/2002-2/1/2003 | $18,100.00 | 11.46% | 5.81 | 11 | 72.73% | ||
| 6/17/2002-2/1/2003 | $21,160.00 | 13.66% | 31.23 | 11 | 72.73% | ||
| 6/10/2002-2/1/2003 | $25,760.00 | 17.14% | (5.61) | 11 | 72.73% | ||
| 6/3/2002-2/1/2003 | $23,340.00 | 15.28% | (14.77) | 11 | 72.73% | ||
| 5/27/2002-2/1/2003 | $22,440.00 | 14.60% | (37.69) | 11 | 72.73% | ||
| 5/20/2002-2/1/2003 | $18,180.00 | 11.51% | 5.94 | 11 | 72.73% | ||
| 5/13/2002-2/1/2003 | $18,780.00 | 11.94% | 7.10 | 11 | 72.73% | ||
| 5/6/2002-2/1/2003 | $16,980.00 | 10.67% | 4.48 | 11 | 72.73% | ||
| 4/29/2002-2/1/2003 | $16,790.00 | 10.54% | 4.31 | 11 | 72.73% | ||
| 4/22/2002-2/1/2003 | $15,580.00 | 9.71% | 3.48 | 11 | 72.73% | ||