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Cyclone System


TradeStation Strategy Performance Summary


Dow Index
Jan 3, 2002 thru Oct 16, 2006


  All Trades Long Trades Short Trades
Total Net Profit
$41,740
$26,400
$15,340
Profit Factor 1.42
1.54
1.30
Total Number of Trades 539 271 268
Percent Profitable 43.60% 43.54% 43.66%
Avg. Trade Net Profit $77.44 $97.42 $57.24
Avg Winning Trade $600.77 $637.37 $563.85
Avg Losing Trade ($329.27) ($319.02) ($339.80)
       
Avg Monthly Return $907.39    
 
Max. Drawdown (Trade Close to Trade Close)
Value ($4,580) ($3,230) ($6,180)