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Cyclone System


TradeStation Strategy Performance Summary


S&P Midcap 400 Index
Jan 3, 2002 thru Oct 16, 2006


  All Trades Long Trades Short Trades
Total Net Profit
$67,550
$42,330
$25,220
Profit Factor 1.57
1.75
1.41
Total Number of Trades 940 473 467
Percent Profitable 45.00% 48.63% 41.33%
Avg. Trade Net Profit $71.86 $89.49 $54.00
Avg Winning Trade $439.24 $430.96 $449.12
Avg Losing Trade ($232.78) ($237.62) ($228.48)
       
Avg Monthly Return $1185.09    
 
Max. Drawdown (Trade Close to Trade Close)
Value ($4,660) ($3,270) ($5,350)