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Cyclone System


TradeStation Strategy Performance Summary


S&P 500
January 3, 2000 thru October 16, 2006


  All Trades Long Trades Short Trades
Total Net Profit
$313,975
$110,125
$203,850
Profit Factor 1.22
1.15
1.30
Total Number of Trades 1994 1006 988
Percent Profitable 33.20% 33.30% 33.10%
Avg. Trade Net Profit $157.46 $109.47 $206.33
Avg Winning Trade $2,636.44 $2,560.82 $2,713.91
Avg Losing Trade ($653.83) ($677.74) ($629.86)
       
Avg Monthly Return $3,828.96    
 
Max. Drawdown (Trade Close to Trade Close)
Value ($47,725) ($35,775.00) ($23,150)