| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Sell Short | 9/12/2002 14:00 | S2 | $8,359.00 | 1 | ($70.00) | -0.17% | $105.00 | 45.65% | $0.00 | $0.00 | |
| Buy to Cover | 9/12/2002 15:10 | Close Time | $8,373.00 | ($70.00) | ($70.00) | ($125.00) | 23.91% | -30.43% | $0.00 | $0.00 | ||
| 2 | Buy | 9/13/2002 12:15 | B1 | $8,331.00 | 1 | ($230.00) | -0.55% | $70.00 | 23.33% | $0.00 | $0.00 | |
| Sell | 9/13/2002 13:00 | S3 | $8,285.00 | ($230.00) | ($300.00) | ($230.00) | 0.00% | -76.67% | $0.00 | $0.00 | ||
| 3 | Sell Short | 9/13/2002 13:00 | S3 | $8,285.00 | 1 | ($140.00) | -0.34% | $200.00 | 58.82% | $0.00 | $0.00 | |
| Buy to Cover | 9/13/2002 14:35 | HH | $8,313.00 | ($140.00) | ($440.00) | ($140.00) | 0.00% | -41.18% | $0.00 | $0.00 | ||
| 4 | Sell Short | 9/17/2002 14:25 | S2 | $8,201.00 | 1 | $50.00 | 0.12% | $135.00 | 71.05% | $0.00 | $0.00 | |
| Buy to Cover | 9/17/2002 15:10 | Close Time | $8,191.00 | $50.00 | ($390.00) | ($55.00) | 55.26% | 26.32% | $0.00 | $0.00 | ||
| 5 | Sell Short | 9/23/2002 9:25 | S2 | $7,836.00 | 1 | ($10.00) | -0.03% | $380.00 | 75.25% | $0.00 | $0.00 | |
| Buy to Cover | 9/23/2002 14:40 | HH | $7,838.00 | ($10.00) | ($400.00) | ($125.00) | 22.77% | -1.98% | $0.00 | $0.00 | ||
| 6 | Buy | 9/24/2002 9:05 | B1 | $7,789.00 | 1 | ($200.00) | -0.51% | $185.00 | 48.05% | $0.00 | $0.00 | |
| Sell | 9/24/2002 10:25 | S3 | $7,749.00 | ($200.00) | ($600.00) | ($200.00) | 0.00% | -51.95% | $0.00 | $0.00 | ||
| 7 | Sell Short | 9/24/2002 10:25 | S3 | $7,749.00 | 1 | $320.00 | 0.83% | $565.00 | 80.14% | $0.00 | $0.00 | |
| Buy to Cover | 9/24/2002 15:10 | Close Time | $7,685.00 | $320.00 | ($280.00) | ($140.00) | 65.25% | 45.39% | $0.00 | $0.00 | ||
| 8 | Sell Short | 9/26/2002 12:25 | S1 | $7,882.00 | 1 | ($175.00) | -0.44% | $110.00 | 38.60% | $0.00 | $0.00 | |
| Buy to Cover | 9/26/2002 13:35 | B3 | $7,917.00 | ($175.00) | ($455.00) | ($175.00) | 0.00% | -61.40% | $0.00 | $0.00 | ||
| 9 | Buy | 9/26/2002 13:35 | B3 | $7,917.00 | 1 | $225.00 | 0.57% | $385.00 | 83.70% | $0.00 | $0.00 | |
| Sell | 9/26/2002 15:10 | Close Time | $7,962.00 | $225.00 | ($230.00) | ($75.00) | 65.22% | 48.91% | $0.00 | $0.00 | ||
| 10 | Sell Short | 9/27/2002 12:50 | S2 | $7,769.00 | 1 | $500.00 | 1.30% | $555.00 | 94.07% | $0.00 | $0.00 | |
| Buy to Cover | 9/27/2002 15:10 | Close Time | $7,669.00 | $500.00 | $270.00 | ($35.00) | 90.68% | 84.75% | $0.00 | $0.00 | ||
| 11 | Sell Short | 9/30/2002 9:05 | S2 | $7,436.00 | 1 | ($195.00) | -0.52% | $35.00 | 15.22% | $0.00 | $0.00 | |
| Buy to Cover | 9/30/2002 9:15 | B3 | $7,475.00 | ($195.00) | $75.00 | ($195.00) | 0.00% | -84.78% | $0.00 | $0.00 | ||
| 12 | Buy | 9/30/2002 9:15 | B3 | $7,475.00 | 1 | $465.00 | 1.24% | $960.00 | 84.21% | $0.00 | $0.00 | |
| Sell | 9/30/2002 14:55 | LL | $7,568.00 | $465.00 | $540.00 | ($180.00) | 56.58% | 40.79% | $0.00 | $0.00 | ||
| 13 | Buy | 10/1/2002 13:40 | B2 | $7,823.00 | 1 | $710.00 | 1.82% | $745.00 | 79.68% | $0.00 | $0.00 | |
| Sell | 10/1/2002 15:10 | Close Time | $7,965.00 | $710.00 | $1,250.00 | ($190.00) | 96.26% | 75.94% | $0.00 | $0.00 | ||
| 14 | Sell Short | 10/4/2002 12:40 | S2 | $7,491.00 | 1 | ($280.00) | -0.74% | $220.00 | 44.00% | $0.00 | $0.00 | |
| Buy to Cover | 10/4/2002 13:55 | B3 | $7,547.00 | ($280.00) | $970.00 | ($280.00) | 0.00% | -56.00% | $0.00 | $0.00 | ||
| 15 | Buy | 10/4/2002 13:55 | B3 | $7,547.00 | 1 | ($280.00) | -0.74% | $375.00 | 57.25% | $0.00 | $0.00 | |
| Sell | 10/4/2002 14:30 | MM Exit | $7,491.00 | ($280.00) | $690.00 | ($280.00) | 0.00% | -42.75% | $0.00 | $0.00 | ||
| 16 | Buy | 10/9/2002 12:55 | B1 | $7,383.00 | 1 | ($280.00) | -0.76% | $30.00 | 9.68% | $0.00 | $0.00 | |
| Sell | 10/9/2002 13:10 | S3 | $7,327.00 | ($280.00) | $410.00 | ($280.00) | 0.00% | -90.32% | $0.00 | $0.00 | ||
| 17 | Sell Short | 10/9/2002 13:10 | S3 | $7,327.00 | 1 | $220.00 | 0.60% | $355.00 | 66.36% | $0.00 | $0.00 | |
| Buy to Cover | 10/9/2002 15:10 | Close Time | $7,283.00 | $220.00 | $630.00 | ($180.00) | 74.77% | 41.12% | $0.00 | $0.00 | ||
| 18 | Buy | 10/10/2002 9:20 | B1 | $7,250.00 | 1 | $1,075.00 | 2.97% | $1,460.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 10/10/2002 14:45 | LL | $7,465.00 | $1,075.00 | $1,705.00 | $0.00 | 73.63% | 73.63% | $0.00 | $0.00 | ||
| 19 | Buy | 10/11/2002 12:25 | B2 | $7,834.00 | 1 | ($290.00) | -0.74% | $255.00 | 46.79% | $0.00 | $0.00 | |
| Sell | 10/11/2002 14:45 | S3 | $7,776.00 | ($290.00) | $1,415.00 | ($290.00) | 0.00% | -53.21% | $0.00 | $0.00 | ||
| 20 | Sell Short | 10/11/2002 14:45 | S3 | $7,776.00 | 1 | ($60.00) | -0.15% | $35.00 | 24.14% | $0.00 | $0.00 | |
| Buy to Cover | 10/11/2002 15:15 | End of Day | $7,788.00 | ($60.00) | $1,355.00 | ($110.00) | 34.48% | -41.38% | $0.00 | $0.00 | ||
| 21 | Buy | 10/15/2002 8:10 | B2 | $8,093.00 | 1 | $730.00 | 1.80% | $750.00 | 96.77% | $0.00 | $0.00 | |
| Sell | 10/15/2002 15:10 | Close Time | $8,239.00 | $730.00 | $2,085.00 | ($25.00) | 97.42% | 94.19% | $0.00 | $0.00 | ||
| 22 | Buy | 10/17/2002 8:10 | B2 | $8,281.00 | 1 | ($245.00) | -0.59% | $230.00 | 48.42% | $0.00 | $0.00 | |
| Sell | 10/17/2002 9:05 | S3 | $8,232.00 | ($245.00) | $1,840.00 | ($245.00) | 0.00% | -51.58% | $0.00 | $0.00 | ||
| 23 | Sell Short | 10/17/2002 9:05 | S3 | $8,232.00 | 1 | ($60.00) | -0.15% | $160.00 | 46.38% | $0.00 | $0.00 | |
| Buy to Cover | 10/17/2002 14:35 | HH | $8,244.00 | ($60.00) | $1,780.00 | ($185.00) | 36.23% | -17.39% | $0.00 | $0.00 | ||
| 24 | Sell Short | 10/18/2002 9:05 | S2 | $8,127.00 | 1 | ($200.00) | -0.49% | $0.00 | 0.00% | $0.00 | $0.00 | |
| Buy to Cover | 10/18/2002 9:15 | B3 | $8,167.00 | ($200.00) | $1,580.00 | ($200.00) | 0.00% | -100.00% | $0.00 | $0.00 | ||
| 25 | Buy | 10/18/2002 9:15 | B3 | $8,167.00 | 1 | $605.00 | 1.48% | $745.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 10/18/2002 15:10 | Close Time | $8,288.00 | $605.00 | $2,185.00 | $0.00 | 81.21% | 81.21% | $0.00 | $0.00 | ||
| 26 | Buy | 10/21/2002 11:40 | B2 | $8,467.00 | 1 | ($170.00) | -0.40% | $95.00 | 35.85% | $0.00 | $0.00 | |
| Sell | 10/21/2002 12:45 | S3 | $8,433.00 | ($170.00) | $2,015.00 | ($170.00) | 0.00% | -64.15% | $0.00 | $0.00 | ||
| 27 | Sell Short | 10/21/2002 12:45 | S3 | $8,433.00 | 1 | ($170.00) | -0.40% | $5.00 | 2.86% | $0.00 | $0.00 | |
| Buy to Cover | 10/21/2002 13:00 | MM Exit | $8,467.00 | ($170.00) | $1,845.00 | ($170.00) | 0.00% | -97.14% | $0.00 | $0.00 | ||
| 28 | Sell Short | 10/23/2002 10:50 | S2 | $8,301.00 | 1 | ($190.00) | -0.46% | $125.00 | 39.68% | $0.00 | $0.00 | |
| Buy to Cover | 10/23/2002 13:15 | B3 | $8,339.00 | ($190.00) | $1,655.00 | ($190.00) | 0.00% | -60.32% | $0.00 | $0.00 | ||
| 29 | Buy | 10/23/2002 13:15 | B3 | $8,339.00 | 1 | $755.00 | 1.81% | $760.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 10/23/2002 15:10 | Close Time | $8,490.00 | $755.00 | $2,410.00 | $0.00 | 99.34% | 99.34% | $0.00 | $0.00 | ||
| 30 | Sell Short | 10/28/2002 9:05 | S1 | $8,456.00 | 1 | $450.00 | 1.08% | $755.00 | 93.21% | $0.00 | $0.00 | |
| Buy to Cover | 10/28/2002 15:10 | HH | $8,366.00 | $450.00 | $2,860.00 | ($55.00) | 62.35% | 55.56% | $0.00 | $0.00 | ||
| 31 | Buy | 10/29/2002 14:10 | B1 | $8,297.00 | 1 | $225.00 | 0.54% | $430.00 | 82.69% | $0.00 | $0.00 | |
| Sell | 10/29/2002 15:10 | Close Time | $8,342.00 | $225.00 | $3,085.00 | ($90.00) | 60.58% | 43.27% | $0.00 | $0.00 | ||
| 32 | Sell Short | 11/6/2002 13:30 | S1 | $8,683.00 | 1 | ($185.00) | -0.42% | $575.00 | 75.66% | $0.00 | $0.00 | |
| Buy to Cover | 11/6/2002 14:10 | B3 | $8,720.00 | ($185.00) | $2,900.00 | ($185.00) | 0.00% | -24.34% | $0.00 | $0.00 | ||
| 33 | Buy | 11/6/2002 14:10 | B3 | $8,720.00 | 1 | $55.00 | 0.13% | $290.00 | 65.91% | $0.00 | $0.00 | |
| Sell | 11/6/2002 15:10 | Close Time | $8,731.00 | $55.00 | $2,955.00 | ($150.00) | 46.59% | 12.50% | $0.00 | $0.00 | ||
| 34 | Sell Short | 11/11/2002 14:25 | S2 | $8,332.00 | 1 | ($80.00) | -0.19% | $30.00 | 24.00% | $0.00 | $0.00 | |
| Buy to Cover | 11/11/2002 15:10 | Close Time | $8,348.00 | ($80.00) | $2,875.00 | ($95.00) | 12.00% | -64.00% | $0.00 | $0.00 | ||
| 35 | Buy | 11/13/2002 9:50 | B1 | $8,353.00 | 1 | ($175.00) | -0.42% | $660.00 | 79.04% | $0.00 | $0.00 | |
| Sell | 11/13/2002 14:00 | S3 | $8,318.00 | ($175.00) | $2,700.00 | ($175.00) | 0.00% | -20.96% | $0.00 | $0.00 | ||
| 36 | Sell Short | 11/13/2002 14:00 | S3 | $8,318.00 | 1 | ($175.00) | -0.42% | $115.00 | 39.66% | $0.00 | $0.00 | |
| Buy to Cover | 11/13/2002 14:25 | MM Exit | $8,353.00 | ($175.00) | $2,525.00 | ($175.00) | 0.00% | -60.34% | $0.00 | $0.00 | ||
| 37 | Sell Short | 11/18/2002 8:45 | S1 | $8,585.00 | 1 | $545.00 | 1.29% | $570.00 | 88.37% | $0.00 | $0.00 | |
| Buy to Cover | 11/18/2002 15:10 | Close Time | $8,476.00 | $545.00 | $3,070.00 | ($75.00) | 96.12% | 84.50% | $0.00 | $0.00 | ||
| 38 | Buy | 11/20/2002 13:20 | B2 | $8,633.00 | 1 | ($160.00) | -0.37% | $70.00 | 30.43% | $0.00 | $0.00 | |
| Sell | 11/20/2002 14:15 | S3 | $8,601.00 | ($160.00) | $2,910.00 | ($160.00) | 0.00% | -69.57% | $0.00 | $0.00 | ||
| 39 | Sell Short | 11/20/2002 14:15 | S3 | $8,601.00 | 1 | ($120.00) | -0.28% | $165.00 | 57.89% | $0.00 | $0.00 | |
| Buy to Cover | 11/20/2002 15:00 | HH | $8,625.00 | ($120.00) | $2,790.00 | ($120.00) | 0.00% | -42.11% | $0.00 | $0.00 | ||
| 40 | Sell Short | 11/26/2002 10:05 | S2 | $8,694.00 | 1 | ($160.00) | -0.37% | $45.00 | 21.95% | $0.00 | $0.00 | |
| Buy to Cover | 11/26/2002 10:30 | B3 | $8,726.00 | ($160.00) | $2,630.00 | ($160.00) | 0.00% | -78.05% | $0.00 | $0.00 | ||
| 41 | Buy | 11/26/2002 10:30 | B3 | $8,726.00 | 1 | ($160.00) | -0.37% | $145.00 | 47.54% | $0.00 | $0.00 | |
| Sell | 11/26/2002 14:15 | MM Exit | $8,694.00 | ($160.00) | $2,470.00 | ($160.00) | 0.00% | -52.46% | $0.00 | $0.00 | ||
| 42 | Buy | 11/27/2002 11:05 | B2 | $8,911.00 | 1 | $80.00 | 0.18% | $140.00 | 50.00% | $0.00 | $0.00 | |
| Sell | 11/27/2002 15:10 | Close Time | $8,927.00 | $80.00 | $2,550.00 | ($140.00) | 78.57% | 28.57% | $0.00 | $0.00 | ||
| 43 | Buy | 12/2/2002 8:10 | B2 | $9,015.00 | 1 | ($165.00) | -0.37% | $145.00 | 46.77% | $0.00 | $0.00 | |
| Sell | 12/2/2002 9:10 | S3 | $8,982.00 | ($165.00) | $2,385.00 | ($165.00) | 0.00% | -53.23% | $0.00 | $0.00 | ||
| 44 | Sell Short | 12/2/2002 9:10 | S3 | $8,982.00 | 1 | $645.00 | 1.46% | $1,010.00 | 97.12% | $0.00 | $0.00 | |
| Buy to Cover | 12/2/2002 14:45 | HH | $8,853.00 | $645.00 | $3,030.00 | ($30.00) | 64.90% | 62.02% | $0.00 | $0.00 | ||
| 45 | Buy | 12/4/2002 9:05 | B1 | $8,726.00 | 1 | ($185.00) | -0.42% | $10.00 | 5.13% | $0.00 | $0.00 | |
| Sell | 12/4/2002 9:10 | S3 | $8,689.00 | ($185.00) | $2,845.00 | ($185.00) | 0.00% | -94.87% | $0.00 | $0.00 | ||
| 46 | Sell Short | 12/4/2002 9:10 | S3 | $8,689.00 | 1 | ($185.00) | -0.42% | $210.00 | 53.16% | $0.00 | $0.00 | |
| Buy to Cover | 12/4/2002 9:35 | MM Exit | $8,726.00 | ($185.00) | $2,660.00 | ($185.00) | 0.00% | -46.84% | $0.00 | $0.00 | ||
| 47 | Buy | 12/5/2002 13:15 | B1 | $8,680.00 | 1 | ($195.00) | -0.45% | $10.00 | 4.88% | $0.00 | $0.00 | |
| Sell | 12/5/2002 14:00 | S3 | $8,641.00 | ($195.00) | $2,465.00 | ($195.00) | 0.00% | -95.12% | $0.00 | $0.00 | ||
| 48 | Sell Short | 12/5/2002 14:00 | S3 | $8,641.00 | 1 | $20.00 | 0.05% | $125.00 | 69.44% | $0.00 | $0.00 | |
| Buy to Cover | 12/5/2002 15:10 | Close Time | $8,637.00 | $20.00 | $2,485.00 | ($55.00) | 41.67% | 11.11% | $0.00 | $0.00 | ||
| 49 | Buy | 12/6/2002 9:10 | B1 | $8,603.00 | 1 | $230.00 | 0.53% | $395.00 | 70.54% | $0.00 | $0.00 | |
| Sell | 12/6/2002 15:10 | Close Time | $8,649.00 | $230.00 | $2,715.00 | ($165.00) | 70.54% | 41.07% | $0.00 | $0.00 | ||