| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Sell Short | 9/16/2003 13:35 | S1 | $9,442.00 | 1 | ($95.00) | -0.20% | $20.00 | 17.39% | $0.00 | $0.00 | |
| Buy to Cover | 9/16/2003 13:40 | B3 | $9,461.00 | ($95.00) | ($95.00) | ($95.00) | 0.00% | -82.61% | $0.00 | $0.00 | ||
| 2 | Buy | 9/16/2003 13:40 | B3 | $9,461.00 | 1 | $355.00 | 0.75% | $380.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 9/16/2003 15:10 | Close Time | $9,532.00 | $355.00 | $260.00 | $0.00 | 93.42% | 93.42% | $0.00 | $0.00 | ||
| 3 | Buy | 9/18/2003 10:25 | B2 | $9,583.00 | 1 | $225.00 | 0.47% | $225.00 | 75.00% | $0.00 | $0.00 | |
| Sell | 9/18/2003 15:10 | Close Time | $9,628.00 | $225.00 | $485.00 | ($75.00) | 100.00% | 75.00% | $0.00 | $0.00 | ||
| 4 | Sell Short | 9/22/2003 8:35 | S2 | $9,522.00 | 1 | $100.00 | 0.21% | $300.00 | 82.19% | $0.00 | $0.00 | |
| Buy to Cover | 9/22/2003 15:10 | Close Time | $9,502.00 | $100.00 | $585.00 | ($65.00) | 45.21% | 27.40% | $0.00 | $0.00 | ||
| 5 | Sell Short | 9/24/2003 11:45 | S2 | $9,432.00 | 1 | $190.00 | 0.40% | $250.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 9/24/2003 15:10 | Close Time | $9,394.00 | $190.00 | $775.00 | $0.00 | 76.00% | 76.00% | $0.00 | $0.00 | ||
| 6 | Buy | 9/29/2003 11:20 | B2 | $9,354.00 | 1 | ($110.00) | -0.24% | $55.00 | 33.33% | $0.00 | $0.00 | |
| Sell | 9/29/2003 12:45 | S3 | $9,332.00 | ($110.00) | $665.00 | ($110.00) | 0.00% | -66.67% | $0.00 | $0.00 | ||
| 7 | Sell Short | 9/29/2003 12:45 | S3 | $9,332.00 | 1 | ($110.00) | -0.24% | $40.00 | 26.67% | $0.00 | $0.00 | |
| Buy to Cover | 9/29/2003 13:45 | MM Exit | $9,354.00 | ($110.00) | $555.00 | ($110.00) | 0.00% | -73.33% | $0.00 | $0.00 | ||
| 8 | Sell Short | 9/30/2003 9:05 | S2 | $9,208.00 | 1 | ($115.00) | -0.25% | $10.00 | 8.00% | $0.00 | $0.00 | |
| Buy to Cover | 9/30/2003 9:10 | B3 | $9,231.00 | ($115.00) | $440.00 | ($115.00) | 0.00% | -92.00% | $0.00 | $0.00 | ||
| 9 | Buy | 9/30/2003 9:10 | B3 | $9,231.00 | 1 | ($115.00) | -0.25% | $30.00 | 20.69% | $0.00 | $0.00 | |
| Sell | 9/30/2003 9:15 | MM Exit | $9,208.00 | ($115.00) | $325.00 | ($115.00) | 0.00% | -79.31% | $0.00 | $0.00 | ||
| 10 | Buy | 10/1/2003 14:10 | B2 | $9,403.00 | 1 | $150.00 | 0.32% | $175.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 10/1/2003 15:10 | Close Time | $9,433.00 | $150.00 | $475.00 | $0.00 | 85.71% | 85.71% | $0.00 | $0.00 | ||
| 11 | Buy | 10/3/2003 8:10 | B2 | $9,593.00 | 1 | ($110.00) | -0.23% | $30.00 | 21.43% | $0.00 | $0.00 | |
| Sell | 10/3/2003 9:15 | S3 | $9,571.00 | ($110.00) | $365.00 | ($110.00) | 0.00% | -78.57% | $0.00 | $0.00 | ||
| 12 | Sell Short | 10/3/2003 9:15 | S3 | $9,571.00 | 1 | ($110.00) | -0.23% | $100.00 | 47.62% | $0.00 | $0.00 | |
| Buy to Cover | 10/3/2003 10:10 | MM Exit | $9,593.00 | ($110.00) | $255.00 | ($110.00) | 0.00% | -52.38% | $0.00 | $0.00 | ||
| 13 | Buy | 10/7/2003 9:40 | B1 | $9,541.00 | 1 | $390.00 | 0.82% | $395.00 | 80.61% | $0.00 | $0.00 | |
| Sell | 10/7/2003 15:10 | Close Time | $9,619.00 | $390.00 | $645.00 | ($95.00) | 98.98% | 79.59% | $0.00 | $0.00 | ||
| 14 | Buy | 10/9/2003 8:20 | B2 | $9,694.00 | 1 | ($100.00) | -0.21% | $45.00 | 31.03% | $0.00 | $0.00 | |
| Sell | 10/9/2003 9:20 | S3 | $9,674.00 | ($100.00) | $545.00 | ($100.00) | 0.00% | -68.97% | $0.00 | $0.00 | ||
| 15 | Sell Short | 10/9/2003 9:20 | S3 | $9,674.00 | 1 | ($100.00) | -0.21% | $30.00 | 23.08% | $0.00 | $0.00 | |
| Buy to Cover | 10/9/2003 10:00 | MM Exit | $9,694.00 | ($100.00) | $445.00 | ($100.00) | 0.00% | -76.92% | $0.00 | $0.00 | ||
| 16 | Sell Short | 10/13/2003 12:30 | S1 | $9,704.00 | 1 | ($95.00) | -0.20% | $25.00 | 20.83% | $0.00 | $0.00 | |
| Buy to Cover | 10/13/2003 14:30 | MM Exit | $9,723.00 | ($95.00) | $350.00 | ($95.00) | 0.00% | -79.17% | $0.00 | $0.00 | ||
| 17 | Sell Short | 10/15/2003 8:50 | S1 | $9,799.00 | 1 | $140.00 | 0.29% | $320.00 | 92.75% | $0.00 | $0.00 | |
| Buy to Cover | 10/15/2003 14:40 | HH | $9,771.00 | $140.00 | $490.00 | ($25.00) | 47.83% | 40.58% | $0.00 | $0.00 | ||
| 18 | Buy | 10/16/2003 11:05 | B1 | $9,748.00 | 1 | ($95.00) | -0.19% | $250.00 | 72.46% | $0.00 | $0.00 | |
| Sell | 10/16/2003 14:00 | S3 | $9,729.00 | ($95.00) | $395.00 | ($95.00) | 0.00% | -27.54% | $0.00 | $0.00 | ||
| 19 | Sell Short | 10/16/2003 14:00 | S3 | $9,729.00 | 1 | ($95.00) | -0.19% | $65.00 | 40.63% | $0.00 | $0.00 | |
| Buy to Cover | 10/16/2003 14:20 | MM Exit | $9,748.00 | ($95.00) | $300.00 | ($95.00) | 0.00% | -59.38% | $0.00 | $0.00 | ||
| 20 | Sell Short | 10/22/2003 8:10 | S2 | $9,645.00 | 1 | $310.00 | 0.65% | $445.00 | 93.68% | $0.00 | $0.00 | |
| Buy to Cover | 10/22/2003 15:10 | Close Time | $9,583.00 | $310.00 | $610.00 | ($30.00) | 71.58% | 65.26% | $0.00 | $0.00 | ||
| 21 | Buy | 10/23/2003 8:50 | B1 | $9,553.00 | 1 | ($95.00) | -0.20% | $200.00 | 67.80% | $0.00 | $0.00 | |
| Sell | 10/23/2003 10:15 | S3 | $9,534.00 | ($95.00) | $515.00 | ($95.00) | 0.00% | -32.20% | $0.00 | $0.00 | ||
| 22 | Sell Short | 10/23/2003 10:15 | S3 | $9,534.00 | 1 | ($95.00) | -0.20% | $30.00 | 24.00% | $0.00 | $0.00 | |
| Buy to Cover | 10/23/2003 10:50 | MM Exit | $9,553.00 | ($95.00) | $420.00 | ($95.00) | 0.00% | -76.00% | $0.00 | $0.00 | ||
| 23 | Sell Short | 10/27/2003 13:05 | S1 | $9,588.00 | 1 | ($95.00) | -0.20% | $100.00 | 51.28% | $0.00 | $0.00 | |
| Buy to Cover | 10/27/2003 14:10 | B3 | $9,607.00 | ($95.00) | $325.00 | ($95.00) | 0.00% | -48.72% | $0.00 | $0.00 | ||
| 24 | Buy | 10/27/2003 14:10 | B3 | $9,607.00 | 1 | ($95.00) | -0.20% | $0.00 | 0.00% | $0.00 | $0.00 | |
| Sell | 10/27/2003 14:25 | MM Exit | $9,588.00 | ($95.00) | $230.00 | ($95.00) | 0.00% | -100.00% | $0.00 | $0.00 | ||
| 25 | Buy | 10/28/2003 13:20 | B2 | $9,671.00 | 1 | ($145.00) | -0.30% | $0.00 | 0.00% | $0.00 | $0.00 | |
| Sell | 10/28/2003 13:25 | S3 | $9,642.00 | ($145.00) | $85.00 | ($145.00) | 0.00% | -100.00% | $0.00 | $0.00 | ||
| 26 | Sell Short | 10/28/2003 13:25 | S3 | $9,642.00 | 1 | ($90.00) | -0.19% | $75.00 | 45.45% | $0.00 | $0.00 | |
| Buy to Cover | 10/28/2003 13:50 | MM Exit | $9,660.00 | ($90.00) | ($5.00) | ($90.00) | 0.00% | -54.55% | $0.00 | $0.00 | ||
| 27 | Buy | 10/30/2003 8:15 | B2 | $9,816.00 | 1 | ($95.00) | -0.19% | $40.00 | 29.63% | $0.00 | $0.00 | |
| Sell | 10/30/2003 8:40 | S3 | $9,797.00 | ($95.00) | ($100.00) | ($95.00) | 0.00% | -70.37% | $0.00 | $0.00 | ||
| 28 | Sell Short | 10/30/2003 8:40 | S3 | $9,797.00 | 1 | $100.00 | 0.20% | $335.00 | 78.82% | $0.00 | $0.00 | |
| Buy to Cover | 10/30/2003 15:10 | Close Time | $9,777.00 | $100.00 | $0.00 | ($90.00) | 44.71% | 23.53% | $0.00 | $0.00 | ||
| 29 | Buy | 11/3/2003 8:55 | B2 | $9,837.00 | 1 | $5.00 | 0.01% | $165.00 | 68.75% | $0.00 | $0.00 | |
| Sell | 11/3/2003 14:45 | LL | $9,838.00 | $5.00 | $5.00 | ($75.00) | 33.33% | 2.08% | $0.00 | $0.00 | ||
| 30 | Buy | 11/5/2003 8:40 | B1 | $9,803.00 | 1 | ($70.00) | -0.14% | $205.00 | 74.55% | $0.00 | $0.00 | |
| Sell | 11/5/2003 9:30 | S3 | $9,789.00 | ($70.00) | ($65.00) | ($70.00) | 0.00% | -25.45% | $0.00 | $0.00 | ||
| 31 | Sell Short | 11/5/2003 9:30 | S3 | $9,789.00 | 1 | $50.00 | 0.10% | $175.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 11/5/2003 14:35 | HH | $9,779.00 | $50.00 | ($15.00) | $0.00 | 28.57% | 28.57% | $0.00 | $0.00 | ||
| 32 | Sell Short | 11/7/2003 8:35 | S1 | $9,862.00 | 1 | ($75.00) | -0.15% | $10.00 | 11.76% | $0.00 | $0.00 | |
| Buy to Cover | 11/7/2003 8:40 | B3 | $9,877.00 | ($75.00) | ($90.00) | ($75.00) | 0.00% | -88.24% | $0.00 | $0.00 | ||
| 33 | Buy | 11/7/2003 8:40 | B3 | $9,877.00 | 1 | ($75.00) | -0.15% | $25.00 | 25.00% | $0.00 | $0.00 | |
| Sell | 11/7/2003 8:50 | MM Exit | $9,862.00 | ($75.00) | ($165.00) | ($75.00) | 0.00% | -75.00% | $0.00 | $0.00 | ||
| 34 | Buy | 11/12/2003 10:40 | B2 | $9,770.00 | 1 | $340.00 | 0.70% | $400.00 | 95.24% | $0.00 | $0.00 | |
| Sell | 11/12/2003 15:10 | Close Time | $9,838.00 | $340.00 | $175.00 | ($20.00) | 85.71% | 80.95% | $0.00 | $0.00 | ||
| 35 | Buy | 11/14/2003 8:55 | B2 | $9,887.00 | 1 | ($95.00) | -0.19% | $30.00 | 24.00% | $0.00 | $0.00 | |
| Sell | 11/14/2003 9:00 | S3 | $9,868.00 | ($95.00) | $80.00 | ($95.00) | 0.00% | -76.00% | $0.00 | $0.00 | ||
| 36 | Sell Short | 11/14/2003 9:00 | S3 | $9,868.00 | 1 | $470.00 | 0.96% | $705.00 | 94.63% | $0.00 | $0.00 | |
| Buy to Cover | 11/14/2003 14:50 | HH | $9,774.00 | $470.00 | $550.00 | ($40.00) | 68.46% | 63.09% | $0.00 | $0.00 | ||
| 37 | Buy | 11/20/2003 8:35 | B1 | $9,634.00 | 1 | ($115.00) | -0.24% | $440.00 | 79.28% | $0.00 | $0.00 | |
| Sell | 11/20/2003 14:25 | S3 | $9,611.00 | ($115.00) | $435.00 | ($115.00) | 0.00% | -20.72% | $0.00 | $0.00 | ||
| 38 | Sell Short | 11/20/2003 14:25 | S3 | $9,611.00 | 1 | $5.00 | 0.01% | $45.00 | 24.32% | $0.00 | $0.00 | |
| Buy to Cover | 11/20/2003 15:10 | Close Time | $9,610.00 | $5.00 | $440.00 | ($140.00) | 78.38% | 2.70% | $0.00 | $0.00 | ||
| 39 | Buy | 11/24/2003 8:55 | B2 | $9,691.00 | 1 | $250.00 | 0.52% | $280.00 | 86.15% | $0.00 | $0.00 | |
| Sell | 11/24/2003 15:10 | Close Time | $9,741.00 | $250.00 | $690.00 | ($45.00) | 90.77% | 76.92% | $0.00 | $0.00 | ||
| 40 | Buy | 11/26/2003 11:05 | B1 | $9,729.00 | 1 | $215.00 | 0.44% | $290.00 | 89.23% | $0.00 | $0.00 | |
| Sell | 11/26/2003 15:10 | Close Time | $9,772.00 | $215.00 | $905.00 | ($35.00) | 76.92% | 66.15% | $0.00 | $0.00 | ||
| 41 | Buy | 12/1/2003 9:05 | B2 | $9,845.00 | 1 | ($95.00) | -0.19% | $225.00 | 70.31% | $0.00 | $0.00 | |
| Sell | 12/1/2003 13:20 | S3 | $9,826.00 | ($95.00) | $810.00 | ($95.00) | 0.00% | -29.69% | $0.00 | $0.00 | ||
| 42 | Sell Short | 12/1/2003 13:20 | S3 | $9,826.00 | 1 | ($95.00) | -0.19% | $15.00 | 13.64% | $0.00 | $0.00 | |
| Buy to Cover | 12/1/2003 13:30 | MM Exit | $9,845.00 | ($95.00) | $715.00 | ($95.00) | 0.00% | -86.36% | $0.00 | $0.00 | ||
| 43 | Buy | 12/3/2003 8:40 | B2 | $9,918.00 | 1 | ($85.00) | -0.17% | $0.00 | 0.00% | $0.00 | $0.00 | |
| Sell | 12/3/2003 8:50 | S3 | $9,901.00 | ($85.00) | $630.00 | ($85.00) | 0.00% | -100.00% | $0.00 | $0.00 | ||
| 44 | Sell Short | 12/3/2003 8:50 | S3 | $9,901.00 | 1 | ($85.00) | -0.17% | $160.00 | 65.31% | $0.00 | $0.00 | |
| Buy to Cover | 12/3/2003 10:35 | MM Exit | $9,918.00 | ($85.00) | $545.00 | ($85.00) | 0.00% | -34.69% | $0.00 | $0.00 | ||
| 45 | Buy | 12/8/2003 14:10 | B2 | $9,946.00 | 1 | $70.00 | 0.14% | $90.00 | 81.82% | $0.00 | $0.00 | |
| Sell | 12/8/2003 15:10 | Close Time | $9,960.00 | $70.00 | $615.00 | ($20.00) | 81.82% | 63.64% | $0.00 | $0.00 | ||