| TradeStation Periodical Returns: Daily | |||||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 12/8/2003 | $70.00 | 0.07% | 0 | 1 | 100.00% |
| 12/3/2003 | ($170.00) | -0.17% | 0 | 2 | 0.00% |
| 12/1/2003 | ($190.00) | -0.19% | 0 | 2 | 0.00% |
| 11/26/2003 | $215.00 | 0.21% | 0 | 1 | 100.00% |
| 11/24/2003 | $250.00 | 0.25% | 0 | 1 | 100.00% |
| 11/20/2003 | ($110.00) | -0.11% | 0.04 | 2 | 50.00% |
| 11/14/2003 | $375.00 | 0.37% | 4.95 | 2 | 50.00% |
| 11/12/2003 | $340.00 | 0.34% | 0 | 1 | 100.00% |
| 11/7/2003 | ($150.00) | -0.15% | 0 | 2 | 0.00% |
| 11/5/2003 | ($20.00) | -0.02% | 0.71 | 2 | 50.00% |
| 11/3/2003 | $5.00 | 0.01% | 0 | 1 | 100.00% |
| 10/30/2003 | $5.00 | 0.01% | 1.05 | 2 | 50.00% |
| 10/28/2003 | ($235.00) | -0.23% | 0 | 2 | 0.00% |
| 10/27/2003 | ($190.00) | -0.19% | 0 | 2 | 0.00% |
| 10/23/2003 | ($190.00) | -0.19% | 0 | 2 | 0.00% |
| 10/22/2003 | $310.00 | 0.31% | 0 | 1 | 100.00% |
| 10/16/2003 | ($190.00) | -0.19% | 0 | 2 | 0.00% |
| 10/15/2003 | $140.00 | 0.14% | 0 | 1 | 100.00% |
| 10/13/2003 | ($95.00) | -0.09% | 0 | 1 | 0.00% |
| 10/9/2003 | ($200.00) | -0.20% | 0 | 2 | 0.00% |
| 10/7/2003 | $390.00 | 0.39% | 0 | 1 | 100.00% |
| 10/3/2003 | ($220.00) | -0.22% | 0 | 2 | 0.00% |
| 10/1/2003 | $150.00 | 0.15% | 0 | 1 | 100.00% |
| 9/30/2003 | ($230.00) | -0.23% | 0 | 2 | 0.00% |
| 9/29/2003 | ($220.00) | -0.22% | 0 | 2 | 0.00% |
| 9/24/2003 | $190.00 | 0.19% | 0 | 1 | 100.00% |
| 9/22/2003 | $100.00 | 0.10% | 0 | 1 | 100.00% |
| 9/18/2003 | $225.00 | 0.22% | 0 | 1 | 100.00% |
| 9/16/2003 | $260.00 | 0.26% | 3.74 | 2 | 50.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| Today - 12/8/2003 | $70.00 | 0.07% | 0 | 1 | 100.00% |
| 12/7/2003 - 12/8/2003 | $70.00 | 0.07% | 0 | 1 | 100.00% |
| 12/6/2003 - 12/8/2003 | $70.00 | 0.07% | 0 | 1 | 100.00% |
| 12/5/2003 - 12/8/2003 | $70.00 | 0.07% | 0 | 1 | 100.00% |
| 12/4/2003 - 12/8/2003 | $70.00 | 0.07% | 0 | 1 | 100.00% |
| 12/3/2003 - 12/8/2003 | ($100.00) | -0.10% | 0.41 | 3 | 33.33% |
| 12/2/2003 - 12/8/2003 | ($100.00) | -0.10% | 0.41 | 3 | 33.33% |
| 12/1/2003 - 12/8/2003 | ($290.00) | -0.29% | 0.19 | 5 | 20.00% |
| 11/30/2003 - 12/8/2003 | ($290.00) | -0.29% | 0.19 | 5 | 20.00% |
| 11/29/2003 - 12/8/2003 | ($290.00) | -0.29% | 0.19 | 5 | 20.00% |
| 11/28/2003 - 12/8/2003 | ($290.00) | -0.29% | 0.19 | 5 | 20.00% |
| 11/27/2003 - 12/8/2003 | ($290.00) | -0.29% | 0.19 | 5 | 20.00% |
| 11/26/2003 - 12/8/2003 | ($75.00) | -0.07% | 0.79 | 6 | 33.33% |
| 11/25/2003 - 12/8/2003 | ($75.00) | -0.07% | 0.79 | 6 | 33.33% |
| 11/24/2003 - 12/8/2003 | $175.00 | 0.17% | 1.49 | 7 | 42.86% |
| 11/23/2003 - 12/8/2003 | $175.00 | 0.17% | 1.49 | 7 | 42.86% |
| 11/22/2003 - 12/8/2003 | $175.00 | 0.17% | 1.49 | 7 | 42.86% |
| 11/21/2003 - 12/8/2003 | $175.00 | 0.17% | 1.49 | 7 | 42.86% |
| 11/20/2003 - 12/8/2003 | $65.00 | 0.07% | 1.14 | 9 | 44.44% |
| 11/19/2003 - 12/8/2003 | $65.00 | 0.07% | 1.14 | 9 | 44.44% |
| 11/18/2003 - 12/8/2003 | $65.00 | 0.07% | 1.14 | 9 | 44.44% |
| 11/17/2003 - 12/8/2003 | $65.00 | 0.07% | 1.14 | 9 | 44.44% |
| 11/16/2003 - 12/8/2003 | $65.00 | 0.07% | 1.14 | 9 | 44.44% |
| 11/15/2003 - 12/8/2003 | $65.00 | 0.06% | 1.14 | 9 | 44.44% |
| 11/14/2003 - 12/8/2003 | $440.00 | 0.44% | 1.77 | 11 | 45.45% |
| 11/13/2003 - 12/8/2003 | $440.00 | 0.44% | 1.77 | 11 | 45.45% |
| 11/12/2003 - 12/8/2003 | $780.00 | 0.78% | 2.37 | 12 | 50.00% |
| 11/11/2003 - 12/8/2003 | $780.00 | 0.78% | 2.37 | 12 | 50.00% |
| 11/10/2003 - 12/8/2003 | $780.00 | 0.78% | 2.37 | 12 | 50.00% |
| 11/9/2003 - 12/8/2003 | $780.00 | 0.78% | 2.37 | 12 | 50.00% |
| 11/8/2003 - 12/8/2003 | $780.00 | 0.78% | 2.37 | 12 | 50.00% |
| 11/7/2003 - 12/8/2003 | $630.00 | 0.63% | 1.88 | 14 | 42.86% |
| 11/6/2003 - 12/8/2003 | $630.00 | 0.63% | 1.88 | 14 | 42.86% |
| 11/5/2003 - 12/8/2003 | $610.00 | 0.61% | 1.77 | 16 | 43.75% |
| 11/4/2003 - 12/8/2003 | $610.00 | 0.61% | 1.77 | 16 | 43.75% |
| 11/3/2003 - 12/8/2003 | $615.00 | 0.61% | 1.78 | 17 | 47.06% |
| 11/2/2003 - 12/8/2003 | $615.00 | 0.61% | 1.78 | 17 | 47.06% |
| 11/1/2003 - 12/8/2003 | $615.00 | 0.61% | 1.78 | 17 | 47.06% |
| 10/31/2003 - 12/8/2003 | $615.00 | 0.61% | 1.78 | 17 | 47.06% |
| 10/30/2003 - 12/8/2003 | $620.00 | 0.62% | 1.7 | 19 | 47.37% |