| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Sell Short | 4/15/2002 10:40 | S2 | $10,088.00 | 1 | ($160.00) | -0.32% | $100.00 | 38.46% | $0.00 | $0.00 | |
| Buy to Cover | 4/15/2002 11:45 | B3 | $10,120.00 | ($160.00) | ($160.00) | ($160.00) | 0.00% | -61.54% | $0.00 | $0.00 | ||
| 2 | Buy | 4/15/2002 11:45 | B3 | $10,120.00 | 1 | ($125.00) | -0.25% | $185.00 | 53.62% | $0.00 | $0.00 | |
| Sell | 4/15/2002 15:10 | Close Time | $10,095.00 | ($125.00) | ($285.00) | ($160.00) | 10.14% | -36.23% | $0.00 | $0.00 | ||
| 3 | Buy | 4/16/2002 14:10 | B2 | $10,298.00 | 1 | $40.00 | 0.08% | $50.00 | 45.45% | $0.00 | $0.00 | |
| Sell | 4/16/2002 15:10 | Close Time | $10,306.00 | $40.00 | ($245.00) | ($60.00) | 90.91% | 36.36% | $0.00 | $0.00 | ||
| 4 | Sell Short | 4/18/2002 11:20 | S2 | $10,081.00 | 1 | ($155.00) | -0.31% | $205.00 | 56.94% | $0.00 | $0.00 | |
| Buy to Cover | 4/18/2002 11:25 | B3 | $10,112.00 | ($155.00) | ($400.00) | ($155.00) | 0.00% | -43.06% | $0.00 | $0.00 | ||
| 5 | Buy | 4/18/2002 11:25 | B3 | $10,112.00 | 1 | $440.00 | 0.87% | $535.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 4/18/2002 15:10 | Close Time | $10,200.00 | $440.00 | $40.00 | $0.00 | 82.24% | 82.24% | $0.00 | $0.00 | ||
| 6 | Sell Short | 4/22/2002 9:40 | S2 | $10,169.00 | 1 | $145.00 | 0.29% | $290.00 | 72.50% | $0.00 | $0.00 | |
| Buy to Cover | 4/22/2002 14:50 | HH | $10,140.00 | $145.00 | $185.00 | ($110.00) | 63.75% | 36.25% | $0.00 | $0.00 | ||
| 7 | Buy | 4/25/2002 10:30 | B1 | $9,997.00 | 1 | ($150.00) | -0.30% | $45.00 | 23.08% | $0.00 | $0.00 | |
| Sell | 4/25/2002 10:40 | S3 | $9,967.00 | ($150.00) | $35.00 | ($150.00) | 0.00% | -76.92% | $0.00 | $0.00 | ||
| 8 | Sell Short | 4/25/2002 10:40 | S3 | $9,967.00 | 1 | ($150.00) | -0.30% | $60.00 | 28.57% | $0.00 | $0.00 | |
| Buy to Cover | 4/25/2002 12:10 | MM Exit | $9,997.00 | ($150.00) | ($115.00) | ($150.00) | 0.00% | -71.43% | $0.00 | $0.00 | ||
| 9 | Buy | 4/30/2002 11:05 | B2 | $9,983.00 | 1 | ($150.00) | -0.30% | $100.00 | 40.00% | $0.00 | $0.00 | |
| Sell | 4/30/2002 14:35 | LL | $9,953.00 | ($150.00) | ($265.00) | ($150.00) | 0.00% | -60.00% | $0.00 | $0.00 | ||
| 10 | Sell Short | 5/3/2002 9:05 | S2 | $9,990.00 | 1 | $25.00 | 0.05% | $350.00 | 68.63% | $0.00 | $0.00 | |
| Buy to Cover | 5/3/2002 15:10 | Close Time | $9,985.00 | $25.00 | ($240.00) | ($160.00) | 36.27% | 4.90% | $0.00 | $0.00 | ||
| 11 | Buy | 5/8/2002 8:35 | B2 | $9,968.00 | 1 | $820.00 | 1.65% | $900.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 5/8/2002 15:10 | Close Time | $10,132.00 | $820.00 | $580.00 | $0.00 | 91.11% | 91.11% | $0.00 | $0.00 | ||
| 12 | Buy | 5/14/2002 13:40 | B2 | $10,269.00 | 1 | $130.00 | 0.25% | $140.00 | 71.79% | $0.00 | $0.00 | |
| Sell | 5/14/2002 15:10 | Close Time | $10,295.00 | $130.00 | $710.00 | ($55.00) | 94.87% | 66.67% | $0.00 | $0.00 | ||
| 13 | Sell Short | 5/17/2002 9:30 | S1 | $10,314.00 | 1 | ($130.00) | -0.25% | $290.00 | 69.05% | $0.00 | $0.00 | |
| Buy to Cover | 5/17/2002 14:50 | HH | $10,340.00 | ($130.00) | $580.00 | ($130.00) | 0.00% | -30.95% | $0.00 | $0.00 | ||
| 14 | Sell Short | 5/21/2002 13:45 | S2 | $10,137.00 | 1 | $85.00 | 0.17% | $250.00 | 96.15% | $0.00 | $0.00 | |
| Buy to Cover | 5/21/2002 15:10 | Close Time | $10,120.00 | $85.00 | $665.00 | ($10.00) | 36.54% | 32.69% | $0.00 | $0.00 | ||
| 15 | Sell Short | 5/23/2002 8:50 | S1 | $10,164.00 | 1 | ($120.00) | -0.24% | $390.00 | 76.47% | $0.00 | $0.00 | |
| Buy to Cover | 5/23/2002 14:10 | B3 | $10,188.00 | ($120.00) | $545.00 | ($120.00) | 0.00% | -23.53% | $0.00 | $0.00 | ||
| 16 | Buy | 5/23/2002 14:10 | B3 | $10,188.00 | 1 | $195.00 | 0.38% | $200.00 | 90.91% | $0.00 | $0.00 | |
| Sell | 5/23/2002 15:10 | Close Time | $10,227.00 | $195.00 | $740.00 | ($20.00) | 97.73% | 88.64% | $0.00 | $0.00 | ||
| 17 | Buy | 5/30/2002 9:25 | B1 | $9,909.00 | 1 | ($150.00) | -0.30% | $205.00 | 57.75% | $0.00 | $0.00 | |
| Sell | 5/30/2002 11:50 | S3 | $9,879.00 | ($150.00) | $590.00 | ($150.00) | 0.00% | -42.25% | $0.00 | $0.00 | ||
| 18 | Sell Short | 5/30/2002 11:50 | S3 | $9,879.00 | 1 | ($150.00) | -0.30% | $390.00 | 72.22% | $0.00 | $0.00 | |
| Buy to Cover | 5/30/2002 14:10 | MM Exit | $9,909.00 | ($150.00) | $440.00 | ($150.00) | 0.00% | -27.78% | $0.00 | $0.00 | ||
| 19 | Sell Short | 5/31/2002 14:00 | S1 | $9,961.00 | 1 | $235.00 | 0.47% | $235.00 | 71.21% | $0.00 | $0.00 | |
| Buy to Cover | 5/31/2002 15:10 | Close Time | $9,914.00 | $235.00 | $675.00 | ($95.00) | 100.00% | 71.21% | $0.00 | $0.00 | ||
| 20 | Sell Short | 6/5/2002 9:40 | S1 | $9,738.00 | 1 | ($170.00) | -0.35% | $200.00 | 54.05% | $0.00 | $0.00 | |
| Buy to Cover | 6/5/2002 14:30 | MM Exit | $9,772.00 | ($170.00) | $505.00 | ($170.00) | 0.00% | -45.95% | $0.00 | $0.00 | ||
| 21 | Sell Short | 6/6/2002 11:40 | S2 | $9,644.00 | 1 | ($180.00) | -0.37% | $45.00 | 20.00% | $0.00 | $0.00 | |
| Buy to Cover | 6/6/2002 12:15 | B3 | $9,680.00 | ($180.00) | $325.00 | ($180.00) | 0.00% | -80.00% | $0.00 | $0.00 | ||
| 22 | Buy | 6/6/2002 12:15 | B3 | $9,680.00 | 1 | ($180.00) | -0.37% | $80.00 | 30.77% | $0.00 | $0.00 | |
| Sell | 6/6/2002 13:50 | MM Exit | $9,644.00 | ($180.00) | $145.00 | ($180.00) | 0.00% | -69.23% | $0.00 | $0.00 | ||
| 23 | Buy | 6/7/2002 12:50 | B1 | $9,583.00 | 1 | ($55.00) | -0.11% | $290.00 | 81.69% | $0.00 | $0.00 | |
| Sell | 6/7/2002 15:00 | LL | $9,572.00 | ($55.00) | $90.00 | ($65.00) | 2.82% | -15.49% | $0.00 | $0.00 | ||
| 24 | Sell Short | 6/11/2002 10:50 | S1 | $9,701.00 | 1 | $900.00 | 1.89% | $980.00 | 95.15% | $0.00 | $0.00 | |
| Buy to Cover | 6/11/2002 15:10 | Close Time | $9,521.00 | $900.00 | $990.00 | ($50.00) | 92.23% | 87.38% | $0.00 | $0.00 | ||