| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Buy | 3/12/2003 14:00 | B1 | $7,466.00 | 1 | $300.00 | 0.80% | $300.00 | 78.95% | $0.00 | $0.00 | |
| Sell | 3/12/2003 15:10 | Close Time | $7,526.00 | $300.00 | $300.00 | ($80.00) | 100.00% | 78.95% | $0.00 | $0.00 | ||
| 2 | Buy | 3/13/2003 8:35 | B2 | $7,651.00 | 1 | ($190.00) | -0.50% | $45.00 | 19.15% | $0.00 | $0.00 | |
| Sell | 3/13/2003 9:20 | S3 | $7,613.00 | ($190.00) | $110.00 | ($190.00) | 0.00% | -80.85% | $0.00 | $0.00 | ||
| 3 | Sell Short | 3/13/2003 9:20 | S3 | $7,613.00 | 1 | ($190.00) | -0.50% | $135.00 | 41.54% | $0.00 | $0.00 | |
| Buy to Cover | 3/13/2003 11:10 | MM Exit | $7,651.00 | ($190.00) | ($80.00) | ($190.00) | 0.00% | -58.46% | $0.00 | $0.00 | ||
| 4 | Buy | 3/17/2003 8:55 | B1 | $7,802.00 | 1 | $1,490.00 | 3.82% | $1,630.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 3/17/2003 15:10 | Close Time | $8,100.00 | $1,490.00 | $1,410.00 | $0.00 | 91.41% | 91.41% | $0.00 | $0.00 | ||
| 5 | Buy | 3/20/2003 9:45 | B1 | $8,161.00 | 1 | $520.00 | 1.27% | $705.00 | 84.43% | $0.00 | $0.00 | |
| Sell | 3/20/2003 15:10 | Close Time | $8,265.00 | $520.00 | $1,930.00 | ($130.00) | 77.84% | 62.28% | $0.00 | $0.00 | ||
| 6 | Buy | 3/21/2003 11:55 | B2 | $8,454.00 | 1 | ($205.00) | -0.48% | $15.00 | 6.82% | $0.00 | $0.00 | |
| Sell | 3/21/2003 12:05 | S3 | $8,413.00 | ($205.00) | $1,725.00 | ($205.00) | 0.00% | -93.18% | $0.00 | $0.00 | ||
| 7 | Sell Short | 3/21/2003 12:05 | S3 | $8,413.00 | 1 | ($205.00) | -0.48% | $115.00 | 35.94% | $0.00 | $0.00 | |
| Buy to Cover | 3/21/2003 14:10 | MM Exit | $8,454.00 | ($205.00) | $1,520.00 | ($205.00) | 0.00% | -64.06% | $0.00 | $0.00 | ||
| 8 | Sell Short | 3/24/2003 10:15 | S2 | $8,216.00 | 1 | $130.00 | 0.32% | $310.00 | 64.58% | $0.00 | $0.00 | |
| Buy to Cover | 3/24/2003 15:10 | Close Time | $8,190.00 | $130.00 | $1,650.00 | ($170.00) | 62.50% | 27.08% | $0.00 | $0.00 | ||
| 9 | Sell Short | 3/27/2003 8:55 | S2 | $8,098.00 | 1 | ($175.00) | -0.43% | $90.00 | 33.96% | $0.00 | $0.00 | |
| Buy to Cover | 3/27/2003 10:20 | B3 | $8,133.00 | ($175.00) | $1,475.00 | ($175.00) | 0.00% | -66.04% | $0.00 | $0.00 | ||
| 10 | Buy | 3/27/2003 10:20 | B3 | $8,133.00 | 1 | $145.00 | 0.36% | $460.00 | 81.42% | $0.00 | $0.00 | |
| Sell | 3/27/2003 14:50 | LL | $8,162.00 | $145.00 | $1,620.00 | ($105.00) | 44.25% | 25.66% | $0.00 | $0.00 | ||
| 11 | Sell Short | 3/31/2003 8:10 | S2 | $8,002.00 | 1 | ($155.00) | -0.39% | $550.00 | 78.01% | $0.00 | $0.00 | |
| Buy to Cover | 3/31/2003 13:55 | B3 | $8,033.00 | ($155.00) | $1,465.00 | ($155.00) | 0.00% | -21.99% | $0.00 | $0.00 | ||
| 12 | Buy | 3/31/2003 13:55 | B3 | $8,033.00 | 1 | ($110.00) | -0.27% | $70.00 | 38.89% | $0.00 | $0.00 | |
| Sell | 3/31/2003 14:35 | LL | $8,011.00 | ($110.00) | $1,355.00 | ($110.00) | 0.00% | -61.11% | $0.00 | $0.00 | ||
| 13 | Buy | 4/2/2003 8:10 | B2 | $8,171.00 | 1 | $445.00 | 1.09% | $625.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 4/2/2003 14:40 | LL | $8,260.00 | $445.00 | $1,800.00 | $0.00 | 71.20% | 71.20% | $0.00 | $0.00 | ||
| 14 | Sell Short | 4/3/2003 8:40 | S1 | $8,281.00 | 1 | ($150.00) | -0.36% | $255.00 | 62.96% | $0.00 | $0.00 | |
| Buy to Cover | 4/3/2003 13:30 | B3 | $8,311.00 | ($150.00) | $1,650.00 | ($150.00) | 0.00% | -37.04% | $0.00 | $0.00 | ||
| 15 | Buy | 4/3/2003 13:30 | B3 | $8,311.00 | 1 | ($150.00) | -0.36% | $10.00 | 6.25% | $0.00 | $0.00 | |
| Sell | 4/3/2003 14:00 | MM Exit | $8,281.00 | ($150.00) | $1,500.00 | ($150.00) | 0.00% | -93.75% | $0.00 | $0.00 | ||
| 16 | Buy | 4/7/2003 8:10 | B2 | $8,437.00 | 1 | ($140.00) | -0.33% | $305.00 | 68.54% | $0.00 | $0.00 | |
| Sell | 4/7/2003 10:00 | S3 | $8,409.00 | ($140.00) | $1,360.00 | ($140.00) | 0.00% | -31.46% | $0.00 | $0.00 | ||
| 17 | Sell Short | 4/7/2003 10:00 | S3 | $8,409.00 | 1 | ($140.00) | -0.33% | $5.00 | 3.45% | $0.00 | $0.00 | |
| Buy to Cover | 4/7/2003 10:20 | MM Exit | $8,437.00 | ($140.00) | $1,220.00 | ($140.00) | 0.00% | -96.55% | $0.00 | $0.00 | ||
| 18 | Sell Short | 4/9/2003 8:15 | S1 | $8,314.00 | 1 | ($150.00) | -0.36% | $330.00 | 68.75% | $0.00 | $0.00 | |
| Buy to Cover | 4/9/2003 9:20 | B3 | $8,344.00 | ($150.00) | $1,070.00 | ($150.00) | 0.00% | -31.25% | $0.00 | $0.00 | ||
| 19 | Buy | 4/9/2003 9:20 | B3 | $8,344.00 | 1 | ($150.00) | -0.36% | $225.00 | 60.00% | $0.00 | $0.00 | |
| Sell | 4/9/2003 9:55 | MM Exit | $8,314.00 | ($150.00) | $920.00 | ($150.00) | 0.00% | -40.00% | $0.00 | $0.00 | ||
| 20 | Buy | 4/11/2003 8:40 | B2 | $8,290.00 | 1 | ($155.00) | -0.37% | $130.00 | 45.61% | $0.00 | $0.00 | |
| Sell | 4/11/2003 9:10 | S3 | $8,259.00 | ($155.00) | $765.00 | ($155.00) | 0.00% | -54.39% | $0.00 | $0.00 | ||
| 21 | Sell Short | 4/11/2003 9:10 | S3 | $8,259.00 | 1 | $405.00 | 0.99% | $530.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 4/11/2003 15:10 | Close Time | $8,178.00 | $405.00 | $1,170.00 | $0.00 | 76.42% | 76.42% | $0.00 | $0.00 | ||
| 22 | Sell Short | 4/16/2003 13:50 | S2 | $8,235.00 | 1 | $15.00 | 0.04% | $130.00 | 56.52% | $0.00 | $0.00 | |
| Buy to Cover | 4/16/2003 15:10 | Close Time | $8,232.00 | $15.00 | $1,185.00 | ($100.00) | 50.00% | 6.52% | $0.00 | $0.00 | ||
| 23 | Sell Short | 4/21/2003 9:25 | S1 | $8,328.00 | 1 | $65.00 | 0.16% | $235.00 | 79.66% | $0.00 | $0.00 | |
| Buy to Cover | 4/21/2003 15:10 | Close Time | $8,315.00 | $65.00 | $1,250.00 | ($60.00) | 42.37% | 22.03% | $0.00 | $0.00 | ||
| 24 | Buy | 4/22/2003 9:35 | B1 | $8,290.00 | 1 | $870.00 | 2.10% | $905.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 4/22/2003 15:10 | Close Time | $8,464.00 | $870.00 | $2,120.00 | $0.00 | 96.13% | 96.13% | $0.00 | $0.00 | ||
| 25 | Buy | 4/24/2003 9:30 | B1 | $8,447.00 | 1 | ($155.00) | -0.37% | $50.00 | 24.39% | $0.00 | $0.00 | |
| Sell | 4/24/2003 9:50 | S3 | $8,416.00 | ($155.00) | $1,965.00 | ($155.00) | 0.00% | -75.61% | $0.00 | $0.00 | ||
| 26 | Sell Short | 4/24/2003 9:50 | S3 | $8,416.00 | 1 | ($155.00) | -0.37% | $215.00 | 58.11% | $0.00 | $0.00 | |
| Buy to Cover | 4/24/2003 13:50 | MM Exit | $8,447.00 | ($155.00) | $1,810.00 | ($155.00) | 0.00% | -41.89% | $0.00 | $0.00 | ||
| 27 | Sell Short | 4/25/2003 9:40 | S2 | $8,312.00 | 1 | $180.00 | 0.43% | $255.00 | 77.27% | $0.00 | $0.00 | |
| Buy to Cover | 4/25/2003 15:10 | Close Time | $8,276.00 | $180.00 | $1,990.00 | ($75.00) | 77.27% | 54.55% | $0.00 | $0.00 | ||
| 28 | Sell Short | 5/1/2003 9:15 | S2 | $8,350.00 | 1 | ($135.00) | -0.32% | $170.00 | 55.74% | $0.00 | $0.00 | |
| Buy to Cover | 5/1/2003 12:35 | B3 | $8,377.00 | ($135.00) | $1,855.00 | ($135.00) | 0.00% | -44.26% | $0.00 | $0.00 | ||
| 29 | Buy | 5/1/2003 12:35 | B3 | $8,377.00 | 1 | $140.00 | 0.33% | $395.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 5/1/2003 14:40 | LL | $8,405.00 | $140.00 | $1,995.00 | $0.00 | 35.44% | 35.44% | $0.00 | $0.00 | ||
| 30 | Buy | 5/2/2003 13:10 | B2 | $8,564.00 | 1 | ($145.00) | -0.34% | $5.00 | 3.33% | $0.00 | $0.00 | |
| Sell | 5/2/2003 13:35 | S3 | $8,535.00 | ($145.00) | $1,850.00 | ($145.00) | 0.00% | -96.67% | $0.00 | $0.00 | ||
| 31 | Sell Short | 5/2/2003 13:35 | S3 | $8,535.00 | 1 | ($145.00) | -0.34% | $10.00 | 6.45% | $0.00 | $0.00 | |
| Buy to Cover | 5/2/2003 14:05 | MM Exit | $8,564.00 | ($145.00) | $1,705.00 | ($145.00) | 0.00% | -93.55% | $0.00 | $0.00 | ||
| 32 | Sell Short | 5/6/2003 13:20 | S1 | $8,561.00 | 1 | ($130.00) | -0.30% | $70.00 | 35.00% | $0.00 | $0.00 | |
| Buy to Cover | 5/6/2003 13:25 | B3 | $8,587.00 | ($130.00) | $1,575.00 | ($130.00) | 0.00% | -65.00% | $0.00 | $0.00 | ||
| 33 | Buy | 5/6/2003 13:25 | B3 | $8,587.00 | 1 | ($130.00) | -0.30% | $165.00 | 55.93% | $0.00 | $0.00 | |
| Sell | 5/6/2003 13:55 | MM Exit | $8,561.00 | ($130.00) | $1,445.00 | ($130.00) | 0.00% | -44.07% | $0.00 | $0.00 | ||
| 34 | Buy | 5/8/2003 9:20 | B1 | $8,511.00 | 1 | ($130.00) | -0.31% | $205.00 | 61.19% | $0.00 | $0.00 | |
| Sell | 5/8/2003 11:05 | S3 | $8,485.00 | ($130.00) | $1,315.00 | ($130.00) | 0.00% | -38.81% | $0.00 | $0.00 | ||
| 35 | Sell Short | 5/8/2003 11:05 | S3 | $8,485.00 | 1 | $60.00 | 0.14% | $180.00 | 78.26% | $0.00 | $0.00 | |
| Buy to Cover | 5/8/2003 15:10 | Close Time | $8,473.00 | $60.00 | $1,375.00 | ($50.00) | 47.83% | 26.09% | $0.00 | $0.00 | ||
| 36 | Buy | 5/12/2003 11:00 | B2 | $8,679.00 | 1 | $90.00 | 0.21% | $210.00 | 85.71% | $0.00 | $0.00 | |
| Sell | 5/12/2003 14:50 | LL | $8,697.00 | $90.00 | $1,465.00 | ($35.00) | 51.02% | 36.73% | $0.00 | $0.00 | ||
| 37 | Buy | 5/14/2003 11:10 | B1 | $8,635.00 | 1 | ($115.00) | -0.27% | $95.00 | 45.24% | $0.00 | $0.00 | |
| Sell | 5/14/2003 13:30 | S3 | $8,612.00 | ($115.00) | $1,350.00 | ($115.00) | 0.00% | -54.76% | $0.00 | $0.00 | ||
| 38 | Sell Short | 5/14/2003 13:30 | S3 | $8,612.00 | 1 | ($115.00) | -0.27% | $90.00 | 43.90% | $0.00 | $0.00 | |
| Buy to Cover | 5/14/2003 14:30 | MM Exit | $8,635.00 | ($115.00) | $1,235.00 | ($115.00) | 0.00% | -56.10% | $0.00 | $0.00 | ||
| 39 | Sell Short | 5/19/2003 9:10 | S2 | $8,563.00 | 1 | $380.00 | 0.90% | $485.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 5/19/2003 15:10 | Close Time | $8,487.00 | $380.00 | $1,615.00 | $0.00 | 78.35% | 78.35% | $0.00 | $0.00 | ||
| 40 | Buy | 5/22/2003 9:35 | B2 | $8,585.00 | 1 | ($120.00) | -0.28% | $110.00 | 47.83% | $0.00 | $0.00 | |
| Sell | 5/22/2003 10:40 | S3 | $8,561.00 | ($120.00) | $1,495.00 | ($120.00) | 0.00% | -52.17% | $0.00 | $0.00 | ||
| 41 | Sell Short | 5/22/2003 10:40 | S3 | $8,561.00 | 1 | ($120.00) | -0.28% | $45.00 | 27.27% | $0.00 | $0.00 | |
| Buy to Cover | 5/22/2003 11:30 | MM Exit | $8,585.00 | ($120.00) | $1,375.00 | ($120.00) | 0.00% | -72.73% | $0.00 | $0.00 | ||
| 42 | Buy | 5/27/2003 9:35 | B2 | $8,674.00 | 1 | $485.00 | 1.12% | $575.00 | 94.26% | $0.00 | $0.00 | |
| Sell | 5/27/2003 15:10 | Close Time | $8,771.00 | $485.00 | $1,860.00 | ($35.00) | 85.25% | 79.51% | $0.00 | $0.00 | ||
| 43 | Sell Short | 5/29/2003 11:30 | S1 | $8,818.00 | 1 | $540.00 | 1.24% | $710.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 5/29/2003 15:10 | Close Time | $8,710.00 | $540.00 | $2,400.00 | $0.00 | 76.06% | 76.06% | $0.00 | $0.00 | ||
| 44 | Buy | 6/2/2003 10:25 | B2 | $8,973.00 | 1 | ($150.00) | -0.33% | $115.00 | 43.40% | $0.00 | $0.00 | |
| Sell | 6/2/2003 14:00 | S3 | $8,943.00 | ($150.00) | $2,250.00 | ($150.00) | 0.00% | -56.60% | $0.00 | $0.00 | ||
| 45 | Sell Short | 6/2/2003 14:00 | S3 | $8,943.00 | 1 | $235.00 | 0.53% | $340.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 6/2/2003 15:10 | Close Time | $8,896.00 | $235.00 | $2,485.00 | $0.00 | 69.12% | 69.12% | $0.00 | $0.00 | ||
| 46 | Buy | 6/4/2003 9:35 | B2 | $9,003.00 | 1 | $170.00 | 0.38% | $270.00 | 73.97% | $0.00 | $0.00 | |
| Sell | 6/4/2003 15:10 | Close Time | $9,037.00 | $170.00 | $2,655.00 | ($95.00) | 72.60% | 46.58% | $0.00 | $0.00 | ||
| 47 | Buy | 6/6/2003 8:35 | B2 | $9,122.00 | 1 | ($120.00) | -0.26% | $465.00 | 79.49% | $0.00 | $0.00 | |
| Sell | 6/6/2003 11:40 | S3 | $9,098.00 | ($120.00) | $2,535.00 | ($120.00) | 0.00% | -20.51% | $0.00 | $0.00 | ||
| 48 | Sell Short | 6/6/2003 11:40 | S3 | $9,098.00 | 1 | ($120.00) | -0.26% | $90.00 | 42.86% | $0.00 | $0.00 | |
| Buy to Cover | 6/6/2003 12:30 | MM Exit | $9,122.00 | ($120.00) | $2,415.00 | ($120.00) | 0.00% | -57.14% | $0.00 | $0.00 | ||
| 49 | Sell Short | 6/11/2003 10:50 | S1 | $9,079.00 | 1 | ($125.00) | -0.27% | $5.00 | 3.85% | $0.00 | $0.00 | |
| Buy to Cover | 6/11/2003 11:30 | B3 | $9,104.00 | ($125.00) | $2,290.00 | ($125.00) | 0.00% | -96.15% | $0.00 | $0.00 | ||
| 50 | Buy | 6/11/2003 11:30 | B3 | $9,104.00 | 1 | $405.00 | 0.89% | $415.00 | 80.58% | $0.00 | $0.00 | |
| Sell | 6/11/2003 15:10 | Close Time | $9,185.00 | $405.00 | $2,695.00 | ($100.00) | 98.06% | 78.64% | $0.00 | $0.00 | ||