| TradeStation Periodical Returns: Daily | |||||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 6/11/2003 | $280.00 | 2.26% | 3.24 | 2 | 50.00% |
| 6/6/2003 | ($240.00) | -1.90% | 0 | 2 | 0.00% |
| 6/4/2003 | $170.00 | 1.36% | 0 | 1 | 100.00% |
| 6/2/2003 | $85.00 | 0.69% | 1.57 | 2 | 50.00% |
| 5/29/2003 | $540.00 | 4.55% | 0 | 1 | 100.00% |
| 5/27/2003 | $485.00 | 4.26% | 0 | 1 | 100.00% |
| 5/22/2003 | ($240.00) | -2.07% | 0 | 2 | 0.00% |
| 5/19/2003 | $380.00 | 3.38% | 0 | 1 | 100.00% |
| 5/14/2003 | ($230.00) | -2.01% | 0 | 2 | 0.00% |
| 5/12/2003 | $90.00 | 0.79% | 0 | 1 | 100.00% |
| 5/8/2003 | ($70.00) | -0.61% | 0.46 | 2 | 50.00% |
| 5/6/2003 | ($260.00) | -2.22% | 0 | 2 | 0.00% |
| 5/2/2003 | ($290.00) | -2.42% | 0 | 2 | 0.00% |
| 5/1/2003 | $5.00 | 0.04% | 1.04 | 2 | 50.00% |
| 4/25/2003 | $180.00 | 1.52% | 0 | 1 | 100.00% |
| 4/24/2003 | ($310.00) | -2.56% | 0 | 2 | 0.00% |
| 4/22/2003 | $870.00 | 7.73% | 0 | 1 | 100.00% |
| 4/21/2003 | $65.00 | 0.58% | 0 | 1 | 100.00% |
| 4/16/2003 | $15.00 | 0.13% | 0 | 1 | 100.00% |
| 4/11/2003 | $250.00 | 2.29% | 2.61 | 2 | 50.00% |
| 4/9/2003 | ($300.00) | -2.67% | 0 | 2 | 0.00% |
| 4/7/2003 | ($280.00) | -2.43% | 0 | 2 | 0.00% |
| 4/3/2003 | ($300.00) | -2.54% | 0 | 2 | 0.00% |
| 4/2/2003 | $445.00 | 3.92% | 0 | 1 | 100.00% |
| 3/31/2003 | ($265.00) | -2.28% | 0 | 2 | 0.00% |
| 3/27/2003 | ($30.00) | -0.26% | 0.83 | 2 | 50.00% |
| 3/24/2003 | $130.00 | 1.13% | 0 | 1 | 100.00% |
| 3/21/2003 | ($410.00) | -3.44% | 0 | 2 | 0.00% |
| 3/20/2003 | $520.00 | 4.56% | 0 | 1 | 100.00% |
| 3/17/2003 | $1,490.00 | 15.02% | 0 | 1 | 100.00% |
| 3/13/2003 | ($380.00) | -3.69% | 0 | 2 | 0.00% |
| 3/12/2003 | $300.00 | 3.00% | 0 | 1 | 100.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| Today - 6/11/2003 | $280.00 | 2.80% | 3.24 | 2 | 50.00% |
| 6/10/2003 - 6/11/2003 | $280.00 | 2.80% | 3.24 | 2 | 50.00% |
| 6/9/2003 - 6/11/2003 | $280.00 | 2.80% | 3.24 | 2 | 50.00% |
| 6/8/2003 - 6/11/2003 | $280.00 | 2.80% | 3.24 | 2 | 50.00% |
| 6/7/2003 - 6/11/2003 | $280.00 | 2.26% | 3.24 | 2 | 50.00% |
| 6/6/2003 - 6/11/2003 | $40.00 | 0.40% | 1.11 | 4 | 25.00% |
| 6/5/2003 - 6/11/2003 | $40.00 | 0.32% | 1.11 | 4 | 25.00% |
| 6/4/2003 - 6/11/2003 | $210.00 | 2.10% | 1.58 | 5 | 40.00% |
| 6/3/2003 - 6/11/2003 | $210.00 | 1.68% | 1.58 | 5 | 40.00% |
| 6/2/2003 - 6/11/2003 | $295.00 | 2.95% | 1.57 | 7 | 42.86% |
| 6/1/2003 - 6/11/2003 | $295.00 | 2.95% | 1.57 | 7 | 42.86% |
| 5/31/2003 - 6/11/2003 | $295.00 | 2.95% | 1.57 | 7 | 42.86% |
| 5/30/2003 - 6/11/2003 | $295.00 | 2.38% | 1.57 | 7 | 42.86% |
| 5/29/2003 - 6/11/2003 | $835.00 | 8.35% | 2.62 | 8 | 50.00% |
| 5/28/2003 - 6/11/2003 | $835.00 | 7.04% | 2.62 | 8 | 50.00% |
| 5/27/2003 - 6/11/2003 | $1,320.00 | 13.20% | 3.56 | 9 | 55.56% |
| 5/26/2003 - 6/11/2003 | $1,320.00 | 13.20% | 3.56 | 9 | 55.56% |
| 5/25/2003 - 6/11/2003 | $1,320.00 | 13.20% | 3.56 | 9 | 55.56% |
| 5/24/2003 - 6/11/2003 | $1,320.00 | 13.20% | 3.56 | 9 | 55.56% |
| 5/23/2003 - 6/11/2003 | $1,320.00 | 11.60% | 3.56 | 9 | 55.56% |
| 5/22/2003 - 6/11/2003 | $1,080.00 | 10.80% | 2.43 | 11 | 45.45% |
| 5/21/2003 - 6/11/2003 | $1,080.00 | 10.80% | 2.43 | 11 | 45.45% |
| 5/20/2003 - 6/11/2003 | $1,080.00 | 9.30% | 2.43 | 11 | 45.45% |
| 5/19/2003 - 6/11/2003 | $1,460.00 | 14.60% | 2.93 | 12 | 50.00% |
| 5/18/2003 - 6/11/2003 | $1,460.00 | 14.60% | 2.93 | 12 | 50.00% |
| 5/17/2003 - 6/11/2003 | $1,460.00 | 14.60% | 2.93 | 12 | 50.00% |
| 5/16/2003 - 6/11/2003 | $1,460.00 | 14.60% | 2.93 | 12 | 50.00% |
| 5/15/2003 - 6/11/2003 | $1,460.00 | 13.00% | 2.93 | 12 | 50.00% |
| 5/14/2003 - 6/11/2003 | $1,230.00 | 12.30% | 2.25 | 14 | 42.86% |
| 5/13/2003 - 6/11/2003 | $1,230.00 | 10.73% | 2.25 | 14 | 42.86% |
| 5/12/2003 - 6/11/2003 | $1,320.00 | 13.20% | 2.34 | 15 | 46.67% |
| 5/11/2003 - 6/11/2003 | $1,320.00 | 13.20% | 2.34 | 15 | 46.67% |
| 5/10/2003 - 6/11/2003 | $1,320.00 | 13.20% | 2.34 | 15 | 46.67% |
| 5/9/2003 - 6/11/2003 | $1,320.00 | 11.60% | 2.34 | 15 | 46.67% |
| 5/8/2003 - 6/11/2003 | $1,250.00 | 12.50% | 2.12 | 17 | 47.06% |
| 5/7/2003 - 6/11/2003 | $1,250.00 | 10.92% | 2.12 | 17 | 47.06% |
| 5/6/2003 - 6/11/2003 | $990.00 | 9.90% | 1.72 | 19 | 42.11% |
| 5/5/2003 - 6/11/2003 | $990.00 | 9.90% | 1.72 | 19 | 42.11% |
| 5/4/2003 - 6/11/2003 | $990.00 | 9.90% | 1.72 | 19 | 42.11% |
| 5/3/2003 - 6/11/2003 | $990.00 | 8.46% | 1.72 | 19 | 42.11% |