| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Sell Short | 12/13/2002 9:10 | S2 | $8,422.00 | 1 | ($195.00) | -0.46% | $100.00 | 33.90% | $0.00 | $0.00 | |
| Buy to Cover | 12/13/2002 10:25 | B3 | $8,461.00 | ($195.00) | ($195.00) | ($195.00) | 0.00% | -66.10% | $0.00 | $0.00 | ||
| 2 | Buy | 12/13/2002 10:25 | B3 | $8,461.00 | 1 | ($185.00) | -0.44% | $215.00 | 53.75% | $0.00 | $0.00 | |
| Sell | 12/13/2002 14:35 | LL | $8,424.00 | ($185.00) | ($380.00) | ($185.00) | 0.00% | -46.25% | $0.00 | $0.00 | ||
| 3 | Buy | 12/16/2002 10:10 | B2 | $8,540.00 | 1 | $355.00 | 0.83% | $355.00 | 81.61% | $0.00 | $0.00 | |
| Sell | 12/16/2002 15:10 | Close Time | $8,611.00 | $355.00 | ($25.00) | ($80.00) | 100.00% | 81.61% | $0.00 | $0.00 | ||
| 4 | Sell Short | 12/18/2002 9:40 | S2 | $8,416.00 | 1 | ($150.00) | -0.36% | $140.00 | 48.28% | $0.00 | $0.00 | |
| Buy to Cover | 12/18/2002 11:45 | B3 | $8,446.00 | ($150.00) | ($175.00) | ($150.00) | 0.00% | -51.72% | $0.00 | $0.00 | ||
| 5 | Buy | 12/18/2002 11:45 | B3 | $8,446.00 | 1 | ($150.00) | -0.36% | $110.00 | 42.31% | $0.00 | $0.00 | |
| Sell | 12/18/2002 12:45 | MM Exit | $8,416.00 | ($150.00) | ($325.00) | ($150.00) | 0.00% | -57.69% | $0.00 | $0.00 | ||
| 6 | Buy | 12/19/2002 8:40 | B1 | $8,403.00 | 1 | ($125.00) | -0.30% | $450.00 | 78.26% | $0.00 | $0.00 | |
| Sell | 12/19/2002 10:15 | S3 | $8,378.00 | ($125.00) | ($450.00) | ($125.00) | 0.00% | -21.74% | $0.00 | $0.00 | ||
| 7 | Sell Short | 12/19/2002 10:15 | S3 | $8,378.00 | 1 | ($125.00) | -0.30% | $50.00 | 28.57% | $0.00 | $0.00 | |
| Buy to Cover | 12/19/2002 10:35 | MM Exit | $8,403.00 | ($125.00) | ($575.00) | ($125.00) | 0.00% | -71.43% | $0.00 | $0.00 | ||
| 8 | Sell Short | 12/27/2002 13:50 | S2 | $8,271.00 | 1 | ($135.00) | -0.33% | $35.00 | 20.59% | $0.00 | $0.00 | |
| Buy to Cover | 12/27/2002 14:25 | B3 | $8,298.00 | ($135.00) | ($710.00) | ($135.00) | 0.00% | -79.41% | $0.00 | $0.00 | ||
| 9 | Buy | 12/27/2002 14:25 | B3 | $8,298.00 | 1 | ($135.00) | -0.33% | $80.00 | 37.21% | $0.00 | $0.00 | |
| Sell | 12/27/2002 15:05 | LL | $8,271.00 | ($135.00) | ($845.00) | ($135.00) | 0.00% | -62.79% | $0.00 | $0.00 | ||
| 10 | Buy | 1/2/2003 9:05 | B2 | $8,436.00 | 1 | $820.00 | 1.94% | $870.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 1/2/2003 15:10 | Close Time | $8,600.00 | $820.00 | ($25.00) | $0.00 | 94.25% | 94.25% | $0.00 | $0.00 | ||
| 11 | Buy | 1/6/2003 9:50 | B2 | $8,686.00 | 1 | $380.00 | 0.87% | $500.00 | 93.46% | $0.00 | $0.00 | |
| Sell | 1/6/2003 14:50 | LL | $8,762.00 | $380.00 | $355.00 | ($35.00) | 77.57% | 71.03% | $0.00 | $0.00 | ||
| 12 | Sell Short | 1/8/2003 9:05 | S2 | $8,639.00 | 1 | ($160.00) | -0.37% | $5.00 | 3.03% | $0.00 | $0.00 | |
| Buy to Cover | 1/8/2003 10:05 | B3 | $8,671.00 | ($160.00) | $195.00 | ($160.00) | 0.00% | -96.97% | $0.00 | $0.00 | ||
| 13 | Buy | 1/8/2003 10:05 | B3 | $8,671.00 | 1 | ($160.00) | -0.37% | $65.00 | 28.89% | $0.00 | $0.00 | |
| Sell | 1/8/2003 11:05 | MM Exit | $8,639.00 | ($160.00) | $35.00 | ($160.00) | 0.00% | -71.11% | $0.00 | $0.00 | ||
| 14 | Sell Short | 1/13/2003 9:25 | S1 | $8,799.00 | 1 | $125.00 | 0.28% | $345.00 | 79.31% | $0.00 | $0.00 | |
| Buy to Cover | 1/13/2003 15:10 | Close Time | $8,774.00 | $125.00 | $160.00 | ($90.00) | 49.43% | 28.74% | $0.00 | $0.00 | ||
| 15 | Sell Short | 1/17/2003 10:25 | S2 | $8,563.00 | 1 | ($75.00) | -0.17% | $125.00 | 58.14% | $0.00 | $0.00 | |
| Buy to Cover | 1/17/2003 14:50 | HH | $8,578.00 | ($75.00) | $85.00 | ($90.00) | 6.98% | -34.88% | $0.00 | $0.00 | ||
| 16 | Sell Short | 1/21/2003 13:20 | S2 | $8,472.00 | 1 | $240.00 | 0.57% | $295.00 | 80.82% | $0.00 | $0.00 | |
| Buy to Cover | 1/21/2003 15:10 | Close Time | $8,424.00 | $240.00 | $325.00 | ($70.00) | 84.93% | 65.75% | $0.00 | $0.00 | ||
| 17 | Sell Short | 1/24/2003 10:50 | S2 | $8,167.00 | 1 | $170.00 | 0.42% | $400.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 1/24/2003 14:45 | HH | $8,133.00 | $170.00 | $495.00 | $0.00 | 42.50% | 42.50% | $0.00 | $0.00 | ||
| 18 | Buy | 1/29/2003 9:20 | B1 | $7,991.00 | 1 | ($170.00) | -0.43% | $80.00 | 32.00% | $0.00 | $0.00 | |
| Sell | 1/29/2003 9:40 | S3 | $7,957.00 | ($170.00) | $325.00 | ($170.00) | 0.00% | -68.00% | $0.00 | $0.00 | ||
| 19 | Sell Short | 1/29/2003 9:40 | S3 | $7,957.00 | 1 | ($170.00) | -0.43% | $190.00 | 52.78% | $0.00 | $0.00 | |
| Buy to Cover | 1/29/2003 10:55 | MM Exit | $7,991.00 | ($170.00) | $155.00 | ($170.00) | 0.00% | -47.22% | $0.00 | $0.00 | ||
| 20 | Sell Short | 2/4/2003 8:35 | S2 | $7,998.00 | 1 | $55.00 | 0.14% | $450.00 | 96.77% | $0.00 | $0.00 | |
| Buy to Cover | 2/4/2003 14:50 | HH | $7,987.00 | $55.00 | $210.00 | ($15.00) | 15.05% | 11.83% | $0.00 | $0.00 | ||
| 21 | Sell Short | 2/5/2003 13:05 | S1 | $8,059.00 | 1 | $420.00 | 1.05% | $575.00 | 98.29% | $0.00 | $0.00 | |
| Buy to Cover | 2/5/2003 15:10 | Close Time | $7,975.00 | $420.00 | $630.00 | ($10.00) | 73.50% | 71.79% | $0.00 | $0.00 | ||
| 22 | Buy | 2/6/2003 10:35 | B1 | $7,945.00 | 1 | ($170.00) | -0.43% | $115.00 | 40.35% | $0.00 | $0.00 | |
| Sell | 2/6/2003 12:45 | S3 | $7,911.00 | ($170.00) | $460.00 | ($170.00) | 0.00% | -59.65% | $0.00 | $0.00 | ||
| 23 | Sell Short | 2/6/2003 12:45 | S3 | $7,911.00 | 1 | ($170.00) | -0.43% | $30.00 | 15.00% | $0.00 | $0.00 | |
| Buy to Cover | 2/6/2003 13:15 | MM Exit | $7,945.00 | ($170.00) | $290.00 | ($170.00) | 0.00% | -85.00% | $0.00 | $0.00 | ||
| 24 | Sell Short | 2/7/2003 8:35 | S1 | $7,970.00 | 1 | $580.00 | 1.48% | $805.00 | 91.48% | $0.00 | $0.00 | |
| Buy to Cover | 2/7/2003 14:40 | HH | $7,854.00 | $580.00 | $870.00 | ($75.00) | 74.43% | 65.91% | $0.00 | $0.00 | ||
| 25 | Sell Short | 2/13/2003 11:40 | S2 | $7,635.00 | 1 | ($155.00) | -0.40% | $90.00 | 36.73% | $0.00 | $0.00 | |
| Buy to Cover | 2/13/2003 14:05 | B3 | $7,666.00 | ($155.00) | $715.00 | ($155.00) | 0.00% | -63.27% | $0.00 | $0.00 | ||
| 26 | Buy | 2/13/2003 14:05 | B3 | $7,666.00 | 1 | $445.00 | 1.16% | $540.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 2/13/2003 15:10 | Close Time | $7,755.00 | $445.00 | $1,160.00 | $0.00 | 82.41% | 82.41% | $0.00 | $0.00 | ||
| 27 | Sell Short | 2/14/2003 10:20 | S1 | $7,792.00 | 1 | ($165.00) | -0.42% | $400.00 | 70.80% | $0.00 | $0.00 | |
| Buy to Cover | 2/14/2003 14:05 | B3 | $7,825.00 | ($165.00) | $995.00 | ($165.00) | 0.00% | -29.20% | $0.00 | $0.00 | ||
| 28 | Buy | 2/14/2003 14:05 | B3 | $7,825.00 | 1 | $385.00 | 0.98% | $420.00 | 84.85% | $0.00 | $0.00 | |
| Sell | 2/14/2003 15:10 | Close Time | $7,902.00 | $385.00 | $1,380.00 | ($75.00) | 92.93% | 77.78% | $0.00 | $0.00 | ||
| 29 | Sell Short | 2/25/2003 9:05 | S2 | $7,730.00 | 1 | ($155.00) | -0.40% | $120.00 | 43.64% | $0.00 | $0.00 | |
| Buy to Cover | 2/25/2003 9:50 | B3 | $7,761.00 | ($155.00) | $1,225.00 | ($155.00) | 0.00% | -56.36% | $0.00 | $0.00 | ||
| 30 | Buy | 2/25/2003 9:50 | B3 | $7,761.00 | 1 | ($155.00) | -0.40% | $150.00 | 49.18% | $0.00 | $0.00 | |
| Sell | 2/25/2003 11:20 | MM Exit | $7,730.00 | ($155.00) | $1,070.00 | ($155.00) | 0.00% | -50.82% | $0.00 | $0.00 | ||
| 31 | Sell Short | 3/7/2003 8:35 | S2 | $7,559.00 | 1 | ($130.00) | -0.34% | $15.00 | 10.34% | $0.00 | $0.00 | |
| Buy to Cover | 3/7/2003 8:45 | B3 | $7,585.00 | ($130.00) | $940.00 | ($130.00) | 0.00% | -89.66% | $0.00 | $0.00 | ||
| 32 | Buy | 3/7/2003 8:45 | B3 | $7,585.00 | 1 | $695.00 | 1.83% | $790.00 | 95.76% | $0.00 | $0.00 | |
| Sell | 3/7/2003 15:10 | Close Time | $7,724.00 | $695.00 | $1,635.00 | ($35.00) | 88.48% | 84.24% | $0.00 | $0.00 | ||
| 33 | Buy | 3/12/2003 14:00 | B1 | $7,495.00 | 1 | $260.00 | 0.69% | $305.00 | 73.49% | $0.00 | $0.00 | |
| Sell | 3/12/2003 15:10 | Close Time | $7,547.00 | $260.00 | $1,895.00 | ($110.00) | 89.16% | 62.65% | $0.00 | $0.00 | ||