| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Buy | 12/11/2003 13:30 | B2 | $9,977.00 | 1 | ($60.00) | -0.12% | $90.00 | 60.00% | $0.00 | $0.00 | |
| Sell | 12/11/2003 14:55 | LL | $9,965.00 | ($60.00) | ($60.00) | ($60.00) | 0.00% | -40.00% | $0.00 | $0.00 | ||
| 2 | Buy | 12/15/2003 8:10 | B2 | $10,123.00 | 1 | ($95.00) | -0.19% | $5.00 | 5.00% | $0.00 | $0.00 | |
| Sell | 12/15/2003 8:40 | S3 | $10,104.00 | ($95.00) | ($155.00) | ($95.00) | 0.00% | -95.00% | $0.00 | $0.00 | ||
| 3 | Sell Short | 12/15/2003 8:40 | S3 | $10,104.00 | 1 | $525.00 | 1.05% | $570.00 | 98.28% | $0.00 | $0.00 | |
| Buy to Cover | 12/15/2003 15:10 | Close Time | $9,999.00 | $525.00 | $370.00 | ($10.00) | 92.24% | 90.52% | $0.00 | $0.00 | ||
| 4 | Buy | 12/18/2003 13:45 | B2 | $10,200.00 | 1 | $135.00 | 0.26% | $160.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 12/18/2003 15:10 | Close Time | $10,227.00 | $135.00 | $505.00 | $0.00 | 84.38% | 84.38% | $0.00 | $0.00 | ||