| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Sell Short | 6/12/2003 9:00 | S1 | $9,171.00 | 1 | ($40.00) | -0.09% | $375.00 | 83.33% | $0.00 | $0.00 | |
| Buy to Cover | 6/12/2003 14:50 | HH | $9,179.00 | ($40.00) | ($40.00) | ($75.00) | 7.78% | -8.89% | $0.00 | $0.00 | ||
| 2 | Buy | 6/18/2003 9:10 | B1 | $9,256.00 | 1 | ($140.00) | -0.30% | $30.00 | 17.65% | $0.00 | $0.00 | |
| Sell | 6/18/2003 9:30 | S3 | $9,228.00 | ($140.00) | ($180.00) | ($140.00) | 0.00% | -82.35% | $0.00 | $0.00 | ||
| 3 | Sell Short | 6/18/2003 9:30 | S3 | $9,228.00 | 1 | ($140.00) | -0.30% | $45.00 | 24.32% | $0.00 | $0.00 | |
| Buy to Cover | 6/18/2003 9:55 | MM Exit | $9,256.00 | ($140.00) | ($320.00) | ($140.00) | 0.00% | -75.68% | $0.00 | $0.00 | ||
| 4 | Sell Short | 6/19/2003 14:20 | S2 | $9,150.00 | 1 | ($15.00) | -0.03% | $120.00 | 80.00% | $0.00 | $0.00 | |
| Buy to Cover | 6/19/2003 15:10 | Close Time | $9,153.00 | ($15.00) | ($335.00) | ($30.00) | 10.00% | -10.00% | $0.00 | $0.00 | ||
| 5 | Sell Short | 6/23/2003 9:35 | S2 | $9,061.00 | 1 | $105.00 | 0.23% | $240.00 | 94.12% | $0.00 | $0.00 | |
| Buy to Cover | 6/23/2003 14:40 | HH | $9,040.00 | $105.00 | ($230.00) | ($15.00) | 47.06% | 41.18% | $0.00 | $0.00 | ||
| 6 | Sell Short | 7/1/2003 9:05 | S2 | $8,868.00 | 1 | ($125.00) | -0.28% | $105.00 | 45.65% | $0.00 | $0.00 | |
| Buy to Cover | 7/1/2003 10:30 | B3 | $8,893.00 | ($125.00) | ($355.00) | ($125.00) | 0.00% | -54.35% | $0.00 | $0.00 | ||
| 7 | Buy | 7/1/2003 10:30 | B3 | $8,893.00 | 1 | ($125.00) | -0.28% | $45.00 | 26.47% | $0.00 | $0.00 | |
| Sell | 7/1/2003 11:20 | MM Exit | $8,868.00 | ($125.00) | ($480.00) | ($125.00) | 0.00% | -73.53% | $0.00 | $0.00 | ||
| 8 | Sell Short | 7/3/2003 9:45 | S2 | $8,963.00 | 1 | ($405.00) | -0.90% | $65.00 | 11.50% | $0.00 | $0.00 | |
| Buy to Cover | 7/3/2003 9:50 | B3 | $9,044.00 | ($405.00) | ($885.00) | ($500.00) | 16.81% | -71.68% | $0.00 | $0.00 | ||
| 9 | Buy | 7/3/2003 9:50 | B3 | $9,044.00 | 1 | $765.00 | 1.69% | $980.00 | 91.16% | $0.00 | $0.00 | |
| Sell | 7/7/2003 15:10 | Close Time | $9,197.00 | $765.00 | ($120.00) | ($95.00) | 80.00% | 71.16% | $0.00 | $0.00 | ||
| 10 | Sell Short | 7/9/2003 10:10 | S2 | $9,109.00 | 1 | ($125.00) | -0.27% | $20.00 | 13.79% | $0.00 | $0.00 | |
| Buy to Cover | 7/9/2003 10:20 | B3 | $9,134.00 | ($125.00) | ($245.00) | ($125.00) | 0.00% | -86.21% | $0.00 | $0.00 | ||
| 11 | Buy | 7/9/2003 10:20 | B3 | $9,134.00 | 1 | ($125.00) | -0.27% | $0.00 | 0.00% | $0.00 | $0.00 | |
| Sell | 7/9/2003 11:00 | MM Exit | $9,109.00 | ($125.00) | ($370.00) | ($125.00) | 0.00% | -100.00% | $0.00 | $0.00 | ||
| 12 | Sell Short | 7/10/2003 11:00 | S2 | $9,006.00 | 1 | ($55.00) | -0.12% | $175.00 | 74.47% | $0.00 | $0.00 | |
| Buy to Cover | 7/10/2003 14:50 | HH | $9,017.00 | ($55.00) | ($425.00) | ($60.00) | 2.13% | -23.40% | $0.00 | $0.00 | ||
| 13 | Buy | 7/14/2003 8:35 | B2 | $9,210.00 | 1 | ($125.00) | -0.27% | $235.00 | 65.28% | $0.00 | $0.00 | |
| Sell | 7/14/2003 14:10 | S3 | $9,185.00 | ($125.00) | ($550.00) | ($125.00) | 0.00% | -34.72% | $0.00 | $0.00 | ||
| 14 | Sell Short | 7/14/2003 14:10 | S3 | $9,185.00 | 1 | $210.00 | 0.46% | $380.00 | 77.55% | $0.00 | $0.00 | |
| Buy to Cover | 7/14/2003 15:10 | Close Time | $9,143.00 | $210.00 | ($340.00) | ($110.00) | 65.31% | 42.86% | $0.00 | $0.00 | ||
| 15 | Buy | 7/18/2003 14:10 | B2 | $9,147.00 | 1 | $45.00 | 0.10% | $85.00 | 80.95% | $0.00 | $0.00 | |
| Sell | 7/18/2003 15:10 | Close Time | $9,156.00 | $45.00 | ($295.00) | ($20.00) | 61.90% | 42.86% | $0.00 | $0.00 | ||
| 16 | Sell Short | 7/24/2003 8:50 | S1 | $9,197.00 | 1 | ($120.00) | -0.26% | $55.00 | 31.43% | $0.00 | $0.00 | |
| Buy to Cover | 7/24/2003 9:05 | B3 | $9,221.00 | ($120.00) | ($415.00) | ($120.00) | 0.00% | -68.57% | $0.00 | $0.00 | ||
| 17 | Buy | 7/24/2003 9:05 | B3 | $9,221.00 | 1 | ($120.00) | -0.26% | $225.00 | 65.22% | $0.00 | $0.00 | |
| Sell | 7/24/2003 13:25 | MM Exit | $9,197.00 | ($120.00) | ($535.00) | ($120.00) | 0.00% | -34.78% | $0.00 | $0.00 | ||
| 18 | Sell Short | 7/29/2003 9:05 | S2 | $9,160.00 | 1 | ($145.00) | -0.32% | $105.00 | 42.00% | $0.00 | $0.00 | |
| Buy to Cover | 7/29/2003 10:40 | B3 | $9,189.00 | ($145.00) | ($680.00) | ($145.00) | 0.00% | -58.00% | $0.00 | $0.00 | ||
| 19 | Buy | 7/29/2003 10:40 | B3 | $9,189.00 | 1 | ($5.00) | -0.01% | $375.00 | 75.76% | $0.00 | $0.00 | |
| Sell | 7/29/2003 15:10 | Close Time | $9,188.00 | ($5.00) | ($685.00) | ($120.00) | 23.23% | -1.01% | $0.00 | $0.00 | ||
| 20 | Sell Short | 7/31/2003 9:00 | S1 | $9,214.00 | 1 | ($185.00) | -0.40% | $20.00 | 6.67% | $0.00 | $0.00 | |
| Buy to Cover | 7/31/2003 9:05 | B3 | $9,251.00 | ($185.00) | ($870.00) | ($280.00) | 31.67% | -61.67% | $0.00 | $0.00 | ||
| 21 | Buy | 7/31/2003 9:05 | B3 | $9,251.00 | 1 | ($140.00) | -0.30% | $75.00 | 34.88% | $0.00 | $0.00 | |
| Sell | 7/31/2003 9:10 | MM Exit | $9,223.00 | ($140.00) | ($1,010.00) | ($140.00) | 0.00% | -65.12% | $0.00 | $0.00 | ||
| 22 | Buy | 8/4/2003 11:20 | B1 | $9,104.00 | 1 | $230.00 | 0.51% | $430.00 | 83.50% | $0.00 | $0.00 | |
| Sell | 8/4/2003 14:40 | LL | $9,150.00 | $230.00 | ($780.00) | ($85.00) | 61.17% | 44.66% | $0.00 | $0.00 | ||
| 23 | Sell Short | 8/11/2003 10:10 | S1 | $9,194.00 | 1 | ($25.00) | -0.05% | $365.00 | 93.59% | $0.00 | $0.00 | |
| Buy to Cover | 8/11/2003 14:55 | HH | $9,199.00 | ($25.00) | ($805.00) | ($25.00) | 0.00% | -6.41% | $0.00 | $0.00 | ||
| 24 | Buy | 8/18/2003 9:50 | B2 | $9,378.00 | 1 | $135.00 | 0.29% | $160.00 | 84.21% | $0.00 | $0.00 | |
| Sell | 8/18/2003 15:10 | Close Time | $9,405.00 | $135.00 | ($670.00) | ($30.00) | 86.84% | 71.05% | $0.00 | $0.00 | ||
| 25 | Sell Short | 8/21/2003 8:40 | S1 | $9,414.00 | 1 | ($90.00) | -0.19% | $20.00 | 18.18% | $0.00 | $0.00 | |
| Buy to Cover | 8/21/2003 8:50 | B3 | $9,432.00 | ($90.00) | ($760.00) | ($90.00) | 0.00% | -81.82% | $0.00 | $0.00 | ||
| 26 | Buy | 8/21/2003 8:50 | B3 | $9,432.00 | 1 | ($90.00) | -0.19% | $260.00 | 74.29% | $0.00 | $0.00 | |
| Sell | 8/21/2003 10:20 | MM Exit | $9,414.00 | ($90.00) | ($850.00) | ($90.00) | 0.00% | -25.71% | $0.00 | $0.00 | ||
| 27 | Sell Short | 8/26/2003 9:25 | S2 | $9,243.00 | 1 | ($100.00) | -0.22% | $75.00 | 42.86% | $0.00 | $0.00 | |
| Buy to Cover | 8/26/2003 13:15 | B3 | $9,263.00 | ($100.00) | ($950.00) | ($100.00) | 0.00% | -57.14% | $0.00 | $0.00 | ||
| 28 | Buy | 8/26/2003 13:15 | B3 | $9,263.00 | 1 | $330.00 | 0.71% | $455.00 | 86.67% | $0.00 | $0.00 | |
| Sell | 8/26/2003 15:10 | Close Time | $9,329.00 | $330.00 | ($620.00) | ($70.00) | 76.19% | 62.86% | $0.00 | $0.00 | ||
| 29 | Sell Short | 8/28/2003 8:40 | S1 | $9,336.00 | 1 | ($100.00) | -0.21% | $415.00 | 80.58% | $0.00 | $0.00 | |
| Buy to Cover | 8/28/2003 14:30 | MM Exit | $9,356.00 | ($100.00) | ($720.00) | ($100.00) | 0.00% | -19.42% | $0.00 | $0.00 | ||
| 30 | Sell Short | 9/2/2003 9:05 | S1 | $9,425.00 | 1 | ($90.00) | -0.19% | $240.00 | 72.73% | $0.00 | $0.00 | |
| Buy to Cover | 9/2/2003 10:25 | B3 | $9,443.00 | ($90.00) | ($810.00) | ($90.00) | 0.00% | -27.27% | $0.00 | $0.00 | ||
| 31 | Buy | 9/2/2003 10:25 | B3 | $9,443.00 | 1 | ($90.00) | -0.19% | $15.00 | 14.29% | $0.00 | $0.00 | |
| Sell | 9/2/2003 10:40 | MM Exit | $9,425.00 | ($90.00) | ($900.00) | ($90.00) | 0.00% | -85.71% | $0.00 | $0.00 | ||
| 32 | Buy | 9/5/2003 9:15 | B1 | $9,552.00 | 1 | ($110.00) | -0.23% | $15.00 | 12.00% | $0.00 | $0.00 | |
| Sell | 9/5/2003 9:45 | S3 | $9,530.00 | ($110.00) | ($1,010.00) | ($110.00) | 0.00% | -88.00% | $0.00 | $0.00 | ||
| 33 | Sell Short | 9/5/2003 9:45 | S3 | $9,530.00 | 1 | ($110.00) | -0.23% | $0.00 | 0.00% | $0.00 | $0.00 | |
| Buy to Cover | 9/5/2003 10:05 | MM Exit | $9,552.00 | ($110.00) | ($1,120.00) | ($110.00) | 0.00% | -100.00% | $0.00 | $0.00 | ||
| 34 | Sell Short | 9/10/2003 13:35 | S2 | $9,427.00 | 1 | ($5.00) | -0.01% | $165.00 | 84.62% | $0.00 | $0.00 | |
| Buy to Cover | 9/10/2003 15:10 | HH | $9,428.00 | ($5.00) | ($1,125.00) | ($30.00) | 12.82% | -2.56% | $0.00 | $0.00 | ||