| TradeStation Periodical Returns: Daily | |||||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 9/10/2003 | ($5.00) | -0.01% | 0 | 1 | 0.00% |
| 9/5/2003 | ($220.00) | -0.22% | 0 | 2 | 0.00% |
| 9/2/2003 | ($180.00) | -0.18% | 0 | 2 | 0.00% |
| 8/28/2003 | ($100.00) | -0.10% | 0 | 1 | 0.00% |
| 8/26/2003 | $230.00 | 0.23% | 3.3 | 2 | 50.00% |
| 8/21/2003 | ($180.00) | -0.18% | 0 | 2 | 0.00% |
| 8/18/2003 | $135.00 | 0.14% | 0 | 1 | 100.00% |
| 8/11/2003 | ($25.00) | -0.03% | 0 | 1 | 0.00% |
| 8/4/2003 | $230.00 | 0.23% | 0 | 1 | 100.00% |
| 7/31/2003 | ($325.00) | -0.33% | 0 | 2 | 0.00% |
| 7/29/2003 | ($150.00) | -0.15% | 0 | 2 | 0.00% |
| 7/24/2003 | ($240.00) | -0.24% | 0 | 2 | 0.00% |
| 7/18/2003 | $45.00 | 0.05% | 0 | 1 | 100.00% |
| 7/14/2003 | $85.00 | 0.09% | 1.68 | 2 | 50.00% |
| 7/10/2003 | ($55.00) | -0.06% | 0 | 1 | 0.00% |
| 7/9/2003 | ($250.00) | -0.25% | 0 | 2 | 0.00% |
| 7/7/2003 | $860.00 | 0.87% | 0 | 1 | 100.00% |
| 7/6/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 7/5/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 7/4/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 7/3/2003 | ($500.00) | -0.50% | 0 | 2 | 0.00% |
| 7/1/2003 | ($250.00) | -0.25% | 0 | 2 | 0.00% |
| 6/23/2003 | $105.00 | 0.11% | 0 | 1 | 100.00% |
| 6/19/2003 | ($15.00) | -0.02% | 0 | 1 | 0.00% |
| 6/18/2003 | ($280.00) | -0.28% | 0 | 2 | 0.00% |
| 6/12/2003 | ($40.00) | -0.04% | 0 | 1 | 0.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| Today - 9/10/2003 | ($5.00) | -0.01% | 0 | 1 | 0.00% |
| 9/9/2003 - 9/10/2003 | ($5.00) | -0.01% | 0 | 1 | 0.00% |
| 9/8/2003 - 9/10/2003 | ($5.00) | -0.01% | 0 | 1 | 0.00% |
| 9/7/2003 - 9/10/2003 | ($5.00) | -0.01% | 0 | 1 | 0.00% |
| 9/6/2003 - 9/10/2003 | ($5.00) | -0.01% | 0 | 1 | 0.00% |
| 9/5/2003 - 9/10/2003 | ($225.00) | -0.23% | 0 | 3 | 0.00% |
| 9/4/2003 - 9/10/2003 | ($225.00) | -0.23% | 0 | 3 | 0.00% |
| 9/3/2003 - 9/10/2003 | ($225.00) | -0.23% | 0 | 3 | 0.00% |
| 9/2/2003 - 9/10/2003 | ($405.00) | -0.41% | 0 | 5 | 0.00% |
| 9/1/2003 - 9/10/2003 | ($405.00) | -0.41% | 0 | 5 | 0.00% |
| 8/31/2003 - 9/10/2003 | ($405.00) | -0.41% | 0 | 5 | 0.00% |
| 8/30/2003 - 9/10/2003 | ($405.00) | -0.41% | 0 | 5 | 0.00% |
| 8/29/2003 - 9/10/2003 | ($405.00) | -0.41% | 0 | 5 | 0.00% |
| 8/28/2003 - 9/10/2003 | ($505.00) | -0.51% | 0 | 6 | 0.00% |
| 8/27/2003 - 9/10/2003 | ($505.00) | -0.51% | 0 | 6 | 0.00% |
| 8/26/2003 - 9/10/2003 | ($275.00) | -0.28% | 0.55 | 8 | 12.50% |
| 8/25/2003 - 9/10/2003 | ($275.00) | -0.28% | 0.55 | 8 | 12.50% |
| 8/24/2003 - 9/10/2003 | ($275.00) | -0.28% | 0.55 | 8 | 12.50% |
| 8/23/2003 - 9/10/2003 | ($275.00) | -0.28% | 0.55 | 8 | 12.50% |
| 8/22/2003 - 9/10/2003 | ($275.00) | -0.28% | 0.55 | 8 | 12.50% |
| 8/21/2003 - 9/10/2003 | ($455.00) | -0.46% | 0.42 | 10 | 10.00% |
| 8/20/2003 - 9/10/2003 | ($455.00) | -0.46% | 0.42 | 10 | 10.00% |
| 8/19/2003 - 9/10/2003 | ($455.00) | -0.46% | 0.42 | 10 | 10.00% |
| 8/18/2003 - 9/10/2003 | ($320.00) | -0.32% | 0.59 | 11 | 18.18% |
| 8/17/2003 - 9/10/2003 | ($320.00) | -0.32% | 0.59 | 11 | 18.18% |
| 8/16/2003 - 9/10/2003 | ($320.00) | -0.32% | 0.59 | 11 | 18.18% |
| 8/15/2003 - 9/10/2003 | ($320.00) | -0.32% | 0.59 | 11 | 18.18% |
| 8/14/2003 - 9/10/2003 | ($320.00) | -0.32% | 0.59 | 11 | 18.18% |
| 8/13/2003 - 9/10/2003 | ($320.00) | -0.32% | 0.59 | 11 | 18.18% |
| 8/12/2003 - 9/10/2003 | ($320.00) | -0.32% | 0.59 | 11 | 18.18% |
| 8/11/2003 - 9/10/2003 | ($345.00) | -0.34% | 0.57 | 12 | 16.67% |
| 8/10/2003 - 9/10/2003 | ($345.00) | -0.34% | 0.57 | 12 | 16.67% |
| 8/9/2003 - 9/10/2003 | ($345.00) | -0.34% | 0.57 | 12 | 16.67% |
| 8/8/2003 - 9/10/2003 | ($345.00) | -0.34% | 0.57 | 12 | 16.67% |
| 8/7/2003 - 9/10/2003 | ($345.00) | -0.34% | 0.57 | 12 | 16.67% |
| 8/6/2003 - 9/10/2003 | ($345.00) | -0.34% | 0.57 | 12 | 16.67% |
| 8/5/2003 - 9/10/2003 | ($345.00) | -0.35% | 0.57 | 12 | 16.67% |
| 8/4/2003 - 9/10/2003 | ($115.00) | -0.12% | 0.86 | 13 | 23.08% |
| 8/3/2003 - 9/10/2003 | ($115.00) | -0.12% | 0.86 | 13 | 23.08% |
| 8/2/2003 - 9/10/2003 | ($115.00) | -0.12% | 0.86 | 13 | 23.08% |