Cyclone Self Adaptive FOREX Trading System

TradeStation Strategy Performance Summary

The performance records detailed on this page are from hypothetical system backtesting. Please review the associated disclaimer.

From March 1, 2007 forward real time results will be posted Click Here.

Cyclone USDJPY System

August 14, 2006 thru February 27, 2007

( This system utilizes tick data;

thus the limited testing time frame )

	All Trades	Long Trades	Short Trades
Total Net Profit (¥)	¥2,362,000.00	¥1,726,000.00	¥636,000.00
Total Net Profit ($)	$ 19,520.66	$ 14,264.46	$ 5,256.20
Profit Factor	2.21	2.95	1.60
Total Number of Trades	150	83	67
Percent Profitable	79.33%	84.34%	73.13%
Avg. Trade Net Profit (¥)	¥15,746.67	¥20,795.18	¥9,492.54
Avg. Trade Net Profit ($)	$ 130.14	$ 171.86	$ 78.45
Avg Monthly Return(¥)	¥337,428.57
Avg Monthly Return($)	$ 2,788.67
Max. Drawdown (Trade Close to Trade Close)
Value(¥)	(¥450,000.00)	(¥174,000.00)	(¥467,000.00)
($)	($ 3,719.01 )	($ 1,438.02 )	($ 3,859.50 )
Max Contracts Held	2

See Equity Curve Below