| TradeStation Periodical Returns: Monthly | |||||
Mark-To-Market Monthly Average Analysis: |
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| Period | Avg. Net Profit | % Gain | %Profitable | ||
| January | $192.50 | 0.15% | 40.54% | ||
| February | $121.00 | 0.13% | 48.57% | ||
| March | ($87.50) | -0.03% | 42.50% | ||
| April | $149.25 | 0.10% | 45.45% | ||
| May | ($170.00) | -0.15% | 43.59% | ||
| June | $925.00 | 0.64% | 48.48% | ||
| July | $576.50 | 0.49% | 61.11% | ||
| August | ($131.25) | 0.00% | 35.14% | ||
| September | $72.50 | 0.07% | 51.61% | ||
| October | $732.50 | 0.63% | 57.14% | ||
| November | ($11.00) | -0.05% | 51.43% | ||
| December | $64.00 | 0.03% | 50.00% | ||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | %Profitable |
| 8/1/2003 | ($3,350.00) | -2.04% | 0 | 2 | 0.00% |
| 7/1/2003 | $4,600.00 | 2.88% | 0 | 1 | 100.00% |
| 6/1/2003 | ($675.00) | -0.43% | 0 | 2 | 0.00% |
| 5/1/2003 | ($137.50) | -0.09% | 0 | 1 | 0.00% |
| 4/1/2003 | $2,412.50 | 1.53% | 0 | 1 | 100.00% |
| 3/1/2003 | ($25.00) | -0.02% | 0 | 1 | 0.00% |
| 2/1/2003 | $650.00 | 0.41% | 0 | 1 | 100.00% |
| 1/1/2003 | ($1,475.00) | -0.94% | 0 | 3 | 0.00% |
| 12/1/2002 | ($512.50) | -0.32% | 0 | 1 | 0.00% |
| 11/1/2002 | $612.50 | 0.39% | 0 | 1 | 100.00% |
| 10/1/2002 | ($975.00) | -0.63% | 0.3 | 3 | 33.33% |
| 9/1/2002 | $50.00 | 0.03% | 0 | 1 | 100.00% |
| 8/1/2002 | ($412.50) | -0.26% | 0 | 1 | 0.00% |
| 7/1/2002 | $2,425.00 | 1.56% | 0 | 1 | 100.00% |
| 6/1/2002 | $1,187.50 | 0.76% | 0 | 1 | 100.00% |
| 5/1/2002 | $2,100.00 | 1.37% | 0 | 1 | 100.00% |
| 4/1/2002 | ($625.00) | -0.40% | 0 | 1 | 0.00% |
| 3/1/2002 | $1,800.00 | 1.17% | 0 | 1 | 100.00% |
| 2/1/2002 | $312.50 | 0.20% | 0 | 1 | 100.00% |
| 1/1/2002 | ($2,450.00) | -1.60% | 0 | 2 | 0.00% |
| 12/1/2001 | $1,250.00 | 0.83% | 0 | 1 | 100.00% |
| 11/1/2001 | ($312.50) | -0.20% | 0 | 1 | 0.00% |
| 10/1/2001 | $900.00 | 0.59% | 0 | 1 | 100.00% |
| 9/1/2001 | $1,737.50 | 1.15% | 0 | 1 | 100.00% |
| 8/1/2001 | ($1,762.50) | -1.16% | 0 | 2 | 0.00% |
| 7/1/2001 | $2,112.50 | 1.40% | 0 | 1 | 100.00% |
| 6/1/2001 | $1,512.50 | 1.01% | 0 | 1 | 100.00% |
| 5/1/2001 | ($300.00) | -0.20% | 0.37 | 2 | 50.00% |
| 4/1/2001 | ($450.00) | -0.30% | 0 | 1 | 0.00% |
| 3/1/2001 | $1,362.50 | 0.93% | 0 | 1 | 100.00% |
| 2/1/2001 | $187.50 | 0.13% | 0 | 1 | 100.00% |
| 1/1/2001 | $1,262.50 | 0.86% | 3.02 | 2 | 50.00% |
| 12/1/2000 | ($150.00) | -0.10% | 0 | 1 | 0.00% |
| 11/1/2000 | ($1,262.50) | -0.85% | 0.17 | 2 | 50.00% |
| 10/1/2000 | ($87.50) | -0.06% | 0.89 | 2 | 50.00% |
| 9/1/2000 | ($725.00) | -0.48% | 0 | 1 | 0.00% |
| 8/1/2000 | ($1,275.00) | -0.85% | 0.33 | 2 | 50.00% |
| 7/1/2000 | $1,875.00 | 1.26% | 0 | 1 | 100.00% |
| 6/1/2000 | $1,337.50 | 0.90% | 0 | 1 | 100.00% |
| 5/1/2000 | ($112.50) | -0.08% | 0.81 | 2 | 50.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | %Profitable |
| Today - 8/1/2003 | ($3,350.00) | -2.04% | 0 | 2 | 0.00% |
| 7/1/2003 - 8/1/2003 | $1,250.00 | 0.78% | 0 | 2 | 50.00% |
| 6/1/2003 - 8/1/2003 | $575.00 | 0.37% | 4.54 | 3 | 33.33% |
| 5/1/2003 - 8/1/2003 | $437.50 | 0.27% | 2.46 | 3 | 33.33% |
| 4/1/2003 - 8/1/2003 | $2,850.00 | 1.81% | 0 | 3 | 66.67% |
| 3/1/2003 - 8/1/2003 | $2,825.00 | 1.79% | 0 | 3 | 66.67% |
| 2/1/2003 - 8/1/2003 | $3,475.00 | 2.21% | 0 | 3 | 66.67% |
| 1/1/2003 - 8/1/2003 | $2,000.00 | 1.27% | 2.36 | 5 | 40.00% |
| 12/1/2002 - 8/1/2003 | $1,487.50 | 0.94% | 1.75 | 5 | 40.00% |
| 11/1/2002 - 8/1/2003 | $2,100.00 | 1.32% | 2.53 | 5 | 40.00% |
| 10/1/2002 - 8/1/2003 | $1,125.00 | 0.73% | 1.48 | 7 | 28.57% |
| 9/1/2002 - 8/1/2003 | $1,175.00 | 0.77% | 1.51 | 7 | 28.57% |
| 8/1/2002 - 8/1/2003 | $762.50 | 0.49% | 1.28 | 7 | 28.57% |
| 7/1/2002 - 8/1/2003 | $3,187.50 | 2.06% | 2.65 | 7 | 42.86% |
| 6/1/2002 - 8/1/2003 | $4,375.00 | 2.81% | 3.26 | 7 | 42.86% |
| 5/1/2002 - 8/1/2003 | $6,475.00 | 4.23% | 4.34 | 7 | 42.86% |
| 4/1/2002 - 8/1/2003 | $5,850.00 | 3.76% | 4.02 | 7 | 42.86% |
| 3/1/2002 - 8/1/2003 | $7,650.00 | 4.96% | 4.95 | 7 | 42.86% |
| 2/1/2002 - 8/1/2003 | $7,962.50 | 5.21% | 5.11 | 7 | 42.86% |
| 1/1/2002 - 8/1/2003 | $5,512.50 | 3.60% | 2.64 | 8 | 37.50% |
| 12/1/2001 - 8/1/2003 | $6,762.50 | 4.46% | 4.2 | 8 | 37.50% |
| 11/1/2001 - 8/1/2003 | $6,450.00 | 4.22% | 3.66 | 8 | 37.50% |
| 10/1/2001 - 8/1/2003 | $7,350.00 | 4.79% | 4.79 | 8 | 50.00% |
| 9/1/2001 - 8/1/2003 | $9,087.50 | 5.99% | 5.69 | 8 | 50.00% |
| 8/1/2001 - 8/1/2003 | $7,325.00 | 4.83% | 3.09 | 9 | 44.44% |
| 7/1/2001 - 8/1/2003 | $9,437.50 | 6.25% | 5.87 | 9 | 55.56% |
| 6/1/2001 - 8/1/2003 | $10,950.00 | 7.31% | 6.65 | 9 | 55.56% |
| 5/1/2001 - 8/1/2003 | $10,650.00 | 7.26% | 5.41 | 10 | 50.00% |
| 4/1/2001 - 8/1/2003 | $10,200.00 | 6.87% | 4.56 | 10 | 50.00% |
| 3/1/2001 - 8/1/2003 | $11,562.50 | 7.85% | 6.97 | 10 | 60.00% |
| 2/1/2001 - 8/1/2003 | $11,750.00 | 7.89% | 7.06 | 10 | 60.00% |
| 1/1/2001 - 8/1/2003 | $13,012.50 | 8.83% | 6.08 | 11 | 54.55% |
| 12/1/2000 - 8/1/2003 | $12,862.50 | 8.70% | 5.74 | 11 | 54.55% |
| 11/1/2000 - 8/1/2003 | $11,600.00 | 7.78% | 3.92 | 12 | 50.00% |
| 10/1/2000 - 8/1/2003 | $11,512.50 | 7.75% | 3.83 | 13 | 46.15% |
| 9/1/2000 - 8/1/2003 | $10,787.50 | 7.20% | 3.25 | 13 | 46.15% |
| 8/1/2000 - 8/1/2003 | $9,512.50 | 6.37% | 2.57 | 14 | 42.86% |
| 7/1/2000 - 8/1/2003 | $11,387.50 | 7.65% | 3.72 | 14 | 42.86% |
| 6/1/2000 - 8/1/2003 | $12,725.00 | 8.60% | 4.07 | 14 | 50.00% |
| 5/1/2000 - 8/1/2003 | $12,612.50 | 8.70% | 3.66 | 15 | 46.67% |