| TradeStation Periodical Returns: Daily | |||||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 8/26/2003 | ($25.00) | -0.02% | 0 | 1 | 0.00% |
| 8/25/2003 | ($25.00) | -0.02% | 0 | 1 | 0.00% |
| 8/24/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/23/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/22/2003 | ($112.50) | -0.08% | 0 | 1 | 0.00% |
| 8/21/2003 | $112.50 | 0.08% | 0 | 1 | 100.00% |
| 8/20/2003 | ($187.50) | -0.13% | 0 | 1 | 0.00% |
| 8/19/2003 | $287.50 | 0.19% | 0 | 1 | 100.00% |
| 8/18/2003 | ($425.00) | -0.29% | 0 | 1 | 0.00% |
| 8/17/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/16/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/15/2003 | ($12.50) | -0.01% | 0 | 1 | 0.00% |
| 8/14/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/13/2003 | ($12.50) | -0.01% | 0 | 1 | 0.00% |
| 8/12/2003 | ($512.50) | -0.34% | 0 | 1 | 0.00% |
| 8/11/2003 | $162.50 | 0.11% | 0 | 1 | 100.00% |
| 8/10/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/9/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/8/2003 | ($25.00) | -0.02% | 0 | 1 | 0.00% |
| 8/7/2003 | ($37.50) | -0.03% | 0 | 1 | 0.00% |
| 8/6/2003 | ($100.00) | -0.07% | 0 | 1 | 0.00% |
| 8/5/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/4/2003 | ($137.50) | -0.09% | 0 | 1 | 0.00% |
| 8/3/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/2/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 8/1/2003 | ($37.50) | -0.03% | 0 | 1 | 0.00% |
| 7/31/2003 | $87.50 | 0.06% | 0 | 1 | 100.00% |
| 7/30/2003 | $112.50 | 0.08% | 0 | 1 | 100.00% |
| 7/29/2003 | ($12.50) | -0.01% | 0 | 1 | 0.00% |
| 7/28/2003 | ($162.50) | -0.11% | 0 | 1 | 0.00% |
| 7/27/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 7/26/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 7/25/2003 | ($50.00) | -0.03% | 0 | 1 | 0.00% |
| 7/24/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 7/23/2003 | $150.00 | 0.10% | 0 | 1 | 100.00% |
| 7/22/2003 | ($12.50) | -0.01% | 0 | 1 | 0.00% |
| 7/21/2003 | ($112.50) | -0.08% | 0 | 1 | 0.00% |
| 7/20/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 7/19/2003 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 7/18/2003 | $62.50 | 0.04% | 0 | 1 | 100.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| Today - 8/26/2003 | ($25.00) | -0.02% | 0 | 1 | 0.00% |
| 8/25/2003 - 8/26/2003 | ($50.00) | -0.03% | 0 | 1 | 0.00% |
| 8/24/2003 - 8/26/2003 | ($50.00) | -0.03% | 0 | 1 | 0.00% |
| 8/23/2003 - 8/26/2003 | ($50.00) | -0.03% | 0 | 1 | 0.00% |
| 8/22/2003 - 8/26/2003 | ($162.50) | -0.11% | 0 | 1 | 0.00% |
| 8/21/2003 - 8/26/2003 | ($50.00) | -0.03% | 0 | 1 | 0.00% |
| 8/20/2003 - 8/26/2003 | ($237.50) | -0.16% | 0 | 1 | 0.00% |
| 8/19/2003 - 8/26/2003 | $50.00 | 0.03% | 0 | 1 | 100.00% |
| 8/18/2003 - 8/26/2003 | ($375.00) | -0.25% | 0 | 1 | 0.00% |
| 8/17/2003 - 8/26/2003 | ($375.00) | -0.25% | 0 | 1 | 0.00% |
| 8/16/2003 - 8/26/2003 | ($375.00) | -0.25% | 0 | 1 | 0.00% |
| 8/15/2003 - 8/26/2003 | ($387.50) | -0.26% | 0 | 1 | 0.00% |
| 8/14/2003 - 8/26/2003 | ($387.50) | -0.26% | 0 | 1 | 0.00% |
| 8/13/2003 - 8/26/2003 | ($400.00) | -0.27% | 0 | 1 | 0.00% |
| 8/12/2003 - 8/26/2003 | ($912.50) | -0.61% | 0 | 1 | 0.00% |
| 8/11/2003 - 8/26/2003 | ($750.00) | -0.51% | 0 | 1 | 0.00% |
| 8/10/2003 - 8/26/2003 | ($750.00) | -0.51% | 0 | 1 | 0.00% |
| 8/9/2003 - 8/26/2003 | ($750.00) | -0.51% | 0 | 1 | 0.00% |
| 8/8/2003 - 8/26/2003 | ($775.00) | -0.52% | 0 | 1 | 0.00% |
| 8/7/2003 - 8/26/2003 | ($812.50) | -0.55% | 0 | 1 | 0.00% |
| 8/6/2003 - 8/26/2003 | ($912.50) | -0.61% | 0 | 1 | 0.00% |
| 8/5/2003 - 8/26/2003 | ($912.50) | -0.62% | 0 | 1 | 0.00% |
| 8/4/2003 - 8/26/2003 | ($1,050.00) | -0.71% | 0 | 1 | 0.00% |
| 8/3/2003 - 8/26/2003 | ($1,050.00) | -0.71% | 0 | 1 | 0.00% |
| 8/2/2003 - 8/26/2003 | ($1,050.00) | -0.71% | 0 | 1 | 0.00% |
| 8/1/2003 - 8/26/2003 | ($1,087.50) | -0.73% | 0 | 1 | 0.00% |
| 7/31/2003 - 8/26/2003 | ($1,000.00) | -0.67% | 0 | 1 | 0.00% |
| 7/30/2003 - 8/26/2003 | ($887.50) | -0.60% | 0 | 1 | 0.00% |
| 7/29/2003 - 8/26/2003 | ($900.00) | -0.61% | 0 | 1 | 0.00% |
| 7/28/2003 - 8/26/2003 | ($1,062.50) | -0.72% | 0 | 1 | 0.00% |
| 7/27/2003 - 8/26/2003 | ($1,062.50) | -0.72% | 0 | 1 | 0.00% |
| 7/26/2003 - 8/26/2003 | ($1,062.50) | -0.72% | 0 | 1 | 0.00% |
| 7/25/2003 - 8/26/2003 | ($1,112.50) | -0.75% | 0 | 1 | 0.00% |
| 7/24/2003 - 8/26/2003 | ($1,112.50) | -0.75% | 0 | 1 | 0.00% |
| 7/23/2003 - 8/26/2003 | ($962.50) | -0.65% | 0 | 1 | 0.00% |
| 7/22/2003 - 8/26/2003 | ($975.00) | -0.66% | 0 | 1 | 0.00% |
| 7/21/2003 - 8/26/2003 | ($1,087.50) | -0.73% | 0 | 1 | 0.00% |
| 7/20/2003 - 8/26/2003 | ($1,087.50) | -0.73% | 0 | 1 | 0.00% |
| 7/19/2003 - 8/26/2003 | ($1,087.50) | -0.73% | 0 | 1 | 0.00% |
| 7/18/2003 - 8/26/2003 | ($1,025.00) | -0.69% | 0 | 1 | 0.00% |