| TradeStation Periodical Returns: Monthly | |||||
Mark-To-Market Monthly Average Analysis: |
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| Period | Avg. Net Profit | % Gain | %Profitable | ||
| January | ($104.50) | -0.06% | 30.30% | ||
| February | $255.50 | 0.20% | 68.75% | ||
| March | $155.50 | 0.13% | 54.84% | ||
| April | $109.50 | 0.08% | 40.63% | ||
| May | $76.00 | 0.06% | 51.28% | ||
| June | $460.50 | 0.37% | 61.29% | ||
| July | $211.06 | 0.19% | 57.14% | ||
| August | $213.46 | 0.20% | 54.55% | ||
| September | $37.50 | 0.03% | 45.16% | ||
| October | $239.00 | 0.20% | 65.79% | ||
| November | $59.50 | 0.05% | 44.12% | ||
| December | $220.00 | 0.16% | 70.97% | ||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | %Profitable |
| 8/1/2003 | ($1,087.50) | -0.73% | 0 | 1 | 0.00% |
| 7/1/2003 | $1,137.50 | 0.76% | 0 | 1 | 100.00% |
| 6/1/2003 | $537.50 | 0.36% | 0 | 1 | 100.00% |
| 5/1/2003 | ($25.00) | -0.02% | 0.93 | 2 | 50.00% |
| 4/1/2003 | ($537.50) | -0.36% | 0 | 2 | 0.00% |
| 3/1/2003 | ($162.50) | -0.11% | 0 | 1 | 0.00% |
| 2/1/2003 | $350.00 | 0.24% | 0 | 1 | 100.00% |
| 1/1/2003 | ($125.00) | -0.08% | 0 | 1 | 0.00% |
| 12/1/2002 | $287.50 | 0.19% | 0 | 1 | 100.00% |
| 11/1/2002 | $475.00 | 0.32% | 0 | 1 | 100.00% |
| 10/1/2002 | $750.00 | 0.52% | 0 | 2 | 100.00% |
| 9/1/2002 | ($825.00) | -0.56% | 0 | 1 | 0.00% |
| 8/1/2002 | $462.50 | 0.32% | 0 | 1 | 100.00% |
| 7/1/2002 | $712.50 | 0.49% | 0 | 1 | 100.00% |
| 6/1/2002 | $550.00 | 0.38% | 0 | 1 | 100.00% |
| 5/1/2002 | ($25.00) | -0.02% | 0.93 | 2 | 50.00% |
| 4/1/2002 | $387.50 | 0.27% | 0 | 1 | 100.00% |
| 3/1/2002 | $250.00 | 0.17% | 0 | 1 | 100.00% |
| 2/1/2002 | $237.50 | 0.16% | 0 | 1 | 100.00% |
| 1/1/2002 | $150.00 | 0.10% | 0 | 1 | 100.00% |
| 12/1/2001 | $575.00 | 0.40% | 0 | 1 | 100.00% |
| 11/1/2001 | ($162.50) | -0.11% | 0 | 1 | 0.00% |
| 10/1/2001 | $462.50 | 0.32% | 0 | 1 | 100.00% |
| 9/1/2001 | ($737.50) | -0.51% | 0.09 | 2 | 50.00% |
| 8/1/2001 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 7/1/2001 | ($825.00) | -0.57% | 0.13 | 2 | 50.00% |
| 6/1/2001 | $175.00 | 0.12% | 0 | 1 | 100.00% |
| 5/1/2001 | $737.50 | 0.51% | 0 | 1 | 100.00% |
| 4/1/2001 | ($100.00) | -0.07% | 0 | 1 | 0.00% |
| 3/1/2001 | $962.50 | 0.67% | 0 | 1 | 100.00% |
| 2/1/2001 | ($275.00) | -0.19% | 0 | 1 | 0.00% |
| 1/1/2001 | ($687.50) | -0.47% | 0.25 | 2 | 50.00% |
| 12/1/2000 | $562.50 | 0.39% | 0 | 1 | 100.00% |
| 11/1/2000 | $125.00 | 0.09% | 0 | 1 | 100.00% |
| 10/1/2000 | ($137.50) | -0.10% | 0.5 | 2 | 50.00% |
| 9/1/2000 | ($62.50) | -0.04% | 0 | 1 | 0.00% |
| 8/1/2000 | ($200.00) | -0.14% | 0 | 1 | 0.00% |
| 7/1/2000 | $775.00 | 0.54% | 0 | 1 | 100.00% |
| 6/1/2000 | $1,875.00 | 1.32% | 0 | 1 | 100.00% |
| 5/1/2000 | ($2,300.00) | -1.59% | 0 | 3 | 0.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | %Profitable |
| Today - 8/1/2003 | ($1,087.50) | -0.73% | 0 | 1 | 0.00% |
| 7/1/2003 - 8/1/2003 | $50.00 | 0.03% | 0 | 1 | 100.00% |
| 6/1/2003 - 8/1/2003 | $587.50 | 0.40% | 0 | 1 | 100.00% |
| 5/1/2003 - 8/1/2003 | $562.50 | 0.38% | 0 | 2 | 100.00% |
| 4/1/2003 - 8/1/2003 | $25.00 | 0.02% | 1.11 | 3 | 33.33% |
| 3/1/2003 - 8/1/2003 | ($137.50) | -0.09% | 0.65 | 3 | 33.33% |
| 2/1/2003 - 8/1/2003 | $212.50 | 0.14% | 3.43 | 3 | 66.67% |
| 1/1/2003 - 8/1/2003 | $87.50 | 0.06% | 1.54 | 3 | 33.33% |
| 12/1/2002 - 8/1/2003 | $375.00 | 0.25% | 5.29 | 3 | 66.67% |
| 11/1/2002 - 8/1/2003 | $850.00 | 0.57% | 10.71 | 3 | 66.67% |
| 10/1/2002 - 8/1/2003 | $1,600.00 | 1.10% | 19.29 | 4 | 75.00% |
| 9/1/2002 - 8/1/2003 | $775.00 | 0.53% | 2.22 | 4 | 50.00% |
| 8/1/2002 - 8/1/2003 | $1,237.50 | 0.84% | 8.07 | 4 | 50.00% |
| 7/1/2002 - 8/1/2003 | $1,950.00 | 1.33% | 23.29 | 4 | 75.00% |
| 6/1/2002 - 8/1/2003 | $2,500.00 | 1.71% | 29.57 | 4 | 75.00% |
| 5/1/2002 - 8/1/2003 | $2,475.00 | 1.71% | 6.66 | 5 | 60.00% |
| 4/1/2002 - 8/1/2003 | $2,862.50 | 1.98% | 33.71 | 5 | 80.00% |
| 3/1/2002 - 8/1/2003 | $3,112.50 | 2.15% | 36.57 | 5 | 80.00% |
| 2/1/2002 - 8/1/2003 | $3,350.00 | 2.32% | 39.29 | 5 | 80.00% |
| 1/1/2002 - 8/1/2003 | $3,500.00 | 2.42% | 41 | 5 | 80.00% |
| 12/1/2001 - 8/1/2003 | $4,075.00 | 2.83% | 47.57 | 5 | 80.00% |
| 11/1/2001 - 8/1/2003 | $3,912.50 | 2.70% | 45.71 | 5 | 80.00% |
| 10/1/2001 - 8/1/2003 | $4,375.00 | 3.03% | 51 | 5 | 80.00% |
| 9/1/2001 - 8/1/2003 | $3,637.50 | 2.51% | 5.04 | 6 | 66.67% |
| 8/1/2001 - 8/1/2003 | $3,637.50 | 2.51% | 5.04 | 6 | 66.67% |
| 7/1/2001 - 8/1/2003 | $2,812.50 | 1.95% | 2.63 | 7 | 57.14% |
| 6/1/2001 - 8/1/2003 | $2,987.50 | 2.06% | 2.93 | 7 | 57.14% |
| 5/1/2001 - 8/1/2003 | $3,725.00 | 2.58% | 5.58 | 7 | 57.14% |
| 4/1/2001 - 8/1/2003 | $3,625.00 | 2.50% | 4.97 | 7 | 57.14% |
| 3/1/2001 - 8/1/2003 | $4,587.50 | 3.19% | 6.92 | 7 | 71.43% |
| 2/1/2001 - 8/1/2003 | $4,312.50 | 2.99% | 6.56 | 7 | 71.43% |
| 1/1/2001 - 8/1/2003 | $3,625.00 | 2.50% | 3.15 | 8 | 62.50% |
| 12/1/2000 - 8/1/2003 | $4,187.50 | 2.90% | 4.72 | 8 | 62.50% |
| 11/1/2000 - 8/1/2003 | $4,312.50 | 2.99% | 5.31 | 8 | 62.50% |
| 10/1/2000 - 8/1/2003 | $4,175.00 | 2.94% | 4.67 | 9 | 55.56% |
| 9/1/2000 - 8/1/2003 | $4,112.50 | 2.90% | 4.43 | 9 | 55.56% |
| 8/1/2000 - 8/1/2003 | $3,912.50 | 2.74% | 3.79 | 9 | 55.56% |
| 7/1/2000 - 8/1/2003 | $4,687.50 | 3.25% | 6.43 | 9 | 66.67% |
| 6/1/2000 - 8/1/2003 | $6,562.50 | 4.62% | 8.61 | 9 | 66.67% |
| 5/1/2000 - 8/1/2003 | $4,262.50 | 2.95% | 2.36 | 11 | 54.55% |