| TradeStation Periodical Returns: Daily | |||||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 8/26/2003 | ($110.00) | -0.08% | 0 | 1 | 0.00% |
| 8/25/2003 | ($290.00) | -0.21% | 0 | 2 | 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 | ($130.00) | -0.09% | 0 | 1 | 0.00% |
| 8/21/2003 | ($310.00) | -0.23% | 0 | 1 | 0.00% |
| 8/20/2003 | ($360.00) | -0.26% | 0 | 1 | 0.00% |
| 8/19/2003 | $420.00 | 0.31% | 0 | 1 | 100.00% |
| 8/18/2003 | ($1,140.00) | -0.83% | 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 | ($120.00) | -0.09% | 0 | 1 | 0.00% |
| 8/14/2003 | ($30.00) | -0.02% | 0 | 1 | 0.00% |
| 8/13/2003 | ($100.00) | -0.07% | 0 | 1 | 0.00% |
| 8/12/2003 | ($740.00) | -0.54% | 0 | 1 | 0.00% |
| 8/11/2003 | ($320.00) | -0.23% | 0 | 1 | 0.00% |
| 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 | ($150.00) | -0.11% | 0 | 1 | 0.00% |
| 8/7/2003 | ($60.00) | -0.04% | 0 | 1 | 0.00% |
| 8/6/2003 | $30.00 | 0.02% | 0 | 1 | 100.00% |
| 8/5/2003 | $130.00 | 0.09% | 0 | 1 | 100.00% |
| 8/4/2003 | $200.00 | 0.15% | 0 | 1 | 100.00% |
| 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 | ($70.00) | -0.05% | 0 | 1 | 0.00% |
| 7/31/2003 | $50.00 | 0.04% | 0 | 1 | 100.00% |
| 7/30/2003 | $80.00 | 0.06% | 0 | 1 | 100.00% |
| 7/29/2003 | $350.00 | 0.25% | 0 | 1 | 100.00% |
| 7/28/2003 | ($320.00) | -0.23% | 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 | $120.00 | 0.09% | 0 | 1 | 100.00% |
| 7/24/2003 | $290.00 | 0.21% | 0 | 1 | 100.00% |
| 7/23/2003 | $180.00 | 0.13% | 0 | 1 | 100.00% |
| 7/22/2003 | ($30.00) | -0.02% | 0 | 1 | 0.00% |
| 7/21/2003 | $230.00 | 0.17% | 0 | 1 | 100.00% |
| 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 | $260.00 | 0.19% | 0 | 1 | 100.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| Today - 8/26/2003 | ($110.00) | -0.08% | 0 | 1 | 0.00% |
| 8/25/2003 - 8/26/2003 | ($400.00) | -0.29% | 0 | 2 | 0.00% |
| 8/24/2003 - 8/26/2003 | ($400.00) | -0.29% | 0 | 2 | 0.00% |
| 8/23/2003 - 8/26/2003 | ($400.00) | -0.29% | 0 | 2 | 0.00% |
| 8/22/2003 - 8/26/2003 | ($530.00) | -0.39% | 0 | 2 | 0.00% |
| 8/21/2003 - 8/26/2003 | ($840.00) | -0.61% | 0 | 2 | 0.00% |
| 8/20/2003 - 8/26/2003 | ($1,200.00) | -0.87% | 0 | 2 | 0.00% |
| 8/19/2003 - 8/26/2003 | ($780.00) | -0.57% | 0 | 2 | 0.00% |
| 8/18/2003 - 8/26/2003 | ($1,920.00) | -1.40% | 0 | 2 | 0.00% |
| 8/17/2003 - 8/26/2003 | ($1,920.00) | -1.40% | 0 | 2 | 0.00% |
| 8/16/2003 - 8/26/2003 | ($1,920.00) | -1.40% | 0 | 2 | 0.00% |
| 8/15/2003 - 8/26/2003 | ($2,040.00) | -1.48% | 0 | 2 | 0.00% |
| 8/14/2003 - 8/26/2003 | ($2,070.00) | -1.51% | 0 | 2 | 0.00% |
| 8/13/2003 - 8/26/2003 | ($2,170.00) | -1.59% | 0 | 2 | 0.00% |
| 8/12/2003 - 8/26/2003 | ($2,910.00) | -2.12% | 0 | 2 | 0.00% |
| 8/11/2003 - 8/26/2003 | ($3,230.00) | -2.35% | 0 | 2 | 0.00% |
| 8/10/2003 - 8/26/2003 | ($3,230.00) | -2.35% | 0 | 2 | 0.00% |
| 8/9/2003 - 8/26/2003 | ($3,230.00) | -2.35% | 0 | 2 | 0.00% |
| 8/8/2003 - 8/26/2003 | ($3,380.00) | -2.46% | 0 | 2 | 0.00% |
| 8/7/2003 - 8/26/2003 | ($3,440.00) | -2.50% | 0 | 2 | 0.00% |
| 8/6/2003 - 8/26/2003 | ($3,410.00) | -2.48% | 0 | 2 | 0.00% |
| 8/5/2003 - 8/26/2003 | ($3,280.00) | -2.38% | 0 | 2 | 0.00% |
| 8/4/2003 - 8/26/2003 | ($3,080.00) | -2.24% | 0 | 2 | 0.00% |
| 8/3/2003 - 8/26/2003 | ($3,080.00) | -2.24% | 0 | 2 | 0.00% |
| 8/2/2003 - 8/26/2003 | ($3,080.00) | -2.24% | 0 | 2 | 0.00% |
| 8/1/2003 - 8/26/2003 | ($3,150.00) | -2.29% | 0 | 2 | 0.00% |
| 7/31/2003 - 8/26/2003 | ($3,100.00) | -2.25% | 0 | 2 | 0.00% |
| 7/30/2003 - 8/26/2003 | ($3,020.00) | -2.19% | 0 | 2 | 0.00% |
| 7/29/2003 - 8/26/2003 | ($2,670.00) | -1.95% | 0 | 2 | 0.00% |
| 7/28/2003 - 8/26/2003 | ($2,990.00) | -2.17% | 0 | 2 | 0.00% |
| 7/27/2003 - 8/26/2003 | ($2,990.00) | -2.17% | 0 | 2 | 0.00% |
| 7/26/2003 - 8/26/2003 | ($2,990.00) | -2.17% | 0 | 2 | 0.00% |
| 7/25/2003 - 8/26/2003 | ($2,870.00) | -2.08% | 0 | 2 | 0.00% |
| 7/24/2003 - 8/26/2003 | ($2,580.00) | -1.87% | 0 | 2 | 0.00% |
| 7/23/2003 - 8/26/2003 | ($2,400.00) | -1.74% | 0 | 2 | 0.00% |
| 7/22/2003 - 8/26/2003 | ($2,430.00) | -1.76% | 0 | 2 | 0.00% |
| 7/21/2003 - 8/26/2003 | ($2,200.00) | -1.60% | 0 | 2 | 0.00% |
| 7/20/2003 - 8/26/2003 | ($2,200.00) | -1.60% | 0 | 2 | 0.00% |
| 7/19/2003 - 8/26/2003 | ($2,200.00) | -1.60% | 0 | 2 | 0.00% |
| 7/18/2003 - 8/26/2003 | ($1,940.00) | -1.41% | 0 | 2 | 0.00% |