| TradeStation Periodical Returns: Monthly | |||||
Mark-To-Market Monthly Average Analysis: |
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| Period | Avg. Net Profit | % Gain | %Profitable | ||
| January | ($120.50) | -0.11% | 39.47% | ||
| February | $98.50 | 0.09% | 43.75% | ||
| March | ($16.00) | -0.01% | 47.37% | ||
| April | $56.00 | 0.03% | 52.94% | ||
| May | ($111.50) | -0.10% | 35.00% | ||
| June | $363.94 | 0.37% | 45.95% | ||
| July | ($33.65) | -0.04% | 51.35% | ||
| August | $135.58 | 0.13% | 60.61% | ||
| September | $217.50 | 0.19% | 58.06% | ||
| October | $17.50 | 0.03% | 44.12% | ||
| November | $388.50 | 0.37% | 60.00% | ||
| December | ($65.50) | -0.08% | 51.61% | ||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | %Profitable |
| 8/1/2003 | ($262.50) | -0.21% | 0 | 1 | 0.00% |
| 7/1/2003 | ($712.50) | -0.58% | 0 | 2 | 0.00% |
| 6/1/2003 | ($225.00) | -0.18% | 0 | 1 | 0.00% |
| 5/1/2003 | ($25.00) | -0.02% | 0 | 1 | 0.00% |
| 4/1/2003 | $1,237.50 | 1.00% | 0 | 1 | 100.00% |
| 3/1/2003 | ($1,450.00) | -1.16% | 0 | 2 | 0.00% |
| 2/1/2003 | ($100.00) | -0.08% | 0.81 | 2 | 50.00% |
| 1/1/2003 | ($500.00) | -0.40% | 0 | 3 | 0.00% |
| 12/1/2002 | $212.50 | 0.17% | 0 | 1 | 100.00% |
| 11/1/2002 | $300.00 | 0.24% | 0 | 1 | 100.00% |
| 10/1/2002 | ($1,725.00) | -1.38% | 0 | 2 | 0.00% |
| 9/1/2002 | $1,375.00 | 1.11% | 0 | 1 | 100.00% |
| 8/1/2002 | $200.00 | 0.16% | 0 | 1 | 100.00% |
| 7/1/2002 | $437.50 | 0.35% | 0 | 1 | 100.00% |
| 6/1/2002 | $812.50 | 0.65% | 0 | 1 | 100.00% |
| 5/1/2002 | ($1,750.00) | -1.39% | 0.16 | 2 | 50.00% |
| 4/1/2002 | ($512.50) | -0.41% | 0.58 | 2 | 50.00% |
| 3/1/2002 | ($150.00) | -0.12% | 0 | 1 | 0.00% |
| 2/1/2002 | $1,600.00 | 1.28% | 0 | 1 | 100.00% |
| 1/1/2002 | ($150.00) | -0.13% | 0.2 | 3 | 33.33% |
| 12/1/2001 | ($700.00) | -0.58% | 0 | 1 | 0.00% |
| 11/1/2001 | $1,237.50 | 1.02% | 0 | 1 | 100.00% |
| 10/1/2001 | $1,575.00 | 1.30% | 0 | 1 | 100.00% |
| 9/1/2001 | $1,287.50 | 1.07% | 0 | 1 | 100.00% |
| 8/1/2001 | ($87.50) | -0.07% | 0 | 1 | 0.00% |
| 7/1/2001 | $1,600.00 | 1.33% | 0 | 1 | 100.00% |
| 6/1/2001 | ($12.50) | -0.01% | 0.88 | 2 | 50.00% |
| 5/1/2001 | ($287.50) | -0.24% | 0 | 2 | 0.00% |
| 4/1/2001 | $87.50 | 0.07% | 0 | 1 | 100.00% |
| 3/1/2001 | $0.00 | 0.00% | 0 | 1 | 0.00% |
| 2/1/2001 | ($62.50) | -0.05% | 0 | 1 | 0.00% |
| 1/1/2001 | ($562.50) | -0.46% | 0 | 1 | 0.00% |
| 12/1/2000 | $212.50 | 0.18% | 0 | 1 | 100.00% |
| 11/1/2000 | ($687.50) | -0.57% | 0 | 2 | 0.00% |
| 10/1/2000 | ($137.50) | -0.11% | 0 | 1 | 0.00% |
| 9/1/2000 | $125.00 | 0.10% | 0 | 1 | 100.00% |
| 8/1/2000 | $462.50 | 0.38% | 0 | 1 | 100.00% |
| 7/1/2000 | ($137.50) | -0.11% | 0 | 1 | 0.00% |
| 6/1/2000 | $775.00 | 0.64% | 0 | 1 | 100.00% |
| 5/1/2000 | ($137.50) | -0.11% | 0.52 | 2 | 50.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | %Profitable |
| Today - 8/1/2003 | ($262.50) | -0.21% | 0 | 1 | 0.00% |
| 7/1/2003 - 8/1/2003 | ($975.00) | -0.79% | 0 | 2 | 0.00% |
| 6/1/2003 - 8/1/2003 | ($1,200.00) | -0.97% | 0 | 2 | 0.00% |
| 5/1/2003 - 8/1/2003 | ($1,225.00) | -0.98% | 0 | 2 | 0.00% |
| 4/1/2003 - 8/1/2003 | $12.50 | 0.01% | 1.03 | 2 | 50.00% |
| 3/1/2003 - 8/1/2003 | ($1,437.50) | -1.15% | 0.02 | 3 | 33.33% |
| 2/1/2003 - 8/1/2003 | ($1,537.50) | -1.23% | 0.02 | 4 | 25.00% |
| 1/1/2003 - 8/1/2003 | ($2,037.50) | -1.61% | 0.01 | 6 | 16.67% |
| 12/1/2002 - 8/1/2003 | ($1,825.00) | -1.45% | 0.01 | 6 | 16.67% |
| 11/1/2002 - 8/1/2003 | ($1,525.00) | -1.22% | 0.18 | 6 | 33.33% |
| 10/1/2002 - 8/1/2003 | ($3,250.00) | -2.60% | 0.01 | 7 | 14.29% |
| 9/1/2002 - 8/1/2003 | ($1,875.00) | -1.51% | 0.17 | 7 | 28.57% |
| 8/1/2002 - 8/1/2003 | ($1,675.00) | -1.35% | 0.26 | 7 | 28.57% |
| 7/1/2002 - 8/1/2003 | ($1,237.50) | -0.99% | 0.45 | 7 | 28.57% |
| 6/1/2002 - 8/1/2003 | ($425.00) | -0.34% | 0.81 | 7 | 28.57% |
| 5/1/2002 - 8/1/2003 | ($2,175.00) | -1.73% | 0.5 | 8 | 25.00% |
| 4/1/2002 - 8/1/2003 | ($2,687.50) | -2.15% | 0.44 | 9 | 22.22% |
| 3/1/2002 - 8/1/2003 | ($2,837.50) | -2.24% | 0.43 | 9 | 22.22% |
| 2/1/2002 - 8/1/2003 | ($1,237.50) | -0.99% | 0.66 | 9 | 33.33% |
| 1/1/2002 - 8/1/2003 | ($1,387.50) | -1.16% | 0.63 | 11 | 36.36% |
| 12/1/2001 - 8/1/2003 | ($2,087.50) | -1.72% | 0.53 | 11 | 27.27% |
| 11/1/2001 - 8/1/2003 | ($850.00) | -0.70% | 0.78 | 11 | 36.36% |
| 10/1/2001 - 8/1/2003 | $725.00 | 0.60% | 1.19 | 11 | 36.36% |
| 9/1/2001 - 8/1/2003 | $2,012.50 | 1.67% | 1.53 | 11 | 36.36% |
| 8/1/2001 - 8/1/2003 | $1,925.00 | 1.58% | 1.51 | 11 | 36.36% |
| 7/1/2001 - 8/1/2003 | $3,525.00 | 2.93% | 1.93 | 11 | 36.36% |
| 6/1/2001 - 8/1/2003 | $3,512.50 | 2.92% | 1.92 | 12 | 41.67% |
| 5/1/2001 - 8/1/2003 | $3,225.00 | 2.65% | 1.81 | 13 | 30.77% |
| 4/1/2001 - 8/1/2003 | $3,312.50 | 2.73% | 1.84 | 13 | 38.46% |
| 3/1/2001 - 8/1/2003 | $3,312.50 | 2.73% | 1.84 | 13 | 38.46% |
| 2/1/2001 - 8/1/2003 | $3,250.00 | 2.69% | 1.82 | 13 | 30.77% |
| 1/1/2001 - 8/1/2003 | $2,687.50 | 2.21% | 1.59 | 13 | 30.77% |
| 12/1/2000 - 8/1/2003 | $2,900.00 | 2.40% | 1.67 | 13 | 30.77% |
| 11/1/2000 - 8/1/2003 | $2,212.50 | 1.84% | 1.44 | 14 | 28.57% |
| 10/1/2000 - 8/1/2003 | $2,075.00 | 1.72% | 1.4 | 14 | 28.57% |
| 9/1/2000 - 8/1/2003 | $2,200.00 | 1.82% | 1.44 | 14 | 28.57% |
| 8/1/2000 - 8/1/2003 | $2,662.50 | 2.22% | 1.54 | 14 | 35.71% |
| 7/1/2000 - 8/1/2003 | $2,525.00 | 2.09% | 1.52 | 14 | 35.71% |
| 6/1/2000 - 8/1/2003 | $3,300.00 | 2.74% | 1.68 | 14 | 35.71% |
| 5/1/2000 - 8/1/2003 | $3,162.50 | 2.63% | 1.61 | 15 | 33.33% |