| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Sell Short | 9/12/2002 8:45 | S1 | $8,470.00 | 1 | $570.00 | 1.36% | $675.00 | 98.54% | $0.00 | $0.00 | |
| Buy to Cover | 9/12/2002 16:00 | End of Day | $8,356.00 | $570.00 | $570.00 | ($10.00) | 84.67% | 83.21% | $0.00 | $0.00 | ||
| 2 | Sell Short | 9/13/2002 8:55 | S1 | $8,257.00 | 1 | ($295.00) | -0.71% | $130.00 | 22.81% | $0.00 | $0.00 | |
| Buy to Cover | 9/13/2002 16:00 | End of Day | $8,316.00 | ($295.00) | $275.00 | ($440.00) | 25.44% | -51.75% | $0.00 | $0.00 | ||
| 3 | Sell Short | 9/17/2002 8:50 | S1 | $8,403.00 | 1 | $1,515.00 | 3.74% | $1,565.00 | 94.56% | $0.00 | $0.00 | |
| Buy to Cover | 9/17/2002 16:00 | End of Day | $8,100.00 | $1,515.00 | $1,790.00 | ($90.00) | 96.98% | 91.54% | $0.00 | $0.00 | ||
| 4 | Sell Short | 9/18/2002 10:35 | S1 | $8,040.00 | 1 | ($150.00) | -0.37% | $40.00 | 3.77% | $0.00 | $0.00 | |
| Buy to Cover | 9/18/2002 16:00 | End of Day | $8,070.00 | ($150.00) | $1,640.00 | ($1,020.00) | 82.08% | -14.15% | $0.00 | $0.00 | ||
| 5 | Sell Short | 9/19/2002 14:20 | S1 | $7,961.00 | 1 | $150.00 | 0.38% | $285.00 | 60.00% | $0.00 | $0.00 | |
| Buy to Cover | 9/19/2002 16:00 | End of Day | $7,931.00 | $150.00 | $1,790.00 | ($190.00) | 71.58% | 31.58% | $0.00 | $0.00 | ||
| 6 | Sell Short | 9/24/2002 8:35 | S1 | $7,738.00 | 1 | $285.00 | 0.74% | $510.00 | 53.68% | $0.00 | $0.00 | |
| Buy to Cover | 9/24/2002 16:00 | End of Day | $7,681.00 | $285.00 | $2,075.00 | ($440.00) | 76.32% | 30.00% | $0.00 | $0.00 | ||
| 7 | Buy | 9/25/2002 8:35 | B1 | $7,777.00 | 1 | $415.00 | 1.07% | $500.00 | 42.37% | $0.00 | $0.00 | |
| Sell | 9/25/2002 16:00 | End of Day | $7,860.00 | $415.00 | $2,490.00 | ($680.00) | 92.80% | 35.17% | $0.00 | $0.00 | ||
| 8 | Buy | 9/26/2002 9:05 | B1 | $7,932.00 | 1 | $20.00 | 0.05% | $310.00 | 46.27% | $0.00 | $0.00 | |
| Sell | 9/26/2002 16:00 | End of Day | $7,936.00 | $20.00 | $2,510.00 | ($360.00) | 56.72% | 2.99% | $0.00 | $0.00 | ||
| 9 | Sell Short | 9/27/2002 10:50 | S1 | $7,838.00 | 1 | $895.00 | 2.34% | $910.00 | 87.08% | $0.00 | $0.00 | |
| Buy to Cover | 9/27/2002 16:00 | End of Day | $7,659.00 | $895.00 | $3,405.00 | ($135.00) | 98.56% | 85.65% | $0.00 | $0.00 | ||
| 10 | Sell Short | 9/30/2002 8:40 | S1 | $7,528.00 | 1 | ($185.00) | -0.49% | $495.00 | 41.60% | $0.00 | $0.00 | |
| Buy to Cover | 9/30/2002 16:00 | End of Day | $7,565.00 | ($185.00) | $3,220.00 | ($695.00) | 42.86% | -15.55% | $0.00 | $0.00 | ||
| 11 | Buy | 10/1/2002 11:55 | B1 | $7,671.00 | 1 | $1,495.00 | 3.90% | $1,570.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 10/1/2002 16:00 | End of Day | $7,970.00 | $1,495.00 | $4,715.00 | $0.00 | 95.22% | 95.22% | $0.00 | $0.00 | ||
| 12 | Sell Short | 10/2/2002 14:20 | S1 | $7,779.00 | 1 | $180.00 | 0.46% | $345.00 | 80.23% | $0.00 | $0.00 | |
| Buy to Cover | 10/2/2002 16:00 | End of Day | $7,743.00 | $180.00 | $4,895.00 | ($85.00) | 61.63% | 41.86% | $0.00 | $0.00 | ||
| 13 | Buy | 10/3/2002 9:10 | B1 | $7,847.00 | 1 | ($695.00) | -1.77% | $275.00 | 23.40% | $0.00 | $0.00 | |
| Sell | 10/3/2002 16:00 | End of Day | $7,708.00 | ($695.00) | $4,200.00 | ($900.00) | 17.45% | -59.15% | $0.00 | $0.00 | ||
| 14 | Sell Short | 10/4/2002 9:20 | S1 | $7,607.00 | 1 | $140.00 | 0.37% | $800.00 | 72.73% | $0.00 | $0.00 | |
| Buy to Cover | 10/4/2002 16:00 | End of Day | $7,579.00 | $140.00 | $4,340.00 | ($300.00) | 40.00% | 12.73% | $0.00 | $0.00 | ||
| 15 | Buy | 10/7/2002 11:35 | B1 | $7,618.00 | 1 | ($890.00) | -2.34% | $15.00 | 1.29% | $0.00 | $0.00 | |
| Sell | 10/7/2002 16:00 | End of Day | $7,440.00 | ($890.00) | $3,450.00 | ($1,150.00) | 22.32% | -76.39% | $0.00 | $0.00 | ||
| 16 | Sell Short | 10/8/2002 11:00 | S1 | $7,336.00 | 1 | ($925.00) | -2.46% | $130.00 | 8.67% | $0.00 | $0.00 | |
| Buy to Cover | 10/8/2002 16:00 | End of Day | $7,521.00 | ($925.00) | $2,525.00 | ($1,370.00) | 29.67% | -61.67% | $0.00 | $0.00 | ||
| 17 | Sell Short | 10/9/2002 8:35 | S1 | $7,355.00 | 1 | $285.00 | 0.78% | $495.00 | 56.25% | $0.00 | $0.00 | |
| Buy to Cover | 10/9/2002 16:00 | End of Day | $7,298.00 | $285.00 | $2,810.00 | ($385.00) | 76.14% | 32.39% | $0.00 | $0.00 | ||
| 18 | Buy | 10/10/2002 9:45 | B1 | $7,359.00 | 1 | $775.00 | 2.11% | $915.00 | 90.59% | $0.00 | $0.00 | |
| Sell | 10/10/2002 16:00 | End of Day | $7,514.00 | $775.00 | $3,585.00 | ($95.00) | 86.14% | 76.73% | $0.00 | $0.00 | ||
| 19 | Buy | 10/11/2002 8:35 | B1 | $7,653.00 | 1 | $1,060.00 | 2.77% | $1,160.00 | 88.55% | $0.00 | $0.00 | |
| Sell | 10/11/2002 16:00 | End of Day | $7,865.00 | $1,060.00 | $4,645.00 | ($150.00) | 92.37% | 80.92% | $0.00 | $0.00 | ||
| 20 | Buy | 10/15/2002 8:35 | B1 | $8,105.00 | 1 | $230.00 | 0.57% | $775.00 | 90.12% | $0.00 | $0.00 | |
| Sell | 10/15/2002 16:00 | End of Day | $8,151.00 | $230.00 | $4,875.00 | ($85.00) | 36.63% | 26.74% | $0.00 | $0.00 | ||
| 21 | Sell Short | 10/18/2002 8:35 | S1 | $8,193.00 | 1 | ($535.00) | -1.29% | $330.00 | 34.92% | $0.00 | $0.00 | |
| Buy to Cover | 10/18/2002 16:00 | End of Day | $8,300.00 | ($535.00) | $4,340.00 | ($615.00) | 8.47% | -56.61% | $0.00 | $0.00 | ||
| 22 | Buy | 10/21/2002 10:55 | B1 | $8,406.00 | 1 | $375.00 | 0.89% | $660.00 | 94.96% | $0.00 | $0.00 | |
| Sell | 10/21/2002 16:00 | End of Day | $8,481.00 | $375.00 | $4,715.00 | ($35.00) | 58.99% | 53.96% | $0.00 | $0.00 | ||
| 23 | Sell Short | 10/22/2002 13:10 | S1 | $8,356.00 | 1 | ($410.00) | -0.97% | $0.00 | 0.00% | $0.00 | $0.00 | |
| Buy to Cover | 10/22/2002 16:00 | End of Day | $8,438.00 | ($410.00) | $4,305.00 | ($510.00) | 19.61% | -80.39% | $0.00 | $0.00 | ||
| 24 | Sell Short | 10/23/2002 8:35 | S1 | $8,375.00 | 1 | ($705.00) | -1.66% | $495.00 | 40.24% | $0.00 | $0.00 | |
| Buy to Cover | 10/23/2002 16:00 | End of Day | $8,516.00 | ($705.00) | $3,600.00 | ($735.00) | 2.44% | -57.32% | $0.00 | $0.00 | ||
| 25 | Sell Short | 10/24/2002 13:00 | S1 | $8,395.00 | 1 | $600.00 | 1.45% | $715.00 | 83.14% | $0.00 | $0.00 | |
| Buy to Cover | 10/24/2002 16:00 | End of Day | $8,275.00 | $600.00 | $4,200.00 | ($145.00) | 86.63% | 69.77% | $0.00 | $0.00 | ||
| 26 | Buy | 10/25/2002 9:05 | B1 | $8,347.00 | 1 | $430.00 | 1.03% | $475.00 | 50.80% | $0.00 | $0.00 | |
| Sell | 10/25/2002 16:00 | End of Day | $8,433.00 | $430.00 | $4,630.00 | ($460.00) | 95.19% | 45.99% | $0.00 | $0.00 | ||
| 27 | Sell Short | 10/28/2002 9:15 | S1 | $8,421.00 | 1 | $225.00 | 0.54% | $580.00 | 71.60% | $0.00 | $0.00 | |
| Buy to Cover | 10/28/2002 16:00 | End of Day | $8,376.00 | $225.00 | $4,855.00 | ($230.00) | 56.17% | 27.78% | $0.00 | $0.00 | ||
| 28 | Sell Short | 10/29/2002 9:05 | S1 | $8,281.00 | 1 | ($350.00) | -0.84% | $585.00 | 53.42% | $0.00 | $0.00 | |
| Buy to Cover | 10/29/2002 16:00 | End of Day | $8,351.00 | ($350.00) | $4,505.00 | ($510.00) | 14.61% | -31.96% | $0.00 | $0.00 | ||
| 29 | Buy | 10/30/2002 10:15 | B1 | $8,424.00 | 1 | ($165.00) | -0.39% | $110.00 | 20.56% | $0.00 | $0.00 | |
| Sell | 10/30/2002 16:00 | End of Day | $8,391.00 | ($165.00) | $4,340.00 | ($425.00) | 48.60% | -30.84% | $0.00 | $0.00 | ||
| 30 | Buy | 10/31/2002 9:10 | B1 | $8,482.00 | 1 | ($715.00) | -1.69% | $15.00 | 1.76% | $0.00 | $0.00 | |
| Sell | 10/31/2002 16:00 | End of Day | $8,339.00 | ($715.00) | $3,625.00 | ($835.00) | 14.12% | -84.12% | $0.00 | $0.00 | ||
| 31 | Buy | 11/1/2002 10:05 | B1 | $8,429.00 | 1 | $595.00 | 1.41% | $605.00 | 82.31% | $0.00 | $0.00 | |
| Sell | 11/1/2002 16:00 | End of Day | $8,548.00 | $595.00 | $4,220.00 | ($130.00) | 98.64% | 80.95% | $0.00 | $0.00 | ||
| 32 | Buy | 11/4/2002 9:25 | B1 | $8,659.00 | 1 | ($585.00) | -1.35% | $305.00 | 32.45% | $0.00 | $0.00 | |
| Sell | 11/4/2002 16:00 | End of Day | $8,542.00 | ($585.00) | $3,635.00 | ($635.00) | 5.32% | -62.23% | $0.00 | $0.00 | ||
| 33 | Buy | 11/5/2002 9:50 | B1 | $8,641.00 | 1 | $70.00 | 0.16% | $175.00 | 32.41% | $0.00 | $0.00 | |
| Sell | 11/5/2002 16:00 | End of Day | $8,655.00 | $70.00 | $3,705.00 | ($365.00) | 80.56% | 12.96% | $0.00 | $0.00 | ||
| 34 | Sell Short | 11/6/2002 8:55 | S1 | $8,658.00 | 1 | ($560.00) | -1.28% | $450.00 | 41.47% | $0.00 | $0.00 | |
| Buy to Cover | 11/6/2002 16:00 | End of Day | $8,770.00 | ($560.00) | $3,145.00 | ($635.00) | 6.91% | -51.61% | $0.00 | $0.00 | ||
| 35 | Sell Short | 11/7/2002 10:35 | S1 | $8,598.00 | 1 | $115.00 | 0.27% | $360.00 | 75.79% | $0.00 | $0.00 | |
| Buy to Cover | 11/7/2002 16:00 | End of Day | $8,575.00 | $115.00 | $3,260.00 | ($115.00) | 48.42% | 24.21% | $0.00 | $0.00 | ||
| 36 | Buy | 11/8/2002 9:10 | B1 | $8,643.00 | 1 | ($735.00) | -1.70% | $75.00 | 8.43% | $0.00 | $0.00 | |
| Sell | 11/8/2002 16:00 | End of Day | $8,496.00 | ($735.00) | $2,525.00 | ($815.00) | 8.99% | -82.58% | $0.00 | $0.00 | ||
| 37 | Sell Short | 11/11/2002 11:05 | S1 | $8,395.00 | 1 | $150.00 | 0.36% | $345.00 | 63.89% | $0.00 | $0.00 | |
| Buy to Cover | 11/11/2002 16:00 | End of Day | $8,365.00 | $150.00 | $2,675.00 | ($195.00) | 63.89% | 27.78% | $0.00 | $0.00 | ||
| 38 | Buy | 11/12/2002 11:35 | B1 | $8,472.00 | 1 | ($440.00) | -1.04% | $120.00 | 16.11% | $0.00 | $0.00 | |
| Sell | 11/12/2002 16:00 | End of Day | $8,384.00 | ($440.00) | $2,235.00 | ($625.00) | 24.83% | -59.06% | $0.00 | $0.00 | ||
| 39 | Buy | 11/13/2002 10:45 | B1 | $8,462.00 | 1 | ($310.00) | -0.73% | $115.00 | 12.11% | $0.00 | $0.00 | |
| Sell | 11/13/2002 16:00 | End of Day | $8,400.00 | ($310.00) | $1,925.00 | ($835.00) | 55.26% | -32.63% | $0.00 | $0.00 | ||
| 40 | Buy | 11/14/2002 12:05 | B1 | $8,527.00 | 1 | ($95.00) | -0.22% | $95.00 | 32.20% | $0.00 | $0.00 | |
| Sell | 11/14/2002 16:00 | End of Day | $8,508.00 | ($95.00) | $1,830.00 | ($200.00) | 35.59% | -32.20% | $0.00 | $0.00 | ||
| 41 | Sell Short | 11/15/2002 8:35 | S1 | $8,463.00 | 1 | ($485.00) | -1.13% | $50.00 | 7.94% | $0.00 | $0.00 | |
| Buy to Cover | 11/15/2002 16:00 | End of Day | $8,560.00 | ($485.00) | $1,345.00 | ($580.00) | 15.08% | -76.98% | $0.00 | $0.00 | ||
| 42 | Buy | 11/18/2002 8:35 | B1 | $8,625.00 | 1 | ($765.00) | -1.77% | $50.00 | 6.10% | $0.00 | $0.00 | |
| Sell | 11/18/2002 16:00 | End of Day | $8,472.00 | ($765.00) | $580.00 | ($770.00) | 0.61% | -93.29% | $0.00 | $0.00 | ||
| 43 | Sell Short | 11/20/2002 8:35 | S1 | $8,449.00 | 1 | ($1,155.00) | -2.66% | $70.00 | 5.41% | $0.00 | $0.00 | |
| Buy to Cover | 11/20/2002 16:00 | End of Day | $8,680.00 | ($1,155.00) | ($575.00) | ($1,225.00) | 5.41% | -89.19% | $0.00 | $0.00 | ||
| 44 | Buy | 11/21/2002 9:30 | B1 | $8,730.00 | 1 | $670.00 | 1.53% | $695.00 | 90.26% | $0.00 | $0.00 | |
| Sell | 11/21/2002 16:00 | End of Day | $8,864.00 | $670.00 | $95.00 | ($75.00) | 96.75% | 87.01% | $0.00 | $0.00 | ||
| 45 | Sell Short | 11/26/2002 10:05 | S1 | $8,693.00 | 1 | $90.00 | 0.21% | $165.00 | 34.74% | $0.00 | $0.00 | |
| Buy to Cover | 11/26/2002 16:00 | End of Day | $8,675.00 | $90.00 | $185.00 | ($310.00) | 84.21% | 18.95% | $0.00 | $0.00 | ||
| 46 | Buy | 11/27/2002 8:35 | B1 | $8,740.00 | 1 | $970.00 | 2.22% | $995.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 11/27/2002 16:00 | End of Day | $8,934.00 | $970.00 | $1,155.00 | $0.00 | 97.49% | 97.49% | $0.00 | $0.00 | ||
| 47 | Sell Short | 11/29/2002 12:05 | S1 | $8,859.00 | 1 | ($5.00) | -0.01% | $45.00 | 25.71% | $0.00 | $0.00 | |
| Buy to Cover | 11/29/2002 16:00 | End of Day | $8,860.00 | ($5.00) | $1,150.00 | ($130.00) | 71.43% | -2.86% | $0.00 | $0.00 | ||
| 48 | Buy | 12/2/2002 8:35 | B1 | $9,014.00 | 1 | ($675.00) | -1.50% | $150.00 | 11.36% | $0.00 | $0.00 | |
| Sell | 12/2/2002 16:00 | End of Day | $8,879.00 | ($675.00) | $475.00 | ($1,170.00) | 37.50% | -51.14% | $0.00 | $0.00 | ||
| 49 | Sell Short | 12/3/2002 8:35 | S1 | $8,799.00 | 1 | $170.00 | 0.39% | $405.00 | 83.51% | $0.00 | $0.00 | |
| Buy to Cover | 12/3/2002 16:00 | End of Day | $8,765.00 | $170.00 | $645.00 | ($80.00) | 51.55% | 35.05% | $0.00 | $0.00 | ||
| 50 | Sell Short | 12/4/2002 8:35 | S1 | $8,664.00 | 1 | ($360.00) | -0.82% | $85.00 | 10.30% | $0.00 | $0.00 | |
| Buy to Cover | 12/4/2002 16:00 | End of Day | $8,736.00 | ($360.00) | $285.00 | ($740.00) | 46.06% | -43.64% | $0.00 | $0.00 | ||
| 51 | Sell Short | 12/5/2002 9:10 | S1 | $8,670.00 | 1 | $90.00 | 0.21% | $325.00 | 64.36% | $0.00 | $0.00 | |
| Buy to Cover | 12/5/2002 16:00 | End of Day | $8,652.00 | $90.00 | $375.00 | ($180.00) | 53.47% | 17.82% | $0.00 | $0.00 | ||
| 52 | Sell Short | 12/6/2002 8:35 | S1 | $8,512.00 | 1 | ($810.00) | -1.87% | $125.00 | 12.82% | $0.00 | $0.00 | |
| Buy to Cover | 12/6/2002 16:00 | End of Day | $8,674.00 | ($810.00) | ($435.00) | ($850.00) | 4.10% | -83.08% | $0.00 | $0.00 | ||
| 53 | Sell Short | 12/9/2002 10:50 | S1 | $8,521.00 | 1 | $365.00 | 0.86% | $400.00 | 70.18% | $0.00 | $0.00 | |
| Buy to Cover | 12/9/2002 16:00 | End of Day | $8,448.00 | $365.00 | ($70.00) | ($170.00) | 93.86% | 64.04% | $0.00 | $0.00 | ||
| 54 | Buy | 12/10/2002 13:25 | B1 | $8,557.00 | 1 | ($25.00) | -0.06% | $105.00 | 27.63% | $0.00 | $0.00 | |
| Sell | 12/10/2002 16:00 | End of Day | $8,552.00 | ($25.00) | ($95.00) | ($275.00) | 65.79% | -6.58% | $0.00 | $0.00 | ||
| 55 | Sell Short | 12/12/2002 11:05 | S1 | $8,519.00 | 1 | ($105.00) | -0.25% | $50.00 | 18.18% | $0.00 | $0.00 | |
| Buy to Cover | 12/12/2002 16:00 | End of Day | $8,540.00 | ($105.00) | ($200.00) | ($225.00) | 43.64% | -38.18% | $0.00 | $0.00 | ||