| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Sell Short | 4/11/2002 9:20 | S1 | $10,333.00 | 1 | $815.00 | 1.60% | $875.00 | 96.15% | $0.00 | $0.00 | |
| Buy to Cover | 4/11/2002 16:00 | End of Day | $10,170.00 | $815.00 | $815.00 | ($35.00) | 93.41% | 89.56% | $0.00 | $0.00 | ||
| 2 | Sell Short | 4/12/2002 8:45 | S1 | $10,177.00 | 1 | ($90.00) | -0.18% | $185.00 | 37.37% | $0.00 | $0.00 | |
| Buy to Cover | 4/12/2002 16:00 | End of Day | $10,195.00 | ($90.00) | $725.00 | ($310.00) | 44.44% | -18.18% | $0.00 | $0.00 | ||
| 3 | Sell Short | 4/15/2002 9:00 | S1 | $10,178.00 | 1 | $350.00 | 0.69% | $550.00 | 94.02% | $0.00 | $0.00 | |
| Buy to Cover | 4/15/2002 16:00 | End of Day | $10,108.00 | $350.00 | $1,075.00 | ($35.00) | 65.81% | 59.83% | $0.00 | $0.00 | ||
| 4 | Buy | 4/16/2002 8:35 | B1 | $10,204.00 | 1 | $700.00 | 1.37% | $700.00 | 96.55% | $0.00 | $0.00 | |
| Sell | 4/16/2002 16:00 | End of Day | $10,344.00 | $700.00 | $1,775.00 | ($25.00) | 100.00% | 96.55% | $0.00 | $0.00 | ||
| 5 | Sell Short | 4/17/2002 8:40 | S1 | $10,290.00 | 1 | $350.00 | 0.68% | $525.00 | 84.00% | $0.00 | $0.00 | |
| Buy to Cover | 4/17/2002 16:00 | End of Day | $10,220.00 | $350.00 | $2,125.00 | ($100.00) | 72.00% | 56.00% | $0.00 | $0.00 | ||
| 6 | Sell Short | 4/18/2002 9:05 | S1 | $10,207.00 | 1 | $410.00 | 0.81% | $835.00 | 93.30% | $0.00 | $0.00 | |
| Buy to Cover | 4/18/2002 16:00 | End of Day | $10,125.00 | $410.00 | $2,535.00 | ($60.00) | 52.51% | 45.81% | $0.00 | $0.00 | ||
| 7 | Buy | 4/19/2002 8:35 | B1 | $10,265.00 | 1 | ($50.00) | -0.10% | $45.00 | 14.52% | $0.00 | $0.00 | |
| Sell | 4/19/2002 16:00 | End of Day | $10,255.00 | ($50.00) | $2,485.00 | ($265.00) | 69.35% | -16.13% | $0.00 | $0.00 | ||
| 8 | Sell Short | 4/22/2002 8:35 | S1 | $10,217.00 | 1 | $380.00 | 0.75% | $530.00 | 83.46% | $0.00 | $0.00 | |
| Buy to Cover | 4/22/2002 16:00 | End of Day | $10,141.00 | $380.00 | $2,865.00 | ($105.00) | 76.38% | 59.84% | $0.00 | $0.00 | ||
| 9 | Sell Short | 4/23/2002 8:35 | S1 | $10,127.00 | 1 | $135.00 | 0.27% | $310.00 | 55.36% | $0.00 | $0.00 | |
| Buy to Cover | 4/23/2002 16:00 | End of Day | $10,100.00 | $135.00 | $3,000.00 | ($250.00) | 68.75% | 24.11% | $0.00 | $0.00 | ||
| 10 | Sell Short | 4/24/2002 8:40 | S1 | $10,097.00 | 1 | $375.00 | 0.75% | $410.00 | 56.16% | $0.00 | $0.00 | |
| Buy to Cover | 4/24/2002 16:00 | End of Day | $10,022.00 | $375.00 | $3,375.00 | ($320.00) | 95.21% | 51.37% | $0.00 | $0.00 | ||
| 11 | Sell Short | 4/25/2002 8:35 | S1 | $9,985.00 | 1 | ($295.00) | -0.59% | $330.00 | 52.38% | $0.00 | $0.00 | |
| Buy to Cover | 4/25/2002 16:00 | End of Day | $10,044.00 | ($295.00) | $3,080.00 | ($300.00) | 0.79% | -46.83% | $0.00 | $0.00 | ||
| 12 | Sell Short | 4/26/2002 9:20 | S1 | $10,024.00 | 1 | $760.00 | 1.54% | $820.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 4/26/2002 16:00 | End of Day | $9,872.00 | $760.00 | $3,840.00 | $0.00 | 92.68% | 92.68% | $0.00 | $0.00 | ||
| 13 | Sell Short | 4/29/2002 13:45 | S1 | $9,854.00 | 1 | $180.00 | 0.37% | $240.00 | 97.96% | $0.00 | $0.00 | |
| Buy to Cover | 4/29/2002 16:00 | End of Day | $9,818.00 | $180.00 | $4,020.00 | ($5.00) | 75.51% | 73.47% | $0.00 | $0.00 | ||
| 14 | Sell Short | 4/30/2002 8:40 | S1 | $9,828.00 | 1 | ($510.00) | -1.03% | $55.00 | 5.91% | $0.00 | $0.00 | |
| Buy to Cover | 4/30/2002 16:00 | End of Day | $9,930.00 | ($510.00) | $3,510.00 | ($875.00) | 39.25% | -54.84% | $0.00 | $0.00 | ||
| 15 | Sell Short | 5/1/2002 9:00 | S1 | $9,928.00 | 1 | ($715.00) | -1.42% | $540.00 | 41.38% | $0.00 | $0.00 | |
| Buy to Cover | 5/1/2002 16:00 | End of Day | $10,071.00 | ($715.00) | $2,795.00 | ($765.00) | 3.83% | -54.79% | $0.00 | $0.00 | ||
| 16 | Sell Short | 5/2/2002 8:35 | S1 | $10,049.00 | 1 | ($210.00) | -0.42% | $100.00 | 23.53% | $0.00 | $0.00 | |
| Buy to Cover | 5/2/2002 16:00 | End of Day | $10,091.00 | ($210.00) | $2,585.00 | ($325.00) | 27.06% | -49.41% | $0.00 | $0.00 | ||
| 17 | Sell Short | 5/3/2002 8:50 | S1 | $10,041.00 | 1 | $185.00 | 0.37% | $605.00 | 99.18% | $0.00 | $0.00 | |
| Buy to Cover | 5/3/2002 16:00 | End of Day | $10,004.00 | $185.00 | $2,770.00 | ($5.00) | 31.15% | 30.33% | $0.00 | $0.00 | ||
| 18 | Sell Short | 5/6/2002 9:15 | S1 | $9,958.00 | 1 | $805.00 | 1.64% | $885.00 | 79.73% | $0.00 | $0.00 | |
| Buy to Cover | 5/6/2002 16:00 | End of Day | $9,797.00 | $805.00 | $3,575.00 | ($225.00) | 92.79% | 72.52% | $0.00 | $0.00 | ||
| 19 | Buy | 5/7/2002 11:15 | B1 | $9,879.00 | 1 | ($195.00) | -0.39% | $205.00 | 31.54% | $0.00 | $0.00 | |
| Sell | 5/7/2002 16:00 | End of Day | $9,840.00 | ($195.00) | $3,380.00 | ($445.00) | 38.46% | -30.00% | $0.00 | $0.00 | ||
| 20 | Buy | 5/8/2002 8:35 | B1 | $9,975.00 | 1 | $685.00 | 1.37% | $865.00 | 99.43% | $0.00 | $0.00 | |
| Sell | 5/8/2002 16:00 | End of Day | $10,112.00 | $685.00 | $4,065.00 | ($5.00) | 79.31% | 78.74% | $0.00 | $0.00 | ||
| 21 | Sell Short | 5/9/2002 8:35 | S1 | $10,080.00 | 1 | $275.00 | 0.55% | $360.00 | 57.14% | $0.00 | $0.00 | |
| Buy to Cover | 5/9/2002 16:00 | End of Day | $10,025.00 | $275.00 | $4,340.00 | ($270.00) | 86.51% | 43.65% | $0.00 | $0.00 | ||
| 22 | Sell Short | 5/10/2002 9:05 | S1 | $10,006.00 | 1 | $365.00 | 0.73% | $480.00 | 83.48% | $0.00 | $0.00 | |
| Buy to Cover | 5/10/2002 16:00 | End of Day | $9,933.00 | $365.00 | $4,705.00 | ($95.00) | 80.00% | 63.48% | $0.00 | $0.00 | ||
| 23 | Buy | 5/13/2002 9:35 | B1 | $10,030.00 | 1 | $380.00 | 0.76% | $405.00 | 96.43% | $0.00 | $0.00 | |
| Sell | 5/13/2002 16:00 | End of Day | $10,106.00 | $380.00 | $5,085.00 | ($15.00) | 94.05% | 90.48% | $0.00 | $0.00 | ||
| 24 | Buy | 5/14/2002 8:35 | B1 | $10,263.00 | 1 | $135.00 | 0.26% | $170.00 | 35.42% | $0.00 | $0.00 | |
| Sell | 5/14/2002 16:00 | End of Day | $10,290.00 | $135.00 | $5,220.00 | ($310.00) | 92.71% | 28.13% | $0.00 | $0.00 | ||
| 25 | Sell Short | 5/15/2002 8:35 | S1 | $10,230.00 | 1 | ($205.00) | -0.40% | $50.00 | 7.75% | $0.00 | $0.00 | |
| Buy to Cover | 5/15/2002 16:00 | End of Day | $10,271.00 | ($205.00) | $5,015.00 | ($595.00) | 60.47% | -31.78% | $0.00 | $0.00 | ||
| 26 | Sell Short | 5/17/2002 9:45 | S1 | $10,294.00 | 1 | ($230.00) | -0.44% | $190.00 | 37.25% | $0.00 | $0.00 | |
| Buy to Cover | 5/17/2002 16:00 | End of Day | $10,340.00 | ($230.00) | $4,785.00 | ($320.00) | 17.65% | -45.10% | $0.00 | $0.00 | ||
| 27 | Sell Short | 5/20/2002 8:35 | S1 | $10,298.00 | 1 | $280.00 | 0.55% | $440.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 5/20/2002 16:00 | End of Day | $10,242.00 | $280.00 | $5,065.00 | $0.00 | 63.64% | 63.64% | $0.00 | $0.00 | ||
| 28 | Buy | 5/21/2002 8:35 | B1 | $10,257.00 | 1 | ($675.00) | -1.32% | $140.00 | 14.14% | $0.00 | $0.00 | |
| Sell | 5/21/2002 16:00 | End of Day | $10,122.00 | ($675.00) | $4,390.00 | ($850.00) | 17.68% | -68.18% | $0.00 | $0.00 | ||
| 29 | Sell Short | 5/22/2002 8:35 | S1 | $10,088.00 | 1 | ($280.00) | -0.55% | $130.00 | 26.80% | $0.00 | $0.00 | |
| Buy to Cover | 5/22/2002 16:00 | End of Day | $10,144.00 | ($280.00) | $4,110.00 | ($355.00) | 15.46% | -57.73% | $0.00 | $0.00 | ||
| 30 | Sell Short | 5/23/2002 11:00 | S1 | $10,099.00 | 1 | ($565.00) | -1.11% | $65.00 | 9.15% | $0.00 | $0.00 | |
| Buy to Cover | 5/23/2002 16:00 | End of Day | $10,212.00 | ($565.00) | $3,545.00 | ($645.00) | 11.27% | -79.58% | $0.00 | $0.00 | ||
| 31 | Sell Short | 5/24/2002 8:35 | S1 | $10,195.00 | 1 | $480.00 | 0.95% | $550.00 | 72.85% | $0.00 | $0.00 | |
| Buy to Cover | 5/24/2002 16:00 | End of Day | $10,099.00 | $480.00 | $4,025.00 | ($205.00) | 90.73% | 63.58% | $0.00 | $0.00 | ||
| 32 | Sell Short | 5/28/2002 8:35 | S1 | $10,116.00 | 1 | $600.00 | 1.20% | $755.00 | 97.42% | $0.00 | $0.00 | |
| Buy to Cover | 5/28/2002 16:00 | End of Day | $9,996.00 | $600.00 | $4,625.00 | ($20.00) | 80.00% | 77.42% | $0.00 | $0.00 | ||
| 33 | Sell Short | 5/29/2002 8:35 | S1 | $9,962.00 | 1 | $160.00 | 0.32% | $235.00 | 63.51% | $0.00 | $0.00 | |
| Buy to Cover | 5/29/2002 16:00 | End of Day | $9,930.00 | $160.00 | $4,785.00 | ($135.00) | 79.73% | 43.24% | $0.00 | $0.00 | ||
| 34 | Sell Short | 5/30/2002 8:35 | S1 | $9,873.00 | 1 | ($245.00) | -0.49% | $360.00 | 48.32% | $0.00 | $0.00 | |
| Buy to Cover | 5/30/2002 16:00 | End of Day | $9,922.00 | ($245.00) | $4,540.00 | ($385.00) | 18.79% | -32.89% | $0.00 | $0.00 | ||
| 35 | Buy | 5/31/2002 10:35 | B1 | $10,021.00 | 1 | ($630.00) | -1.26% | $130.00 | 16.46% | $0.00 | $0.00 | |
| Sell | 5/31/2002 16:00 | End of Day | $9,895.00 | ($630.00) | $3,910.00 | ($660.00) | 3.80% | -79.75% | $0.00 | $0.00 | ||
| 36 | Sell Short | 6/3/2002 9:25 | S1 | $9,898.00 | 1 | $1,055.00 | 2.18% | $1,100.00 | 92.83% | $0.00 | $0.00 | |
| Buy to Cover | 6/3/2002 16:00 | End of Day | $9,687.00 | $1,055.00 | $4,965.00 | ($85.00) | 96.20% | 89.03% | $0.00 | $0.00 | ||
| 37 | Sell Short | 6/4/2002 8:35 | S1 | $9,674.00 | 1 | ($200.00) | -0.41% | $405.00 | 51.59% | $0.00 | $0.00 | |
| Buy to Cover | 6/4/2002 16:00 | End of Day | $9,714.00 | ($200.00) | $4,765.00 | ($380.00) | 22.93% | -25.48% | $0.00 | $0.00 | ||
| 38 | Sell Short | 6/6/2002 8:55 | S1 | $9,735.00 | 1 | $995.00 | 2.09% | $1,125.00 | 95.34% | $0.00 | $0.00 | |
| Buy to Cover | 6/6/2002 16:00 | End of Day | $9,536.00 | $995.00 | $5,760.00 | ($55.00) | 88.98% | 84.32% | $0.00 | $0.00 | ||
| 39 | Sell Short | 6/7/2002 8:35 | S1 | $9,505.00 | 1 | ($455.00) | -0.95% | $185.00 | 21.39% | $0.00 | $0.00 | |
| Buy to Cover | 6/7/2002 16:00 | End of Day | $9,596.00 | ($455.00) | $5,305.00 | ($680.00) | 26.01% | -52.60% | $0.00 | $0.00 | ||
| 40 | Sell Short | 6/10/2002 9:35 | S1 | $9,570.00 | 1 | ($410.00) | -0.85% | $50.00 | 6.33% | $0.00 | $0.00 | |
| Buy to Cover | 6/10/2002 16:00 | End of Day | $9,652.00 | ($410.00) | $4,895.00 | ($740.00) | 41.77% | -51.90% | $0.00 | $0.00 | ||
| 41 | Buy | 6/11/2002 8:50 | B1 | $9,729.00 | 1 | ($1,045.00) | -2.15% | $175.00 | 13.51% | $0.00 | $0.00 | |
| Sell | 6/11/2002 16:00 | End of Day | $9,520.00 | ($1,045.00) | $3,850.00 | ($1,120.00) | 5.79% | -80.69% | $0.00 | $0.00 | ||
| 42 | Sell Short | 6/12/2002 8:35 | S1 | $9,517.00 | 1 | ($540.00) | -1.12% | $345.00 | 37.30% | $0.00 | $0.00 | |
| Buy to Cover | 6/12/2002 16:00 | End of Day | $9,625.00 | ($540.00) | $3,310.00 | ($580.00) | 4.32% | -58.38% | $0.00 | $0.00 | ||
| 43 | Sell Short | 6/13/2002 8:35 | S1 | $9,589.00 | 1 | $425.00 | 0.89% | $505.00 | 73.72% | $0.00 | $0.00 | |
| Buy to Cover | 6/13/2002 16:00 | End of Day | $9,504.00 | $425.00 | $3,735.00 | ($180.00) | 88.32% | 62.04% | $0.00 | $0.00 | ||