| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Buy | 3/17/2003 8:55 | B1 | $7,812.00 | 1 | $1,455.00 | 3.73% | $1,580.00 | 99.06% | $0.00 | $0.00 | |
| Sell | 3/17/2003 15:15 | End of Day | $8,103.00 | $1,455.00 | $1,455.00 | ($15.00) | 92.16% | 91.22% | $0.00 | $0.00 | ||
| 2 | Buy | 3/20/2003 11:35 | B1 | $8,252.00 | 1 | $60.00 | 0.15% | $250.00 | 50.51% | $0.00 | $0.00 | |
| Sell | 3/20/2003 15:15 | End of Day | $8,264.00 | $60.00 | $1,515.00 | ($245.00) | 61.62% | 12.12% | $0.00 | $0.00 | ||
| 3 | Buy | 3/21/2003 8:35 | B1 | $8,354.00 | 1 | $615.00 | 1.47% | $725.00 | 71.78% | $0.00 | $0.00 | |
| Sell | 3/21/2003 15:15 | End of Day | $8,477.00 | $615.00 | $2,130.00 | ($285.00) | 89.11% | 60.89% | $0.00 | $0.00 | ||
| 4 | Sell Short | 3/24/2003 12:50 | S1 | $8,186.00 | 1 | ($25.00) | -0.06% | $160.00 | 40.00% | $0.00 | $0.00 | |
| Buy to Cover | 3/24/2003 15:15 | End of Day | $8,191.00 | ($25.00) | $2,105.00 | ($240.00) | 53.75% | -6.25% | $0.00 | $0.00 | ||
| 5 | Buy | 3/25/2003 8:35 | B1 | $8,197.00 | 1 | $245.00 | 0.60% | $575.00 | 72.78% | $0.00 | $0.00 | |
| Sell | 3/25/2003 15:15 | End of Day | $8,246.00 | $245.00 | $2,350.00 | ($215.00) | 58.23% | 31.01% | $0.00 | $0.00 | ||
| 6 | Buy | 3/27/2003 8:40 | B1 | $8,130.00 | 1 | $180.00 | 0.44% | $475.00 | 65.52% | $0.00 | $0.00 | |
| Sell | 3/27/2003 15:15 | End of Day | $8,166.00 | $180.00 | $2,530.00 | ($250.00) | 59.31% | 24.83% | $0.00 | $0.00 | ||
| 7 | Buy | 3/28/2003 8:50 | B1 | $8,133.00 | 1 | ($50.00) | -0.12% | $225.00 | 46.88% | $0.00 | $0.00 | |
| Sell | 3/28/2003 15:15 | End of Day | $8,123.00 | ($50.00) | $2,480.00 | ($255.00) | 42.71% | -10.42% | $0.00 | $0.00 | ||
| 8 | Sell Short | 3/31/2003 9:00 | S1 | $7,925.00 | 1 | ($75.00) | -0.19% | $165.00 | 21.29% | $0.00 | $0.00 | |
| Buy to Cover | 3/31/2003 15:15 | End of Day | $7,940.00 | ($75.00) | $2,405.00 | ($610.00) | 69.03% | -9.68% | $0.00 | $0.00 | ||
| 9 | Buy | 4/1/2003 9:10 | B1 | $8,003.00 | 1 | $135.00 | 0.34% | $355.00 | 65.14% | $0.00 | $0.00 | |
| Sell | 4/1/2003 15:15 | End of Day | $8,030.00 | $135.00 | $2,540.00 | ($190.00) | 59.63% | 24.77% | $0.00 | $0.00 | ||
| 10 | Buy | 4/2/2003 8:35 | B1 | $8,184.00 | 1 | $270.00 | 0.66% | $560.00 | 96.55% | $0.00 | $0.00 | |
| Sell | 4/2/2003 15:15 | End of Day | $8,238.00 | $270.00 | $2,810.00 | ($20.00) | 50.00% | 46.55% | $0.00 | $0.00 | ||
| 11 | Sell Short | 4/3/2003 8:50 | S1 | $8,261.00 | 1 | $360.00 | 0.88% | $360.00 | 58.06% | $0.00 | $0.00 | |
| Buy to Cover | 4/3/2003 15:15 | End of Day | $8,189.00 | $360.00 | $3,170.00 | ($260.00) | 100.00% | 58.06% | $0.00 | $0.00 | ||
| 12 | Buy | 4/7/2003 8:55 | B1 | $8,487.00 | 1 | ($1,160.00) | -2.73% | $55.00 | 4.45% | $0.00 | $0.00 | |
| Sell | 4/7/2003 15:15 | End of Day | $8,255.00 | ($1,160.00) | $2,010.00 | ($1,180.00) | 1.62% | -93.93% | $0.00 | $0.00 | ||
| 13 | Buy | 4/9/2003 8:35 | B1 | $8,311.00 | 1 | ($630.00) | -1.52% | $390.00 | 34.67% | $0.00 | $0.00 | |
| Sell | 4/9/2003 15:15 | End of Day | $8,185.00 | ($630.00) | $1,380.00 | ($735.00) | 9.33% | -56.00% | $0.00 | $0.00 | ||
| 14 | Buy | 4/11/2003 8:35 | B1 | $8,267.00 | 1 | ($485.00) | -1.17% | $245.00 | 30.06% | $0.00 | $0.00 | |
| Sell | 4/11/2003 15:15 | End of Day | $8,170.00 | ($485.00) | $895.00 | ($570.00) | 10.43% | -59.51% | $0.00 | $0.00 | ||
| 15 | Buy | 4/14/2003 10:30 | B1 | $8,241.00 | 1 | $530.00 | 1.29% | $530.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 4/14/2003 15:15 | End of Day | $8,347.00 | $530.00 | $1,425.00 | $0.00 | 100.00% | 100.00% | $0.00 | $0.00 | ||
| 16 | Sell Short | 4/15/2003 8:35 | S1 | $8,309.00 | 1 | ($485.00) | -1.15% | $140.00 | 21.71% | $0.00 | $0.00 | |
| Buy to Cover | 4/15/2003 15:15 | End of Day | $8,406.00 | ($485.00) | $940.00 | ($505.00) | 3.10% | -75.19% | $0.00 | $0.00 | ||
| 17 | Sell Short | 4/16/2003 8:45 | S1 | $8,377.00 | 1 | $735.00 | 1.79% | $840.00 | 93.33% | $0.00 | $0.00 | |
| Buy to Cover | 4/16/2003 15:15 | End of Day | $8,230.00 | $735.00 | $1,675.00 | ($60.00) | 88.33% | 81.67% | $0.00 | $0.00 | ||
| 18 | Buy | 4/17/2003 11:25 | B1 | $8,270.00 | 1 | $200.00 | 0.48% | $270.00 | 90.00% | $0.00 | $0.00 | |
| Sell | 4/17/2003 15:15 | End of Day | $8,310.00 | $200.00 | $1,875.00 | ($30.00) | 76.67% | 66.67% | $0.00 | $0.00 | ||
| 19 | Buy | 4/21/2003 8:35 | B1 | $8,338.00 | 1 | ($60.00) | -0.14% | $195.00 | 40.63% | $0.00 | $0.00 | |
| Sell | 4/21/2003 15:15 | End of Day | $8,326.00 | ($60.00) | $1,815.00 | ($285.00) | 46.88% | -12.50% | $0.00 | $0.00 | ||
| 20 | Buy | 4/22/2003 9:35 | B1 | $8,305.00 | 1 | $770.00 | 1.85% | $830.00 | 98.81% | $0.00 | $0.00 | |
| Sell | 4/22/2003 15:15 | End of Day | $8,459.00 | $770.00 | $2,585.00 | ($10.00) | 92.86% | 91.67% | $0.00 | $0.00 | ||
| 21 | Sell Short | 4/23/2003 9:15 | S1 | $8,439.00 | 1 | ($225.00) | -0.53% | $60.00 | 14.63% | $0.00 | $0.00 | |
| Buy to Cover | 4/23/2003 15:15 | End of Day | $8,484.00 | ($225.00) | $2,360.00 | ($350.00) | 30.49% | -54.88% | $0.00 | $0.00 | ||
| 22 | Buy | 4/24/2003 9:30 | B1 | $8,454.00 | 1 | ($220.00) | -0.52% | $65.00 | 13.83% | $0.00 | $0.00 | |
| Sell | 4/24/2003 15:15 | End of Day | $8,410.00 | ($220.00) | $2,140.00 | ($405.00) | 39.36% | -46.81% | $0.00 | $0.00 | ||
| 23 | Sell Short | 4/25/2003 9:30 | S1 | $8,340.00 | 1 | $275.00 | 0.66% | $395.00 | 100.00% | $0.00 | $0.00 | |
| Buy to Cover | 4/25/2003 15:15 | End of Day | $8,285.00 | $275.00 | $2,415.00 | $0.00 | 69.62% | 69.62% | $0.00 | $0.00 | ||
| 24 | Buy | 4/28/2003 8:55 | B1 | $8,323.00 | 1 | $585.00 | 1.41% | $790.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 4/28/2003 15:15 | End of Day | $8,440.00 | $585.00 | $3,000.00 | $0.00 | 74.05% | 74.05% | $0.00 | $0.00 | ||
| 25 | Buy | 4/29/2003 8:35 | B1 | $8,480.00 | 1 | ($5.00) | -0.01% | $285.00 | 45.60% | $0.00 | $0.00 | |
| Sell | 4/29/2003 15:15 | End of Day | $8,479.00 | ($5.00) | $2,995.00 | ($340.00) | 53.60% | -0.80% | $0.00 | $0.00 | ||
| 26 | Buy | 4/30/2003 8:35 | B1 | $8,465.00 | 1 | ($50.00) | -0.12% | $215.00 | 43.88% | $0.00 | $0.00 | |
| Sell | 4/30/2003 15:15 | End of Day | $8,455.00 | ($50.00) | $2,945.00 | ($275.00) | 45.92% | -10.20% | $0.00 | $0.00 | ||
| 27 | Sell Short | 5/1/2003 9:05 | S1 | $8,371.00 | 1 | ($320.00) | -0.76% | $275.00 | 39.29% | $0.00 | $0.00 | |
| Buy to Cover | 5/1/2003 15:15 | End of Day | $8,435.00 | ($320.00) | $2,625.00 | ($425.00) | 15.00% | -45.71% | $0.00 | $0.00 | ||
| 28 | Buy | 5/2/2003 8:45 | B1 | $8,433.00 | 1 | $560.00 | 1.33% | $680.00 | 93.79% | $0.00 | $0.00 | |
| Sell | 5/2/2003 15:15 | End of Day | $8,545.00 | $560.00 | $3,185.00 | ($45.00) | 83.45% | 77.24% | $0.00 | $0.00 | ||
| 29 | Sell Short | 5/5/2003 9:50 | S1 | $8,514.00 | 1 | ($20.00) | -0.05% | $150.00 | 39.47% | $0.00 | $0.00 | |
| Buy to Cover | 5/5/2003 15:15 | End of Day | $8,518.00 | ($20.00) | $3,165.00 | ($230.00) | 55.26% | -5.26% | $0.00 | $0.00 | ||
| 30 | Buy | 5/6/2003 8:50 | B1 | $8,550.00 | 1 | $110.00 | 0.26% | $350.00 | 61.95% | $0.00 | $0.00 | |
| Sell | 5/6/2003 15:15 | End of Day | $8,572.00 | $110.00 | $3,275.00 | ($215.00) | 57.52% | 19.47% | $0.00 | $0.00 | ||
| 31 | Buy | 5/7/2003 10:00 | B1 | $8,576.00 | 1 | ($130.00) | -0.30% | $180.00 | 35.64% | $0.00 | $0.00 | |
| Sell | 5/7/2003 15:15 | End of Day | $8,550.00 | ($130.00) | $3,145.00 | ($325.00) | 38.61% | -25.74% | $0.00 | $0.00 | ||
| 32 | Buy | 5/8/2003 8:50 | B1 | $8,486.00 | 1 | ($30.00) | -0.07% | $330.00 | 64.08% | $0.00 | $0.00 | |
| Sell | 5/8/2003 15:15 | End of Day | $8,480.00 | ($30.00) | $3,115.00 | ($185.00) | 30.10% | -5.83% | $0.00 | $0.00 | ||
| 33 | Buy | 5/9/2003 8:35 | B1 | $8,507.00 | 1 | $375.00 | 0.88% | $430.00 | 79.63% | $0.00 | $0.00 | |
| Sell | 5/9/2003 15:15 | End of Day | $8,582.00 | $375.00 | $3,490.00 | ($110.00) | 89.81% | 69.44% | $0.00 | $0.00 | ||
| 34 | Buy | 5/12/2003 9:05 | B1 | $8,585.00 | 1 | $560.00 | 1.30% | $680.00 | 96.45% | $0.00 | $0.00 | |
| Sell | 5/12/2003 15:15 | End of Day | $8,697.00 | $560.00 | $4,050.00 | ($25.00) | 82.98% | 79.43% | $0.00 | $0.00 | ||
| 35 | Buy | 5/13/2003 8:35 | B1 | $8,671.00 | 1 | ($15.00) | -0.03% | $155.00 | 40.26% | $0.00 | $0.00 | |
| Sell | 5/13/2003 15:15 | End of Day | $8,668.00 | ($15.00) | $4,035.00 | ($230.00) | 55.84% | -3.90% | $0.00 | $0.00 | ||
| 36 | Sell Short | 5/14/2003 9:05 | S1 | $8,631.00 | 1 | ($95.00) | -0.22% | $185.00 | 61.67% | $0.00 | $0.00 | |
| Buy to Cover | 5/14/2003 15:15 | End of Day | $8,650.00 | ($95.00) | $3,940.00 | ($115.00) | 6.67% | -31.67% | $0.00 | $0.00 | ||
| 37 | Buy | 5/15/2003 8:35 | B1 | $8,683.00 | 1 | $80.00 | 0.18% | $160.00 | 36.36% | $0.00 | $0.00 | |
| Sell | 5/15/2003 15:15 | End of Day | $8,699.00 | $80.00 | $4,020.00 | ($280.00) | 81.82% | 18.18% | $0.00 | $0.00 | ||
| 38 | Buy | 5/16/2003 8:45 | B1 | $8,702.00 | 1 | ($120.00) | -0.28% | $160.00 | 30.19% | $0.00 | $0.00 | |
| Sell | 5/16/2003 15:15 | End of Day | $8,678.00 | ($120.00) | $3,900.00 | ($370.00) | 47.17% | -22.64% | $0.00 | $0.00 | ||
| 39 | Sell Short | 5/19/2003 8:50 | S1 | $8,574.00 | 1 | $400.00 | 0.94% | $540.00 | 87.80% | $0.00 | $0.00 | |
| Buy to Cover | 5/19/2003 15:15 | End of Day | $8,494.00 | $400.00 | $4,300.00 | ($75.00) | 77.24% | 65.04% | $0.00 | $0.00 | ||
| 40 | Buy | 5/20/2003 8:35 | B1 | $8,516.00 | 1 | ($180.00) | -0.42% | $115.00 | 16.43% | $0.00 | $0.00 | |
| Sell | 5/20/2003 15:15 | End of Day | $8,480.00 | ($180.00) | $4,120.00 | ($585.00) | 57.86% | -25.71% | $0.00 | $0.00 | ||
| 41 | Buy | 5/21/2003 8:35 | B1 | $8,471.00 | 1 | $125.00 | 0.30% | $230.00 | 49.46% | $0.00 | $0.00 | |
| Sell | 5/21/2003 15:15 | End of Day | $8,496.00 | $125.00 | $4,245.00 | ($235.00) | 77.42% | 26.88% | $0.00 | $0.00 | ||
| 42 | Buy | 5/22/2003 8:50 | B1 | $8,534.00 | 1 | $210.00 | 0.49% | $425.00 | 91.40% | $0.00 | $0.00 | |
| Sell | 5/22/2003 15:15 | End of Day | $8,576.00 | $210.00 | $4,455.00 | ($40.00) | 53.76% | 45.16% | $0.00 | $0.00 | ||
| 43 | Buy | 5/23/2003 9:45 | B1 | $8,573.00 | 1 | $90.00 | 0.21% | $215.00 | 95.56% | $0.00 | $0.00 | |
| Sell | 5/23/2003 15:15 | End of Day | $8,591.00 | $90.00 | $4,545.00 | ($10.00) | 44.44% | 40.00% | $0.00 | $0.00 | ||
| 44 | Buy | 5/27/2003 9:05 | B1 | $8,567.00 | 1 | $945.00 | 2.21% | $1,110.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 5/27/2003 15:15 | End of Day | $8,756.00 | $945.00 | $5,490.00 | $0.00 | 85.14% | 85.14% | $0.00 | $0.00 | ||
| 45 | Buy | 5/28/2003 9:00 | B1 | $8,816.00 | 1 | ($220.00) | -0.50% | $145.00 | 34.52% | $0.00 | $0.00 | |
| Sell | 5/28/2003 15:15 | End of Day | $8,772.00 | ($220.00) | $5,270.00 | ($275.00) | 13.10% | -52.38% | $0.00 | $0.00 | ||
| 46 | Buy | 5/29/2003 8:55 | B1 | $8,813.00 | 1 | ($505.00) | -1.15% | $230.00 | 25.14% | $0.00 | $0.00 | |
| Sell | 5/29/2003 15:15 | End of Day | $8,712.00 | ($505.00) | $4,765.00 | ($685.00) | 19.67% | -55.19% | $0.00 | $0.00 | ||
| 47 | Buy | 5/30/2003 8:35 | B1 | $8,758.00 | 1 | $465.00 | 1.06% | $540.00 | 93.91% | $0.00 | $0.00 | |
| Sell | 5/30/2003 15:15 | End of Day | $8,851.00 | $465.00 | $5,230.00 | ($35.00) | 86.96% | 80.87% | $0.00 | $0.00 | ||
| 48 | Buy | 6/2/2003 8:35 | B1 | $8,909.00 | 1 | $5.00 | 0.01% | $435.00 | 71.90% | $0.00 | $0.00 | |
| Sell | 6/2/2003 15:15 | End of Day | $8,910.00 | $5.00 | $5,235.00 | ($170.00) | 28.93% | 0.83% | $0.00 | $0.00 | ||
| 49 | Buy | 6/3/2003 9:00 | B1 | $8,903.00 | 1 | $130.00 | 0.29% | $165.00 | 43.42% | $0.00 | $0.00 | |
| Sell | 6/3/2003 15:15 | End of Day | $8,929.00 | $130.00 | $5,365.00 | ($215.00) | 90.79% | 34.21% | $0.00 | $0.00 | ||
| 50 | Buy | 6/4/2003 9:05 | B1 | $8,948.00 | 1 | $440.00 | 0.98% | $545.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 6/4/2003 15:15 | End of Day | $9,036.00 | $440.00 | $5,805.00 | $0.00 | 80.73% | 80.73% | $0.00 | $0.00 | ||
| 51 | Buy | 6/5/2003 11:55 | B1 | $9,035.00 | 1 | $60.00 | 0.13% | $75.00 | 20.83% | $0.00 | $0.00 | |
| Sell | 6/5/2003 15:15 | End of Day | $9,047.00 | $60.00 | $5,865.00 | ($285.00) | 95.83% | 16.67% | $0.00 | $0.00 | ||
| 52 | Buy | 6/6/2003 8:35 | B1 | $9,113.00 | 1 | ($300.00) | -0.66% | $510.00 | 59.65% | $0.00 | $0.00 | |
| Sell | 6/6/2003 15:15 | End of Day | $9,053.00 | ($300.00) | $5,565.00 | ($345.00) | 5.26% | -35.09% | $0.00 | $0.00 | ||
| 53 | Buy | 6/9/2003 8:35 | B1 | $9,052.00 | 1 | ($290.00) | -0.64% | $70.00 | 11.11% | $0.00 | $0.00 | |
| Sell | 6/9/2003 15:15 | End of Day | $8,994.00 | ($290.00) | $5,275.00 | ($560.00) | 42.86% | -46.03% | $0.00 | $0.00 | ||
| 54 | Buy | 6/10/2003 8:35 | B1 | $9,035.00 | 1 | $160.00 | 0.35% | $195.00 | 43.82% | $0.00 | $0.00 | |
| Sell | 6/10/2003 15:15 | End of Day | $9,067.00 | $160.00 | $5,435.00 | ($250.00) | 92.13% | 35.96% | $0.00 | $0.00 | ||
| 55 | Buy | 6/11/2003 9:00 | B1 | $9,084.00 | 1 | $465.00 | 1.02% | $515.00 | 82.40% | $0.00 | $0.00 | |
| Sell | 6/11/2003 15:15 | End of Day | $9,177.00 | $465.00 | $5,900.00 | ($110.00) | 92.00% | 74.40% | $0.00 | $0.00 | ||