| TradeStation Periodical Returns: Daily | |||||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 6/11/2003 | $465.00 | 0.44% | 0 | 1 | 100.00% |
| 6/10/2003 | $160.00 | 0.15% | 0 | 1 | 100.00% |
| 6/9/2003 | ($290.00) | -0.27% | 0 | 1 | 0.00% |
| 6/6/2003 | ($300.00) | -0.28% | 0 | 1 | 0.00% |
| 6/5/2003 | $60.00 | 0.06% | 0 | 1 | 100.00% |
| 6/4/2003 | $440.00 | 0.42% | 0 | 1 | 100.00% |
| 6/3/2003 | $130.00 | 0.12% | 0 | 1 | 100.00% |
| 6/2/2003 | $5.00 | 0.00% | 0 | 1 | 100.00% |
| 5/30/2003 | $465.00 | 0.44% | 0 | 1 | 100.00% |
| 5/29/2003 | ($505.00) | -0.48% | 0 | 1 | 0.00% |
| 5/28/2003 | ($220.00) | -0.21% | 0 | 1 | 0.00% |
| 5/27/2003 | $945.00 | 0.90% | 0 | 1 | 100.00% |
| 5/23/2003 | $90.00 | 0.09% | 0 | 1 | 100.00% |
| 5/22/2003 | $210.00 | 0.20% | 0 | 1 | 100.00% |
| 5/21/2003 | $125.00 | 0.12% | 0 | 1 | 100.00% |
| 5/20/2003 | ($180.00) | -0.17% | 0 | 1 | 0.00% |
| 5/19/2003 | $400.00 | 0.38% | 0 | 1 | 100.00% |
| 5/16/2003 | ($120.00) | -0.12% | 0 | 1 | 0.00% |
| 5/15/2003 | $80.00 | 0.08% | 0 | 1 | 100.00% |
| 5/14/2003 | ($95.00) | -0.09% | 0 | 1 | 0.00% |
| 5/13/2003 | ($15.00) | -0.01% | 0 | 1 | 0.00% |
| 5/12/2003 | $560.00 | 0.54% | 0 | 1 | 100.00% |
| 5/9/2003 | $375.00 | 0.36% | 0 | 1 | 100.00% |
| 5/8/2003 | ($30.00) | -0.03% | 0 | 1 | 0.00% |
| 5/7/2003 | ($130.00) | -0.13% | 0 | 1 | 0.00% |
| 5/6/2003 | $110.00 | 0.11% | 0 | 1 | 100.00% |
| 5/5/2003 | ($20.00) | -0.02% | 0 | 1 | 0.00% |
| 5/2/2003 | $560.00 | 0.55% | 0 | 1 | 100.00% |
| 5/1/2003 | ($320.00) | -0.31% | 0 | 1 | 0.00% |
| 4/30/2003 | ($50.00) | -0.05% | 0 | 1 | 0.00% |
| 4/29/2003 | ($5.00) | 0.00% | 0 | 1 | 0.00% |
| 4/28/2003 | $585.00 | 0.57% | 0 | 1 | 100.00% |
| 4/25/2003 | $275.00 | 0.27% | 0 | 1 | 100.00% |
| 4/24/2003 | ($220.00) | -0.21% | 0 | 1 | 0.00% |
| 4/23/2003 | ($225.00) | -0.22% | 0 | 1 | 0.00% |
| 4/22/2003 | $770.00 | 0.76% | 0 | 1 | 100.00% |
| 4/21/2003 | ($60.00) | -0.06% | 0 | 1 | 0.00% |
| 4/17/2003 | $200.00 | 0.20% | 0 | 1 | 100.00% |
| 4/16/2003 | $735.00 | 0.73% | 0 | 1 | 100.00% |
| 4/15/2003 | ($485.00) | -0.48% | 0 | 1 | 0.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| Today - 6/11/2003 | $465.00 | 0.44% | 0 | 1 | 100.00% |
| 6/10/2003 - 6/11/2003 | $625.00 | 0.59% | 0 | 2 | 100.00% |
| 6/9/2003 - 6/11/2003 | $335.00 | 0.34% | 2.16 | 3 | 66.67% |
| 6/8/2003 - 6/11/2003 | $335.00 | 0.34% | 2.16 | 3 | 66.67% |
| 6/7/2003 - 6/11/2003 | $335.00 | 0.32% | 2.16 | 3 | 66.67% |
| 6/6/2003 - 6/11/2003 | $35.00 | 0.03% | 1.06 | 4 | 50.00% |
| 6/5/2003 - 6/11/2003 | $95.00 | 0.09% | 1.16 | 5 | 60.00% |
| 6/4/2003 - 6/11/2003 | $535.00 | 0.51% | 1.91 | 6 | 66.67% |
| 6/3/2003 - 6/11/2003 | $665.00 | 0.63% | 2.13 | 7 | 71.43% |
| 6/2/2003 - 6/11/2003 | $670.00 | 0.67% | 2.14 | 8 | 75.00% |
| 6/1/2003 - 6/11/2003 | $670.00 | 0.67% | 2.14 | 8 | 75.00% |
| 5/31/2003 - 6/11/2003 | $670.00 | 0.64% | 2.14 | 8 | 75.00% |
| 5/30/2003 - 6/11/2003 | $1,135.00 | 1.08% | 2.92 | 9 | 77.78% |
| 5/29/2003 - 6/11/2003 | $630.00 | 0.60% | 1.58 | 10 | 70.00% |
| 5/28/2003 - 6/11/2003 | $410.00 | 0.39% | 1.31 | 11 | 63.64% |
| 5/27/2003 - 6/11/2003 | $1,355.00 | 1.36% | 2.03 | 12 | 66.67% |
| 5/26/2003 - 6/11/2003 | $1,355.00 | 1.36% | 2.03 | 12 | 66.67% |
| 5/25/2003 - 6/11/2003 | $1,355.00 | 1.36% | 2.03 | 12 | 66.67% |
| 5/24/2003 - 6/11/2003 | $1,355.00 | 1.30% | 2.03 | 12 | 66.67% |
| 5/23/2003 - 6/11/2003 | $1,445.00 | 1.38% | 2.1 | 13 | 69.23% |
| 5/22/2003 - 6/11/2003 | $1,655.00 | 1.59% | 2.26 | 14 | 71.43% |
| 5/21/2003 - 6/11/2003 | $1,780.00 | 1.71% | 2.35 | 15 | 73.33% |
| 5/20/2003 - 6/11/2003 | $1,600.00 | 1.53% | 2.07 | 16 | 68.75% |
| 5/19/2003 - 6/11/2003 | $2,000.00 | 2.00% | 2.34 | 17 | 70.59% |
| 5/18/2003 - 6/11/2003 | $2,000.00 | 2.00% | 2.34 | 17 | 70.59% |
| 5/17/2003 - 6/11/2003 | $2,000.00 | 1.92% | 2.34 | 17 | 70.59% |
| 5/16/2003 - 6/11/2003 | $1,880.00 | 1.81% | 2.16 | 18 | 66.67% |
| 5/15/2003 - 6/11/2003 | $1,960.00 | 1.89% | 2.21 | 19 | 68.42% |
| 5/14/2003 - 6/11/2003 | $1,865.00 | 1.79% | 2.09 | 20 | 65.00% |
| 5/13/2003 - 6/11/2003 | $1,850.00 | 1.78% | 2.07 | 21 | 61.90% |
| 5/12/2003 - 6/11/2003 | $2,410.00 | 2.41% | 2.4 | 22 | 63.64% |
| 5/11/2003 - 6/11/2003 | $2,410.00 | 2.41% | 2.4 | 22 | 63.64% |
| 5/10/2003 - 6/11/2003 | $2,410.00 | 2.33% | 2.4 | 22 | 63.64% |
| 5/9/2003 - 6/11/2003 | $2,785.00 | 2.70% | 2.61 | 23 | 65.22% |
| 5/8/2003 - 6/11/2003 | $2,755.00 | 2.67% | 2.57 | 24 | 62.50% |
| 5/7/2003 - 6/11/2003 | $2,625.00 | 2.54% | 2.39 | 25 | 60.00% |
| 5/6/2003 - 6/11/2003 | $2,735.00 | 2.65% | 2.45 | 26 | 61.54% |
| 5/5/2003 - 6/11/2003 | $2,715.00 | 2.71% | 2.43 | 27 | 59.26% |
| 5/4/2003 - 6/11/2003 | $2,715.00 | 2.71% | 2.43 | 27 | 59.26% |
| 5/3/2003 - 6/11/2003 | $2,715.00 | 2.63% | 2.43 | 27 | 59.26% |