| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Sell Short | 12/11/2002 9:05 | S1 | $8,477.00 | 1 | ($370.00) | -0.87% | $25.00 | 3.65% | $0.00 | $0.00 | |
| Buy to Cover | 12/11/2002 15:15 | End of Day | $8,551.00 | ($370.00) | ($370.00) | ($660.00) | 42.34% | -54.01% | $0.00 | $0.00 | ||
| 2 | Buy | 12/12/2002 8:35 | B1 | $8,580.00 | 1 | ($260.00) | -0.61% | $100.00 | 18.87% | $0.00 | $0.00 | |
| Sell | 12/12/2002 15:15 | End of Day | $8,528.00 | ($260.00) | ($630.00) | ($430.00) | 32.08% | -49.06% | $0.00 | $0.00 | ||
| 3 | Buy | 12/13/2002 8:50 | B1 | $8,479.00 | 1 | ($400.00) | -0.94% | $125.00 | 23.36% | $0.00 | $0.00 | |
| Sell | 12/13/2002 15:15 | End of Day | $8,399.00 | ($400.00) | ($1,030.00) | ($410.00) | 1.87% | -74.77% | $0.00 | $0.00 | ||
| 4 | Buy | 12/16/2002 9:00 | B1 | $8,481.00 | 1 | $645.00 | 1.52% | $720.00 | 95.36% | $0.00 | $0.00 | |
| Sell | 12/16/2002 15:15 | End of Day | $8,610.00 | $645.00 | ($385.00) | ($35.00) | 90.07% | 85.43% | $0.00 | $0.00 | ||
| 5 | Sell Short | 12/17/2002 8:35 | S1 | $8,568.00 | 1 | $225.00 | 0.53% | $320.00 | 55.17% | $0.00 | $0.00 | |
| Buy to Cover | 12/17/2002 15:15 | End of Day | $8,523.00 | $225.00 | ($160.00) | ($260.00) | 83.62% | 38.79% | $0.00 | $0.00 | ||
| 6 | Sell Short | 12/18/2002 8:40 | S1 | $8,455.00 | 1 | $105.00 | 0.25% | $335.00 | 79.76% | $0.00 | $0.00 | |
| Buy to Cover | 12/18/2002 15:15 | End of Day | $8,434.00 | $105.00 | ($55.00) | ($85.00) | 45.24% | 25.00% | $0.00 | $0.00 | ||
| 7 | Buy | 12/19/2002 8:50 | B1 | $8,444.00 | 1 | ($440.00) | -1.04% | $245.00 | 26.34% | $0.00 | $0.00 | |
| Sell | 12/19/2002 15:15 | End of Day | $8,356.00 | ($440.00) | ($495.00) | ($685.00) | 26.34% | -47.31% | $0.00 | $0.00 | ||
| 8 | Buy | 12/23/2002 10:05 | B1 | $8,523.00 | 1 | ($155.00) | -0.36% | $70.00 | 15.38% | $0.00 | $0.00 | |
| Sell | 12/23/2002 15:15 | End of Day | $8,492.00 | ($155.00) | ($650.00) | ($385.00) | 50.55% | -34.07% | $0.00 | $0.00 | ||
| 9 | Buy | 12/26/2002 9:10 | B1 | $8,515.00 | 1 | ($425.00) | -1.00% | $150.00 | 18.75% | $0.00 | $0.00 | |
| Sell | 12/26/2002 15:15 | End of Day | $8,430.00 | ($425.00) | ($1,075.00) | ($650.00) | 28.13% | -53.13% | $0.00 | $0.00 | ||
| 10 | Sell Short | 12/27/2002 9:10 | S1 | $8,384.00 | 1 | $615.00 | 1.49% | $615.00 | 93.89% | $0.00 | $0.00 | |
| Buy to Cover | 12/27/2002 15:15 | End of Day | $8,261.00 | $615.00 | ($460.00) | ($40.00) | 100.00% | 93.89% | $0.00 | $0.00 | ||
| 11 | Sell Short | 12/30/2002 8:45 | S1 | $8,285.00 | 1 | ($110.00) | -0.26% | $250.00 | 43.86% | $0.00 | $0.00 | |
| Buy to Cover | 12/30/2002 15:15 | End of Day | $8,307.00 | ($110.00) | ($570.00) | ($320.00) | 36.84% | -19.30% | $0.00 | $0.00 | ||
| 12 | Sell Short | 12/31/2002 9:05 | S1 | $8,284.00 | 1 | ($180.00) | -0.43% | $315.00 | 51.22% | $0.00 | $0.00 | |
| Buy to Cover | 12/31/2002 15:15 | End of Day | $8,320.00 | ($180.00) | ($750.00) | ($300.00) | 19.51% | -29.27% | $0.00 | $0.00 | ||
| 13 | Buy | 1/2/2003 9:05 | B1 | $8,432.00 | 1 | $800.00 | 1.90% | $890.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 1/2/2003 15:15 | End of Day | $8,592.00 | $800.00 | $50.00 | $0.00 | 89.89% | 89.89% | $0.00 | $0.00 | ||
| 14 | Buy | 1/3/2003 9:15 | B1 | $8,614.00 | 1 | ($30.00) | -0.07% | $35.00 | 8.14% | $0.00 | $0.00 | |
| Sell | 1/3/2003 15:15 | End of Day | $8,608.00 | ($30.00) | $20.00 | ($395.00) | 84.88% | -6.98% | $0.00 | $0.00 | ||
| 15 | Buy | 1/6/2003 9:55 | B1 | $8,700.00 | 1 | $180.00 | 0.41% | $430.00 | 80.37% | $0.00 | $0.00 | |
| Sell | 1/6/2003 15:15 | End of Day | $8,736.00 | $180.00 | $200.00 | ($105.00) | 53.27% | 33.64% | $0.00 | $0.00 | ||
| 16 | Sell Short | 1/8/2003 11:15 | S1 | $8,634.00 | 1 | $245.00 | 0.57% | $365.00 | 96.05% | $0.00 | $0.00 | |
| Buy to Cover | 1/8/2003 15:15 | End of Day | $8,585.00 | $245.00 | $445.00 | ($15.00) | 68.42% | 64.47% | $0.00 | $0.00 | ||
| 17 | Buy | 1/9/2003 9:05 | B1 | $8,691.00 | 1 | $245.00 | 0.56% | $415.00 | 84.69% | $0.00 | $0.00 | |
| Sell | 1/9/2003 15:15 | End of Day | $8,740.00 | $245.00 | $690.00 | ($75.00) | 65.31% | 50.00% | $0.00 | $0.00 | ||
| 18 | Sell Short | 1/10/2003 8:35 | S1 | $8,660.00 | 1 | ($545.00) | -1.24% | $105.00 | 12.88% | $0.00 | $0.00 | |
| Buy to Cover | 1/10/2003 15:15 | End of Day | $8,769.00 | ($545.00) | $145.00 | ($710.00) | 20.25% | -66.87% | $0.00 | $0.00 | ||
| 19 | Sell Short | 1/13/2003 8:35 | S1 | $8,820.00 | 1 | $205.00 | 0.47% | $450.00 | 73.77% | $0.00 | $0.00 | |
| Buy to Cover | 1/13/2003 15:15 | End of Day | $8,779.00 | $205.00 | $350.00 | ($160.00) | 59.84% | 33.61% | $0.00 | $0.00 | ||
| 20 | Sell Short | 1/14/2003 8:35 | S1 | $8,745.00 | 1 | ($310.00) | -0.70% | $90.00 | 18.37% | $0.00 | $0.00 | |
| Buy to Cover | 1/14/2003 15:15 | End of Day | $8,807.00 | ($310.00) | $40.00 | ($400.00) | 18.37% | -63.27% | $0.00 | $0.00 | ||
| 21 | Sell Short | 1/15/2003 8:40 | S1 | $8,775.00 | 1 | $225.00 | 0.52% | $465.00 | 90.29% | $0.00 | $0.00 | |
| Buy to Cover | 1/15/2003 15:15 | End of Day | $8,730.00 | $225.00 | $265.00 | ($50.00) | 53.40% | 43.69% | $0.00 | $0.00 | ||
| 22 | Buy | 1/16/2003 8:35 | B1 | $8,756.00 | 1 | ($280.00) | -0.64% | $170.00 | 25.19% | $0.00 | $0.00 | |
| Sell | 1/16/2003 15:15 | End of Day | $8,700.00 | ($280.00) | ($15.00) | ($505.00) | 33.33% | -41.48% | $0.00 | $0.00 | ||
| 23 | Sell Short | 1/17/2003 8:35 | S1 | $8,603.00 | 1 | $90.00 | 0.21% | $325.00 | 61.32% | $0.00 | $0.00 | |
| Buy to Cover | 1/17/2003 15:15 | End of Day | $8,585.00 | $90.00 | $75.00 | ($205.00) | 55.66% | 16.98% | $0.00 | $0.00 | ||
| 24 | Sell Short | 1/21/2003 9:10 | S1 | $8,542.00 | 1 | $530.00 | 1.26% | $645.00 | 83.77% | $0.00 | $0.00 | |
| Buy to Cover | 1/21/2003 15:15 | End of Day | $8,436.00 | $530.00 | $605.00 | ($125.00) | 85.06% | 68.83% | $0.00 | $0.00 | ||
| 25 | Sell Short | 1/22/2003 13:45 | S1 | $8,336.00 | 1 | $180.00 | 0.43% | $250.00 | 86.21% | $0.00 | $0.00 | |
| Buy to Cover | 1/22/2003 15:15 | End of Day | $8,300.00 | $180.00 | $785.00 | ($40.00) | 75.86% | 62.07% | $0.00 | $0.00 | ||
| 26 | Sell Short | 1/23/2003 8:50 | S1 | $8,292.00 | 1 | ($120.00) | -0.29% | $265.00 | 40.46% | $0.00 | $0.00 | |
| Buy to Cover | 1/23/2003 15:15 | End of Day | $8,316.00 | ($120.00) | $665.00 | ($390.00) | 41.22% | -18.32% | $0.00 | $0.00 | ||
| 27 | Sell Short | 1/24/2003 8:55 | S1 | $8,249.00 | 1 | $695.00 | 1.71% | $810.00 | 92.57% | $0.00 | $0.00 | |
| Buy to Cover | 1/24/2003 15:15 | End of Day | $8,110.00 | $695.00 | $1,360.00 | ($65.00) | 86.86% | 79.43% | $0.00 | $0.00 | ||
| 28 | Buy | 1/27/2003 8:35 | B1 | $8,053.00 | 1 | ($335.00) | -0.83% | $440.00 | 42.72% | $0.00 | $0.00 | |
| Sell | 1/27/2003 15:15 | End of Day | $7,986.00 | ($335.00) | $1,025.00 | ($590.00) | 24.76% | -32.52% | $0.00 | $0.00 | ||
| 29 | Buy | 1/28/2003 14:35 | B1 | $8,084.00 | 1 | ($170.00) | -0.42% | $50.00 | 17.24% | $0.00 | $0.00 | |
| Sell | 1/28/2003 15:15 | End of Day | $8,050.00 | ($170.00) | $855.00 | ($240.00) | 24.14% | -58.62% | $0.00 | $0.00 | ||
| 30 | Buy | 1/29/2003 14:00 | B1 | $8,090.00 | 1 | ($70.00) | -0.17% | $250.00 | 71.43% | $0.00 | $0.00 | |
| Sell | 1/29/2003 15:15 | End of Day | $8,076.00 | ($70.00) | $785.00 | ($100.00) | 8.57% | -20.00% | $0.00 | $0.00 | ||
| 31 | Sell Short | 1/30/2003 9:05 | S1 | $8,039.00 | 1 | $710.00 | 1.80% | $730.00 | 62.93% | $0.00 | $0.00 | |
| Buy to Cover | 1/30/2003 15:15 | End of Day | $7,897.00 | $710.00 | $1,495.00 | ($430.00) | 98.28% | 61.21% | $0.00 | $0.00 | ||
| 32 | Sell Short | 1/31/2003 8:35 | S1 | $7,875.00 | 1 | ($880.00) | -2.19% | $0.00 | 0.00% | $0.00 | $0.00 | |
| Buy to Cover | 1/31/2003 15:15 | End of Day | $8,051.00 | ($880.00) | $615.00 | ($995.00) | 11.56% | -88.44% | $0.00 | $0.00 | ||
| 33 | Sell Short | 2/3/2003 8:35 | S1 | $8,058.00 | 1 | ($85.00) | -0.21% | $40.00 | 10.13% | $0.00 | $0.00 | |
| Buy to Cover | 2/3/2003 15:15 | End of Day | $8,075.00 | ($85.00) | $530.00 | ($355.00) | 68.35% | -21.52% | $0.00 | $0.00 | ||
| 34 | Sell Short | 2/4/2003 8:35 | S1 | $8,002.00 | 1 | ($105.00) | -0.26% | $470.00 | 63.95% | $0.00 | $0.00 | |
| Buy to Cover | 2/4/2003 15:15 | End of Day | $8,023.00 | ($105.00) | $425.00 | ($265.00) | 21.77% | -14.29% | $0.00 | $0.00 | ||
| 35 | Buy | 2/5/2003 11:35 | B1 | $8,095.00 | 1 | ($580.00) | -1.43% | $190.00 | 20.11% | $0.00 | $0.00 | |
| Sell | 2/5/2003 15:15 | End of Day | $7,979.00 | ($580.00) | ($155.00) | ($755.00) | 18.52% | -61.38% | $0.00 | $0.00 | ||
| 36 | Sell Short | 2/6/2003 8:35 | S1 | $7,928.00 | 1 | ($50.00) | -0.13% | $325.00 | 56.52% | $0.00 | $0.00 | |
| Buy to Cover | 2/6/2003 15:15 | End of Day | $7,938.00 | ($50.00) | ($205.00) | ($250.00) | 34.78% | -8.70% | $0.00 | $0.00 | ||
| 37 | Sell Short | 2/7/2003 8:55 | S1 | $7,926.00 | 1 | $345.00 | 0.88% | $585.00 | 81.25% | $0.00 | $0.00 | |
| Buy to Cover | 2/7/2003 15:15 | End of Day | $7,857.00 | $345.00 | $140.00 | ($135.00) | 66.67% | 47.92% | $0.00 | $0.00 | ||
| 38 | Sell Short | 2/10/2003 8:35 | S1 | $7,860.00 | 1 | ($235.00) | -0.59% | $400.00 | 58.82% | $0.00 | $0.00 | |
| Buy to Cover | 2/10/2003 15:15 | End of Day | $7,907.00 | ($235.00) | ($95.00) | ($280.00) | 6.62% | -34.56% | $0.00 | $0.00 | ||
| 39 | Sell Short | 2/11/2003 9:15 | S1 | $7,918.00 | 1 | $395.00 | 1.01% | $665.00 | 74.30% | $0.00 | $0.00 | |
| Buy to Cover | 2/11/2003 15:15 | End of Day | $7,839.00 | $395.00 | $300.00 | ($230.00) | 69.83% | 44.13% | $0.00 | $0.00 | ||
| 40 | Sell Short | 2/12/2003 10:15 | S1 | $7,774.00 | 1 | $190.00 | 0.49% | $225.00 | 48.39% | $0.00 | $0.00 | |
| Buy to Cover | 2/12/2003 15:15 | End of Day | $7,736.00 | $190.00 | $490.00 | ($240.00) | 92.47% | 40.86% | $0.00 | $0.00 | ||
| 41 | Sell Short | 2/13/2003 8:35 | S1 | $7,732.00 | 1 | ($120.00) | -0.31% | $575.00 | 73.25% | $0.00 | $0.00 | |
| Buy to Cover | 2/13/2003 15:15 | End of Day | $7,756.00 | ($120.00) | $370.00 | ($210.00) | 11.46% | -15.29% | $0.00 | $0.00 | ||
| 42 | Buy | 2/14/2003 9:50 | B1 | $7,840.00 | 1 | $450.00 | 1.15% | $550.00 | 46.22% | $0.00 | $0.00 | |
| Sell | 2/14/2003 15:15 | End of Day | $7,930.00 | $450.00 | $820.00 | ($640.00) | 91.60% | 37.82% | $0.00 | $0.00 | ||
| 43 | Buy | 2/18/2003 8:35 | B1 | $7,986.00 | 1 | $320.00 | 0.80% | $400.00 | 82.47% | $0.00 | $0.00 | |
| Sell | 2/18/2003 15:15 | End of Day | $8,050.00 | $320.00 | $1,140.00 | ($85.00) | 83.51% | 65.98% | $0.00 | $0.00 | ||
| 44 | Sell Short | 2/19/2003 9:20 | S1 | $7,993.00 | 1 | ($115.00) | -0.29% | $320.00 | 73.56% | $0.00 | $0.00 | |
| Buy to Cover | 2/19/2003 15:15 | End of Day | $8,016.00 | ($115.00) | $1,025.00 | ($115.00) | 0.00% | -26.44% | $0.00 | $0.00 | ||
| 45 | Sell Short | 2/20/2003 8:40 | S1 | $8,001.00 | 1 | $375.00 | 0.95% | $570.00 | 82.01% | $0.00 | $0.00 | |
| Buy to Cover | 2/20/2003 15:15 | End of Day | $7,926.00 | $375.00 | $1,400.00 | ($125.00) | 71.94% | 53.96% | $0.00 | $0.00 | ||
| 46 | Buy | 2/21/2003 9:10 | B1 | $7,957.00 | 1 | $235.00 | 0.59% | $410.00 | 42.05% | $0.00 | $0.00 | |
| Sell | 2/21/2003 15:15 | End of Day | $8,004.00 | $235.00 | $1,635.00 | ($565.00) | 82.05% | 24.10% | $0.00 | $0.00 | ||
| 47 | Sell Short | 2/24/2003 8:45 | S1 | $7,944.00 | 1 | $405.00 | 1.03% | $500.00 | 87.72% | $0.00 | $0.00 | |
| Buy to Cover | 2/24/2003 15:15 | End of Day | $7,863.00 | $405.00 | $2,040.00 | ($70.00) | 83.33% | 71.05% | $0.00 | $0.00 | ||
| 48 | Sell Short | 2/25/2003 9:05 | S1 | $7,753.00 | 1 | ($850.00) | -2.15% | $235.00 | 21.46% | $0.00 | $0.00 | |
| Buy to Cover | 2/25/2003 15:15 | End of Day | $7,923.00 | ($850.00) | $1,190.00 | ($860.00) | 0.91% | -77.63% | $0.00 | $0.00 | ||
| 49 | Sell Short | 2/26/2003 8:35 | S1 | $7,855.00 | 1 | $235.00 | 0.60% | $335.00 | 50.38% | $0.00 | $0.00 | |
| Buy to Cover | 2/26/2003 15:15 | End of Day | $7,808.00 | $235.00 | $1,425.00 | ($330.00) | 84.96% | 35.34% | $0.00 | $0.00 | ||
| 50 | Buy | 2/27/2003 9:45 | B1 | $7,888.00 | 1 | $35.00 | 0.09% | $170.00 | 34.00% | $0.00 | $0.00 | |
| Sell | 2/27/2003 15:15 | End of Day | $7,895.00 | $35.00 | $1,460.00 | ($330.00) | 73.00% | 7.00% | $0.00 | $0.00 | ||
| 51 | Buy | 2/28/2003 9:10 | B1 | $7,953.00 | 1 | ($170.00) | -0.43% | $45.00 | 7.89% | $0.00 | $0.00 | |
| Sell | 2/28/2003 15:15 | End of Day | $7,919.00 | ($170.00) | $1,290.00 | ($525.00) | 62.28% | -29.82% | $0.00 | $0.00 | ||
| 52 | Sell Short | 3/3/2003 9:20 | S1 | $7,925.00 | 1 | $415.00 | 1.06% | $550.00 | 94.02% | $0.00 | $0.00 | |
| Buy to Cover | 3/3/2003 15:15 | End of Day | $7,842.00 | $415.00 | $1,705.00 | ($35.00) | 76.92% | 70.94% | $0.00 | $0.00 | ||
| 53 | Sell Short | 3/4/2003 9:20 | S1 | $7,769.00 | 1 | $300.00 | 0.78% | $335.00 | 74.44% | $0.00 | $0.00 | |
| Buy to Cover | 3/4/2003 15:15 | End of Day | $7,709.00 | $300.00 | $2,005.00 | ($115.00) | 92.22% | 66.67% | $0.00 | $0.00 | ||
| 54 | Sell Short | 3/5/2003 8:35 | S1 | $7,679.00 | 1 | ($455.00) | -1.17% | $95.00 | 16.96% | $0.00 | $0.00 | |
| Buy to Cover | 3/5/2003 15:15 | End of Day | $7,770.00 | ($455.00) | $1,550.00 | ($465.00) | 1.79% | -81.25% | $0.00 | $0.00 | ||
| 55 | Sell Short | 3/6/2003 8:35 | S1 | $7,708.00 | 1 | $215.00 | 0.56% | $275.00 | 46.61% | $0.00 | $0.00 | |
| Buy to Cover | 3/6/2003 15:15 | End of Day | $7,665.00 | $215.00 | $1,765.00 | ($315.00) | 89.83% | 36.44% | $0.00 | $0.00 | ||
| 56 | Sell Short | 3/7/2003 8:35 | S1 | $7,575.00 | 1 | ($820.00) | -2.12% | $95.00 | 10.16% | $0.00 | $0.00 | |
| Buy to Cover | 3/7/2003 15:15 | End of Day | $7,739.00 | ($820.00) | $945.00 | ($840.00) | 2.14% | -87.70% | $0.00 | $0.00 | ||
| 57 | Sell Short | 3/10/2003 9:00 | S1 | $7,642.00 | 1 | $400.00 | 1.06% | $460.00 | 92.93% | $0.00 | $0.00 | |
| Buy to Cover | 3/10/2003 15:15 | End of Day | $7,562.00 | $400.00 | $1,345.00 | ($35.00) | 87.88% | 80.81% | $0.00 | $0.00 | ||
| 58 | Sell Short | 3/11/2003 9:55 | S1 | $7,563.00 | 1 | $220.00 | 0.59% | $235.00 | 44.76% | $0.00 | $0.00 | |
| Buy to Cover | 3/11/2003 15:15 | End of Day | $7,519.00 | $220.00 | $1,565.00 | ($290.00) | 97.14% | 41.90% | $0.00 | $0.00 | ||
| 59 | Buy | 3/12/2003 8:55 | B1 | $7,546.00 | 1 | $90.00 | 0.24% | $95.00 | 13.10% | $0.00 | $0.00 | |
| Sell | 3/12/2003 15:15 | End of Day | $7,564.00 | $90.00 | $1,655.00 | ($630.00) | 99.31% | 12.41% | $0.00 | $0.00 | ||