| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Sell Short | 6/12/2002 10:55 | S1 | $9,471.00 | 1 | ($695.00) | -1.45% | $115.00 | 12.78% | $0.00 | $0.00 | |
| Buy to Cover | 6/12/2002 16:00 | End of Day | $9,610.00 | ($695.00) | ($695.00) | ($785.00) | 10.00% | -77.22% | $0.00 | $0.00 | ||
| 2 | Sell Short | 6/13/2002 8:45 | S1 | $9,570.00 | 1 | $350.00 | 0.74% | $425.00 | 59.03% | $0.00 | $0.00 | |
| Buy to Cover | 6/13/2002 16:00 | End of Day | $9,500.00 | $350.00 | ($345.00) | ($295.00) | 89.58% | 48.61% | $0.00 | $0.00 | ||
| 3 | Sell Short | 6/14/2002 8:35 | S1 | $9,384.00 | 1 | ($470.00) | -0.99% | $730.00 | 57.03% | $0.00 | $0.00 | |
| Buy to Cover | 6/14/2002 16:00 | End of Day | $9,478.00 | ($470.00) | ($815.00) | ($550.00) | 6.25% | -36.72% | $0.00 | $0.00 | ||
| 4 | Buy | 6/17/2002 8:35 | B1 | $9,530.00 | 1 | $695.00 | 1.46% | $825.00 | 89.19% | $0.00 | $0.00 | |
| Sell | 6/17/2002 16:00 | End of Day | $9,669.00 | $695.00 | ($120.00) | ($100.00) | 85.95% | 75.14% | $0.00 | $0.00 | ||
| 5 | Buy | 6/18/2002 9:25 | B1 | $9,686.00 | 1 | $215.00 | 0.44% | $370.00 | 74.75% | $0.00 | $0.00 | |
| Sell | 6/18/2002 16:00 | End of Day | $9,729.00 | $215.00 | $95.00 | ($125.00) | 68.69% | 43.43% | $0.00 | $0.00 | ||
| 6 | Buy | 6/19/2002 10:15 | B1 | $9,686.00 | 1 | ($675.00) | -1.39% | $250.00 | 24.51% | $0.00 | $0.00 | |
| Sell | 6/19/2002 16:00 | End of Day | $9,551.00 | ($675.00) | ($580.00) | ($770.00) | 9.31% | -66.18% | $0.00 | $0.00 | ||
| 7 | Sell Short | 6/21/2002 8:35 | S1 | $9,343.00 | 1 | $350.00 | 0.75% | $690.00 | 62.16% | $0.00 | $0.00 | |
| Buy to Cover | 6/21/2002 16:00 | End of Day | $9,273.00 | $350.00 | ($230.00) | ($420.00) | 69.37% | 31.53% | $0.00 | $0.00 | ||
| 8 | Sell Short | 6/24/2002 10:40 | S1 | $9,153.00 | 1 | ($760.00) | -1.63% | $415.00 | 26.60% | $0.00 | $0.00 | |
| Buy to Cover | 6/24/2002 16:00 | End of Day | $9,305.00 | ($760.00) | ($990.00) | ($1,145.00) | 24.68% | -48.72% | $0.00 | $0.00 | ||
| 9 | Buy | 6/25/2002 8:35 | B1 | $9,352.00 | 1 | ($1,220.00) | -2.61% | $265.00 | 17.38% | $0.00 | $0.00 | |
| Sell | 6/25/2002 16:00 | End of Day | $9,108.00 | ($1,220.00) | ($2,210.00) | ($1,260.00) | 2.62% | -80.00% | $0.00 | $0.00 | ||
| 10 | Buy | 6/26/2002 8:35 | B1 | $8,905.00 | 1 | $1,075.00 | 2.41% | $1,330.00 | 97.79% | $0.00 | $0.00 | |
| Sell | 6/26/2002 16:00 | End of Day | $9,120.00 | $1,075.00 | ($1,135.00) | ($30.00) | 81.25% | 79.04% | $0.00 | $0.00 | ||
| 11 | Buy | 6/27/2002 8:35 | B1 | $9,192.00 | 1 | $420.00 | 0.91% | $430.00 | 33.99% | $0.00 | $0.00 | |
| Sell | 6/27/2002 16:00 | End of Day | $9,276.00 | $420.00 | ($715.00) | ($835.00) | 99.21% | 33.20% | $0.00 | $0.00 | ||
| 12 | Buy | 6/28/2002 9:20 | B1 | $9,326.00 | 1 | ($455.00) | -0.98% | $170.00 | 25.19% | $0.00 | $0.00 | |
| Sell | 6/28/2002 16:00 | End of Day | $9,235.00 | ($455.00) | ($1,170.00) | ($505.00) | 7.41% | -67.41% | $0.00 | $0.00 | ||
| 13 | Buy | 7/1/2002 8:35 | B1 | $9,252.00 | 1 | ($755.00) | -1.63% | $360.00 | 30.51% | $0.00 | $0.00 | |
| Sell | 7/1/2002 16:00 | End of Day | $9,101.00 | ($755.00) | ($1,925.00) | ($820.00) | 5.51% | -63.98% | $0.00 | $0.00 | ||
| 14 | Buy | 7/2/2002 8:40 | B1 | $9,104.00 | 1 | ($495.00) | -1.09% | $145.00 | 16.57% | $0.00 | $0.00 | |
| Sell | 7/2/2002 16:00 | End of Day | $9,005.00 | ($495.00) | ($2,420.00) | ($730.00) | 26.86% | -56.57% | $0.00 | $0.00 | ||
| 15 | Sell Short | 7/3/2002 8:35 | S1 | $8,973.00 | 1 | ($345.00) | -0.76% | $400.00 | 45.20% | $0.00 | $0.00 | |
| Buy to Cover | 7/3/2002 16:00 | End of Day | $9,042.00 | ($345.00) | ($2,765.00) | ($485.00) | 15.82% | -38.98% | $0.00 | $0.00 | ||
| 16 | Buy | 7/5/2002 8:35 | B1 | $9,133.00 | 1 | $1,310.00 | 2.87% | $1,395.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 7/5/2002 16:00 | End of Day | $9,395.00 | $1,310.00 | ($1,455.00) | $0.00 | 93.91% | 93.91% | $0.00 | $0.00 | ||
| 17 | Buy | 7/8/2002 8:35 | B1 | $9,352.00 | 1 | ($310.00) | -0.66% | $195.00 | 25.32% | $0.00 | $0.00 | |
| Sell | 7/8/2002 16:00 | End of Day | $9,290.00 | ($310.00) | ($1,765.00) | ($575.00) | 34.42% | -40.26% | $0.00 | $0.00 | ||
| 18 | Sell Short | 7/9/2002 13:50 | S1 | $9,170.00 | 1 | $395.00 | 0.87% | $465.00 | 97.89% | $0.00 | $0.00 | |
| Buy to Cover | 7/9/2002 16:00 | End of Day | $9,091.00 | $395.00 | ($1,370.00) | ($10.00) | 85.26% | 83.16% | $0.00 | $0.00 | ||
| 19 | Buy | 7/10/2002 8:35 | B1 | $9,135.00 | 1 | ($1,690.00) | -3.70% | $20.00 | 1.10% | $0.00 | $0.00 | |
| Sell | 7/10/2002 16:00 | End of Day | $8,797.00 | ($1,690.00) | ($3,060.00) | ($1,800.00) | 6.04% | -92.86% | $0.00 | $0.00 | ||
| 20 | Sell Short | 7/11/2002 8:50 | S1 | $8,697.00 | 1 | ($515.00) | -1.17% | $500.00 | 38.31% | $0.00 | $0.00 | |
| Buy to Cover | 7/11/2002 16:00 | End of Day | $8,800.00 | ($515.00) | ($3,575.00) | ($805.00) | 22.22% | -39.46% | $0.00 | $0.00 | ||
| 21 | Sell Short | 7/12/2002 8:55 | S1 | $8,667.00 | 1 | $135.00 | 0.31% | $385.00 | 31.17% | $0.00 | $0.00 | |
| Buy to Cover | 7/12/2002 16:00 | End of Day | $8,640.00 | $135.00 | ($3,440.00) | ($850.00) | 79.76% | 10.93% | $0.00 | $0.00 | ||
| 22 | Sell Short | 7/15/2002 9:15 | S1 | $8,488.00 | 1 | ($885.00) | -2.04% | $1,280.00 | 57.79% | $0.00 | $0.00 | |
| Buy to Cover | 7/15/2002 16:00 | End of Day | $8,665.00 | ($885.00) | ($4,325.00) | ($935.00) | 2.26% | -39.95% | $0.00 | $0.00 | ||
| 23 | Sell Short | 7/16/2002 8:50 | S1 | $8,481.00 | 1 | $95.00 | 0.22% | $430.00 | 37.39% | $0.00 | $0.00 | |
| Buy to Cover | 7/16/2002 16:00 | End of Day | $8,462.00 | $95.00 | ($4,230.00) | ($720.00) | 70.87% | 8.26% | $0.00 | $0.00 | ||
| 24 | Buy | 7/17/2002 8:35 | B1 | $8,630.00 | 1 | ($350.00) | -0.81% | $455.00 | 32.85% | $0.00 | $0.00 | |
| Sell | 7/17/2002 16:00 | End of Day | $8,560.00 | ($350.00) | ($4,580.00) | ($930.00) | 41.88% | -25.27% | $0.00 | $0.00 | ||
| 25 | Buy | 7/18/2002 8:35 | B1 | $8,544.00 | 1 | ($895.00) | -2.10% | $390.00 | 27.76% | $0.00 | $0.00 | |
| Sell | 7/18/2002 16:00 | End of Day | $8,365.00 | ($895.00) | ($5,475.00) | ($1,015.00) | 8.54% | -63.70% | $0.00 | $0.00 | ||
| 26 | Sell Short | 7/19/2002 10:05 | S1 | $8,179.00 | 1 | $895.00 | 2.24% | $1,155.00 | 81.91% | $0.00 | $0.00 | |
| Buy to Cover | 7/19/2002 16:00 | End of Day | $8,000.00 | $895.00 | ($4,580.00) | ($255.00) | 81.56% | 63.48% | $0.00 | $0.00 | ||
| 27 | Buy | 7/22/2002 8:35 | B1 | $7,970.00 | 1 | ($820.00) | -2.06% | $710.00 | 34.38% | $0.00 | $0.00 | |
| Sell | 7/22/2002 16:00 | End of Day | $7,806.00 | ($820.00) | ($5,400.00) | ($1,355.00) | 25.91% | -39.71% | $0.00 | $0.00 | ||
| 28 | Buy | 7/24/2002 9:35 | B1 | $7,678.00 | 1 | $2,535.00 | 6.60% | $2,750.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 7/24/2002 16:00 | End of Day | $8,185.00 | $2,535.00 | ($2,865.00) | $0.00 | 92.18% | 92.18% | $0.00 | $0.00 | ||
| 29 | Buy | 7/25/2002 9:20 | B1 | $8,218.00 | 1 | ($125.00) | -0.30% | $440.00 | 22.68% | $0.00 | $0.00 | |
| Sell | 7/25/2002 16:00 | End of Day | $8,193.00 | ($125.00) | ($2,990.00) | ($1,500.00) | 70.88% | -6.44% | $0.00 | $0.00 | ||
| 30 | Buy | 7/26/2002 8:35 | B1 | $8,214.00 | 1 | $260.00 | 0.63% | $310.00 | 35.23% | $0.00 | $0.00 | |
| Sell | 7/26/2002 16:00 | End of Day | $8,266.00 | $260.00 | ($2,730.00) | ($570.00) | 94.32% | 29.55% | $0.00 | $0.00 | ||
| 31 | Buy | 7/29/2002 8:35 | B1 | $8,415.00 | 1 | $1,250.00 | 2.97% | $1,480.00 | 98.67% | $0.00 | $0.00 | |
| Sell | 7/29/2002 16:00 | End of Day | $8,665.00 | $1,250.00 | ($1,480.00) | ($20.00) | 84.67% | 83.33% | $0.00 | $0.00 | ||
| 32 | Buy | 7/30/2002 11:35 | B1 | $8,660.00 | 1 | $120.00 | 0.28% | $485.00 | 55.75% | $0.00 | $0.00 | |
| Sell | 7/30/2002 16:00 | End of Day | $8,684.00 | $120.00 | ($1,360.00) | ($385.00) | 58.05% | 13.79% | $0.00 | $0.00 | ||
| 33 | Sell Short | 8/1/2002 10:25 | S1 | $8,512.00 | 1 | $110.00 | 0.26% | $300.00 | 39.74% | $0.00 | $0.00 | |
| Buy to Cover | 8/1/2002 16:00 | End of Day | $8,490.00 | $110.00 | ($1,250.00) | ($455.00) | 74.83% | 14.57% | $0.00 | $0.00 | ||
| 34 | Buy | 8/2/2002 8:35 | B1 | $8,480.00 | 1 | ($975.00) | -2.30% | $65.00 | 4.22% | $0.00 | $0.00 | |
| Sell | 8/2/2002 16:00 | End of Day | $8,285.00 | ($975.00) | ($2,225.00) | ($1,475.00) | 32.47% | -63.31% | $0.00 | $0.00 | ||
| 35 | Sell Short | 8/5/2002 11:15 | S1 | $8,147.00 | 1 | $660.00 | 1.65% | $680.00 | 88.31% | $0.00 | $0.00 | |
| Buy to Cover | 8/5/2002 16:00 | End of Day | $8,015.00 | $660.00 | ($1,565.00) | ($90.00) | 97.40% | 85.71% | $0.00 | $0.00 | ||
| 36 | Buy | 8/6/2002 8:35 | B1 | $8,179.00 | 1 | $530.00 | 1.30% | $1,170.00 | 95.90% | $0.00 | $0.00 | |
| Sell | 8/6/2002 16:00 | End of Day | $8,285.00 | $530.00 | ($1,035.00) | ($50.00) | 47.54% | 43.44% | $0.00 | $0.00 | ||
| 37 | Buy | 8/7/2002 8:35 | B1 | $8,385.00 | 1 | $325.00 | 0.78% | $375.00 | 29.41% | $0.00 | $0.00 | |
| Sell | 8/7/2002 16:00 | End of Day | $8,450.00 | $325.00 | ($710.00) | ($900.00) | 96.08% | 25.49% | $0.00 | $0.00 | ||
| 38 | Buy | 8/8/2002 8:45 | B1 | $8,482.00 | 1 | $1,080.00 | 2.55% | $1,135.00 | 76.95% | $0.00 | $0.00 | |
| Sell | 8/8/2002 16:00 | End of Day | $8,698.00 | $1,080.00 | $370.00 | ($340.00) | 96.27% | 73.22% | $0.00 | $0.00 | ||
| 39 | Buy | 8/9/2002 10:25 | B1 | $8,705.00 | 1 | $140.00 | 0.32% | $430.00 | 52.12% | $0.00 | $0.00 | |
| Sell | 8/9/2002 16:00 | End of Day | $8,733.00 | $140.00 | $510.00 | ($395.00) | 64.85% | 16.97% | $0.00 | $0.00 | ||
| 40 | Buy | 8/12/2002 14:30 | B1 | $8,709.00 | 1 | ($195.00) | -0.45% | $55.00 | 18.33% | $0.00 | $0.00 | |
| Sell | 8/12/2002 16:00 | End of Day | $8,670.00 | ($195.00) | $315.00 | ($245.00) | 16.67% | -65.00% | $0.00 | $0.00 | ||
| 41 | Buy | 8/13/2002 9:45 | B1 | $8,694.00 | 1 | ($1,070.00) | -2.46% | $220.00 | 15.49% | $0.00 | $0.00 | |
| Sell | 8/13/2002 16:00 | End of Day | $8,480.00 | ($1,070.00) | ($755.00) | ($1,200.00) | 9.15% | -75.35% | $0.00 | $0.00 | ||
| 42 | Buy | 8/14/2002 8:35 | B1 | $8,488.00 | 1 | $1,170.00 | 2.76% | $1,315.00 | 65.59% | $0.00 | $0.00 | |
| Sell | 8/14/2002 16:00 | End of Day | $8,722.00 | $1,170.00 | $415.00 | ($690.00) | 92.77% | 58.35% | $0.00 | $0.00 | ||
| 43 | Buy | 8/15/2002 8:35 | B1 | $8,766.00 | 1 | $240.00 | 0.55% | $460.00 | 52.27% | $0.00 | $0.00 | |
| Sell | 8/15/2002 16:00 | End of Day | $8,814.00 | $240.00 | $655.00 | ($420.00) | 75.00% | 27.27% | $0.00 | $0.00 | ||
| 44 | Buy | 8/16/2002 10:20 | B1 | $8,810.00 | 1 | ($140.00) | -0.32% | $135.00 | 27.84% | $0.00 | $0.00 | |
| Sell | 8/16/2002 16:00 | End of Day | $8,782.00 | ($140.00) | $515.00 | ($350.00) | 43.30% | -28.87% | $0.00 | $0.00 | ||
| 45 | Buy | 8/19/2002 8:35 | B1 | $8,777.00 | 1 | $935.00 | 2.13% | $1,100.00 | 85.94% | $0.00 | $0.00 | |
| Sell | 8/19/2002 16:00 | End of Day | $8,964.00 | $935.00 | $1,450.00 | ($180.00) | 87.11% | 73.05% | $0.00 | $0.00 | ||
| 46 | Sell Short | 8/20/2002 12:25 | S1 | $8,817.00 | 1 | ($365.00) | -0.82% | $10.00 | 1.90% | $0.00 | $0.00 | |
| Buy to Cover | 8/20/2002 16:00 | End of Day | $8,890.00 | ($365.00) | $1,085.00 | ($515.00) | 28.57% | -69.52% | $0.00 | $0.00 | ||
| 47 | Buy | 8/21/2002 8:35 | B1 | $8,939.00 | 1 | $230.00 | 0.51% | $230.00 | 24.73% | $0.00 | $0.00 | |
| Sell | 8/21/2002 16:00 | End of Day | $8,985.00 | $230.00 | $1,315.00 | ($700.00) | 100.00% | 24.73% | $0.00 | $0.00 | ||
| 48 | Buy | 8/22/2002 9:10 | B1 | $8,990.00 | 1 | $290.00 | 0.65% | $450.00 | 69.23% | $0.00 | $0.00 | |
| Sell | 8/22/2002 16:00 | End of Day | $9,048.00 | $290.00 | $1,605.00 | ($200.00) | 75.38% | 44.62% | $0.00 | $0.00 | ||
| 49 | Sell Short | 8/23/2002 9:10 | S1 | $8,948.00 | 1 | $390.00 | 0.88% | $625.00 | 94.70% | $0.00 | $0.00 | |
| Buy to Cover | 8/23/2002 16:00 | End of Day | $8,870.00 | $390.00 | $1,995.00 | ($35.00) | 64.39% | 59.09% | $0.00 | $0.00 | ||
| 50 | Buy | 8/26/2002 8:50 | B1 | $8,909.00 | 1 | $5.00 | 0.01% | $230.00 | 22.77% | $0.00 | $0.00 | |
| Sell | 8/26/2002 16:00 | End of Day | $8,910.00 | $5.00 | $2,000.00 | ($780.00) | 77.72% | 0.50% | $0.00 | $0.00 | ||
| 51 | Buy | 8/27/2002 8:35 | B1 | $8,969.00 | 1 | ($635.00) | -1.42% | $275.00 | 22.45% | $0.00 | $0.00 | |
| Sell | 8/27/2002 16:00 | End of Day | $8,842.00 | ($635.00) | $1,365.00 | ($950.00) | 25.71% | -51.84% | $0.00 | $0.00 | ||
| 52 | Sell Short | 8/28/2002 8:35 | S1 | $8,753.00 | 1 | $300.00 | 0.69% | $570.00 | 80.85% | $0.00 | $0.00 | |
| Buy to Cover | 8/28/2002 16:00 | End of Day | $8,693.00 | $300.00 | $1,665.00 | ($135.00) | 61.70% | 42.55% | $0.00 | $0.00 | ||
| 53 | Sell Short | 8/29/2002 8:35 | S1 | $8,598.00 | 1 | ($175.00) | -0.41% | $205.00 | 21.93% | $0.00 | $0.00 | |
| Buy to Cover | 8/29/2002 16:00 | End of Day | $8,633.00 | ($175.00) | $1,490.00 | ($730.00) | 59.36% | -18.72% | $0.00 | $0.00 | ||
| 54 | Buy | 8/30/2002 9:05 | B1 | $8,676.00 | 1 | ($260.00) | -0.60% | $540.00 | 67.08% | $0.00 | $0.00 | |
| Sell | 8/30/2002 16:00 | End of Day | $8,624.00 | ($260.00) | $1,230.00 | ($265.00) | 0.62% | -32.30% | $0.00 | $0.00 | ||
| 55 | Sell Short | 9/3/2002 9:10 | S1 | $8,449.00 | 1 | $745.00 | 1.80% | $800.00 | 98.16% | $0.00 | $0.00 | |
| Buy to Cover | 9/3/2002 16:00 | End of Day | $8,300.00 | $745.00 | $1,975.00 | ($15.00) | 93.25% | 91.41% | $0.00 | $0.00 | ||
| 56 | Buy | 9/4/2002 8:45 | B1 | $8,340.00 | 1 | $270.00 | 0.65% | $575.00 | 65.34% | $0.00 | $0.00 | |
| Sell | 9/4/2002 16:00 | End of Day | $8,394.00 | $270.00 | $2,245.00 | ($305.00) | 65.34% | 30.68% | $0.00 | $0.00 | ||
| 57 | Sell Short | 9/5/2002 8:40 | S1 | $8,261.00 | 1 | ($345.00) | -0.83% | $260.00 | 31.71% | $0.00 | $0.00 | |
| Buy to Cover | 9/5/2002 16:00 | End of Day | $8,330.00 | ($345.00) | $1,900.00 | ($560.00) | 26.22% | -42.07% | $0.00 | $0.00 | ||
| 58 | Buy | 9/6/2002 8:35 | B1 | $8,420.00 | 1 | $100.00 | 0.24% | $300.00 | 55.05% | $0.00 | $0.00 | |
| Sell | 9/6/2002 16:00 | End of Day | $8,440.00 | $100.00 | $2,000.00 | ($245.00) | 63.30% | 18.35% | $0.00 | $0.00 | ||
| 59 | Sell Short | 9/9/2002 9:05 | S1 | $8,334.00 | 1 | ($765.00) | -1.80% | $105.00 | 8.54% | $0.00 | $0.00 | |
| Buy to Cover | 9/9/2002 16:00 | End of Day | $8,487.00 | ($765.00) | $1,235.00 | ($1,125.00) | 29.27% | -62.20% | $0.00 | $0.00 | ||
| 60 | Buy | 9/10/2002 8:35 | B1 | $8,546.00 | 1 | $370.00 | 0.87% | $410.00 | 62.12% | $0.00 | $0.00 | |
| Sell | 9/10/2002 16:00 | End of Day | $8,620.00 | $370.00 | $1,605.00 | ($250.00) | 93.94% | 56.06% | $0.00 | $0.00 | ||
| 61 | Buy | 9/11/2002 11:10 | B1 | $8,740.00 | 1 | ($970.00) | -2.22% | $100.00 | 9.09% | $0.00 | $0.00 | |
| Sell | 9/11/2002 16:00 | End of Day | $8,546.00 | ($970.00) | $635.00 | ($1,000.00) | 2.73% | -88.18% | $0.00 | $0.00 | ||
| 62 | Sell Short | 9/12/2002 8:45 | S1 | $8,487.00 | 1 | $580.00 | 1.39% | $685.00 | 99.28% | $0.00 | $0.00 | |
| Buy to Cover | 9/12/2002 16:00 | End of Day | $8,371.00 | $580.00 | $1,215.00 | ($5.00) | 84.78% | 84.06% | $0.00 | $0.00 | ||