| TradeStation Periodical Returns: Daily | |||||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 8/15/2003 | $105.00 | 0.10% | 0 | 1 | 100.00% |
| 8/14/2003 | ($70.00) | -0.07% | 0 | 1 | 0.00% |
| 8/13/2003 | ($240.00) | -0.23% | 0 | 1 | 0.00% |
| 8/12/2003 | ($440.00) | -0.43% | 0 | 1 | 0.00% |
| 8/11/2003 | $145.00 | 0.14% | 0 | 1 | 100.00% |
| 8/8/2003 | $190.00 | 0.19% | 0 | 1 | 100.00% |
| 8/7/2003 | $385.00 | 0.38% | 0 | 1 | 100.00% |
| 8/6/2003 | $150.00 | 0.15% | 0 | 1 | 100.00% |
| 8/5/2003 | $810.00 | 0.80% | 0 | 1 | 100.00% |
| 8/4/2003 | ($110.00) | -0.11% | 0 | 1 | 0.00% |
| 8/1/2003 | $340.00 | 0.34% | 0 | 1 | 100.00% |
| 7/31/2003 | ($230.00) | -0.23% | 0 | 1 | 0.00% |
| 7/30/2003 | ($195.00) | -0.19% | 0 | 1 | 0.00% |
| 7/29/2003 | ($415.00) | -0.41% | 0 | 2 | 0.00% |
| 7/28/2003 | $45.00 | 0.04% | 1.53 | 2 | 50.00% |
| 7/25/2003 | $625.00 | 0.62% | 9.33 | 2 | 50.00% |
| 7/24/2003 | ($760.00) | -0.75% | 0 | 1 | 0.00% |
| 7/23/2003 | $50.00 | 0.05% | 1.77 | 2 | 50.00% |
| 7/22/2003 | ($165.00) | -0.16% | 0 | 1 | 0.00% |
| 7/21/2003 | $145.00 | 0.14% | 2.38 | 2 | 50.00% |
| 7/18/2003 | $375.00 | 0.37% | 0 | 1 | 100.00% |
| 7/17/2003 | $65.00 | 0.06% | 0 | 1 | 100.00% |
| 7/16/2003 | $225.00 | 0.22% | 0 | 1 | 100.00% |
| 7/15/2003 | ($385.00) | -0.38% | 0 | 1 | 0.00% |
| 7/14/2003 | ($235.00) | -0.23% | 0 | 1 | 0.00% |
| 7/11/2003 | $335.00 | 0.33% | 0 | 1 | 100.00% |
| 7/10/2003 | $325.00 | 0.32% | 0 | 1 | 100.00% |
| 7/9/2003 | ($220.00) | -0.22% | 0 | 1 | 0.00% |
| 7/8/2003 | $160.00 | 0.16% | 0 | 1 | 100.00% |
| 7/7/2003 | $405.00 | 0.40% | 0 | 1 | 100.00% |
| 7/3/2003 | $185.00 | 0.18% | 0 | 1 | 100.00% |
| 7/2/2003 | $390.00 | 0.39% | 0 | 1 | 100.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| Today - 8/15/2003 | $105.00 | 0.10% | 0 | 1 | 100.00% |
| 8/14/2003 - 8/15/2003 | $35.00 | 0.03% | 1.5 | 2 | 50.00% |
| 8/13/2003 - 8/15/2003 | ($205.00) | -0.20% | 0.34 | 3 | 33.33% |
| 8/12/2003 - 8/15/2003 | ($645.00) | -0.63% | 0.14 | 4 | 25.00% |
| 8/11/2003 - 8/15/2003 | ($500.00) | -0.50% | 0.33 | 5 | 40.00% |
| 8/10/2003 - 8/15/2003 | ($500.00) | -0.50% | 0.33 | 5 | 40.00% |
| 8/9/2003 - 8/15/2003 | ($500.00) | -0.49% | 0.33 | 5 | 40.00% |
| 8/8/2003 - 8/15/2003 | ($310.00) | -0.30% | 0.59 | 6 | 50.00% |
| 8/7/2003 - 8/15/2003 | $75.00 | 0.07% | 1.1 | 7 | 57.14% |
| 8/6/2003 - 8/15/2003 | $225.00 | 0.22% | 1.3 | 8 | 62.50% |
| 8/5/2003 - 8/15/2003 | $1,035.00 | 1.03% | 2.38 | 9 | 66.67% |
| 8/4/2003 - 8/15/2003 | $925.00 | 0.93% | 2.08 | 10 | 60.00% |
| 8/3/2003 - 8/15/2003 | $925.00 | 0.93% | 2.08 | 10 | 60.00% |
| 8/2/2003 - 8/15/2003 | $925.00 | 0.92% | 2.08 | 10 | 60.00% |
| 8/1/2003 - 8/15/2003 | $1,265.00 | 1.26% | 2.47 | 11 | 63.64% |
| 7/31/2003 - 8/15/2003 | $1,035.00 | 1.03% | 1.95 | 12 | 58.33% |
| 7/30/2003 - 8/15/2003 | $840.00 | 0.83% | 1.65 | 13 | 53.85% |
| 7/29/2003 - 8/15/2003 | $425.00 | 0.42% | 1.25 | 15 | 46.67% |
| 7/28/2003 - 8/15/2003 | $470.00 | 0.47% | 1.26 | 17 | 47.06% |
| 7/27/2003 - 8/15/2003 | $470.00 | 0.47% | 1.26 | 17 | 47.06% |
| 7/26/2003 - 8/15/2003 | $470.00 | 0.46% | 1.26 | 17 | 47.06% |
| 7/25/2003 - 8/15/2003 | $1,095.00 | 1.09% | 1.59 | 19 | 47.37% |
| 7/24/2003 - 8/15/2003 | $335.00 | 0.33% | 1.13 | 20 | 45.00% |
| 7/23/2003 - 8/15/2003 | $385.00 | 0.38% | 1.14 | 22 | 45.45% |
| 7/22/2003 - 8/15/2003 | $220.00 | 0.22% | 1.08 | 23 | 43.48% |
| 7/21/2003 - 8/15/2003 | $365.00 | 0.36% | 1.12 | 25 | 44.00% |
| 7/20/2003 - 8/15/2003 | $365.00 | 0.36% | 1.12 | 25 | 44.00% |
| 7/19/2003 - 8/15/2003 | $365.00 | 0.36% | 1.12 | 25 | 44.00% |
| 7/18/2003 - 8/15/2003 | $740.00 | 0.73% | 1.25 | 26 | 46.15% |
| 7/17/2003 - 8/15/2003 | $805.00 | 0.80% | 1.27 | 27 | 48.15% |
| 7/16/2003 - 8/15/2003 | $1,030.00 | 1.02% | 1.35 | 28 | 50.00% |
| 7/15/2003 - 8/15/2003 | $645.00 | 0.64% | 1.19 | 29 | 48.28% |
| 7/14/2003 - 8/15/2003 | $410.00 | 0.41% | 1.11 | 30 | 46.67% |
| 7/13/2003 - 8/15/2003 | $410.00 | 0.41% | 1.11 | 30 | 46.67% |
| 7/12/2003 - 8/15/2003 | $410.00 | 0.40% | 1.11 | 30 | 46.67% |
| 7/11/2003 - 8/15/2003 | $745.00 | 0.74% | 1.21 | 31 | 48.39% |
| 7/10/2003 - 8/15/2003 | $1,070.00 | 1.06% | 1.3 | 32 | 50.00% |
| 7/9/2003 - 8/15/2003 | $850.00 | 0.84% | 1.22 | 33 | 48.48% |
| 7/8/2003 - 8/15/2003 | $1,010.00 | 1.00% | 1.27 | 34 | 50.00% |
| 7/7/2003 - 8/15/2003 | $1,415.00 | 1.42% | 1.37 | 35 | 51.43% |