Performance Summary 2000 - 2002
All Trades
Total Net Profit	$59,685.00		Profit Factor	2.06
Gross Profit	$115,895.00		Gross Loss	($56,210.00)
Open Position Profit/Loss	$0.00
Select Total Net Profit	$53,565.00		Select Profit Factor	2.06
Select Gross Profit	$104,100.00		Select Gross Loss	($50,535.00)
Adjusted Total Net Profit	$58,296.82		Adjusted Profit Factor	2.15
Adjusted Gross Profit	$108,828.76		Adjusted Gross Loss	($50,531.93)
Total Number of Trades	367		Precent Profitable	73.30%
Winning Trades	269		Losing Trades	98
Even Trades	0
Avg. Trade Net Profit	$162.63		Ratio Avg. Win:Avg. Loss	0.75
Avg. Winning Trade	$430.84		Avg. Loosing Trade	($573.57)
Largest Winning Trade	$1,505.00		Largest Loosing Trade	($1,220.00)
Largest Winner as % of Gross Profit	2.52%		Largest Loser as % of Gross Loss	(2.04%)
Net Profit as % of Largest Loss	4892.21%
Slct. Net Profit as % of Largest Loss	4390.57%		Adj. Net Profit as % of Largest Loss	4778.43%
Max. Consecutive Winning Trades	14		Max. Consecutive Losing Trades	3
Avg. Bars in Winning Trades	1.59		Avg. Bars in Losing Trades	1.74
Avg. Bars in Total Trades	1.63
Max. Shares/Contracts Held	2		Account Size Required	$8,254.50
Total Commission	$25,760.00		Total Slippage	$0.00
Return on Initial Capital	238.74%		Annual Rate of Return	33.33%
Buy and Hold Return	(55.95%)		Return on Account	723.06%
Avg. Monthly Return	$1,617.47		Std. Deviation of Monthly Return	$1,007.36
Return Retracement Ratio	n/a		RINA Index	n/a
Sharpe Ratio	5.46		K-Ratio	n/a
Trading Period	3 Yrs, 3 Dys,		Percent of Time in the Market	55.09%
	4 Hrs
Time in the Market	1 Yrs, 6 Mths,		Longest Flat Period	10 Dys 11 Hrs
	5 Dys, 1 Hrs
Max. Equity Run-up	$61,390.00
Date of Max. E. Run-up	12/27/2002		Max. E. Run-up as % of Initial Capital	2455,60%
	16:15

 

               Equity Curve Line - @ES Daily(01/03/00 16:15 - 01/06/03 16:15)

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