Performance Summary 2000 - 2005
All Trades
Total Net Profit	$151,940.00		Profit Factor	2.08
Gross Profit	$293,195.00		Gross Loss	($141,255.00)
Open Position Profit/Loss	$0.00
Select Total Net Profit	$117,045.00		Select Profit Factor	2.00
Select Gross Profit	$234,365.00		Select Gross Loss	($117,320.00)
Adjusted Total Net Profit	$148,748.78		Adjusted Profit Factor	2.12
Adjusted Gross Profit	$281,052.10		Adjusted Gross Loss	($132,303.33)
Total Number of Trades	832		Precent Profitable	70.07%
Winning Trades	583		Losing Trades	249
Even Trades	0
Avg. Trade Net Profit	$182.62		Ratio Avg. Win:Avg. Loss	0.89
Avg. Winning Trade	$502.91		Avg. Loosing Trade	($567.29)
Largest Winning Trade	$2,955.00		Largest Loosing Trade	($2,470.00)
Largest Winner as % of Gross Profit	1.94%		Largest Loser as % of Gross Loss	(1.63%)
Net Profit as % of Largest Loss	6151.42%
Slct. Net Profit as % of Largest Loss	4738.66%		Adj. Net Profit as % of Largest Loss	6022.22%
Max. Consecutive Winning Trades	14		Max. Consecutive Losing Trades	3
Avg. Bars in Winning Trades	1.82		Avg. Bars in Losing Trades	1.84
Avg. Bars in Total Trades	1.83
Max. Shares/Contracts Held	2		Account Size Required	$7,092.50
Total Commission	$58,310.00		Total Slippage	$0.00
Return on Initial Capital	607.76%		Annual Rate of Return	0.00%
Buy and Hold Return	(18.83%)		Return on Account	2142.26%
Avg. Monthly Return	$2,090.06		Std. Deviation of Monthly Return	$1,596.36
Return Retracement Ratio	n/a		RINA Index	n/a
Sharpe Ratio	4.39		K-Ratio	n/a
Trading Period	5 Yrs, 11 Mths,		Percent of Time in the Market	73.08%
	23 Dys, 2 Hrs
Time in the Market	4 Yrs, 3 Mths,		Longest Flat Period	14 Dys 3 Hrs
	3 Dys, 5 Hrs
Max. Equity Run-up	$152,535.00
Date of Max. E. Run-up	12/06/2005		Max. E. Run-up as % of Initial Capital	6101,40%
	16:15

 

               Equity Curve Line - @ES Daily(01/03/00 16:15 – 12/26/05 16:15)

 

 

 

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