P+L

Performance All Trades Long Trades Short Trades

Total Net Profit $2960.00 $1330.00 $1630.00

Gross Profit $3430.00 $1800.00 $1630.00

Gross Loss $-470.00 $-470.00 $0.00

Commission $0.00 $0.00 $0.00

Profit Factor 7.30 3.83 99.00

Cumulated Profit 4.42% 1.98% 2.39%

Max. Drawdown -0.68% -0.68% 0.00%

Sharpe Ratio 1.00 1.00 1.00

Start Date 7/23/2009

End Date 7/29/2009

Total # of Trades 9 6 3

Percent Profitable 88.89% 83.33% 100.00%

# of Winning Trades 8 5 3

# of Losing Trades 1 1 0

Average Trade 0.48% 0.33% 0.80%

Average Winning Trade 0.63% 0.53% 0.80%

Average Losing Trade -0.68% -0.68% 0.00%

Ratio avg. Win / avg. Loss 0.92 0.78 0.01

Max. conseq. Winners 6 3 3

Max. conseq. Losers 1 1 0

Largest Winning Trade 2.23% 0.95% 2.23%

Largest Losing Trade -0.68% -0.68% 0.00%

# of Trades per Day 4.63 5.79 2.55

Avg. Time in Market 229.8 min 150.6 min 388.4 min

Avg. Bars in Trade 0.0 0.0 0.0

Profit per Month 55.19% 34.82% 43.40%

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