| TradeStation Strategy Performance Report | |||||||
| Weekly Trading Summary | |||||||
| Weekly Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 17.11.2003 | $237,0000 | 1,52% | N/A | 2 | 100,00% | ||
| 10.11.2003 | $151,0000 | 0,98% | N/A | 1 | 100,00% | ||
| 03.11.2003 | ($128,0000) | (0,82%) | 0,00 | 1 | 0,00% | ||
| 27.10.2003 | ($162,0000) | (1,03%) | 0,00 | 1 | 0,00% | ||
| 20.10.2003 | $128,0000 | 0,82% | N/A | 1 | 100,00% | ||
| 13.10.2003 | $116,0000 | 0,75% | N/A | 2 | 100,00% | ||
| 06.10.2003 | $7,0000 | 0,05% | N/A | 1 | 100,00% | ||
| 29.09.2003 | $3,0000 | 0,02% | N/A | 1 | 100,00% | ||
| 22.09.2003 | $152,0000 | 0,99% | N/A | 1 | 100,00% | ||
| 15.09.2003 | ($51,0000) | (0,33%) | 0,68 | 2 | 50,00% | ||
| 08.09.2003 | $312,0000 | 2,07% | N/A | 1 | 100,00% | ||
| 01.09.2003 | $258,0000 | 1,74% | N/A | 1 | 100,00% | ||
| 25.08.2003 | ($37,0000) | (0,25%) | 0,00 | 1 | 0,00% | ||
| 18.08.2003 | $617,0000 | 4,34% | N/A | 1 | 100,00% | ||
| 11.08.2003 | $35,0000 | 0,25% | N/A | 1 | 100,00% | ||
| 04.08.2003 | $69,0000 | 0,49% | N/A | 1 | 100,00% | ||
| 28.07.2003 | $129,0000 | 0,92% | N/A | 1 | 100,00% | ||
| 21.07.2003 | $0,0000 | 0,00% | N/A | 0 | N/A | ||
| 14.07.2003 | $0,0000 | 0,00% | N/A | 0 | N/A | ||
| 07.07.2003 | $0,0000 | 0,00% | N/A | 0 | N/A | ||
| 30.06.2003 | $0,0000 | 0,00% | N/A | 0 | N/A | ||
| 23.06.2003 | $0,0000 | 0,00% | N/A | 0 | N/A | ||
| 16.06.2003 | $0,0000 | 0,00% | N/A | 0 | N/A | ||
| 09.06.2003 | $0,0000 | 0,00% | N/A | 0 | N/A | ||
| 02.06.2003 | ($37,0000) | (0,26%) | 0,00 | 1 | 0,00% | ||
| 26.05.2003 | $223,0000 | 1,62% | N/A | 1 | 100,00% | ||
| 19.05.2003 | $403,0000 | 3,01% | N/A | 1 | 100,00% | ||
| 12.05.2003 | ($48,0000) | (0,36%) | 0,00 | 1 | 0,00% | ||
| 05.05.2003 | $111,0000 | 0,83% | N/A | 1 | 100,00% | ||
| 28.04.2003 | $93,0000 | 0,70% | N/A | 1 | 100,00% | ||
| 21.04.2003 | $229,0000 | 1,76% | N/A | 1 | 100,00% | ||
| 14.04.2003 | $52,0000 | 0,40% | 3,36 | 2 | 50,00% | ||
| 07.04.2003 | ($78,0000) | (0,60%) | 0,00 | 1 | 0,00% | ||
| 31.03.2003 | $37,0000 | 0,28% | N/A | 1 | 100,00% | ||
| 24.03.2003 | $112,0000 | 0,87% | N/A | 2 | 50,00% | ||
| 17.03.2003 | $76,0000 | 0,59% | N/A | 1 | 100,00% | ||
| 10.03.2003 | ($172,0000) | (1,32%) | 0,00 | 1 | 0,00% | ||
| 03.03.2003 | $127,0000 | 0,99% | N/A | 1 | 100,00% | ||
| 24.02.2003 | ($21,0000) | (0,16%) | 0,00 | 1 | 0,00% | ||
| 17.02.2003 | ($208,0000) | (1,59%) | 0,00 | 1 | 0,00% | ||
| 10.02.2003 | ($37,0000) | (0,28%) | 0,00 | 1 | 0,00% | ||
| Weekly Rolling Period Analysis (Mark-To-Market): | |||||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable | ||
| 17.11.2003 | $237,0000 | 1,52% | N/A | 2 | 100,00% | ||
| 10.11.2003-22.11.2003 | $388,0000 | 2,51% | N/A | 3 | 100,00% | ||
| 03.11.2003-22.11.2003 | $260,0000 | 1,67% | 3,03 | 4 | 75,00% | ||
| 27.10.2003-22.11.2003 | $98,0000 | 0,62% | 1,34 | 5 | 60,00% | ||
| 20.10.2003-22.11.2003 | $226,0000 | 1,45% | 1,78 | 6 | 66,67% | ||
| 13.10.2003-22.11.2003 | $342,0000 | 2,21% | 2,18 | 8 | 75,00% | ||
| 06.10.2003-22.11.2003 | $349,0000 | 2,25% | 2,20 | 9 | 77,78% | ||
| 29.09.2003-22.11.2003 | $352,0000 | 2,27% | 2,21 | 10 | 80,00% | ||
| 22.09.2003-22.11.2003 | $504,0000 | 3,29% | 2,74 | 11 | 81,82% | ||
| 15.09.2003-22.11.2003 | $453,0000 | 2,95% | 2,00 | 13 | 76,92% | ||
| 08.09.2003-22.11.2003 | $765,0000 | 5,08% | 2,70 | 14 | 78,57% | ||
| 01.09.2003-22.11.2003 | $1 023,0000 | 6,91% | 3,27 | 15 | 80,00% | ||
| 25.08.2003-22.11.2003 | $986,0000 | 6,64% | 3,02 | 16 | 75,00% | ||
| 18.08.2003-22.11.2003 | $1 603,0000 | 11,27% | 4,28 | 17 | 76,47% | ||
| 11.08.2003-22.11.2003 | $1 638,0000 | 11,54% | 4,36 | 18 | 77,78% | ||
| 04.08.2003-22.11.2003 | $1 707,0000 | 12,09% | 4,50 | 19 | 78,95% | ||
| 28.07.2003-22.11.2003 | $1 836,0000 | 13,12% | 4,76 | 20 | 80,00% | ||
| 21.07.2003-22.11.2003 | $1 836,0000 | 13,12% | 4,76 | 20 | 80,00% | ||
| 14.07.2003-22.11.2003 | $1 836,0000 | 13,12% | 4,76 | 20 | 80,00% | ||
| 07.07.2003-22.11.2003 | $1 836,0000 | 13,12% | 4,76 | 20 | 80,00% | ||
| 30.06.2003-22.11.2003 | $1 836,0000 | 13,12% | 4,76 | 20 | 80,00% | ||
| 23.06.2003-22.11.2003 | $1 836,0000 | 13,12% | 4,76 | 20 | 80,00% | ||
| 16.06.2003-22.11.2003 | $1 836,0000 | 13,12% | 4,76 | 20 | 80,00% | ||
| 09.06.2003-22.11.2003 | $1 836,0000 | 13,12% | 4,76 | 20 | 80,00% | ||
| 02.06.2003-22.11.2003 | $1 799,0000 | 12,82% | 4,43 | 21 | 76,19% | ||
| 26.05.2003-22.11.2003 | $2 022,0000 | 14,65% | 4,85 | 22 | 77,27% | ||
| 19.05.2003-22.11.2003 | $2 425,0000 | 18,09% | 5,62 | 23 | 78,26% | ||
| 12.05.2003-22.11.2003 | $2 377,0000 | 17,67% | 5,15 | 24 | 75,00% | ||
| 05.05.2003-22.11.2003 | $2 488,0000 | 18,65% | 5,34 | 25 | 76,00% | ||
| 28.04.2003-22.11.2003 | $2 581,0000 | 19,48% | 5,50 | 26 | 76,92% | ||
| 21.04.2003-22.11.2003 | $2 810,0000 | 21,59% | 5,90 | 27 | 77,78% | ||
| 14.04.2003-22.11.2003 | $2 862,0000 | 22,07% | 5,81 | 29 | 75,86% | ||
| 07.04.2003-22.11.2003 | $2 784,0000 | 21,34% | 5,14 | 30 | 73,33% | ||
| 31.03.2003-22.11.2003 | $2 821,0000 | 21,69% | 5,19 | 31 | 74,19% | ||
| 24.03.2003-22.11.2003 | $2 933,0000 | 22,75% | 5,36 | 33 | 72,73% | ||
| 17.03.2003-22.11.2003 | $3 009,0000 | 23,47% | 5,47 | 34 | 73,53% | ||
| 10.03.2003-22.11.2003 | $2 837,0000 | 21,84% | 4,36 | 35 | 71,43% | ||
| 03.03.2003-22.11.2003 | $2 964,0000 | 23,04% | 4,51 | 36 | 72,22% | ||
| 24.02.2003-22.11.2003 | $2 943,0000 | 22,84% | 4,40 | 37 | 70,27% | ||
| 17.02.2003-22.11.2003 | $2 735,0000 | 20,89% | 3,55 | 38 | 68,42% | ||
| 10.02.2003-22.11.2003 | $2 698,0000 | 20,55% | 3,43 | 39 | 66,67% | ||