| TradeStation Periodical Returns: Daily | |||||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 6/12/2008 | $150.00 | 0.62% | 100 | 1 | 100.00% |
| 6/11/2008 | ($412.50) | -1.68% | 0.17 | 3 | 33.33% |
| 6/10/2008 | ($300.00) | -1.21% | 0 | 2 | 0.00% |
| 6/9/2008 | ($537.50) | -2.12% | 0.22 | 4 | 25.00% |
| 6/6/2008 | ($100.00) | -0.39% | 0.68 | 3 | 66.67% |
| 6/5/2008 | ($112.50) | -0.44% | 0.78 | 3 | 33.33% |
| 6/4/2008 | $337.50 | 1.34% | 100 | 2 | 100.00% |
| 6/3/2008 | $0.00 | 0.00% | 1 | 2 | 50.00% |
| 6/2/2008 | ($25.00) | -0.10% | 0.82 | 2 | 50.00% |
| 5/30/2008 | ($62.50) | -0.25% | 0 | 1 | 0.00% |
| 5/29/2008 | ($225.00) | -0.88% | 0 | 2 | 0.00% |
| 5/28/2008 | $62.50 | 0.25% | 1.42 | 2 | 50.00% |
| 5/27/2008 | $250.00 | 0.99% | 100 | 1 | 100.00% |
| 5/23/2008 | ($50.00) | -0.20% | 0 | 1 | 0.00% |
| 5/22/2008 | ($275.00) | -1.08% | 0 | 2 | 0.00% |
| 5/21/2008 | $500.00 | 2.00% | 100 | 1 | 100.00% |
| 5/20/2008 | ($12.50) | -0.05% | 0 | 1 | 0.00% |
| 5/19/2008 | $500.00 | 2.03% | 100 | 1 | 100.00% |
| 5/16/2008 | ($112.50) | -0.46% | 0.44 | 2 | 50.00% |
| 5/15/2008 | $362.50 | 1.49% | 100 | 1 | 100.00% |
| 5/14/2008 | $25.00 | 0.10% | 1.11 | 2 | 50.00% |
| 5/13/2008 | ($75.00) | -0.31% | 0 | 1 | 0.00% |
| 5/12/2008 | $350.00 | 1.46% | 100 | 1 | 100.00% |
| 5/9/2008 | ($312.50) | -1.28% | 0 | 2 | 0.00% |
| 5/8/2008 | ($537.50) | -2.16% | 0 | 2 | 0.00% |
| 5/7/2008 | $537.50 | 2.21% | 100 | 1 | 100.00% |
| 5/6/2008 | $325.00 | 1.35% | 100 | 1 | 100.00% |
| 5/5/2008 | ($125.00) | -0.52% | 0 | 1 | 0.00% |
| 5/2/2008 | ($250.00) | -1.03% | 0 | 2 | 0.00% |
| 5/1/2008 | ($175.00) | -0.71% | 0 | 1 | 0.00% |
| 4/30/2008 | $87.50 | 0.36% | 1.35 | 2 | 50.00% |
| 4/29/2008 | ($350.00) | -1.41% | 0 | 2 | 0.00% |
| 4/28/2008 | ($262.50) | -1.05% | 0 | 1 | 0.00% |
| 4/25/2008 | $325.00 | 1.31% | 100 | 1 | 100.00% |
| 4/24/2008 | ($75.00) | -0.30% | 0.54 | 2 | 50.00% |
| 4/23/2008 | ($112.50) | -0.45% | 0 | 2 | 0.00% |
| 4/22/2008 | ($137.50) | -0.55% | 0 | 1 | 0.00% |
| 4/21/2008 | ($162.50) | -0.64% | 0.35 | 2 | 50.00% |
| 4/18/2008 | ($87.50) | -0.35% | 0.5 | 2 | 50.00% |
| 4/17/2008 | $12.50 | 0.05% | 1.11 | 2 | 50.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 6/12/2008 - 6/12/2008 | $150.00 | 0.62% | 100 | 1 | 100.00% |
| 6/11/2008 - 6/12/2008 | ($262.50) | -1.07% | 0.47 | 4 | 50.00% |
| 6/10/2008 - 6/12/2008 | ($562.50) | -2.27% | 0.3 | 6 | 33.33% |
| 6/9/2008 - 6/12/2008 | ($1,100.00) | -4.40% | 0.26 | 10 | 30.00% |
| 6/8/2008 - 6/12/2008 | ($1,100.00) | -4.40% | 0.26 | 10 | 30.00% |
| 6/7/2008 - 6/12/2008 | ($1,100.00) | -4.34% | 0.26 | 10 | 30.00% |
| 6/6/2008 - 6/12/2008 | ($1,200.00) | -4.71% | 0.33 | 13 | 38.46% |
| 6/5/2008 - 6/12/2008 | ($1,312.50) | -5.13% | 0.43 | 16 | 37.50% |
| 6/4/2008 - 6/12/2008 | ($975.00) | -3.86% | 0.58 | 18 | 44.44% |
| 6/3/2008 - 6/12/2008 | ($975.00) | -3.86% | 0.59 | 20 | 45.00% |
| 6/2/2008 - 6/12/2008 | ($1,000.00) | -4.00% | 0.61 | 22 | 45.45% |
| 6/1/2008 - 6/12/2008 | ($1,000.00) | -4.00% | 0.61 | 22 | 45.45% |
| 5/31/2008 - 6/12/2008 | ($1,000.00) | -3.96% | 0.61 | 22 | 45.45% |
| 5/30/2008 - 6/12/2008 | ($1,062.50) | -4.20% | 0.59 | 23 | 43.48% |
| 5/29/2008 - 6/12/2008 | ($1,287.50) | -5.04% | 0.54 | 25 | 40.00% |
| 5/28/2008 - 6/12/2008 | ($1,225.00) | -4.81% | 0.59 | 27 | 40.74% |
| 5/27/2008 - 6/12/2008 | ($975.00) | -3.90% | 0.67 | 28 | 42.86% |
| 5/26/2008 - 6/12/2008 | ($975.00) | -3.90% | 0.67 | 28 | 42.86% |
| 5/25/2008 - 6/12/2008 | ($975.00) | -3.90% | 0.67 | 28 | 42.86% |
| 5/24/2008 - 6/12/2008 | ($975.00) | -3.86% | 0.67 | 28 | 42.86% |
| 5/23/2008 - 6/12/2008 | ($1,025.00) | -4.05% | 0.66 | 29 | 41.38% |
| 5/22/2008 - 6/12/2008 | ($1,300.00) | -5.09% | 0.61 | 31 | 38.71% |
| 5/21/2008 - 6/12/2008 | ($800.00) | -3.19% | 0.76 | 32 | 40.63% |
| 5/20/2008 - 6/12/2008 | ($812.50) | -3.24% | 0.75 | 33 | 39.39% |
| 5/19/2008 - 6/12/2008 | ($312.50) | -1.25% | 0.91 | 34 | 41.18% |
| 5/18/2008 - 6/12/2008 | ($312.50) | -1.25% | 0.91 | 34 | 41.18% |
| 5/17/2008 - 6/12/2008 | ($312.50) | -1.27% | 0.91 | 34 | 41.18% |
| 5/16/2008 - 6/12/2008 | ($425.00) | -1.72% | 0.88 | 36 | 41.67% |
| 5/15/2008 - 6/12/2008 | ($62.50) | -0.26% | 0.98 | 37 | 43.24% |
| 5/14/2008 - 6/12/2008 | ($37.50) | -0.15% | 0.99 | 39 | 43.59% |
| 5/13/2008 - 6/12/2008 | ($112.50) | -0.46% | 0.97 | 40 | 42.50% |
| 5/12/2008 - 6/12/2008 | $237.50 | 0.95% | 1.06 | 41 | 43.90% |
| 5/11/2008 - 6/12/2008 | $237.50 | 0.95% | 1.06 | 41 | 43.90% |
| 5/10/2008 - 6/12/2008 | $237.50 | 0.99% | 1.06 | 41 | 43.90% |
| 5/9/2008 - 6/12/2008 | ($75.00) | -0.31% | 0.98 | 43 | 41.86% |
| 5/8/2008 - 6/12/2008 | ($612.50) | -2.46% | 0.87 | 45 | 40.00% |
| 5/7/2008 - 6/12/2008 | ($75.00) | -0.31% | 0.98 | 46 | 41.30% |
| 5/6/2008 - 6/12/2008 | $250.00 | 1.04% | 1.05 | 47 | 42.55% |
| 5/5/2008 - 6/12/2008 | $125.00 | 0.50% | 1.03 | 48 | 41.67% |
| 5/4/2008 - 6/12/2008 | $125.00 | 0.50% | 1.03 | 48 | 41.67% |