| TradeStation Periodical Returns: Daily | |||||
| Mark-To-Market Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 9/11/2008 | $725.00 | 2.25% | 100 | 1 | 100.00% |
| 9/10/2008 | $375.00 | 1.18% | 100 | 2 | 100.00% |
| 9/9/2008 | $1,425.00 | 4.68% | 100 | 1 | 100.00% |
| 9/8/2008 | ($25.00) | -0.08% | 0.96 | 2 | 50.00% |
| 9/5/2008 | $1,150.00 | 3.92% | 100 | 1 | 100.00% |
| 9/4/2008 | ($75.00) | -0.26% | 0.57 | 2 | 50.00% |
| 9/3/2008 | ($1,975.00) | -6.30% | 0 | 4 | 0.00% |
| 9/2/2008 | $600.00 | 1.95% | 100 | 1 | 100.00% |
| 8/29/2008 | $450.00 | 1.49% | 100 | 1 | 100.00% |
| 8/28/2008 | $475.00 | 1.59% | 100 | 1 | 100.00% |
| 8/27/2008 | ($425.00) | -1.40% | 0 | 2 | 0.00% |
| 8/26/2008 | ($150.00) | -0.49% | 0.45 | 2 | 50.00% |
| 8/25/2008 | $375.00 | 1.25% | 100 | 1 | 100.00% |
| 8/22/2008 | $450.00 | 1.52% | 100 | 1 | 100.00% |
| 8/21/2008 | $475.00 | 1.63% | 100 | 1 | 100.00% |
| 8/20/2008 | ($125.00) | -0.43% | 0.64 | 2 | 50.00% |
| 8/19/2008 | ($100.00) | -0.34% | 0 | 2 | 0.00% |
| 8/18/2008 | $475.00 | 1.65% | 100 | 1 | 100.00% |
| 8/15/2008 | $25.00 | 0.09% | 100 | 1 | 100.00% |
| 8/14/2008 | $250.00 | 0.87% | 100 | 1 | 100.00% |
| 8/13/2008 | $0.00 | 0.00% | 1 | 2 | 50.00% |
| 8/12/2008 | $225.00 | 0.79% | 1.69 | 2 | 50.00% |
| 8/11/2008 | ($900.00) | -3.08% | 0.03 | 4 | 25.00% |
| 8/8/2008 | $425.00 | 1.47% | 100 | 1 | 100.00% |
| 8/7/2008 | $1,275.00 | 4.63% | 100 | 1 | 100.00% |
| 8/6/2008 | $325.00 | 1.19% | 100 | 1 | 100.00% |
| 8/5/2008 | ($250.00) | -0.91% | 0.62 | 3 | 33.33% |
| 8/4/2008 | $100.00 | 0.37% | 1.5 | 2 | 50.00% |
| 8/1/2008 | ($575.00) | -2.06% | 0 | 2 | 0.00% |
| 7/31/2008 | $225.00 | 0.81% | 1.64 | 2 | 50.00% |
| 7/30/2008 | $450.00 | 1.65% | 1.86 | 2 | 50.00% |
| 7/29/2008 | ($425.00) | -1.53% | 0.43 | 3 | 33.33% |
| 7/28/2008 | $525.00 | 1.93% | 100 | 1 | 100.00% |
| 7/25/2008 | ($50.00) | -0.18% | 0 | 1 | 0.00% |
| 7/24/2008 | $1,175.00 | 4.51% | 100 | 1 | 100.00% |
| 7/23/2008 | ($1,125.00) | -4.14% | 0 | 2 | 0.00% |
| 7/22/2008 | $1,275.00 | 4.92% | 100 | 1 | 100.00% |
| 7/21/2008 | ($900.00) | -3.36% | 0 | 2 | 0.00% |
| 7/18/2008 | ($350.00) | -1.29% | 0 | 1 | 0.00% |
| 7/16/2008 | $1,275.00 | 4.93% | 100 | 1 | 100.00% |
| Mark-To-Market Rolling Period Analysis: | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 9/11/2008 - 9/11/2008 | $725.00 | 2.25% | 100 | 1 | 100.00% |
| 9/10/2008 - 9/11/2008 | $1,100.00 | 3.45% | 100 | 3 | 100.00% |
| 9/9/2008 - 9/11/2008 | $2,525.00 | 8.30% | 100 | 4 | 100.00% |
| 9/8/2008 - 9/11/2008 | $2,500.00 | 10.00% | 4.57 | 6 | 83.33% |
| 9/7/2008 - 9/11/2008 | $2,500.00 | 10.00% | 4.57 | 6 | 83.33% |
| 9/6/2008 - 9/11/2008 | $2,500.00 | 8.21% | 4.57 | 6 | 83.33% |
| 9/5/2008 - 9/11/2008 | $3,650.00 | 12.46% | 6.21 | 7 | 85.71% |
| 9/4/2008 - 9/11/2008 | $3,575.00 | 12.17% | 5.09 | 9 | 77.78% |
| 9/3/2008 - 9/11/2008 | $1,600.00 | 5.10% | 1.56 | 13 | 53.85% |
| 9/2/2008 - 9/11/2008 | $2,200.00 | 8.80% | 1.77 | 14 | 57.14% |
| 9/1/2008 - 9/11/2008 | $2,200.00 | 8.80% | 1.77 | 14 | 57.14% |
| 8/31/2008 - 9/11/2008 | $2,200.00 | 8.80% | 1.77 | 14 | 57.14% |
| 8/30/2008 - 9/11/2008 | $2,200.00 | 7.15% | 1.77 | 14 | 57.14% |
| 8/29/2008 - 9/11/2008 | $2,650.00 | 8.75% | 1.93 | 15 | 60.00% |
| 8/28/2008 - 9/11/2008 | $3,125.00 | 10.48% | 2.1 | 16 | 62.50% |
| 8/27/2008 - 9/11/2008 | $2,700.00 | 8.93% | 1.82 | 18 | 55.56% |
| 8/26/2008 - 9/11/2008 | $2,550.00 | 8.39% | 1.72 | 20 | 55.00% |
| 8/25/2008 - 9/11/2008 | $2,925.00 | 11.70% | 1.82 | 21 | 57.14% |
| 8/24/2008 - 9/11/2008 | $2,925.00 | 11.70% | 1.82 | 21 | 57.14% |
| 8/23/2008 - 9/11/2008 | $2,925.00 | 9.74% | 1.82 | 21 | 57.14% |
| 8/22/2008 - 9/11/2008 | $3,375.00 | 11.41% | 1.95 | 22 | 59.09% |
| 8/21/2008 - 9/11/2008 | $3,850.00 | 13.23% | 2.08 | 23 | 60.87% |
| 8/20/2008 - 9/11/2008 | $3,725.00 | 12.75% | 1.96 | 25 | 60.00% |
| 8/19/2008 - 9/11/2008 | $3,625.00 | 12.36% | 1.91 | 27 | 55.56% |
| 8/18/2008 - 9/11/2008 | $4,100.00 | 16.40% | 2.02 | 28 | 57.14% |
| 8/17/2008 - 9/11/2008 | $4,100.00 | 16.40% | 2.02 | 28 | 57.14% |
| 8/16/2008 - 9/11/2008 | $4,100.00 | 14.21% | 2.02 | 28 | 57.14% |
| 8/15/2008 - 9/11/2008 | $4,125.00 | 14.31% | 2.03 | 29 | 58.62% |
| 8/14/2008 - 9/11/2008 | $4,375.00 | 15.31% | 2.09 | 30 | 60.00% |
| 8/13/2008 - 9/11/2008 | $4,375.00 | 15.31% | 2.03 | 32 | 59.38% |
| 8/12/2008 - 9/11/2008 | $4,600.00 | 16.23% | 2.01 | 34 | 58.82% |
| 8/11/2008 - 9/11/2008 | $3,700.00 | 14.80% | 1.67 | 38 | 55.26% |
| 8/10/2008 - 9/11/2008 | $3,700.00 | 14.80% | 1.67 | 38 | 55.26% |
| 8/9/2008 - 9/11/2008 | $3,700.00 | 12.65% | 1.67 | 38 | 55.26% |
| 8/8/2008 - 9/11/2008 | $4,125.00 | 14.31% | 1.75 | 39 | 56.41% |
| 8/7/2008 - 9/11/2008 | $5,400.00 | 19.60% | 1.98 | 40 | 57.50% |
| 8/6/2008 - 9/11/2008 | $5,725.00 | 21.03% | 2.04 | 41 | 58.54% |
| 8/5/2008 - 9/11/2008 | $5,475.00 | 19.93% | 1.89 | 44 | 56.82% |
| 8/4/2008 - 9/11/2008 | $5,575.00 | 22.30% | 1.88 | 46 | 56.52% |
| 8/3/2008 - 9/11/2008 | $5,575.00 | 22.30% | 1.88 | 46 | 56.52% |