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F8 System Performance

Trades for the month of January 2000

Date	Time	Trade	Price	Profit	Loss	Cum P&L	Cum  P&L (RM)

02-Feb	900	Op Long	-944			0	0
03-Feb	1100	Exit	960.5	16.5	0	16.5	1530
		Short	960.5			16.5	1530
	1700	Exit	-973.4	0	-12.9	3.6	120
		Long	-973.4			3.6	120
08-Feb	1245	Exit	994	20.6	0	24.2	2060
		Short	994			24.2	2060
09-Feb	1000	Exit	-1002.5	0	-8.5	15.7	1090
		Long	-1002.5			15.7	1090
	1245	Exit	1000.5	0	-2	13.7	770
		Short	1000.5			13.7	770
10-Feb	1200	Exit	-1003.5	0	-3	10.7	350
		Long	-1003.5			10.7	350
	1500	Exit	994.7	0	-8.8	1.9	-650
		Short	994.7			1.9	-650
11-Feb	1700	Exit	-997.5	0	-2.8	-0.9	-1050
		Long	-997.5			-0.9	-1050
	1715	Exit	999.8	2.3	0	1.4	-940
		Short	999.8			1.4	-940
14-Feb	1715	Exit	-998.3	1.5	0	2.9	-910
		Long	-998.3			2.9	-910
15-Feb	1200	Exit	1002.8	4.5	0	7.4	-580
		Short	1002.8			7.4	-580
16-Feb	1200	Exit	-992	10.8	0	18.2	380
		Long	-992			18.2	380
18-Feb	1000	Exit	1027	35	0	53.2	3760
		Short	1027			53.2	3760
21-Feb	1245	Exit	-1014.4	12.6	0	65.8	4900
		Long	-1014.4			65.8	4900
22-Feb	1100	Exit	1000	0	-14.4	51.4	3340
		Short	1000			51.4	3340
	1700	Exit	-1008.5	0	-8.5	42.9	2370
		Long	-1008.5			42.9	2370
	1000	Exit	1001	0	-7.5	35.4	1500
		Short	1001			35.4	1500
	1200	Exit	-1005.5	0	-4.5	30.9	930
		Long	-1005.5			30.9	930
24-Feb	1100	Exit	1006	0.5	0	31.4	860
		Short	1006			31.4	860
	1200	Exit	-1006.5	0	-0.5	30.9	690
		Long	-1006.5			30.9	690
25-Feb	1600	Exit	1007	0.5	0	31.4	620
		Short	1007			31.4	620
29-Feb	900	Exit	-993.9	13.1	0	44.5	1810
		Long	-993.9			44.5	1810
	1000	Exit	984	0	-9.9	34.6	700
		Short	984			34.6	700
			-975.7	8.3	0	42.9	1410
							
Summary 

Number of trades		24				
No of winners			12			
No of losers			12			
Avg winning trade (gross)	931.6
Avg losing trade (gross)	814.1
Largest Winning trade		3380.0			
Largest Losing trade		1560.0			
Gross Profit			12620			
Gross Loss			8330			
Gross P&L			4290			
Commissions (RM120)		2880			
Net Profit (Ringgit) 		1410			
Return (margin RM6,600)		21.36%