F8  KI Z0-60 min   11/24/2000 - 12/26/2000			 

	Performance Summary:  All Trades		 

Total net profit	$     55.90	Open position P/L	$     20.80
Gross profit    	$     95.90	Gross loss      	$    -40.00

Total # of trades	      20	Percent profitable	      50%
Number winning trades	      10	Number losing trades	      10

Largest winning trade	$     25.20	Largest losing trade	$     -9.50
Average winning trade	$      9.59	Average losing trade	$     -4.00
Ratio avg win/avg loss	       2.40	Avg trade(win & loss)	$      2.79

Max consec. winners	       3	Max consec. losers	       3
Avg # bars in winners	       8	Avg # bars in losers	       4

Max intraday drawdown	$    -16.50		 
Profit factor   	       2.40	Max # contracts held	       1
Account size required	$     16.50	Return on account	     339%


	Performance Summary:  Long Trades		 

Total net profit	$     13.20	Open position P/L	$      0.00
Gross profit    	$     43.50	Gross loss      	$    -30.30

Total # of trades	      10	Percent profitable	      50%
Number winning trades	       5	Number losing trades	       5

Largest winning trade	$     13.80	Largest losing trade	$     -9.50
Average winning trade	$      8.70	Average losing trade	$     -6.06
Ratio avg win/avg loss	       1.44	Avg trade(win & loss)	$      1.32

Max consec. winners	       3	Max consec. losers	       2
Avg # bars in winners	       8	Avg # bars in losers	       5

Max intraday drawdown	$    -17.00		 
Profit factor   	       1.44	Max # contracts held	       1
Account size required	$     17.00	Return on account	      78%


	Performance Summary:  Short Trades		 

Total net profit	$     42.70	Open position P/L	$     20.80
Gross profit    	$     52.40	Gross loss      	$     -9.70

Total # of trades	      10	Percent profitable	      50%
Number winning trades	       5	Number losing trades	       5

Largest winning trade	$     25.20	Largest losing trade	$     -3.90
Average winning trade	$     10.48	Average losing trade	$     -1.94
Ratio avg win/avg loss	       5.40	Avg trade(win & loss)	$      4.27

Max consec. winners	       1	Max consec. losers	       1
Avg # bars in winners	       8	Avg # bars in losers	       2

Max intraday drawdown	$     -6.00		 
Profit factor   	       5.40	Max # contracts held	       1
Account size required	$      6.00	Return on account	     712%