F8  KI X0-60 min   10/24/2000 - 11/30/2000			 

	Performance Summary:  All Trades		 

Total net profit	$    -28.00	Open position P/L	$      0.00
Gross profit    	$     95.40	Gross loss      	$   -123.40

Total # of trades	      40	Percent profitable	      35%
Number winning trades	      14	Number losing trades	      26

Largest winning trade	$     26.50	Largest losing trade	$    -10.10
Average winning trade	$      6.81	Average losing trade	$     -4.75
Ratio avg win/avg loss	       1.44	Avg trade(win & loss)	$     -0.70

Max consec. winners	       4	Max consec. losers	       6
Avg # bars in winners	       9	Avg # bars in losers	       2

Max intraday drawdown	$    -71.10		 
Profit factor   	       0.77	Max # contracts held	       1
Account size required	$     71.10	Return on account	     -39%


	Performance Summary:  Long Trades		 

Total net profit	$    -30.30	Open position P/L	$      0.00
Gross profit    	$     50.60	Gross loss      	$    -80.90

Total # of trades	      20	Percent profitable	      25%
Number winning trades	       5	Number losing trades	      15

Largest winning trade	$     26.50	Largest losing trade	$    -10.10
Average winning trade	$     10.12	Average losing trade	$     -5.39
Ratio avg win/avg loss	       1.88	Avg trade(win & loss)	$     -1.52

Max consec. winners	       2	Max consec. losers	       4
Avg # bars in winners	      12	Avg # bars in losers	       3

Max intraday drawdown	$    -67.10		 
Profit factor   	       0.63	Max # contracts held	       1
Account size required	$     67.10	Return on account	     -45%


	Performance Summary:  Short Trades		 

Total net profit	$      2.30	Open position P/L	$      0.00
Gross profit    	$     44.80	Gross loss      	$    -42.50

Total # of trades	      20	Percent profitable	      45%
Number winning trades	       9	Number losing trades	      11

Largest winning trade	$     11.60	Largest losing trade	$     -8.50
Average winning trade	$      4.98	Average losing trade	$     -3.86
Ratio avg win/avg loss	       1.29	Avg trade(win & loss)	$      0.11

Max consec. winners	       3	Max consec. losers	       4
Avg # bars in winners	       7	Avg # bars in losers	       2

Max intraday drawdown	$    -21.70		 
Profit factor   	       1.05	Max # contracts held	       1
Account size required	$     21.70	Return on account	      11%