F8 KLIF-60 min 09/26/2000 - 10/31/2000 Performance Summary: All Trades Total net profit $ -6220.00 Open position P/L $ 60.00 Gross profit $ 5820.00 Gross loss $ -12040.00 Total # of trades 35 Percent profitable 31% Number winning trades 11 Number losing trades 24 Largest winning trade $ 1720.00 Largest losing trade $ -1670.00 Average winning trade $ 529.09 Average losing trade $ -501.67 Ratio avg win/avg loss 1.05 Avg trade(win & loss) $ -177.71 Max consec. winners 2 Max consec. losers 7 Avg # bars in winners 8 Avg # bars in losers 4 Max intraday drawdown $ -8180.00 Profit factor 0.48 Max # contracts held 100 Account size required $ 8180.00 Return on account -76% Performance Summary: Long Trades Total net profit $ -650.00 Open position P/L $ 60.00 Gross profit $ 3490.00 Gross loss $ -4140.00 Total # of trades 17 Percent profitable 41% Number winning trades 7 Number losing trades 10 Largest winning trade $ 1140.00 Largest losing trade $ -810.00 Average winning trade $ 498.57 Average losing trade $ -414.00 Ratio avg win/avg loss 1.20 Avg trade(win & loss) $ -38.24 Max consec. winners 3 Max consec. losers 4 Avg # bars in winners 8 Avg # bars in losers 4 Max intraday drawdown $ -2150.00 Profit factor 0.84 Max # contracts held 100 Account size required $ 2150.00 Return on account -30% Performance Summary: Short Trades Total net profit $ -5570.00 Open position P/L $ 0.00 Gross profit $ 2330.00 Gross loss $ -7900.00 Total # of trades 18 Percent profitable 22% Number winning trades 4 Number losing trades 14 Largest winning trade $ 1720.00 Largest losing trade $ -1670.00 Average winning trade $ 582.50 Average losing trade $ -564.29 Ratio avg win/avg loss 1.03 Avg trade(win & loss) $ -309.44 Max consec. winners 2 Max consec. losers 9 Avg # bars in winners 7 Avg # bars in losers 4 Max intraday drawdown $ -7910.00 Profit factor 0.29 Max # contracts held 100 Account size required $ 7910.00 Return on account -70%