F8  KLIF-60 min   08/24/2000 - 09/29/2000			 

	Performance Summary:  All Trades		 

Total net profit	$    -26.90	Open position P/L	$      3.90
Gross profit    	$     70.50	Gross loss      	$    -97.40

Total # of trades	      36	Percent profitable	      39%
Number winning trades	      14	Number losing trades	      22

Largest winning trade	$      8.80	Largest losing trade	$    -11.40
Average winning trade	$      5.04	Average losing trade	$     -4.43
Ratio avg win/avg loss	       1.14	Avg trade(win & loss)	$     -0.75

Max consec. winners	       3	Max consec. losers	       6
Avg # bars in winners	       6	Avg # bars in losers	       4

Max intraday drawdown	$    -45.10		 
Profit factor   	       0.72	Max # contracts held	       1
Account size required	$     45.10	Return on account	     -60%


	Performance Summary:  Long Trades		 

Total net profit	$    -44.60	Open position P/L	$      0.00
Gross profit    	$     28.00	Gross loss      	$    -72.60

Total # of trades	      18	Percent profitable	      33%
Number winning trades	       6	Number losing trades	      12

Largest winning trade	$      8.80	Largest losing trade	$    -11.40
Average winning trade	$      4.67	Average losing trade	$     -6.05
Ratio avg win/avg loss	       0.77	Avg trade(win & loss)	$     -2.48

Max consec. winners	       2	Max consec. losers	       5
Avg # bars in winners	       7	Avg # bars in losers	       5

Max intraday drawdown	$    -43.40		 
Profit factor   	       0.39	Max # contracts held	       1
Account size required	$     43.40	Return on account	    -103%


	Performance Summary:  Short Trades		 

Total net profit	$     17.70	Open position P/L	$      3.90
Gross profit    	$     42.50	Gross loss      	$    -24.80

Total # of trades	      18	Percent profitable	      44%
Number winning trades	       8	Number losing trades	      10

Largest winning trade	$      8.80	Largest losing trade	$     -7.30
Average winning trade	$      5.31	Average losing trade	$     -2.48
Ratio avg win/avg loss	       2.14	Avg trade(win & loss)	$      0.98

Max consec. winners	       3	Max consec. losers	       5
Avg # bars in winners	       6	Avg # bars in losers	       4

Max intraday drawdown	$    -15.10		 
Profit factor   	       1.71	Max # contracts held	       1
Account size required	$     15.10	Return on account	     117%