Trade Statistics - Simulated First Fill Last Fill Daily Date Based On Fill Data (Fill To Fill) All Symbols 2007-09-05 11:45:00 2008-02-14 14:45:00 2008-02-11 Currency Value (C) All Accounts All Trades Long Trades Short Trades Daily Trades Total Profit/Loss for Closed Trades 3.70 -4.11 7.81 0.00 Gross Profit 43.24 15.87 27.37 0.00 Gross Loss -39.54 -19.98 -19.56 0.00 Profit Factor 1.09 0.79 1.40 0.00 Equity Peak 7.38 5.49 8.79 0.00 Maximum Runup 11.45 7.72 9.02 0.00 Maximum Drawdown -9.89 -11.87 -5.17 0.00 Maximum Trade Runup 12.62 5.17 12.62 0.00 Average Trade Runup 2.13 1.79 2.48 0.00 Average Winning Trade Runup 3.85 2.89 5.09 0.00 Average Losing Trade Runup 0.93 0.83 1.02 0.00 Maximum Trade Drawdown -3.24 -2.97 -3.24 0.00 Average Trade Drawdown -1.18 -1.26 -1.10 0.00 Average Winning Trade Drawdown -0.62 -0.63 -0.61 0.00 Average Losing Trade Drawdown -1.57 -1.81 -1.37 0.00 Maximum Open Position Profit 12.62 5.17 12.62 0.00 Maximum Open Position Loss -3.24 -2.97 -3.24 0.00 Highest Price During Positions 0.00 0.00 0.00 0.00 Lowest Price During Positions 0.00 0.00 0.00 0.00 Total Commission 0.00 0.00 0.00 0.00 Total Trades 56 28 28 0 Percent Profitable 41.07% 46.43% 35.71% 0.00% Winning Trades 23 13 10 0 Losing Trades 33 15 18 0 Long Trades 28 28 0 1 Short Trades 28 0 28 0 Average Trade Net Profit 0.07 -0.15 0.28 0.00 Average Winning Trade 1.88 1.22 2.74 0.00 Average Losing Trade -1.20 -1.33 -1.09 0.00 Average Profit Factor 1.57 0.92 2.52 0.00 Largest Winning Trade 4.90 3.60 4.90 0.00 Largest Losing Trade -3.24 -2.44 -3.24 0.00 Largest Winner % Of Profit 11.33% 22.68% 17.90% 0.00% Largest Loser % Of Loss 8.19% 12.21% 16.56% 0.00% Max Consecutive Winners 2 3 2 0 Max Consecutive Losers 5 5 3 0 Average Time In Trades 2D 21:30:00 2D 8:22:30 3D 10:37:30 0:00 Average Time In Winning Trades 4D 18:50:13 3D 17:04:36 6D 4:19:30 0:00 Average Time In Losing Trades 1D 13:54:05 1D 4:02:00 1D 22:07:30 0:00 Longest Held Winning Trade 11D 1:00:00 6D 3:30:00 11D 1:00:00 0:00 Longest Held Losing Trade 3D 23:45:00 3D 3:30:00 3D 23:45:00 0:00 Total Quantity 56 28 28 0 Winning Quantity 23 13 10 0 Losing Quantity 33 15 18 0 Avg Quantity Per Trade 1.00 1.00 1.00 0.00 Avg Quantity Per Winning Trade 1.00 1.00 1.00 0.00 Avg Quantity Per Losing Trade 1.00 1.00 1.00 0.00 Largest Trade Quantity 1 1 0 1 Last Trade Profit / Loss 1.86 1.86 -0.98 0.00 Number of Open Trades 1 Open Trades: Open Quantity -1 Open Trades: Average Entry Price 135.51 Open Trades: Open Profit/Loss 0.45 Open Trades: Closed Profit/Loss 0.00 Total Open and Closed Profit/Loss 4.15 Consecutive Winners Frequency Average PL Avg Next Trade 1 Winners 10 1.80 -0.98 2 Winners 6 3.90 -1.14 Consecutive Losers Frequency Average PL Avg Next Trade 1 Losers 7 -0.97 1.33 2 Losers 7 -2.36 1.29 3 Losers 1 -4.07 1.94 4 Losers 1 -5.32 0.84 5 Losers 1 -6.83 4.81