Performance Summary

Total Net Profit: $43,903.15Gross Profit: $72,129.70Gross Loss: ($28,226.55)Profit Factor: 2.555Pessimistic RR: 2.123

Total Trades: 309Winning Trades: 247Losing Trades: 62Even Trades: 0% Profitable: 79.94%

Avg. Trade Net Profit: $142.08Avg. Winning Trade: $292.02Avg. Losing Trade: ($455.27)Payoff Ratio: 0.641

Largest Win: $1,623.00, 2.25%Largest Loss: ($1,823.46), 6.46%Max Cons. Winners: 25Max Cons. Losers: 4

Trading Period: 215 days4/17/2009-11/18/2009

Longest Flat Period: 8 daysMax Shares/Contracts: 300000

Max Drawdown: ($3,048.15)Max Drawdown %: 6.10%Max Drawdown Date: 7/16/2009Longest Drawdown: 20 daysRecovery Factor: 14.40

Max Runup: $8,255.20Max Runup %: 16.51%Max Runup Date: 4/30/2009Longest Runup: 19 daysEquity Peak: $44,167.15

Return on Initial Capital: 87.81%Annual Rate of Return: 149.17%Avg. Monthly Return: $6,215.36, 12.43%Monthly Std. Dev.: $3,795.84% Profitable Months: 100.0%

Sharpe Ratio: 5.60Sortino Ratio: 13.19Sterling Ratio: 39.40MAR Ratio: 24.47

Total Commission: $0.00Total Slippage: $0.00

Created with PortfolioMerge

Closed Trade Equity Curve

Monthly Net Profit

Accumulative Monthly Net Profit

Monthly Profit Distribution

Drawdown Analysis

Largest Drawdowns

$ Amount Length

-$3,048.15 19 days -$1,406.03 20 days -$1,224.80 2 days -$1,155.00 2 days -$1,119.00 2 days

Total Drawdowns: 28Average Amount: -$733.46Average Length: 3 days

Closed Trade Drawdowns

Drawdown Depth Distribution

Drawdown Length Distribution

Periodical Returns

Annual ReturnsYear Net Profit % Return Profit Factor # Trades % Profitable2009 $43,903.15 87.81% 2.56 309 79.94%

Monthly ReturnsMonth Net Profit % Return Profit Factor # Trades % Profitable

11/2009 $2,858.95 5.72% 2.63 26 80.77% 10/2009 $4,872.68 9.75% 1.98 43 74.42% 9/2009 $2,345.69 4.69% 1.41 42 71.43% 8/2009 $5,425.10 10.85% 4.46 27 81.48% 7/2009 $1,861.51 3.72% 1.43 32 75.00% 6/2009 $10,282.90 20.57% 3.61 58 81.03% 5/2009 $8,146.83 16.29% 2.62 52 84.62% 4/2009 $8,109.49 16.22% 10.04 29 93.10%