SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 EURO CURRENCY UNIT 5516 Trading days from 870601 to 080829 Fri Aug 29 18:41:19 2008 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage: 25.00 dollars Day trading using CSI daily data Reference price(s): today's high and low Compute volatility using: max (high - low) within N days Compute drawdown on an intra trade basis Reverse on protective stops: No Allow reverse below low filter: No High filter type: normal low filter type: normal Special rules in effect: RIVA MFE = Maximum Favorable Excursion of the trade equity based on closes MAE = Maximum Adverse Excursion of the trade equity based on closes TRADE/ TRADE CUM MAX MONTHLY DATE POSITION CTS EQUITY EQUITY DRAWDOWN DRAWDOWN PROFIT 870601 Exit Long 1 6.25 6.25 0.00 0.00 MFE = 6.25 MAE = 0.00 870604 Exit Long 1 -150.00 -143.74 -150.00 -150.00 MFE = 0.00 MAE = -150.00 -143.74 871023 Exit Short 1 -700.00 -843.74 -850.00 -850.00 MFE = 0.00 MAE = -700.00 871026 Exit Short 1 131.25 -712.49 -718.75 -850.00 MFE = 131.25 MAE = 0.00 871027 Exit Short 1 -243.75 -956.24 -962.50 -962.50 MFE = 0.00 MAE = -243.75 871028 Exit Short 1 -700.00 -1656.24 -1662.50 -1662.50 MFE = 0.00 MAE = -700.00 871029 Exit Short 1 618.75 -1037.49 -1043.75 -1662.50 MFE = 618.75 MAE = 0.00 -893.75 871102 Exit Short 1 -700.00 -1737.49 -1743.75 -1743.75 MFE = 0.00 MAE = -700.00 871103 Exit Short 1 450.00 -1287.49 -1293.75 -1743.75 MFE = 450.00 MAE = 0.00 871106 Exit Short 1 -25.00 -1312.49 -1318.75 -1743.75 MFE = 0.00 MAE = -25.00 871109 Exit Short 1 -281.25 -1593.75 -1600.00 -1743.75 MFE = 0.00 MAE = -281.25 871110 Exit Short 1 506.25 -1087.50 -1093.75 -1743.75 MFE = 506.25 MAE = 0.00 871125 Exit Short 1 368.75 -718.75 -725.01 -1743.75 MFE = 368.75 MAE = 0.00 318.74 871211 Exit Short 1 -75.00 -793.75 -800.00 -1743.75 MFE = 0.00 MAE = -75.00 871214 Exit Short 1 275.00 -518.75 -525.00 -1743.75 MFE = 275.00 MAE = 0.00 871225 Exit Short 1 -306.24 -824.99 -831.24 -1743.75 MFE = 0.00 MAE = -306.24 871229 Exit Short 1 237.50 -587.49 -593.74 -1743.75 MFE = 237.50 MAE = 0.00 131.26 880118 Exit Long 1 368.75 -218.74 -224.99 -1743.75 MFE = 368.75 MAE = 0.00 368.75 880216 Exit Long 1 287.50 68.76 0.00 -1743.75 MFE = 287.50 MAE = 0.00 880218 Exit Long 1 43.75 112.51 0.00 -1743.75 MFE = 43.75 MAE = 0.00 331.25 880526 Exit Long 1 56.25 168.75 0.00 -1743.75 MFE = 56.25 MAE = 0.00 880527 Exit Long 1 -150.00 18.76 -150.00 -1743.75 MFE = 0.00 MAE = -150.00 880530 Exit Long 1 -118.75 -99.99 -268.74 -1743.75 MFE = 0.00 MAE = -118.75 -212.50 880615 Exit Long 1 -87.50 -187.49 -356.25 -1743.75 MFE = 0.00 MAE = -87.50 880620 Exit Long 1 -131.25 -318.74 -487.50 -1743.75 MFE = 0.00 MAE = -131.25 880627 Exit Long 1 -256.25 -574.99 -743.74 -1743.75 MFE = 0.00 MAE = -256.25 880629 Exit Long 1 325.00 -249.99 -418.74 -1743.75 MFE = 325.00 MAE = 0.00 -150.00 880704 Exit Long 1 -112.50 -362.49 -531.24 -1743.75 MFE = 0.00 MAE = -112.50 880718 Exit Long 1 368.75 6.26 -162.49 -1743.75 MFE = 368.75 MAE = 0.00 880726 Exit Long 1 -293.75 -287.49 -456.24 -1743.75 MFE = 0.00 MAE = -293.75 880727 Exit Long 1 625.00 337.51 0.00 -1743.75 MFE = 625.00 MAE = 0.00 880729 Exit Long 1 -106.25 231.26 -106.25 -1743.75 MFE = 0.00 MAE = -106.25 481.25 880817 Exit Long 1 -700.00 -468.74 -806.25 -1743.75 MFE = 0.00 MAE = -700.00 880822 Exit Long 1 -700.00 -1168.74 -1506.25 -1743.75 MFE = 0.00 MAE = -700.00 -1400.00 881110 Exit Short 1 43.75 -1124.99 -1462.50 -1743.75 MFE = 43.75 MAE = 0.00 881111 Exit Short 1 -418.75 -1543.74 -1881.25 -1881.25 MFE = 0.00 MAE = -418.75 881114 Exit Short 1 475.00 -1068.74 -1406.25 -1881.25 MFE = 475.00 MAE = 0.00 881117 Exit Short 1 356.25 -712.49 -1050.00 -1881.25 MFE = 356.25 MAE = 0.00 881122 Exit Short 1 -281.25 -993.74 -1331.25 -1881.25 MFE = 0.00 MAE = -281.25 881123 Exit Short 1 37.50 -956.25 -1293.76 -1881.25 MFE = 37.50 MAE = 0.00 212.50 881213 Exit Long 1 -81.25 -1037.50 -1375.01 -1881.25 MFE = 0.00 MAE = -81.25 -81.25 890330 Exit Long 1 262.50 -775.00 -1112.51 -1881.25 MFE = 262.50 MAE = 0.00 262.50 890403 Exit Long 1 918.75 143.75 -193.76 -1881.25 MFE = 918.75 MAE = 0.00 918.75 890518 Exit Long 1 275.00 418.75 0.00 -1881.25 MFE = 275.00 MAE = 0.00 890522 Exit Long 1 -700.00 -281.25 -700.00 -1881.25 MFE = 0.00 MAE = -700.00 890523 Exit Long 1 100.00 -181.25 -600.00 -1881.25 MFE = 100.00 MAE = 0.00 890529 Exit Long 1 -187.50 -368.75 -787.50 -1881.25 MFE = 0.00 MAE = -187.50 890530 Exit Long 1 743.75 375.00 -43.75 -1881.25 MFE = 743.75 MAE = 0.00 231.25 890605 Exit Long 1 -212.50 162.50 -256.25 -1881.25 MFE = 0.00 MAE = -212.50 890606 Exit Long 1 493.75 656.25 0.00 -1881.25 MFE = 493.75 MAE = 0.00 890615 Exit Long 1 850.00 1506.25 0.00 -1881.25 MFE = 850.00 MAE = 0.00 890621 Exit Long 1 1037.50 2543.75 0.00 -1881.25 MFE = 1037.50 MAE = 0.00 2168.74 890707 Exit Short 1 -256.25 2287.50 -256.25 -1881.25 MFE = 0.00 MAE = -256.25 890710 Exit Short 1 -162.50 2124.99 -418.75 -1881.25 MFE = 0.00 MAE = -162.50 890721 Exit Short 1 543.75 2668.75 0.00 -1881.25 MFE = 543.75 MAE = 0.00 125.00 890808 Exit Short 1 -425.00 2243.74 -425.00 -1881.25 MFE = 0.00 MAE = -425.00 890814 Exit Long 1 18.75 2262.50 -406.25 -1881.25 MFE = 18.75 MAE = 0.00 890817 Exit Long 1 -381.25 1881.25 -787.50 -1881.25 MFE = 0.00 MAE = -381.25 -787.50 891213 Exit Short 1 -700.00 1181.25 -1487.50 -1881.25 MFE = 0.00 MAE = -700.00 891215 Exit Short 1 -231.25 950.00 -1718.74 -1881.25 MFE = 0.00 MAE = -231.25 -931.25 900104 Exit Short 1 -700.00 250.00 -2418.74 -2418.74 MFE = 0.00 MAE = -700.00 900108 Exit Short 1 -443.75 -193.75 -2862.50 -2862.50 MFE = 0.00 MAE = -443.75 900110 Exit Short 1 431.25 237.50 -2431.25 -2862.50 MFE = 431.25 MAE = 0.00 900112 Exit Short 1 387.50 625.00 -2043.75 -2862.50 MFE = 387.50 MAE = 0.00 -325.01 900206 Exit Short 1 93.75 718.75 -1950.00 -2862.50 MFE = 93.75 MAE = 0.00 93.75 900307 Exit Long 1 425.00 1143.75 -1524.99 -2862.50 MFE = 425.00 MAE = 0.00 425.00 900806 Exit Short 1 -700.00 443.75 -2224.99 -2862.50 MFE = 0.00 MAE = -700.00 900827 Exit Short 1 56.25 500.00 -2168.75 -2862.50 MFE = 56.25 MAE = 0.00 -643.75 900907 Exit Long 1 -225.00 275.00 -2393.75 -2862.50 MFE = 0.00 MAE = -225.00 900913 Exit Long 1 137.50 412.50 -2256.24 -2862.50 MFE = 137.50 MAE = 0.00 900919 Exit Long 1 -312.50 100.00 -2568.75 -2862.50 MFE = 0.00 MAE = -312.50 900924 Exit Short 1 -243.75 -143.75 -2812.49 -2862.50 MFE = 0.00 MAE = -243.75 -643.75 901105 Exit Short 1 -281.25 -425.00 -3093.74 -3093.74 MFE = 0.00 MAE = -281.25 901106 Exit Short 1 118.75 -306.25 -2975.00 -3093.74 MFE = 118.75 MAE = 0.00 901107 Exit Short 1 187.50 -118.75 -2787.50 -3093.74 MFE = 187.50 MAE = 0.00 24.99 901204 Exit Long 1 593.75 475.00 -2193.75 -3093.74 MFE = 593.75 MAE = 0.00 593.75 910109 Exit Long 1 1737.50 2212.50 -456.24 -3093.74 MFE = 1737.50 MAE = 0.00 910124 Exit Short 1 231.25 2443.75 -225.00 -3093.74 MFE = 231.25 MAE = 0.00 1968.75 910225 Exit Long 1 -700.00 1743.75 -925.00 -3093.74 MFE = 0.00 MAE = -700.00 910226 Exit Long 1 -156.25 1587.50 -1081.25 -3093.74 MFE = 0.00 MAE = -156.25 910228 Exit Long 1 -75.00 1512.50 -1156.25 -3093.74 MFE = 0.00 MAE = -75.00 -931.25 910301 Exit Long 1 -543.75 968.75 -1700.00 -3093.74 MFE = 0.00 MAE = -543.75 910304 Exit Long 1 225.00 1193.75 -1474.99 -3093.74 MFE = 225.00 MAE = 0.00 910319 Exit Long 1 -700.00 493.75 -2174.99 -3093.74 MFE = 0.00 MAE = -700.00 910325 Exit Long 1 -700.00 -206.25 -2874.99 -3093.74 MFE = 0.00 MAE = -700.00 910326 Exit Long 1 -218.75 -425.00 -3093.75 -3093.75 MFE = 0.00 MAE = -218.75 910327 Exit Long 1 -118.75 -543.75 -3212.50 -3212.50 MFE = 0.00 MAE = -118.75 910328 Exit Long 1 275.00 -268.75 -2937.50 -3212.50 MFE = 275.00 MAE = 0.00 -1781.25 910402 Exit Long 1 1581.25 1312.50 -1356.25 -3212.50 MFE = 1581.25 MAE = 0.00 910404 Exit Long 1 700.00 2012.50 -656.25 -3212.50 MFE = 700.00 MAE = 0.00 910408 Exit Long 1 -212.50 1800.00 -868.75 -3212.50 MFE = 0.00 MAE = -212.50 910411 Exit Long 1 681.25 2481.25 -187.50 -3212.50 MFE = 681.25 MAE = 0.00 910425 Exit Long 1 218.75 2700.00 0.00 -3212.50 MFE = 218.75 MAE = 0.00 910430 Exit Long 1 2687.50 5387.50 0.00 -3212.50 MFE = 2687.50 MAE = 0.00 5656.25 910502 Exit Long 1 -700.00 4687.50 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 910503 Exit Long 1 -700.00 3987.50 -1400.00 -3212.50 MFE = 0.00 MAE = -700.00 910509 Exit Long 1 875.00 4862.49 -525.00 -3212.50 MFE = 875.00 MAE = 0.00 910513 Exit Short 1 56.25 4918.74 -468.75 -3212.50 MFE = 56.25 MAE = 0.00 910514 Exit Short 1 -493.75 4424.99 -962.51 -3212.50 MFE = 0.00 MAE = -493.75 910515 Exit Short 1 -250.00 4174.99 -1212.50 -3212.50 MFE = 0.00 MAE = -250.00 910521 Exit Short 1 43.75 4218.74 -1168.76 -3212.50 MFE = 43.75 MAE = 0.00 910531 Exit Long 1 -237.50 3981.24 -1406.26 -3212.50 MFE = 0.00 MAE = -237.50 -1406.26 910603 Exit Long 1 162.50 4143.74 -1243.76 -3212.50 MFE = 162.50 MAE = 0.00 910621 Exit Long 1 -131.25 4012.49 -1375.01 -3212.50 MFE = 0.00 MAE = -131.25 910624 Exit Long 1 1006.25 5018.74 -368.76 -3212.50 MFE = 1006.25 MAE = 0.00 910627 Exit Long 1 162.50 5181.24 -206.26 -3212.50 MFE = 162.50 MAE = 0.00 910628 Exit Long 1 -156.25 5024.99 -362.51 -3212.50 MFE = 0.00 MAE = -156.25 1043.75 910718 Exit Short 1 93.75 5118.74 -268.76 -3212.50 MFE = 93.75 MAE = 0.00 910722 Exit Short 1 787.50 5906.24 0.00 -3212.50 MFE = 787.50 MAE = 0.00 910724 Exit Short 1 -700.00 5206.24 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 910726 Exit Short 1 300.00 5506.24 -400.00 -3212.50 MFE = 300.00 MAE = 0.00 910730 Exit Short 1 456.25 5962.49 0.00 -3212.50 MFE = 456.25 MAE = 0.00 910731 Exit Short 1 162.50 6124.99 0.00 -3212.50 MFE = 162.50 MAE = 0.00 1100.01 910805 Exit Short 1 -631.25 5493.74 -631.25 -3212.50 MFE = 0.00 MAE = -631.25 910806 Exit Short 1 -212.50 5281.24 -843.75 -3212.50 MFE = 0.00 MAE = -212.50 910808 Exit Short 1 456.25 5737.49 -387.50 -3212.50 MFE = 456.25 MAE = 0.00 910823 Exit Long 1 218.75 5956.24 -168.75 -3212.50 MFE = 218.75 MAE = 0.00 910828 Exit Long 1 600.00 6556.24 0.00 -3212.50 MFE = 600.00 MAE = 0.00 431.25 910909 Exit Short 1 -700.00 5856.24 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 910910 Exit Short 1 231.25 6087.49 -468.75 -3212.50 MFE = 231.25 MAE = 0.00 910912 Exit Short 1 0.00 6087.50 -468.75 -3212.50 MFE = 0.00 MAE = 0.00 910926 Exit Short 1 475.00 6562.49 0.00 -3212.50 MFE = 475.00 MAE = 0.00 910927 Exit Short 1 -218.75 6343.74 -218.75 -3212.50 MFE = 0.00 MAE = -218.75 910930 Exit Short 1 -62.50 6281.24 -281.25 -3212.50 MFE = 0.00 MAE = -62.50 -275.00 911015 Exit Long 1 -481.25 5800.00 -762.50 -3212.50 MFE = 0.00 MAE = -481.25 -481.25 911101 Exit Short 1 -518.75 5281.25 -1281.25 -3212.50 MFE = 0.00 MAE = -518.75 911104 Exit Short 1 -131.25 5150.00 -1412.49 -3212.50 MFE = 0.00 MAE = -131.25 911106 Exit Short 1 143.75 5293.75 -1268.74 -3212.50 MFE = 143.75 MAE = 0.00 911107 Exit Short 1 600.00 5893.75 -668.75 -3212.50 MFE = 600.00 MAE = 0.00 93.75 911202 Exit Short 1 56.25 5950.00 -612.50 -3212.50 MFE = 56.25 MAE = 0.00 911212 Exit Short 1 468.75 6418.74 -143.75 -3212.50 MFE = 468.75 MAE = 0.00 911216 Exit Short 1 -50.00 6368.74 -193.75 -3212.50 MFE = 0.00 MAE = -50.00 911223 Exit Short 1 -700.00 5668.74 -893.75 -3212.50 MFE = 0.00 MAE = -700.00 911226 Exit Short 1 -650.00 5018.75 -1543.75 -3212.50 MFE = 0.00 MAE = -650.00 911227 Exit Short 1 787.50 5806.25 -756.25 -3212.50 MFE = 787.50 MAE = 0.00 -87.50 920106 Exit Short 1 -700.00 5106.25 -1456.25 -3212.50 MFE = 0.00 MAE = -700.00 920107 Exit Short 1 -306.25 4800.00 -1762.49 -3212.50 MFE = 0.00 MAE = -306.25 920108 Exit Short 1 168.75 4968.74 -1593.75 -3212.50 MFE = 168.75 MAE = 0.00 920114 Exit Long 1 -231.25 4737.50 -1825.00 -3212.50 MFE = 0.00 MAE = -231.25 920115 Exit Long 1 -700.00 4037.50 -2525.00 -3212.50 MFE = 0.00 MAE = -700.00 920117 Exit Long 1 2000.00 6037.50 -525.00 -3212.50 MFE = 2000.00 MAE = 0.00 920122 Exit Long 1 343.75 6381.25 -181.25 -3212.50 MFE = 343.75 MAE = 0.00 920123 Exit Long 1 -700.00 5681.25 -881.25 -3212.50 MFE = 0.00 MAE = -700.00 920127 Exit Long 1 250.00 5931.24 -631.25 -3212.50 MFE = 250.00 MAE = 0.00 920130 Exit Long 1 -425.00 5506.24 -1056.25 -3212.50 MFE = 0.00 MAE = -425.00 -300.00 920218 Exit Long 1 -168.75 5337.49 -1225.00 -3212.50 MFE = 0.00 MAE = -168.75 920220 Exit Long 1 325.00 5662.49 -900.00 -3212.50 MFE = 325.00 MAE = 0.00 920224 Exit Long 1 312.50 5974.99 -587.50 -3212.50 MFE = 312.50 MAE = 0.00 920226 Exit Long 1 743.75 6718.74 0.00 -3212.50 MFE = 743.75 MAE = 0.00 1212.50 920302 Exit Long 1 106.25 6824.99 0.00 -3212.50 MFE = 106.25 MAE = 0.00 106.25 920406 Exit Short 1 187.50 7012.49 0.00 -3212.50 MFE = 187.50 MAE = 0.00 920408 Exit Short 1 356.25 7368.74 0.00 -3212.50 MFE = 356.25 MAE = 0.00 920409 Exit Short 1 -25.00 7343.74 -25.00 -3212.50 MFE = 0.00 MAE = -25.00 518.75 920529 Exit Short 1 -700.00 6643.74 -725.00 -3212.50 MFE = 0.00 MAE = -700.00 -700.00 920601 Exit Short 1 450.00 7093.75 -275.00 -3212.50 MFE = 450.00 MAE = 0.00 920622 Exit Short 1 -43.75 7049.99 -318.75 -3212.50 MFE = 0.00 MAE = -43.75 920623 Exit Short 1 156.25 7206.24 -162.50 -3212.50 MFE = 156.25 MAE = 0.00 920624 Exit Short 1 -431.25 6775.00 -593.75 -3212.50 MFE = 0.00 MAE = -431.25 131.25 920701 Exit Short 1 306.25 7081.25 -287.50 -3212.50 MFE = 306.25 MAE = 0.00 920702 Exit Short 1 -81.25 7000.00 -368.75 -3212.50 MFE = 0.00 MAE = -81.25 920707 Exit Short 1 -700.00 6300.00 -1068.75 -3212.50 MFE = 0.00 MAE = -700.00 920708 Exit Short 1 162.50 6462.50 -906.25 -3212.50 MFE = 162.50 MAE = 0.00 920713 Exit Short 1 -700.00 5762.49 -1606.25 -3212.50 MFE = 0.00 MAE = -700.00 920716 Exit Short 1 168.75 5931.24 -1437.50 -3212.50 MFE = 168.75 MAE = 0.00 920717 Exit Short 1 -525.00 5406.25 -1962.50 -3212.50 MFE = 0.00 MAE = -525.00 920720 Exit Short 1 2181.25 7587.50 0.00 -3212.50 MFE = 2181.25 MAE = 0.00 920722 Exit Short 1 268.75 7856.25 0.00 -3212.50 MFE = 268.75 MAE = 0.00 920727 Exit Short 1 -87.50 7768.74 -87.50 -3212.50 MFE = 0.00 MAE = -87.50 920728 Exit Short 1 -37.50 7731.24 -125.00 -3212.50 MFE = 0.00 MAE = -37.50 956.25 920824 Exit Short 1 -700.00 7031.24 -825.01 -3212.50 MFE = 0.00 MAE = -700.00 920828 Exit Short 1 225.00 7256.24 -600.01 -3212.50 MFE = 225.00 MAE = 0.00 -475.00 920902 Exit Short 1 400.00 7656.24 -200.01 -3212.50 MFE = 400.00 MAE = 0.00 920908 Exit Short 1 -368.75 7287.49 -568.76 -3212.50 MFE = 0.00 MAE = -368.75 920914 Exit Long 1 425.00 7712.49 -143.76 -3212.50 MFE = 425.00 MAE = 0.00 920916 Exit Long 1 -700.00 7012.49 -843.76 -3212.50 MFE = 0.00 MAE = -700.00 920917 Exit Long 1 3399.99 10412.48 0.00 -3212.50 MFE = 3399.99 MAE = 0.00 920922 Exit Long 1 -531.25 9881.24 -531.25 -3212.50 MFE = 0.00 MAE = -531.25 920923 Exit Long 1 1043.75 10924.98 0.00 -3212.50 MFE = 1043.75 MAE = 0.00 3668.74 921001 Exit Long 1 -700.00 10224.98 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 921005 Exit Short 1 1575.00 11799.98 0.00 -3212.50 MFE = 1575.00 MAE = 0.00 921012 Exit Short 1 212.49 12012.48 0.00 -3212.50 MFE = 212.49 MAE = 0.00 921014 Exit Short 1 -131.25 11881.23 -131.25 -3212.50 MFE = 0.00 MAE = -131.25 921016 Exit Long 1 -700.00 11181.23 -831.25 -3212.50 MFE = 0.00 MAE = -700.00 921019 Exit Long 1 -700.00 10481.22 -1531.25 -3212.50 MFE = 0.00 MAE = -700.00 921020 Exit Long 1 -700.00 9781.22 -2231.25 -3212.50 MFE = 0.00 MAE = -700.00 921023 Exit Long 1 -68.75 9712.47 -2300.00 -3212.50 MFE = 0.00 MAE = -68.75 921026 Exit Long 1 368.75 10081.22 -1931.25 -3212.50 MFE = 368.75 MAE = 0.00 921027 Exit Long 1 875.00 10956.22 -1056.25 -3212.50 MFE = 875.00 MAE = 0.00 921028 Exit Long 1 256.25 11212.47 -800.00 -3212.50 MFE = 256.25 MAE = 0.00 287.49 921102 Exit Long 1 -700.00 10512.47 -1500.00 -3212.50 MFE = 0.00 MAE = -700.00 921103 Exit Long 1 356.25 10868.72 -1143.75 -3212.50 MFE = 356.25 MAE = 0.00 921105 Exit Long 1 -412.50 10456.22 -1556.25 -3212.50 MFE = 0.00 MAE = -412.50 921106 Exit Long 1 -506.25 9949.97 -2062.50 -3212.50 MFE = 0.00 MAE = -506.25 921109 Exit Long 1 -68.75 9881.22 -2131.25 -3212.50 MFE = 0.00 MAE = -68.75 921110 Exit Long 1 437.50 10318.72 -1693.75 -3212.50 MFE = 437.50 MAE = 0.00 921117 Exit Long 1 250.00 10568.73 -1443.75 -3212.50 MFE = 250.00 MAE = 0.00 921120 Exit Long 1 -700.00 9868.73 -2143.75 -3212.50 MFE = 0.00 MAE = -700.00 921123 Exit Long 1 781.25 10649.98 -1362.50 -3212.50 MFE = 781.25 MAE = 0.00 -562.50 930104 Exit Long 1 -700.00 9949.98 -2062.50 -3212.50 MFE = 0.00 MAE = -700.00 930125 Exit Short 1 -700.00 9249.98 -2762.50 -3212.50 MFE = 0.00 MAE = -700.00 930126 Exit Short 1 375.00 9624.98 -2387.50 -3212.50 MFE = 375.00 MAE = 0.00 930129 Exit Short 1 1306.25 10931.23 -1081.25 -3212.50 MFE = 1306.25 MAE = 0.00 281.25 930209 Exit Long 1 218.75 11149.98 -862.49 -3212.50 MFE = 218.75 MAE = 0.00 930218 Exit Long 1 -700.00 10449.98 -1562.49 -3212.50 MFE = 0.00 MAE = -700.00 -481.25 930310 Exit Long 1 187.50 10637.49 -1374.99 -3212.50 MFE = 187.50 MAE = 0.00 930311 Exit Long 1 425.00 11062.49 -949.99 -3212.50 MFE = 425.00 MAE = 0.00 612.50 930402 Exit Short 1 400.00 11462.48 -549.99 -3212.50 MFE = 400.00 MAE = 0.00 930408 Exit Short 1 -106.25 11356.23 -656.24 -3212.50 MFE = 0.00 MAE = -106.25 930423 Exit Short 1 -143.75 11212.48 -799.99 -3212.50 MFE = 0.00 MAE = -143.75 930426 Exit Short 1 -375.00 10837.48 -1174.99 -3212.50 MFE = 0.00 MAE = -375.00 -225.01 930616 Exit Long 1 -268.75 10568.73 -1443.74 -3212.50 MFE = 0.00 MAE = -268.75 930618 Exit Long 1 -700.00 9868.73 -2143.74 -3212.50 MFE = 0.00 MAE = -700.00 930621 Exit Long 1 -50.00 9818.73 -2193.74 -3212.50 MFE = 0.00 MAE = -50.00 930622 Exit Long 1 -56.25 9762.48 -2249.99 -3212.50 MFE = 0.00 MAE = -56.25 930623 Exit Long 1 337.50 10099.98 -1912.49 -3212.50 MFE = 337.50 MAE = 0.00 930624 Exit Long 1 -50.00 10049.98 -1962.49 -3212.50 MFE = 0.00 MAE = -50.00 -787.50 930730 Exit Long 1 -700.00 9349.98 -2662.49 -3212.50 MFE = 0.00 MAE = -700.00 -700.00 930802 Exit Long 1 1612.50 10962.48 -1049.99 -3212.50 MFE = 1612.50 MAE = 0.00 930820 Exit Short 1 -93.75 10868.73 -1143.74 -3212.50 MFE = 0.00 MAE = -93.75 1518.75 930906 Exit Short 1 -593.75 10274.98 -1737.49 -3212.50 MFE = 0.00 MAE = -593.75 930907 Exit Short 1 356.25 10631.23 -1381.24 -3212.50 MFE = 356.25 MAE = 0.00 930909 Exit Short 1 -456.25 10174.98 -1837.50 -3212.50 MFE = 0.00 MAE = -456.25 930921 Exit Short 1 381.25 10556.23 -1456.25 -3212.50 MFE = 381.25 MAE = 0.00 -312.51 931001 Exit Long 1 212.50 10768.73 -1243.75 -3212.50 MFE = 212.50 MAE = 0.00 931004 Exit Long 1 962.50 11731.23 -281.24 -3212.50 MFE = 962.50 MAE = 0.00 931006 Exit Long 1 225.00 11956.23 -56.24 -3212.50 MFE = 225.00 MAE = 0.00 931025 Exit Long 1 -143.75 11812.48 -199.99 -3212.50 MFE = 0.00 MAE = -143.75 931026 Exit Long 1 343.75 12156.24 0.00 -3212.50 MFE = 343.75 MAE = 0.00 1600.01 940316 Exit Short 1 31.25 12187.49 0.00 -3212.50 MFE = 31.25 MAE = 0.00 31.25 940509 Exit Short 1 -268.75 11918.74 -268.75 -3212.50 MFE = 0.00 MAE = -268.75 -268.75 940620 Exit Short 1 -62.50 11856.24 -331.25 -3212.50 MFE = 0.00 MAE = -62.50 940621 Exit Short 1 -125.00 11731.23 -456.25 -3212.50 MFE = 0.00 MAE = -125.00 940627 Exit Short 1 250.00 11981.23 -206.25 -3212.50 MFE = 250.00 MAE = 0.00 940629 Exit Short 1 587.50 12568.73 0.00 -3212.50 MFE = 587.50 MAE = 0.00 649.99 940712 Exit Short 1 212.50 12781.23 0.00 -3212.50 MFE = 212.50 MAE = 0.00 940721 Exit Short 1 1481.25 14262.48 0.00 -3212.50 MFE = 1481.25 MAE = 0.00 940725 Exit Short 1 243.75 14506.23 0.00 -3212.50 MFE = 243.75 MAE = 0.00 940729 Exit Long 1 606.25 15112.48 0.00 -3212.50 MFE = 606.25 MAE = 0.00 2543.75 940803 Exit Long 1 -87.50 15024.98 -87.50 -3212.50 MFE = 0.00 MAE = -87.50 940816 Exit Short 1 531.25 15556.23 0.00 -3212.50 MFE = 531.25 MAE = 0.00 443.75 940908 Exit Long 1 156.25 15712.48 0.00 -3212.50 MFE = 156.25 MAE = 0.00 156.25 941019 Exit Short 1 162.50 15874.98 0.00 -3212.50 MFE = 162.50 MAE = 0.00 941020 Exit Short 1 -81.25 15793.72 -81.25 -3212.50 MFE = 0.00 MAE = -81.25 941021 Exit Short 1 443.75 16237.47 0.00 -3212.50 MFE = 443.75 MAE = 0.00 524.99 941101 Exit Short 1 -212.50 16024.97 -212.50 -3212.50 MFE = 0.00 MAE = -212.50 941102 Exit Short 1 1137.50 17162.47 0.00 -3212.50 MFE = 1137.50 MAE = 0.00 941110 Exit Long 1 187.50 17349.97 0.00 -3212.50 MFE = 187.50 MAE = 0.00 941114 Exit Long 1 -556.25 16793.72 -556.25 -3212.50 MFE = 0.00 MAE = -556.25 556.25 950112 Exit Short 1 -106.25 16687.47 -662.49 -3212.50 MFE = 0.00 MAE = -106.25 950120 Exit Short 1 31.25 16718.72 -631.25 -3212.50 MFE = 31.25 MAE = 0.00 950125 Exit Short 1 412.50 17131.22 -218.75 -3212.50 MFE = 412.50 MAE = 0.00 337.50 950303 Exit Short 1 -493.75 16637.47 -712.50 -3212.50 MFE = 0.00 MAE = -493.75 950306 Exit Short 1 -700.00 15937.47 -1412.50 -3212.50 MFE = 0.00 MAE = -700.00 950308 Exit Short 1 -700.00 15237.47 -2112.50 -3212.50 MFE = 0.00 MAE = -700.00 950314 Exit Short 1 437.50 15674.97 -1675.00 -3212.50 MFE = 437.50 MAE = 0.00 950315 Exit Short 1 -700.00 14974.97 -2375.00 -3212.50 MFE = 0.00 MAE = -700.00 950316 Exit Short 1 687.50 15662.47 -1687.50 -3212.50 MFE = 687.50 MAE = 0.00 950331 Exit Short 1 37.50 15699.97 -1650.00 -3212.50 MFE = 37.50 MAE = 0.00 -1431.25 950406 Exit Short 1 50.00 15749.97 -1600.00 -3212.50 MFE = 50.00 MAE = 0.00 950413 Exit Short 1 -593.75 15156.22 -2193.75 -3212.50 MFE = 0.00 MAE = -593.75 950417 Exit Short 1 -700.00 14456.22 -2893.75 -3212.50 MFE = 0.00 MAE = -700.00 950418 Exit Short 1 281.25 14737.47 -2612.50 -3212.50 MFE = 281.25 MAE = 0.00 950419 Exit Short 1 1350.00 16087.47 -1262.49 -3212.50 MFE = 1350.00 MAE = 0.00 950424 Exit Short 1 643.75 16731.22 -618.74 -3212.50 MFE = 643.75 MAE = 0.00 1031.25 950512 Exit Long 1 -700.00 16031.22 -1318.74 -3212.50 MFE = 0.00 MAE = -700.00 950518 Exit Long 1 -318.75 15712.47 -1637.50 -3212.50 MFE = 0.00 MAE = -318.75 950530 Exit Long 1 -137.50 15574.97 -1775.00 -3212.50 MFE = 0.00 MAE = -137.50 -1156.25 950602 Exit Short 1 906.25 16481.22 -868.74 -3212.50 MFE = 906.25 MAE = 0.00 950607 Exit Short 1 300.00 16781.22 -568.74 -3212.50 MFE = 300.00 MAE = 0.00 950609 Exit Short 1 12.50 16793.73 -556.24 -3212.50 MFE = 12.50 MAE = 0.00 950628 Exit Short 1 818.75 17612.48 0.00 -3212.50 MFE = 818.75 MAE = 0.00 950629 Exit Short 1 -143.75 17468.72 -143.75 -3212.50 MFE = 0.00 MAE = -143.75 1893.76 950703 Exit Short 1 0.00 17468.72 -143.75 -3212.50 MFE = 0.00 MAE = 0.00 950705 Exit Short 1 6.25 17474.97 -137.51 -3212.50 MFE = 6.25 MAE = 0.00 6.25 950816 Exit Long 1 331.25 17806.22 0.00 -3212.50 MFE = 331.25 MAE = 0.00 950829 Exit Long 1 -462.50 17343.72 -462.50 -3212.50 MFE = 0.00 MAE = -462.50 -131.25 950927 Exit Short 1 -225.00 17118.72 -687.50 -3212.50 MFE = 0.00 MAE = -225.00 -225.00 951027 Exit Short 1 668.75 17787.47 -18.75 -3212.50 MFE = 668.75 MAE = 0.00 668.75 960126 Exit Long 1 -156.25 17631.22 -175.00 -3212.50 MFE = 0.00 MAE = -156.25 -156.25 960722 Exit Short 1 6.25 17637.47 -168.75 -3212.50 MFE = 6.25 MAE = 0.00 6.25 961209 Exit Long 1 -193.75 17443.72 -362.50 -3212.50 MFE = 0.00 MAE = -193.75 -193.75 970521 Exit Short 1 731.25 18174.97 0.00 -3212.50 MFE = 731.25 MAE = 0.00 970526 Exit Short 1 193.75 18368.72 0.00 -3212.50 MFE = 193.75 MAE = 0.00 925.00 970812 Exit Long 1 -12.50 18356.22 -12.50 -3212.50 MFE = 0.00 MAE = -12.50 970828 Exit Short 1 -68.75 18287.46 -81.26 -3212.50 MFE = 0.00 MAE = -68.75 -81.26 980126 Exit Short 1 1293.75 19581.21 0.00 -3212.50 MFE = 1293.75 MAE = 0.00 1293.75 980901 Exit Short 1 481.25 20062.47 0.00 -3212.50 MFE = 481.25 MAE = 0.00 980903 Exit Short 1 -700.00 19362.47 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 980907 Exit Short 1 43.75 19406.22 -656.25 -3212.50 MFE = 43.75 MAE = 0.00 980909 Exit Short 1 6.25 19412.47 -650.00 -3212.50 MFE = 6.25 MAE = 0.00 980911 Exit Short 1 575.00 19987.47 -74.99 -3212.50 MFE = 575.00 MAE = 0.00 980915 Exit Short 1 -112.50 19874.97 -187.50 -3212.50 MFE = 0.00 MAE = -112.50 293.76 981006 Exit Short 1 237.50 20112.47 0.00 -3212.50 MFE = 237.50 MAE = 0.00 981007 Exit Short 1 -700.00 19412.47 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 981008 Exit Short 1 -700.00 18712.47 -1400.00 -3212.50 MFE = 0.00 MAE = -700.00 981015 Exit Short 1 -625.00 18087.47 -2025.00 -3212.50 MFE = 0.00 MAE = -625.00 981016 Exit Short 1 25.00 18112.47 -2000.00 -3212.50 MFE = 25.00 MAE = 0.00 981030 Exit Long 1 68.75 18181.22 -1931.25 -3212.50 MFE = 68.75 MAE = 0.00 -1693.75 981124 Exit Long 1 331.25 18512.47 -1600.00 -3212.50 MFE = 331.25 MAE = 0.00 981127 Exit Long 1 -387.50 18124.97 -1987.50 -3212.50 MFE = 0.00 MAE = -387.50 -56.25 990108 Exit Long 1 187.50 18312.47 -1800.01 -3212.50 MFE = 187.50 MAE = 0.00 990112 Exit Long 1 612.50 18924.96 -1187.51 -3212.50 MFE = 612.50 MAE = 0.00 990115 Exit Long 1 -137.50 18787.46 -1325.01 -3212.50 MFE = 0.00 MAE = -137.50 990120 Exit Long 1 100.00 18887.47 -1225.01 -3212.50 MFE = 100.00 MAE = 0.00 762.50 990316 Exit Long 1 925.00 19812.46 -300.01 -3212.50 MFE = 925.00 MAE = 0.00 925.00 990527 Exit Long 1 -18.75 19793.72 -318.76 -3212.50 MFE = 0.00 MAE = -18.75 -18.75 990614 Exit Long 1 -231.25 19562.46 -550.01 -3212.50 MFE = 0.00 MAE = -231.25 -231.25 990706 Exit Long 1 237.50 19799.96 -312.51 -3212.50 MFE = 237.50 MAE = 0.00 990729 Exit Short 1 -193.75 19606.21 -506.26 -3212.50 MFE = 0.00 MAE = -193.75 43.75 990823 Exit Long 1 -700.00 18906.21 -1206.26 -3212.50 MFE = 0.00 MAE = -700.00 990824 Exit Long 1 406.25 19312.46 -800.01 -3212.50 MFE = 406.25 MAE = 0.00 -293.75 991108 Exit Long 1 143.75 19456.22 -656.26 -3212.50 MFE = 143.75 MAE = 0.00 143.75 991209 Exit Long 1 -68.75 19387.46 -725.01 -3212.50 MFE = 0.00 MAE = -68.75 991210 Exit Long 1 -50.00 19337.47 -775.01 -3212.50 MFE = 0.00 MAE = -50.00 -118.75 000105 Exit Short 1 500.00 19837.47 -275.01 -3212.50 MFE = 500.00 MAE = 0.00 000106 Exit Short 1 587.50 20424.97 0.00 -3212.50 MFE = 587.50 MAE = 0.00 1087.50 000210 Exit Long 1 12.50 20437.47 0.00 -3212.50 MFE = 12.50 MAE = 0.00 000229 Exit Short 1 1400.00 21837.47 0.00 -3212.50 MFE = 1400.00 MAE = 0.00 1412.50 000303 Exit Long 1 -112.50 21724.96 -112.50 -3212.50 MFE = 0.00 MAE = -112.50 000306 Exit Long 1 93.75 21818.71 -18.75 -3212.50 MFE = 93.75 MAE = 0.00 000307 Exit Long 1 143.75 21962.47 0.00 -3212.50 MFE = 143.75 MAE = 0.00 000308 Exit Long 1 493.75 22456.21 0.00 -3212.50 MFE = 493.75 MAE = 0.00 618.75 000427 Exit Long 1 -487.50 21968.72 -487.50 -3212.50 MFE = 0.00 MAE = -487.50 000428 Exit Long 1 337.50 22306.22 -150.00 -3212.50 MFE = 337.50 MAE = 0.00 -150.00 000502 Exit Long 1 137.50 22443.72 -12.50 -3212.50 MFE = 137.50 MAE = 0.00 000503 Exit Long 1 -700.00 21743.72 -712.50 -3212.50 MFE = 0.00 MAE = -700.00 000504 Exit Long 1 81.25 21824.97 -631.25 -3212.50 MFE = 81.25 MAE = 0.00 000516 Exit Long 1 -643.75 21181.22 -1275.00 -3212.50 MFE = 0.00 MAE = -643.75 000517 Exit Long 1 -137.50 21043.72 -1412.50 -3212.50 MFE = 0.00 MAE = -137.50 000530 Exit Short 1 331.25 21374.97 -1081.25 -3212.50 MFE = 331.25 MAE = 0.00 -931.25 000606 Exit Short 1 -275.00 21099.96 -1356.25 -3212.50 MFE = 0.00 MAE = -275.00 000607 Exit Short 1 -56.25 21043.71 -1412.50 -3212.50 MFE = 0.00 MAE = -56.25 000608 Exit Short 1 487.50 21531.21 -925.00 -3212.50 MFE = 487.50 MAE = 0.00 000613 Exit Short 1 -168.75 21362.46 -1093.75 -3212.50 MFE = 0.00 MAE = -168.75 000614 Exit Short 1 331.25 21693.71 -762.50 -3212.50 MFE = 331.25 MAE = 0.00 318.75 000907 Exit Long 1 175.00 21868.71 -587.50 -3212.50 MFE = 175.00 MAE = 0.00 000911 Exit Long 1 -375.00 21493.71 -962.50 -3212.50 MFE = 0.00 MAE = -375.00 000912 Exit Long 1 456.25 21949.96 -506.25 -3212.50 MFE = 456.25 MAE = 0.00 256.25 001020 Exit Long 1 243.75 22193.71 -262.50 -3212.50 MFE = 243.75 MAE = 0.00 243.75 001108 Exit Short 1 687.50 22881.21 0.00 -3212.50 MFE = 687.50 MAE = 0.00 687.50 010105 Exit Short 1 -300.00 22581.21 -300.00 -3212.50 MFE = 0.00 MAE = -300.00 010112 Exit Short 1 256.25 22837.46 -43.75 -3212.50 MFE = 256.25 MAE = 0.00 -43.75 010222 Exit Long 1 -37.50 22799.96 -81.25 -3212.50 MFE = 0.00 MAE = -37.50 -37.50 010322 Exit Long 1 -262.50 22537.46 -343.75 -3212.50 MFE = 0.00 MAE = -262.50 -262.50 010906 Exit Long 1 756.25 23293.71 0.00 -3212.50 MFE = 756.25 MAE = 0.00 010925 Exit Short 1 -118.75 23174.96 -118.75 -3212.50 MFE = 0.00 MAE = -118.75 637.50 020107 Exit Long 1 206.25 23381.21 0.00 -3212.50 MFE = 206.25 MAE = 0.00 206.25 020716 Exit Short 1 6.25 23387.46 0.00 -3212.50 MFE = 6.25 MAE = 0.00 020719 Exit Short 1 -243.75 23143.71 -243.75 -3212.50 MFE = 0.00 MAE = -243.75 020725 Exit Short 1 -331.25 22812.45 -575.00 -3212.50 MFE = 0.00 MAE = -331.25 020726 Exit Short 1 1125.00 23937.46 0.00 -3212.50 MFE = 1125.00 MAE = 0.00 556.25 020801 Exit Long 1 675.00 24612.46 0.00 -3212.50 MFE = 675.00 MAE = 0.00 675.00 030317 Exit Short 1 1143.75 25756.20 0.00 -3212.50 MFE = 1143.75 MAE = 0.00 030321 Exit Long 1 -50.00 25706.21 -50.00 -3212.50 MFE = 0.00 MAE = -50.00 1093.75 030408 Exit Short 1 -187.50 25518.71 -237.49 -3212.50 MFE = 0.00 MAE = -187.50 -187.50 030508 Exit Short 1 -368.75 25149.96 -606.25 -3212.50 MFE = 0.00 MAE = -368.75 030509 Exit Short 1 131.25 25281.21 -474.99 -3212.50 MFE = 131.25 MAE = 0.00 030512 Exit Short 1 -25.00 25256.21 -499.99 -3212.50 MFE = 0.00 MAE = -25.00 030519 Exit Short 1 -700.00 24556.21 -1199.99 -3212.50 MFE = 0.00 MAE = -700.00 030521 Exit Short 1 293.75 24849.96 -906.24 -3212.50 MFE = 293.75 MAE = 0.00 030530 Exit Short 1 843.75 25693.71 -62.50 -3212.50 MFE = 843.75 MAE = 0.00 175.00 030603 Exit Short 1 243.75 25937.46 0.00 -3212.50 MFE = 243.75 MAE = 0.00 030605 Exit Short 1 -700.00 25237.46 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 030626 Exit Long 1 -425.00 24812.46 -1125.00 -3212.50 MFE = 0.00 MAE = -425.00 -881.25 030716 Exit Long 1 406.25 25218.71 -718.75 -3212.50 MFE = 406.25 MAE = 0.00 030729 Exit Short 1 500.00 25718.70 -218.76 -3212.50 MFE = 500.00 MAE = 0.00 906.25 030822 Exit Long 1 37.50 25756.21 -181.25 -3212.50 MFE = 37.50 MAE = 0.00 030826 Exit Long 1 175.00 25931.21 -6.25 -3212.50 MFE = 175.00 MAE = 0.00 212.50 030911 Exit Short 1 256.25 26187.46 0.00 -3212.50 MFE = 256.25 MAE = 0.00 030912 Exit Short 1 -75.00 26112.45 -75.00 -3212.50 MFE = 0.00 MAE = -75.00 030916 Exit Short 1 906.25 27018.70 0.00 -3212.50 MFE = 906.25 MAE = 0.00 030918 Exit Short 1 362.50 27381.21 0.00 -3212.50 MFE = 362.50 MAE = 0.00 030930 Exit Short 1 -700.00 26681.21 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 750.00 031002 Exit Short 1 275.00 26956.20 -425.00 -3212.50 MFE = 275.00 MAE = 0.00 031007 Exit Short 1 -200.00 26756.20 -625.00 -3212.50 MFE = 0.00 MAE = -200.00 031008 Exit Short 1 43.75 26799.95 -581.25 -3212.50 MFE = 43.75 MAE = 0.00 031009 Exit Short 1 637.50 27437.45 0.00 -3212.50 MFE = 637.50 MAE = 0.00 031020 Exit Short 1 443.75 27881.20 0.00 -3212.50 MFE = 443.75 MAE = 0.00 1200.00 031106 Exit Long 1 31.25 27912.45 0.00 -3212.50 MFE = 31.25 MAE = 0.00 031107 Exit Long 1 893.75 28806.20 0.00 -3212.50 MFE = 893.75 MAE = 0.00 031119 Exit Short 1 550.00 29356.20 0.00 -3212.50 MFE = 550.00 MAE = 0.00 031128 Exit Short 1 -243.75 29112.44 -243.75 -3212.50 MFE = 0.00 MAE = -243.75 1231.24 031201 Exit Short 1 293.75 29406.19 0.00 -3212.50 MFE = 293.75 MAE = 0.00 031202 Exit Short 1 -168.75 29237.45 -168.75 -3212.50 MFE = 0.00 MAE = -168.75 031216 Exit Short 1 6.25 29243.69 -162.50 -3212.50 MFE = 6.25 MAE = 0.00 031217 Exit Short 1 -200.00 29043.69 -362.50 -3212.50 MFE = 0.00 MAE = -200.00 031218 Exit Short 1 -18.75 29024.94 -381.25 -3212.50 MFE = 0.00 MAE = -18.75 -87.50 040120 Exit Short 1 -443.75 28581.19 -825.00 -3212.50 MFE = 0.00 MAE = -443.75 040123 Exit Long 1 -6.25 28574.95 -831.25 -3212.50 MFE = 0.00 MAE = -6.25 040126 Exit Long 1 -393.75 28181.20 -1225.00 -3212.50 MFE = 0.00 MAE = -393.75 040127 Exit Long 1 1093.75 29274.95 -131.24 -3212.50 MFE = 1093.75 MAE = 0.00 040129 Exit Long 1 -381.25 28893.70 -512.49 -3212.50 MFE = 0.00 MAE = -381.25 040130 Exit Long 1 718.75 29612.46 0.00 -3212.50 MFE = 718.75 MAE = 0.00 587.51 040213 Exit Short 1 693.75 30306.21 0.00 -3212.50 MFE = 693.75 MAE = 0.00 040217 Exit Short 1 -256.25 30049.96 -256.25 -3212.50 MFE = 0.00 MAE = -256.25 040218 Exit Short 1 1293.75 31343.71 0.00 -3212.50 MFE = 1293.75 MAE = 0.00 040220 Exit Short 1 1281.25 32624.96 0.00 -3212.50 MFE = 1281.25 MAE = 0.00 040224 Exit Short 1 -700.00 31924.96 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 2312.50 040302 Exit Long 1 -700.00 31224.96 -1400.00 -3212.50 MFE = 0.00 MAE = -700.00 040303 Exit Long 1 -700.00 30524.96 -2100.00 -3212.50 MFE = 0.00 MAE = -700.00 040309 Exit Long 1 -81.25 30443.70 -2181.25 -3212.50 MFE = 0.00 MAE = -81.25 040310 Exit Long 1 -175.00 30268.70 -2356.26 -3212.50 MFE = 0.00 MAE = -175.00 040311 Exit Long 1 937.50 31206.21 -1418.75 -3212.50 MFE = 937.50 MAE = 0.00 040317 Exit Long 1 62.50 31268.71 -1356.25 -3212.50 MFE = 62.50 MAE = 0.00 040329 Exit Long 1 668.75 31937.46 -687.50 -3212.50 MFE = 668.75 MAE = 0.00 12.50 040405 Exit Long 1 -125.00 31812.46 -812.50 -3212.50 MFE = 0.00 MAE = -125.00 040414 Exit Long 1 437.50 32249.96 -375.00 -3212.50 MFE = 437.50 MAE = 0.00 312.50 040512 Exit Short 1 200.00 32449.96 -174.99 -3212.50 MFE = 200.00 MAE = 0.00 200.00 040601 Exit Short 1 200.00 32649.96 0.00 -3212.50 MFE = 200.00 MAE = 0.00 040602 Exit Short 1 375.00 33024.96 0.00 -3212.50 MFE = 375.00 MAE = 0.00 040618 Exit Long 1 950.00 33974.96 0.00 -3212.50 MFE = 950.00 MAE = 0.00 040622 Exit Long 1 181.25 34156.22 0.00 -3212.50 MFE = 181.25 MAE = 0.00 040624 Exit Long 1 712.50 34868.72 0.00 -3212.50 MFE = 712.50 MAE = 0.00 2418.75 040707 Exit Short 1 -218.75 34649.97 -218.75 -3212.50 MFE = 0.00 MAE = -218.75 040708 Exit Short 1 31.25 34681.22 -187.50 -3212.50 MFE = 31.25 MAE = 0.00 040727 Exit Long 1 -106.25 34574.97 -293.74 -3212.50 MFE = 0.00 MAE = -106.25 040728 Exit Long 1 56.25 34631.22 -237.49 -3212.50 MFE = 56.25 MAE = 0.00 040729 Exit Long 1 225.00 34856.22 -12.49 -3212.50 MFE = 225.00 MAE = 0.00 -12.49 040810 Exit Long 1 25.00 34881.22 0.00 -3212.50 MFE = 25.00 MAE = 0.00 040819 Exit Short 1 25.00 34906.23 0.00 -3212.50 MFE = 25.00 MAE = 0.00 50.00 040924 Exit Short 1 506.25 35412.48 0.00 -3212.50 MFE = 506.25 MAE = 0.00 506.25 041108 Exit Short 1 406.25 35818.73 0.00 -3212.50 MFE = 406.25 MAE = 0.00 041110 Exit Short 1 325.00 36143.73 0.00 -3212.50 MFE = 325.00 MAE = 0.00 731.25 041207 Exit Short 1 200.00 36343.73 0.00 -3212.50 MFE = 200.00 MAE = 0.00 041215 Exit Short 1 -406.25 35937.48 -406.25 -3212.50 MFE = 0.00 MAE = -406.25 -206.26 050114 Exit Long 1 -700.00 35237.48 -1106.25 -3212.50 MFE = 0.00 MAE = -700.00 050118 Exit Long 1 -237.50 34999.97 -1343.76 -3212.50 MFE = 0.00 MAE = -237.50 -937.50 050207 Exit Long 1 -387.50 34612.47 -1731.25 -3212.50 MFE = 0.00 MAE = -387.50 050223 Exit Short 1 293.75 34906.23 -1437.50 -3212.50 MFE = 293.75 MAE = 0.00 050228 Exit Short 1 100.00 35006.22 -1337.50 -3212.50 MFE = 100.00 MAE = 0.00 6.25 050404 Exit Long 1 -62.50 34943.73 -1400.00 -3212.50 MFE = 0.00 MAE = -62.50 050405 Exit Long 1 306.25 35249.98 -1093.75 -3212.50 MFE = 306.25 MAE = 0.00 243.75 050601 Exit Long 1 -568.75 34681.23 -1662.50 -3212.50 MFE = 0.00 MAE = -568.75 050602 Exit Long 1 550.00 35231.23 -1112.50 -3212.50 MFE = 550.00 MAE = 0.00 050621 Exit Long 1 337.50 35568.73 -774.99 -3212.50 MFE = 337.50 MAE = 0.00 050623 Exit Long 1 -325.00 35243.73 -1100.00 -3212.50 MFE = 0.00 MAE = -325.00 -6.25 050721 Exit Short 1 318.75 35562.48 -781.24 -3212.50 MFE = 318.75 MAE = 0.00 318.75 050804 Exit Short 1 -25.00 35537.48 -806.25 -3212.50 MFE = 0.00 MAE = -25.00 050809 Exit Short 1 150.00 35687.48 -656.25 -3212.50 MFE = 150.00 MAE = 0.00 125.00 051010 Exit Long 1 -118.75 35568.73 -775.00 -3212.50 MFE = 0.00 MAE = -118.75 051011 Exit Long 1 -62.50 35506.23 -837.50 -3212.50 MFE = 0.00 MAE = -62.50 -181.25 051108 Exit Long 1 318.75 35824.98 -518.75 -3212.50 MFE = 318.75 MAE = 0.00 051110 Exit Long 1 -212.50 35612.48 -731.24 -3212.50 MFE = 0.00 MAE = -212.50 106.25 051214 Exit Short 1 193.75 35806.23 -537.50 -3212.50 MFE = 193.75 MAE = 0.00 193.75 060512 Exit Short 1 -287.50 35518.73 -825.00 -3212.50 MFE = 0.00 MAE = -287.50 060515 Exit Short 1 1093.75 36612.48 0.00 -3212.50 MFE = 1093.75 MAE = 0.00 060517 Exit Short 1 831.25 37443.73 0.00 -3212.50 MFE = 831.25 MAE = 0.00 060522 Exit Short 1 25.00 37468.73 0.00 -3212.50 MFE = 25.00 MAE = 0.00 060524 Exit Short 1 781.25 38249.98 0.00 -3212.50 MFE = 781.25 MAE = 0.00 2443.75 060613 Exit Long 1 -37.50 38212.48 -37.50 -3212.50 MFE = 0.00 MAE = -37.50 -37.50 071025 Exit Short 1 -293.75 37918.73 -331.26 -3212.50 MFE = 0.00 MAE = -293.75 071026 Exit Short 1 -259.37 37659.35 -590.63 -3212.50 MFE = 0.00 MAE = -259.37 -553.13 071109 Exit Short 1 201.25 37860.61 -389.38 -3212.50 MFE = 201.25 MAE = 0.00 071121 Exit Short 1 -6.25 37854.35 -395.63 -3212.50 MFE = 0.00 MAE = -6.25 071123 Exit Short 1 273.75 38128.10 -121.88 -3212.50 MFE = 273.75 MAE = 0.00 071127 Exit Short 1 418.75 38546.85 0.00 -3212.50 MFE = 418.75 MAE = 0.00 887.50 071217 Exit Long 1 25.00 38571.85 0.00 -3212.50 MFE = 25.00 MAE = 0.00 071219 Exit Long 1 143.75 38715.60 0.00 -3212.50 MFE = 143.75 MAE = 0.00 071220 Exit Long 1 65.63 38781.23 0.00 -3212.50 MFE = 65.63 MAE = 0.00 234.38 080227 Exit Short 1 -700.00 38081.23 -700.00 -3212.50 MFE = 0.00 MAE = -700.00 080228 Exit Short 1 -308.12 37773.11 -1008.12 -3212.50 MFE = 0.00 MAE = -308.12 080229 Exit Short 1 312.50 38085.61 -695.62 -3212.50 MFE = 312.50 MAE = 0.00 -695.62 080303 Exit Short 1 243.75 38329.36 -451.87 -3212.50 MFE = 243.75 MAE = 0.00 080312 Exit Short 1 -287.50 38041.86 -739.37 -3212.50 MFE = 0.00 MAE = -287.50 080313 Exit Short 1 -350.00 37691.86 -1089.37 -3212.50 MFE = 0.00 MAE = -350.00 080314 Exit Short 1 -100.00 37591.86 -1189.37 -3212.50 MFE = 0.00 MAE = -100.00 080317 Exit Short 1 -700.00 36891.86 -1889.37 -3212.50 MFE = 0.00 MAE = -700.00 080325 Exit Short 1 -700.00 36191.86 -2589.37 -3212.50 MFE = 0.00 MAE = -700.00 080326 Exit Short 1 -700.00 35491.86 -3289.37 -3289.37 MFE = 0.00 MAE = -700.00 080331 Exit Short 1 412.50 35904.36 -2876.87 -3289.37 MFE = 412.50 MAE = 0.00 -2181.25 080404 Exit Short 1 100.00 36004.36 -2776.87 -3289.37 MFE = 100.00 MAE = 0.00 080408 Exit Short 1 393.75 36398.11 -2383.12 -3289.37 MFE = 393.75 MAE = 0.00 080409 Exit Short 1 -175.00 36223.11 -2558.12 -3289.37 MFE = 0.00 MAE = -175.00 080410 Exit Short 1 781.25 37004.36 -1776.87 -3289.37 MFE = 781.25 MAE = 0.00 080414 Exit Short 1 181.25 37185.61 -1595.62 -3289.37 MFE = 181.25 MAE = 0.00 080416 Exit Short 1 -206.25 36979.36 -1801.87 -3289.37 MFE = 0.00 MAE = -206.25 080422 Exit Short 1 -137.50 36841.86 -1939.37 -3289.37 MFE = 0.00 MAE = -137.50 937.50 080502 Exit Long 1 -6.25 36835.61 -1945.62 -3289.37 MFE = 0.00 MAE = -6.25 080507 Exit Long 1 -331.25 36504.36 -2276.87 -3289.37 MFE = 0.00 MAE = -331.25 080508 Exit Long 1 206.25 36710.61 -2070.62 -3289.37 MFE = 206.25 MAE = 0.00 080512 Exit Long 1 1025.00 37735.61 -1045.62 -3289.37 MFE = 1025.00 MAE = 0.00 080514 Exit Long 1 281.25 38016.86 -764.37 -3289.37 MFE = 281.25 MAE = 0.00 080521 Exit Short 1 -193.75 37823.11 -958.12 -3289.37 MFE = 0.00 MAE = -193.75 981.25 080602 Exit Short 1 237.50 38060.61 -720.61 -3289.37 MFE = 237.50 MAE = 0.00 080603 Exit Short 1 931.25 38991.87 0.00 -3289.37 MFE = 931.25 MAE = 0.00 080605 Exit Short 1 0.00 38991.87 0.00 -3289.37 MFE = 0.00 MAE = 0.00 080610 Exit Long 1 -700.00 38291.87 -700.00 -3289.37 MFE = 0.00 MAE = -700.00 080612 Exit Long 1 -62.50 38229.37 -762.50 -3289.37 MFE = 0.00 MAE = -62.50 080613 Exit Long 1 31.25 38260.61 -731.25 -3289.37 MFE = 31.25 MAE = 0.00 437.50 080707 Exit Short 1 31.25 38291.86 -700.01 -3289.37 MFE = 31.25 MAE = 0.00 080714 Exit Short 1 356.25 38648.11 -343.75 -3289.37 MFE = 356.25 MAE = 0.00 080715 Exit Short 1 387.50 39035.61 0.00 -3289.37 MFE = 387.50 MAE = 0.00 080721 Exit Short 1 -137.50 38898.11 -137.50 -3289.37 MFE = 0.00 MAE = -137.50 637.50 080801 Exit Long 1 -37.50 38860.61 -175.00 -3289.37 MFE = 0.00 MAE = -37.50 080808 Exit Long 1 -700.00 38160.61 -875.00 -3289.37 MFE = 0.00 MAE = -700.00 080811 Exit Long 1 -481.25 37679.36 -1356.25 -3289.37 MFE = 0.00 MAE = -481.25 080812 Exit Long 1 362.50 38041.86 -993.75 -3289.37 MFE = 362.50 MAE = 0.00 080814 Exit Long 1 -37.50 38004.36 -1031.26 -3289.37 MFE = 0.00 MAE = -37.50 080815 Exit Long 1 -700.00 37304.36 -1731.26 -3289.37 MFE = 0.00 MAE = -700.00 080819 Exit Long 1 806.25 38110.61 -925.01 -3289.37 MFE = 806.25 MAE = 0.00 080829 Exit Long 1 37.50 38148.10 -887.51 -3289.37 MFE = 37.50 MAE = 0.00 ================================================================================================================================= N K1 K2 K3 K4 K5 K6 K7 K8 K9 K10 Model Fixed Trail Profit Net Ave Open Total Total Biggest Biggest Stop Stop Obj HF LF TDS %W Profit PVDraw R/R Profit %A Equity Profits Losses Win Loss ================================================================================================================================= 4 0.48 0.00 0.00 0.00 0.00 0.00 0.00 16 0.84 1 2 50000 675 50000 9999 172 501 53 38148.10 -3289.37 11.60 76.14 0.4 0.00 118940.62 -80792.52 3399.99 -700.00 start time = Fri Aug 29 18:41:19 2008 stop time = Fri Aug 29 18:41:19 2008 run time = 0 seconds