SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 EURO CURRENCY UNIT 5516 Trading days from 870601 to 080829 Fri Aug 29 18:40:58 2008 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage: 25.00 dollars Day trading using CSI daily data Reference price(s): weighted average with the following weights: (1) Today's high<1.00> (2) Today's low<1.00> (3) Today's close<0.00> (4) Tomorrow's open<0.00> Compute volatility using: max (high - low) within N days Compute drawdown on an intra trade basis Reverse on protective stops: Yes Allow reverse below low filter: No High filter type: normal low filter type: normal 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 870608 Exit Long 1 -150.00 -150.00 -150.00 -150.00 MFE = 0.00 MAE = -150.00 870612 Exit Short 1 -175.00 -325.00 -325.00 -325.00 MFE = 0.00 MAE = -175.00 -325.00 870703 Exit Short 1 0.00 -324.99 -324.99 -325.00 MFE = 0.00 MAE = 0.00 870710 Exit Short 1 62.50 -262.49 -262.49 -325.00 MFE = 62.50 MAE = 0.00 870713 Exit Short 1 -231.25 -493.74 -493.74 -493.74 MFE = 0.00 MAE = -231.25 870717 Exit Short 1 475.00 -18.74 -18.74 -493.74 MFE = 475.00 MAE = 0.00 870730 Exit Short 1 -175.00 -193.74 -193.74 -493.74 MFE = 0.00 MAE = -175.00 131.25 870803 Exit Short 1 475.00 281.26 0.00 -493.74 MFE = 475.00 MAE = 0.00 870807 Exit Short 1 162.50 443.76 0.00 -493.74 MFE = 162.50 MAE = 0.00 870811 Exit Short 1 -250.00 193.75 -250.00 -493.74 MFE = 0.00 MAE = -250.00 870814 Exit Short 1 -625.00 -431.25 -875.00 -875.00 MFE = 0.00 MAE = -625.00 870818 Exit Long 1 150.00 -281.25 -725.00 -875.00 MFE = 150.00 MAE = 0.00 -87.50 870902 Exit Long 1 -93.75 -375.00 -818.75 -875.00 MFE = 0.00 MAE = -93.75 870909 Exit Short 1 -37.50 -412.49 -856.25 -875.00 MFE = 0.00 MAE = -37.50 870918 Exit Long 1 112.50 -299.99 -743.75 -875.00 MFE = 112.50 MAE = 0.00 870929 Exit Short 1 -31.25 -331.24 -775.00 -875.00 MFE = 0.00 MAE = -31.25 -50.00 871006 Exit Long 1 18.75 -312.49 -756.24 -875.00 MFE = 18.75 MAE = 0.00 871007 Exit Long 1 93.75 -218.74 -662.50 -875.00 MFE = 93.75 MAE = 0.00 871008 Exit Long 1 25.00 -193.74 -637.49 -875.00 MFE = 25.00 MAE = 0.00 871009 Exit Long 1 -93.75 -287.49 -731.24 -875.00 MFE = 0.00 MAE = -93.75 871019 Exit Long 1 181.25 -106.23 -549.99 -875.00 MFE = 181.25 MAE = 0.00 871020 Exit Short 1 475.00 368.77 -74.99 -875.00 MFE = 475.00 MAE = 0.00 700.01 871127 Exit Long 1 318.75 687.52 0.00 -875.00 MFE = 318.75 MAE = 0.00 871130 Exit Long 1 475.00 1162.52 0.00 -875.00 MFE = 475.00 MAE = 0.00 793.75 871210 Exit Long 1 475.00 1637.52 0.00 -875.00 MFE = 475.00 MAE = 0.00 871214 Exit Long 1 -112.50 1525.01 -112.50 -875.00 MFE = 0.00 MAE = -112.50 871222 Exit Long 1 -50.00 1475.02 -162.50 -875.00 MFE = 0.00 MAE = -50.00 871223 Exit Long 1 -481.25 993.77 -643.75 -875.00 MFE = 0.00 MAE = -481.25 871231 Exit Long 1 475.00 1468.77 -168.75 -875.00 MFE = 475.00 MAE = 0.00 306.25 880212 Exit Short 1 475.00 1943.77 0.00 -875.00 MFE = 475.00 MAE = 0.00 880225 Exit Short 1 -162.50 1781.27 -162.50 -875.00 MFE = 0.00 MAE = -162.50 880229 Exit Short 1 -87.50 1693.77 -250.00 -875.00 MFE = 0.00 MAE = -87.50 225.00 880301 Exit Short 1 -131.25 1562.53 -381.24 -875.00 MFE = 0.00 MAE = -131.25 880302 Exit Short 1 293.75 1856.27 -87.50 -875.00 MFE = 293.75 MAE = 0.00 880304 Exit Short 1 -312.50 1543.78 -399.99 -875.00 MFE = 0.00 MAE = -312.50 880310 Exit Short 1 -218.75 1325.03 -618.74 -875.00 MFE = 0.00 MAE = -218.75 880316 Exit Short 1 156.25 1481.28 -462.49 -875.00 MFE = 156.25 MAE = 0.00 880324 Exit Long 1 62.50 1543.78 -399.99 -875.00 MFE = 62.50 MAE = 0.00 -149.99 880404 Exit Long 1 -212.50 1331.28 -612.49 -875.00 MFE = 0.00 MAE = -212.50 880405 Exit Short 1 -12.50 1318.78 -624.99 -875.00 MFE = 0.00 MAE = -12.50 880428 Exit Long 1 -87.50 1231.28 -712.49 -875.00 MFE = 0.00 MAE = -87.50 -312.50 880517 Exit Short 1 475.00 1706.28 -237.49 -875.00 MFE = 475.00 MAE = 0.00 880524 Exit Short 1 475.00 2181.28 0.00 -875.00 MFE = 475.00 MAE = 0.00 880527 Exit Short 1 -25.00 2156.28 -25.00 -875.00 MFE = 0.00 MAE = -25.00 925.00 880608 Exit Short 1 200.00 2356.28 0.00 -875.00 MFE = 200.00 MAE = 0.00 880613 Exit Short 1 -143.75 2212.53 -143.75 -875.00 MFE = 0.00 MAE = -143.75 880614 Exit Short 1 475.00 2687.53 0.00 -875.00 MFE = 475.00 MAE = 0.00 880620 Exit Short 1 112.50 2800.02 0.00 -875.00 MFE = 112.50 MAE = 0.00 880622 Exit Short 1 475.00 3275.02 0.00 -875.00 MFE = 475.00 MAE = 0.00 1118.75 880704 Exit Short 1 237.50 3512.52 0.00 -875.00 MFE = 237.50 MAE = 0.00 880705 Exit Short 1 -531.25 2981.27 -531.25 -875.00 MFE = 0.00 MAE = -531.25 880707 Exit Short 1 62.50 3043.77 -468.75 -875.00 MFE = 62.50 MAE = 0.00 880712 Exit Short 1 -331.25 2712.52 -800.00 -875.00 MFE = 0.00 MAE = -331.25 880713 Exit Short 1 87.50 2800.02 -712.50 -875.00 MFE = 87.50 MAE = 0.00 880715 Exit Short 1 475.00 3275.02 -237.50 -875.00 MFE = 475.00 MAE = 0.00 0.00 880804 Exit Short 1 25.00 3300.02 -212.50 -875.00 MFE = 25.00 MAE = 0.00 880805 Exit Short 1 475.00 3775.02 0.00 -875.00 MFE = 475.00 MAE = 0.00 880809 Exit Short 1 475.00 4250.02 0.00 -875.00 MFE = 475.00 MAE = 0.00 880815 Exit Short 1 -187.50 4062.52 -187.50 -875.00 MFE = 0.00 MAE = -187.50 880822 Exit Short 1 475.00 4537.52 0.00 -875.00 MFE = 475.00 MAE = 0.00 880830 Exit Short 1 -212.50 4325.02 -212.50 -875.00 MFE = 0.00 MAE = -212.50 880831 Exit Short 1 200.00 4525.03 -12.50 -875.00 MFE = 200.00 MAE = 0.00 1250.00 880902 Exit Short 1 -850.00 3675.02 -862.50 -875.00 MFE = 0.00 MAE = -850.00 880906 Exit Short 1 -543.75 3131.27 -1406.25 -1406.25 MFE = 0.00 MAE = -543.75 880908 Exit Short 1 -181.25 2950.02 -1587.50 -1587.50 MFE = 0.00 MAE = -181.25 880912 Exit Short 1 -331.25 2618.77 -1918.75 -1918.75 MFE = 0.00 MAE = -331.25 880914 Exit Short 1 475.00 3093.77 -1443.75 -1918.75 MFE = 475.00 MAE = 0.00 880926 Exit Short 1 -250.00 2843.77 -1693.76 -1918.75 MFE = 0.00 MAE = -250.00 -1681.26 881012 Exit Long 1 237.50 3081.27 -1456.25 -1918.75 MFE = 237.50 MAE = 0.00 881026 Exit Long 1 325.00 3406.27 -1131.26 -1918.75 MFE = 325.00 MAE = 0.00 562.50 881116 Exit Long 1 475.00 3881.27 -656.26 -1918.75 MFE = 475.00 MAE = 0.00 881124 Exit Long 1 37.50 3918.77 -618.76 -1918.75 MFE = 37.50 MAE = 0.00 881125 Exit Long 1 -56.25 3862.52 -675.01 -1918.75 MFE = 0.00 MAE = -56.25 456.25 881202 Exit Long 1 312.50 4175.02 -362.51 -1918.75 MFE = 312.50 MAE = 0.00 881222 Exit Long 1 -243.76 3931.26 -606.26 -1918.75 MFE = 0.00 MAE = -243.76 881226 Exit Long 1 -81.24 3850.02 -687.51 -1918.75 MFE = 0.00 MAE = -81.24 881228 Exit Short 1 -212.50 3637.52 -900.01 -1918.75 MFE = 0.00 MAE = -212.50 881230 Exit Long 1 475.00 4112.52 -425.01 -1918.75 MFE = 475.00 MAE = 0.00 250.00 890103 Exit Long 1 -100.00 4012.52 -525.00 -1918.75 MFE = 0.00 MAE = -100.00 890118 Exit Short 1 475.00 4487.52 -50.00 -1918.75 MFE = 475.00 MAE = 0.00 890127 Exit Short 1 475.00 4962.52 0.00 -1918.75 MFE = 475.00 MAE = 0.00 850.00 890227 Exit Short 1 -75.00 4887.52 -75.00 -1918.75 MFE = 0.00 MAE = -75.00 -75.00 890301 Exit Short 1 475.00 5362.52 0.00 -1918.75 MFE = 475.00 MAE = 0.00 890306 Exit Short 1 62.50 5425.02 0.00 -1918.75 MFE = 62.50 MAE = 0.00 890308 Exit Short 1 75.00 5500.02 0.00 -1918.75 MFE = 75.00 MAE = 0.00 890313 Exit Short 1 -87.50 5412.52 -87.50 -1918.75 MFE = 0.00 MAE = -87.50 890315 Exit Short 1 -87.50 5325.02 -175.00 -1918.75 MFE = 0.00 MAE = -87.50 890328 Exit Short 1 6.25 5331.27 -168.75 -1918.75 MFE = 6.25 MAE = 0.00 890330 Exit Short 1 -406.25 4925.02 -575.00 -1918.75 MFE = 0.00 MAE = -406.25 37.50 890413 Exit Long 1 -43.75 4881.27 -618.75 -1918.75 MFE = 0.00 MAE = -43.75 890424 Exit Short 1 -12.50 4868.77 -631.25 -1918.75 MFE = 0.00 MAE = -12.50 890426 Exit Short 1 -12.50 4856.27 -643.75 -1918.75 MFE = 0.00 MAE = -12.50 -68.75 890501 Exit Short 1 -37.50 4818.77 -681.25 -1918.75 MFE = 0.00 MAE = -37.50 890517 Exit Short 1 475.00 5293.77 -206.25 -1918.75 MFE = 475.00 MAE = 0.00 890530 Exit Short 1 -700.00 4593.76 -906.25 -1918.75 MFE = 0.00 MAE = -700.00 -262.50 890609 Exit Short 1 475.00 5068.76 -431.25 -1918.75 MFE = 475.00 MAE = 0.00 475.00 890829 Exit Long 1 475.00 5543.76 0.00 -1918.75 MFE = 475.00 MAE = 0.00 475.00 890905 Exit Short 1 -150.00 5393.77 -150.00 -1918.75 MFE = 0.00 MAE = -150.00 890922 Exit Short 1 112.50 5506.26 -37.50 -1918.75 MFE = 112.50 MAE = 0.00 890926 Exit Short 1 -500.00 5006.26 -537.50 -1918.75 MFE = 0.00 MAE = -500.00 -537.50 891010 Exit Short 1 237.50 5243.76 -300.00 -1918.75 MFE = 237.50 MAE = 0.00 237.50 891107 Exit Long 1 312.50 5556.26 0.00 -1918.75 MFE = 312.50 MAE = 0.00 891114 Exit Long 1 475.00 6031.26 0.00 -1918.75 MFE = 475.00 MAE = 0.00 891116 Exit Long 1 -275.00 5756.26 -275.00 -1918.75 MFE = 0.00 MAE = -275.00 891120 Exit Long 1 56.25 5812.51 -218.75 -1918.75 MFE = 56.25 MAE = 0.00 891124 Exit Long 1 475.00 6287.51 0.00 -1918.75 MFE = 475.00 MAE = 0.00 891128 Exit Long 1 475.00 6762.51 0.00 -1918.75 MFE = 475.00 MAE = 0.00 1518.75 891204 Exit Long 1 -237.50 6525.01 -237.50 -1918.75 MFE = 0.00 MAE = -237.50 891227 Exit Long 1 475.00 7000.01 0.00 -1918.75 MFE = 475.00 MAE = 0.00 237.50 900126 Exit Long 1 -37.50 6962.51 -37.50 -1918.75 MFE = 0.00 MAE = -37.50 -37.50 900207 Exit Long 1 -212.50 6750.00 -250.01 -1918.75 MFE = 0.00 MAE = -212.50 -212.50 900315 Exit Long 1 18.75 6768.76 -231.25 -1918.75 MFE = 18.75 MAE = 0.00 900319 Exit Long 1 -312.50 6456.25 -543.75 -1918.75 MFE = 0.00 MAE = -312.50 900320 Exit Short 1 93.75 6550.01 -450.00 -1918.75 MFE = 93.75 MAE = 0.00 -200.00 900406 Exit Long 1 -193.75 6356.26 -643.75 -1918.75 MFE = 0.00 MAE = -193.75 900410 Exit Long 1 193.75 6550.01 -450.00 -1918.75 MFE = 193.75 MAE = 0.00 0.00 900504 Exit Long 1 187.50 6737.51 -262.50 -1918.75 MFE = 187.50 MAE = 0.00 900509 Exit Long 1 475.00 7212.51 0.00 -1918.75 MFE = 475.00 MAE = 0.00 900529 Exit Long 1 -12.50 7200.01 -12.50 -1918.75 MFE = 0.00 MAE = -12.50 650.00 900614 Exit Long 1 12.50 7212.50 -0.01 -1918.75 MFE = 12.50 MAE = 0.00 12.50 900704 Exit Long 1 -25.00 7187.50 -25.01 -1918.75 MFE = 0.00 MAE = -25.00 900709 Exit Long 1 -112.50 7075.01 -137.50 -1918.75 MFE = 0.00 MAE = -112.50 900713 Exit Long 1 475.00 7550.00 0.00 -1918.75 MFE = 475.00 MAE = 0.00 900723 Exit Long 1 156.25 7706.25 0.00 -1918.75 MFE = 156.25 MAE = 0.00 900725 Exit Long 1 -193.75 7512.50 -193.75 -1918.75 MFE = 0.00 MAE = -193.75 900731 Exit Long 1 475.00 7987.50 0.00 -1918.75 MFE = 475.00 MAE = 0.00 775.00 900802 Exit Long 1 -1200.00 6787.50 -1200.00 -1918.75 MFE = 0.00 MAE = -1200.00 900802 Exit Short 1 -1200.00 5587.50 -2400.00 -2400.00 MFE = 0.00 MAE = -1200.00 900817 Exit Long 1 287.50 5875.00 -2112.50 -2400.00 MFE = 287.50 MAE = 0.00 -2112.50 900907 Exit Long 1 -725.00 5150.00 -2837.50 -2837.50 MFE = 0.00 MAE = -725.00 900924 Exit Long 1 475.00 5625.00 -2362.50 -2837.50 MFE = 475.00 MAE = 0.00 -250.00 901001 Exit Long 1 475.00 6100.00 -1887.50 -2837.50 MFE = 475.00 MAE = 0.00 901029 Exit Long 1 -281.25 5818.75 -2168.75 -2837.50 MFE = 0.00 MAE = -281.25 193.75 901101 Exit Long 1 212.50 6031.25 -1956.25 -2837.50 MFE = 212.50 MAE = 0.00 901105 Exit Long 1 475.00 6506.24 -1481.25 -2837.50 MFE = 475.00 MAE = 0.00 901113 Exit Long 1 -106.25 6399.99 -1587.51 -2837.50 MFE = 0.00 MAE = -106.25 901115 Exit Long 1 -137.50 6262.49 -1725.01 -2837.50 MFE = 0.00 MAE = -137.50 901116 Exit Long 1 250.00 6512.49 -1475.01 -2837.50 MFE = 250.00 MAE = 0.00 901121 Exit Long 1 -250.00 6262.49 -1725.01 -2837.50 MFE = 0.00 MAE = -250.00 443.74 901219 Exit Long 1 -12.50 6249.99 -1737.51 -2837.50 MFE = 0.00 MAE = -12.50 -12.50 910104 Exit Short 1 37.50 6287.49 -1700.01 -2837.50 MFE = 37.50 MAE = 0.00 910116 Exit Short 1 -87.50 6199.99 -1787.50 -2837.50 MFE = 0.00 MAE = -87.50 -50.00 910206 Exit Long 1 62.50 6262.49 -1725.01 -2837.50 MFE = 62.50 MAE = 0.00 62.50 910528 Exit Short 1 -425.00 5837.49 -2150.01 -2837.50 MFE = 0.00 MAE = -425.00 -425.00 910607 Exit Short 1 475.00 6312.49 -1675.01 -2837.50 MFE = 475.00 MAE = 0.00 910618 Exit Short 1 475.00 6787.49 -1200.01 -2837.50 MFE = 475.00 MAE = 0.00 950.00 910705 Exit Short 1 -362.50 6424.99 -1562.51 -2837.50 MFE = 0.00 MAE = -362.50 910710 Exit Short 1 -200.00 6224.99 -1762.51 -2837.50 MFE = 0.00 MAE = -200.00 910716 Exit Short 1 243.75 6468.74 -1518.76 -2837.50 MFE = 243.75 MAE = 0.00 -318.75 910828 Exit Long 1 106.25 6574.99 -1412.51 -2837.50 MFE = 106.25 MAE = 0.00 106.25 910903 Exit Long 1 300.00 6874.99 -1112.51 -2837.50 MFE = 300.00 MAE = 0.00 910904 Exit Long 1 -93.75 6781.24 -1206.26 -2837.50 MFE = 0.00 MAE = -93.75 910906 Exit Long 1 475.00 7256.24 -731.26 -2837.50 MFE = 475.00 MAE = 0.00 681.25 911002 Exit Long 1 -68.75 7187.49 -800.01 -2837.50 MFE = 0.00 MAE = -68.75 911003 Exit Long 1 -143.75 7043.74 -943.76 -2837.50 MFE = 0.00 MAE = -143.75 -212.50 911115 Exit Long 1 118.75 7162.49 -825.01 -2837.50 MFE = 118.75 MAE = 0.00 118.75 911204 Exit Long 1 318.75 7481.24 -506.26 -2837.50 MFE = 318.75 MAE = 0.00 911219 Exit Long 1 475.00 7956.24 -31.26 -2837.50 MFE = 475.00 MAE = 0.00 793.75 920420 Exit Short 1 -262.50 7693.74 -293.76 -2837.50 MFE = 0.00 MAE = -262.50 -262.50 920526 Exit Long 1 -168.75 7524.99 -462.51 -2837.50 MFE = 0.00 MAE = -168.75 -168.75 920609 Exit Long 1 -300.00 7224.99 -762.51 -2837.50 MFE = 0.00 MAE = -300.00 920622 Exit Long 1 106.25 7331.24 -656.26 -2837.50 MFE = 106.25 MAE = 0.00 -193.75 920908 Exit Long 1 475.00 7806.24 -181.26 -2837.50 MFE = 475.00 MAE = 0.00 475.00 921215 Exit Short 1 -206.25 7599.99 -387.51 -2837.50 MFE = 0.00 MAE = -206.25 921222 Exit Short 1 475.00 8074.99 0.00 -2837.50 MFE = 475.00 MAE = 0.00 921230 Exit Short 1 -100.00 7974.99 -100.00 -2837.50 MFE = 0.00 MAE = -100.00 168.75 930104 Exit Short 1 475.00 8449.99 0.00 -2837.50 MFE = 475.00 MAE = 0.00 930108 Exit Short 1 243.75 8693.74 0.00 -2837.50 MFE = 243.75 MAE = 0.00 718.75 930212 Exit Short 1 -193.75 8499.99 -193.75 -2837.50 MFE = 0.00 MAE = -193.75 -193.75 930311 Exit Short 1 -462.50 8037.49 -656.25 -2837.50 MFE = 0.00 MAE = -462.50 930318 Exit Short 1 -1156.25 6881.24 -1812.50 -2837.50 MFE = 0.00 MAE = -1156.25 -1618.75 930406 Exit Short 1 0.00 6881.24 -1812.50 -2837.50 MFE = 0.00 MAE = 0.00 930412 Exit Long 1 206.25 7087.49 -1606.25 -2837.50 MFE = 206.25 MAE = 0.00 206.25 930604 Exit Short 1 475.00 7562.49 -1131.25 -2837.50 MFE = 475.00 MAE = 0.00 475.00 930706 Exit Short 1 212.50 7774.99 -918.75 -2837.50 MFE = 212.50 MAE = 0.00 930722 Exit Short 1 475.00 8249.99 -443.75 -2837.50 MFE = 475.00 MAE = 0.00 930727 Exit Short 1 62.50 8312.50 -381.25 -2837.50 MFE = 62.50 MAE = 0.00 930728 Exit Short 1 -381.25 7931.25 -762.50 -2837.50 MFE = 0.00 MAE = -381.25 368.75 930830 Exit Short 1 -75.00 7856.24 -837.50 -2837.50 MFE = 0.00 MAE = -75.00 930831 Exit Short 1 -175.00 7681.24 -1012.50 -2837.50 MFE = 0.00 MAE = -175.00 -250.01 930928 Exit Long 1 368.75 8049.99 -643.75 -2837.50 MFE = 368.75 MAE = 0.00 368.75 931012 Exit Long 1 306.25 8356.24 -337.50 -2837.50 MFE = 306.25 MAE = 0.00 931020 Exit Long 1 -31.25 8324.99 -368.75 -2837.50 MFE = 0.00 MAE = -31.25 275.00 931112 Exit Short 1 -687.50 7637.49 -1056.25 -2837.50 MFE = 0.00 MAE = -687.50 931122 Exit Short 1 -506.25 7131.24 -1562.50 -2837.50 MFE = 0.00 MAE = -506.25 931125 Exit Short 1 62.50 7193.75 -1500.00 -2837.50 MFE = 62.50 MAE = 0.00 931126 Exit Short 1 131.25 7324.99 -1368.75 -2837.50 MFE = 131.25 MAE = 0.00 931129 Exit Short 1 -262.50 7062.49 -1631.25 -2837.50 MFE = 0.00 MAE = -262.50 -1262.50 931202 Exit Short 1 -12.50 7049.99 -1643.75 -2837.50 MFE = 0.00 MAE = -12.50 931203 Exit Short 1 -306.25 6743.74 -1950.00 -2837.50 MFE = 0.00 MAE = -306.25 931208 Exit Short 1 -87.50 6656.24 -2037.50 -2837.50 MFE = 0.00 MAE = -87.50 931213 Exit Short 1 106.25 6762.49 -1931.25 -2837.50 MFE = 106.25 MAE = 0.00 931215 Exit Short 1 -62.50 6699.99 -1993.75 -2837.50 MFE = 0.00 MAE = -62.50 931220 Exit Short 1 -81.25 6618.74 -2075.00 -2837.50 MFE = 0.00 MAE = -81.25 931227 Exit Short 1 0.00 6618.74 -2075.00 -2837.50 MFE = 0.00 MAE = 0.00 931229 Exit Short 1 475.00 7093.74 -1600.00 -2837.50 MFE = 475.00 MAE = 0.00 31.25 940127 Exit Long 1 112.50 7206.23 -1487.51 -2837.50 MFE = 112.50 MAE = 0.00 112.50 940203 Exit Short 1 -62.50 7143.73 -1550.01 -2837.50 MFE = 0.00 MAE = -62.50 940214 Exit Long 1 200.00 7343.73 -1350.01 -2837.50 MFE = 200.00 MAE = 0.00 137.50 940310 Exit Long 1 475.00 7818.73 -875.01 -2837.50 MFE = 475.00 MAE = 0.00 940317 Exit Long 1 -418.75 7399.98 -1293.76 -2837.50 MFE = 0.00 MAE = -418.75 940331 Exit Long 1 -200.00 7199.99 -1493.76 -2837.50 MFE = 0.00 MAE = -200.00 -143.75 940407 Exit Long 1 -212.50 6987.49 -1706.25 -2837.50 MFE = 0.00 MAE = -212.50 940411 Exit Long 1 -275.00 6712.48 -1981.26 -2837.50 MFE = 0.00 MAE = -275.00 940425 Exit Long 1 -37.50 6674.99 -2018.76 -2837.50 MFE = 0.00 MAE = -37.50 940426 Exit Long 1 -43.75 6631.23 -2062.51 -2837.50 MFE = 0.00 MAE = -43.75 -568.75 940517 Exit Long 1 -443.75 6187.48 -2506.26 -2837.50 MFE = 0.00 MAE = -443.75 940520 Exit Long 1 -37.50 6149.98 -2543.76 -2837.50 MFE = 0.00 MAE = -37.50 -481.25 940613 Exit Long 1 475.00 6624.98 -2068.76 -2837.50 MFE = 475.00 MAE = 0.00 940615 Exit Long 1 37.50 6662.48 -2031.26 -2837.50 MFE = 37.50 MAE = 0.00 512.50 940705 Exit Long 1 475.00 7137.48 -1556.26 -2837.50 MFE = 475.00 MAE = 0.00 940711 Exit Long 1 475.00 7612.48 -1081.26 -2837.50 MFE = 475.00 MAE = 0.00 950.00 940803 Exit Long 1 -437.50 7174.98 -1518.76 -2837.50 MFE = 0.00 MAE = -437.50 940810 Exit Long 1 -225.00 6949.98 -1743.76 -2837.50 MFE = 0.00 MAE = -225.00 940816 Exit Long 1 -387.50 6562.48 -2131.26 -2837.50 MFE = 0.00 MAE = -387.50 940822 Exit Long 1 356.25 6918.72 -1775.02 -2837.50 MFE = 356.25 MAE = 0.00 940826 Exit Short 1 -1212.50 5706.22 -2987.52 -2987.52 MFE = 0.00 MAE = -1212.50 -1906.26 940906 Exit Long 1 -143.75 5562.47 -3131.27 -3131.27 MFE = 0.00 MAE = -143.75 940916 Exit Long 1 -43.75 5518.72 -3175.02 -3175.02 MFE = 0.00 MAE = -43.75 940923 Exit Long 1 -293.75 5224.97 -3468.77 -3468.77 MFE = 0.00 MAE = -293.75 940927 Exit Long 1 168.75 5393.72 -3300.02 -3468.77 MFE = 168.75 MAE = 0.00 -312.50 941005 Exit Long 1 -193.75 5199.98 -3493.76 -3493.76 MFE = 0.00 MAE = -193.75 941007 Exit Long 1 -406.25 4793.72 -3900.02 -3900.02 MFE = 0.00 MAE = -406.25 941013 Exit Long 1 356.25 5149.97 -3543.77 -3900.02 MFE = 356.25 MAE = 0.00 941017 Exit Long 1 475.00 5624.97 -3068.77 -3900.02 MFE = 475.00 MAE = 0.00 941028 Exit Short 1 -168.75 5456.23 -3237.51 -3900.02 MFE = 0.00 MAE = -168.75 62.50 941102 Exit Long 1 -1200.00 4256.23 -4437.51 -4437.51 MFE = 0.00 MAE = -1200.00 941108 Exit Long 1 -62.50 4193.73 -4500.01 -4500.01 MFE = 0.00 MAE = -62.50 941109 Exit Long 1 -1200.00 2993.73 -5700.01 -5700.01 MFE = 0.00 MAE = -1200.00 941114 Exit Short 1 -12.50 2981.23 -5712.51 -5712.51 MFE = 0.00 MAE = -12.50 -2475.00 941221 Exit Short 1 206.25 3187.48 -5506.26 -5712.51 MFE = 206.25 MAE = 0.00 941226 Exit Short 1 -25.00 3162.48 -5531.26 -5712.51 MFE = 0.00 MAE = -25.00 941228 Exit Short 1 -456.25 2706.23 -5987.51 -5987.51 MFE = 0.00 MAE = -456.25 -275.00 950102 Exit Short 1 268.75 2974.98 -5718.77 -5987.51 MFE = 268.75 MAE = 0.00 950104 Exit Short 1 -31.25 2943.73 -5750.02 -5987.51 MFE = 0.00 MAE = -31.25 950130 Exit Long 1 -137.50 2806.22 -5887.52 -5987.51 MFE = 0.00 MAE = -137.50 100.00 950203 Exit Short 1 -6.25 2799.97 -5893.77 -5987.51 MFE = 0.00 MAE = -6.25 950209 Exit Long 1 -150.00 2649.98 -6043.76 -6043.76 MFE = 0.00 MAE = -150.00 950210 Exit Long 1 125.00 2774.98 -5918.77 -6043.76 MFE = 125.00 MAE = 0.00 950214 Exit Long 1 231.25 3006.22 -5687.52 -6043.76 MFE = 231.25 MAE = 0.00 950216 Exit Long 1 475.00 3481.22 -5212.52 -6043.76 MFE = 475.00 MAE = 0.00 675.00 950302 Exit Long 1 475.00 3956.22 -4737.52 -6043.76 MFE = 475.00 MAE = 0.00 475.00 950417 Exit Long 1 475.00 4431.22 -4262.52 -6043.76 MFE = 475.00 MAE = 0.00 475.00 950608 Exit Short 1 -568.75 3862.48 -4831.26 -6043.76 MFE = 0.00 MAE = -568.75 950622 Exit Short 1 -125.00 3737.48 -4956.26 -6043.76 MFE = 0.00 MAE = -125.00 950628 Exit Short 1 93.75 3831.23 -4862.51 -6043.76 MFE = 93.75 MAE = 0.00 -600.00 950707 Exit Short 1 -218.75 3612.48 -5081.26 -6043.76 MFE = 0.00 MAE = -218.75 950713 Exit Long 1 62.50 3674.98 -5018.76 -6043.76 MFE = 62.50 MAE = 0.00 950718 Exit Long 1 -50.00 3624.98 -5068.76 -6043.76 MFE = 0.00 MAE = -50.00 950728 Exit Long 1 -125.00 3499.98 -5193.76 -6043.76 MFE = 0.00 MAE = -125.00 -331.25 950810 Exit Short 1 -125.00 3374.98 -5318.76 -6043.76 MFE = 0.00 MAE = -125.00 950822 Exit Short 1 18.75 3393.73 -5300.01 -6043.76 MFE = 18.75 MAE = 0.00 -106.25 950906 Exit Short 1 475.00 3868.73 -4825.01 -6043.76 MFE = 475.00 MAE = 0.00 950908 Exit Short 1 -275.00 3593.74 -5100.01 -6043.76 MFE = 0.00 MAE = -275.00 950912 Exit Short 1 -56.26 3537.48 -5156.26 -6043.76 MFE = 0.00 MAE = -56.26 950913 Exit Short 1 475.00 4012.48 -4681.26 -6043.76 MFE = 475.00 MAE = 0.00 618.75 951003 Exit Short 1 475.00 4487.48 -4206.26 -6043.76 MFE = 475.00 MAE = 0.00 951018 Exit Short 1 -275.00 4212.48 -4481.26 -6043.76 MFE = 0.00 MAE = -275.00 200.00 951117 Exit Long 1 125.00 4337.48 -4356.26 -6043.76 MFE = 125.00 MAE = 0.00 125.00 951212 Exit Short 1 -187.50 4149.98 -4543.76 -6043.76 MFE = 0.00 MAE = -187.50 -187.50 960116 Exit Short 1 475.00 4624.98 -4068.76 -6043.76 MFE = 475.00 MAE = 0.00 960125 Exit Short 1 68.75 4693.74 -4000.00 -6043.76 MFE = 68.75 MAE = 0.00 543.75 960207 Exit Short 1 50.00 4743.74 -3950.01 -6043.76 MFE = 50.00 MAE = 0.00 50.00 960307 Exit Short 1 -312.50 4431.24 -4262.50 -6043.76 MFE = 0.00 MAE = -312.50 -312.50 960418 Exit Long 1 -306.25 4124.99 -4568.76 -6043.76 MFE = 0.00 MAE = -306.25 960425 Exit Short 1 256.25 4381.24 -4312.50 -6043.76 MFE = 256.25 MAE = 0.00 -50.00 960508 Exit Short 1 -525.00 3856.24 -4837.50 -6043.76 MFE = 0.00 MAE = -525.00 960510 Exit Short 1 131.25 3987.49 -4706.25 -6043.76 MFE = 131.25 MAE = 0.00 960521 Exit Short 1 -125.00 3862.49 -4831.25 -6043.76 MFE = 0.00 MAE = -125.00 -518.74 960607 Exit Short 1 -50.00 3812.50 -4881.24 -6043.76 MFE = 0.00 MAE = -50.00 960621 Exit Short 1 -12.50 3800.00 -4893.75 -6043.76 MFE = 0.00 MAE = -12.50 -62.50 960711 Exit Long 1 -81.25 3718.74 -4975.00 -6043.76 MFE = 0.00 MAE = -81.25 960716 Exit Long 1 475.00 4193.74 -4500.00 -6043.76 MFE = 475.00 MAE = 0.00 960730 Exit Long 1 -125.00 4068.74 -4625.00 -6043.76 MFE = 0.00 MAE = -125.00 960731 Exit Long 1 25.00 4093.75 -4600.00 -6043.76 MFE = 25.00 MAE = 0.00 293.75 960805 Exit Long 1 -337.50 3756.24 -4937.50 -6043.76 MFE = 0.00 MAE = -337.50 960809 Exit Long 1 12.50 3768.74 -4925.00 -6043.76 MFE = 12.50 MAE = 0.00 960812 Exit Long 1 -250.00 3518.74 -5175.00 -6043.76 MFE = 0.00 MAE = -250.00 960814 Exit Short 1 -75.00 3443.74 -5250.00 -6043.76 MFE = 0.00 MAE = -75.00 960821 Exit Long 1 31.25 3474.99 -5218.75 -6043.76 MFE = 31.25 MAE = 0.00 960827 Exit Long 1 -287.50 3187.49 -5506.25 -6043.76 MFE = 0.00 MAE = -287.50 -906.26 961015 Exit Short 1 50.00 3237.48 -5456.26 -6043.76 MFE = 50.00 MAE = 0.00 50.00 961105 Exit Short 1 -156.25 3081.24 -5612.51 -6043.76 MFE = 0.00 MAE = -156.25 961118 Exit Long 1 -143.75 2937.49 -5756.25 -6043.76 MFE = 0.00 MAE = -143.75 961120 Exit Long 1 93.75 3031.23 -5662.51 -6043.76 MFE = 93.75 MAE = 0.00 961125 Exit Short 1 56.25 3087.48 -5606.26 -6043.76 MFE = 56.25 MAE = 0.00 -150.00 961203 Exit Short 1 475.00 3562.48 -5131.26 -6043.76 MFE = 475.00 MAE = 0.00 961211 Exit Long 1 -87.50 3474.99 -5218.76 -6043.76 MFE = 0.00 MAE = -87.50 387.50 970102 Exit Long 1 -168.75 3306.23 -5387.51 -6043.76 MFE = 0.00 MAE = -168.75 970108 Exit Short 1 262.50 3568.73 -5125.01 -6043.76 MFE = 262.50 MAE = 0.00 970117 Exit Short 1 475.00 4043.73 -4650.01 -6043.76 MFE = 475.00 MAE = 0.00 970122 Exit Short 1 475.00 4518.74 -4175.00 -6043.76 MFE = 475.00 MAE = 0.00 970131 Exit Short 1 -187.50 4331.24 -4362.50 -6043.76 MFE = 0.00 MAE = -187.50 856.25 970203 Exit Short 1 112.50 4443.74 -4250.00 -6043.76 MFE = 112.50 MAE = 0.00 970204 Exit Short 1 -25.00 4418.74 -4275.00 -6043.76 MFE = 0.00 MAE = -25.00 970205 Exit Short 1 -300.00 4118.74 -4575.00 -6043.76 MFE = 0.00 MAE = -300.00 970206 Exit Short 1 -25.00 4093.74 -4600.00 -6043.76 MFE = 0.00 MAE = -25.00 970207 Exit Short 1 475.00 4568.74 -4125.01 -6043.76 MFE = 475.00 MAE = 0.00 970225 Exit Short 1 118.75 4687.49 -4006.26 -6043.76 MFE = 118.75 MAE = 0.00 970226 Exit Short 1 475.00 5162.49 -3531.26 -6043.76 MFE = 475.00 MAE = 0.00 970228 Exit Short 1 -31.25 5131.24 -3562.50 -6043.76 MFE = 0.00 MAE = -31.25 800.00 970303 Exit Short 1 75.00 5206.24 -3487.50 -6043.76 MFE = 75.00 MAE = 0.00 970304 Exit Short 1 475.00 5681.24 -3012.51 -6043.76 MFE = 475.00 MAE = 0.00 970306 Exit Short 1 100.00 5781.24 -2912.50 -6043.76 MFE = 100.00 MAE = 0.00 970307 Exit Short 1 -12.50 5768.74 -2925.00 -6043.76 MFE = 0.00 MAE = -12.50 970312 Exit Short 1 -131.25 5637.49 -3056.25 -6043.76 MFE = 0.00 MAE = -131.25 970320 Exit Short 1 -6.25 5631.25 -3062.50 -6043.76 MFE = 0.00 MAE = -6.25 970325 Exit Short 1 -37.50 5593.74 -3100.00 -6043.76 MFE = 0.00 MAE = -37.50 970326 Exit Short 1 -18.75 5574.99 -3118.75 -6043.76 MFE = 0.00 MAE = -18.75 970331 Exit Short 1 -25.00 5549.99 -3143.75 -6043.76 MFE = 0.00 MAE = -25.00 418.75 970403 Exit Short 1 -337.50 5212.49 -3481.25 -6043.76 MFE = 0.00 MAE = -337.50 970409 Exit Short 1 281.25 5493.74 -3200.00 -6043.76 MFE = 281.25 MAE = 0.00 970415 Exit Short 1 -137.50 5356.24 -3337.50 -6043.76 MFE = 0.00 MAE = -137.50 970424 Exit Short 1 -162.50 5193.74 -3500.00 -6043.76 MFE = 0.00 MAE = -162.50 -356.25 970606 Exit Short 1 -418.75 4774.99 -3918.75 -6043.76 MFE = 0.00 MAE = -418.75 970612 Exit Short 1 -18.75 4756.24 -3937.51 -6043.76 MFE = 0.00 MAE = -18.75 970627 Exit Short 1 37.50 4793.74 -3900.00 -6043.76 MFE = 37.50 MAE = 0.00 -400.00 970710 Exit Long 1 -181.25 4612.49 -4081.25 -6043.76 MFE = 0.00 MAE = -181.25 970722 Exit Short 1 475.00 5087.49 -3606.25 -6043.76 MFE = 475.00 MAE = 0.00 970728 Exit Short 1 93.75 5181.24 -3512.50 -6043.76 MFE = 93.75 MAE = 0.00 970730 Exit Short 1 -75.00 5106.24 -3587.50 -6043.76 MFE = 0.00 MAE = -75.00 312.50 970805 Exit Short 1 475.00 5581.24 -3112.50 -6043.76 MFE = 475.00 MAE = 0.00 970820 Exit Short 1 475.00 6056.24 -2637.50 -6043.76 MFE = 475.00 MAE = 0.00 970826 Exit Short 1 -881.25 5174.99 -3518.75 -6043.76 MFE = 0.00 MAE = -881.25 68.75 970909 Exit Short 1 25.00 5199.99 -3493.75 -6043.76 MFE = 25.00 MAE = 0.00 25.00 971003 Exit Long 1 106.25 5306.24 -3387.50 -6043.76 MFE = 106.25 MAE = 0.00 971014 Exit Long 1 -75.00 5231.24 -3462.50 -6043.76 MFE = 0.00 MAE = -75.00 971015 Exit Long 1 31.25 5262.49 -3431.25 -6043.76 MFE = 31.25 MAE = 0.00 971016 Exit Long 1 25.00 5287.49 -3406.25 -6043.76 MFE = 25.00 MAE = 0.00 87.51 971118 Exit Long 1 31.25 5318.74 -3375.00 -6043.76 MFE = 31.25 MAE = 0.00 971120 Exit Long 1 -425.00 4893.75 -3799.99 -6043.76 MFE = 0.00 MAE = -425.00 971128 Exit Long 1 -168.75 4725.00 -3968.74 -6043.76 MFE = 0.00 MAE = -168.75 -562.49 971211 Exit Long 1 475.00 5200.00 -3493.74 -6043.76 MFE = 475.00 MAE = 0.00 971217 Exit Long 1 -387.50 4812.50 -3881.24 -6043.76 MFE = 0.00 MAE = -387.50 87.50 980105 Exit Short 1 475.00 5287.50 -3406.24 -6043.76 MFE = 475.00 MAE = 0.00 980114 Exit Short 1 -137.50 5150.00 -3543.74 -6043.76 MFE = 0.00 MAE = -137.50 980115 Exit Short 1 150.00 5300.00 -3393.74 -6043.76 MFE = 150.00 MAE = 0.00 980119 Exit Short 1 74.99 5375.00 -3318.75 -6043.76 MFE = 74.99 MAE = 0.00 980128 Exit Short 1 475.00 5850.00 -2843.75 -6043.76 MFE = 475.00 MAE = 0.00 1037.50 980211 Exit Short 1 -150.00 5699.99 -2993.75 -6043.76 MFE = 0.00 MAE = -150.00 980223 Exit Long 1 131.25 5831.24 -2862.50 -6043.76 MFE = 131.25 MAE = 0.00 980225 Exit Short 1 337.50 6168.74 -2525.00 -6043.76 MFE = 337.50 MAE = 0.00 318.75 980305 Exit Short 1 237.50 6406.24 -2287.50 -6043.76 MFE = 237.50 MAE = 0.00 980313 Exit Long 1 -100.00 6306.24 -2387.50 -6043.76 MFE = 0.00 MAE = -100.00 980317 Exit Short 1 -406.25 5899.99 -2793.75 -6043.76 MFE = 0.00 MAE = -406.25 980330 Exit Short 1 193.75 6093.75 -2600.00 -6043.76 MFE = 193.75 MAE = 0.00 -75.00 980408 Exit Long 1 475.00 6568.75 -2125.00 -6043.76 MFE = 475.00 MAE = 0.00 980414 Exit Long 1 262.50 6831.25 -1862.49 -6043.76 MFE = 262.50 MAE = 0.00 737.50 980501 Exit Long 1 -131.25 6699.99 -1993.75 -6043.76 MFE = 0.00 MAE = -131.25 980519 Exit Long 1 -68.75 6631.24 -2062.50 -6043.76 MFE = 0.00 MAE = -68.75 980520 Exit Long 1 268.75 6899.99 -1793.75 -6043.76 MFE = 268.75 MAE = 0.00 68.75 980601 Exit Long 1 -137.50 6762.49 -1931.25 -6043.76 MFE = 0.00 MAE = -137.50 980603 Exit Long 1 200.00 6962.49 -1731.25 -6043.76 MFE = 200.00 MAE = 0.00 980610 Exit Short 1 112.50 7074.99 -1618.75 -6043.76 MFE = 112.50 MAE = 0.00 980616 Exit Long 1 37.50 7112.49 -1581.25 -6043.76 MFE = 37.50 MAE = 0.00 212.49 980707 Exit Short 1 -506.25 6606.23 -2087.51 -6043.76 MFE = 0.00 MAE = -506.25 980709 Exit Short 1 118.75 6724.99 -1968.76 -6043.76 MFE = 118.75 MAE = 0.00 980721 Exit Short 1 -43.75 6681.24 -2012.50 -6043.76 MFE = 0.00 MAE = -43.75 980724 Exit Long 1 0.00 6681.24 -2012.50 -6043.76 MFE = 0.00 MAE = 0.00 -431.25 980903 Exit Long 1 475.00 7156.24 -1537.50 -6043.76 MFE = 475.00 MAE = 0.00 980915 Exit Long 1 31.25 7187.49 -1506.25 -6043.76 MFE = 31.25 MAE = 0.00 980930 Exit Long 1 231.26 7418.74 -1275.00 -6043.76 MFE = 231.26 MAE = 0.00 737.51 981001 Exit Long 1 475.00 7893.74 -800.00 -6043.76 MFE = 475.00 MAE = 0.00 981029 Exit Long 1 -168.75 7724.99 -968.75 -6043.76 MFE = 0.00 MAE = -168.75 306.24 981102 Exit Long 1 -212.50 7512.49 -1181.25 -6043.76 MFE = 0.00 MAE = -212.50 981116 Exit Long 1 475.00 7987.49 -706.25 -6043.76 MFE = 475.00 MAE = 0.00 981127 Exit Short 1 200.00 8187.49 -506.25 -6043.76 MFE = 200.00 MAE = 0.00 462.50 981208 Exit Long 1 -25.00 8162.49 -531.25 -6043.76 MFE = 0.00 MAE = -25.00 981210 Exit Long 1 6.25 8168.74 -525.00 -6043.76 MFE = 6.25 MAE = 0.00 981224 Exit Short 1 206.25 8374.99 -318.75 -6043.76 MFE = 206.25 MAE = 0.00 981225 Exit Short 1 56.25 8431.24 -262.50 -6043.76 MFE = 56.25 MAE = 0.00 243.75 990127 Exit Short 1 475.00 8906.24 0.00 -6043.76 MFE = 475.00 MAE = 0.00 475.00 990204 Exit Short 1 -462.50 8443.74 -462.50 -6043.76 MFE = 0.00 MAE = -462.50 990218 Exit Short 1 -25.00 8418.74 -487.50 -6043.76 MFE = 0.00 MAE = -25.00 -487.50 990304 Exit Short 1 475.00 8893.74 -12.50 -6043.76 MFE = 475.00 MAE = 0.00 990316 Exit Short 1 475.00 9368.74 0.00 -6043.76 MFE = 475.00 MAE = 0.00 990323 Exit Short 1 -250.00 9118.74 -250.00 -6043.76 MFE = 0.00 MAE = -250.00 990324 Exit Short 1 -37.50 9081.24 -287.50 -6043.76 MFE = 0.00 MAE = -37.50 662.50 990405 Exit Short 1 393.75 9474.99 0.00 -6043.76 MFE = 393.75 MAE = 0.00 990415 Exit Short 1 475.00 9949.99 0.00 -6043.76 MFE = 475.00 MAE = 0.00 990421 Exit Short 1 50.00 9999.99 0.00 -6043.76 MFE = 50.00 MAE = 0.00 990422 Exit Short 1 -381.25 9618.74 -381.25 -6043.76 MFE = 0.00 MAE = -381.25 990430 Exit Short 1 -43.75 9574.99 -425.00 -6043.76 MFE = 0.00 MAE = -43.75 493.75 990510 Exit Short 1 -418.75 9156.24 -843.75 -6043.76 MFE = 0.00 MAE = -418.75 990519 Exit Short 1 -181.25 8974.99 -1025.00 -6043.76 MFE = 0.00 MAE = -181.25 -600.00 990602 Exit Short 1 231.25 9206.23 -793.76 -6043.76 MFE = 231.25 MAE = 0.00 990616 Exit Short 1 375.00 9581.23 -418.76 -6043.76 MFE = 375.00 MAE = 0.00 990623 Exit Short 1 -356.25 9224.98 -775.01 -6043.76 MFE = 0.00 MAE = -356.25 990630 Exit Short 1 -243.75 8981.23 -1018.76 -6043.76 MFE = 0.00 MAE = -243.75 6.24 990701 Exit Short 1 225.00 9206.23 -793.76 -6043.76 MFE = 225.00 MAE = 0.00 990706 Exit Short 1 -231.25 8974.98 -1025.01 -6043.76 MFE = 0.00 MAE = -231.25 990708 Exit Short 1 -231.25 8743.73 -1256.26 -6043.76 MFE = 0.00 MAE = -231.25 990719 Exit Short 1 -718.75 8024.98 -1975.01 -6043.76 MFE = 0.00 MAE = -718.75 -956.25 990804 Exit Long 1 -125.00 7899.98 -2100.01 -6043.76 MFE = 0.00 MAE = -125.00 990819 Exit Long 1 300.00 8199.98 -1800.01 -6043.76 MFE = 300.00 MAE = 0.00 990823 Exit Short 1 137.50 8337.48 -1662.51 -6043.76 MFE = 137.50 MAE = 0.00 990831 Exit Long 1 475.00 8812.48 -1187.51 -6043.76 MFE = 475.00 MAE = 0.00 787.50 991012 Exit Long 1 300.00 9112.48 -887.51 -6043.76 MFE = 300.00 MAE = 0.00 991015 Exit Long 1 -93.75 9018.73 -981.26 -6043.76 MFE = 0.00 MAE = -93.75 206.25 991104 Exit Short 1 -131.25 8887.48 -1112.51 -6043.76 MFE = 0.00 MAE = -131.25 991112 Exit Short 1 12.50 8899.98 -1100.01 -6043.76 MFE = 12.50 MAE = 0.00 991117 Exit Long 1 -62.50 8837.48 -1162.51 -6043.76 MFE = 0.00 MAE = -62.50 991126 Exit Short 1 -143.75 8693.73 -1306.26 -6043.76 MFE = 0.00 MAE = -143.75 -325.00 991206 Exit Long 1 475.00 9168.73 -831.26 -6043.76 MFE = 475.00 MAE = 0.00 991209 Exit Short 1 100.00 9268.73 -731.26 -6043.76 MFE = 100.00 MAE = 0.00 991214 Exit Short 1 475.00 9743.73 -256.26 -6043.76 MFE = 475.00 MAE = 0.00 991228 Exit Short 1 475.00 10218.73 0.00 -6043.76 MFE = 475.00 MAE = 0.00 1525.00 000103 Exit Short 1 -1100.00 9118.73 -1100.00 -6043.76 MFE = 0.00 MAE = -1100.00 000110 Exit Short 1 -25.00 9093.73 -1125.00 -6043.76 MFE = 0.00 MAE = -25.00 000127 Exit Short 1 425.00 9518.73 -700.00 -6043.76 MFE = 425.00 MAE = 0.00 -700.00 000222 Exit Long 1 475.00 9993.73 -225.00 -6043.76 MFE = 475.00 MAE = 0.00 475.00 000316 Exit Short 1 -262.50 9731.23 -487.50 -6043.76 MFE = 0.00 MAE = -262.50 000321 Exit Short 1 356.25 10087.48 -131.25 -6043.76 MFE = 356.25 MAE = 0.00 93.75 000427 Exit Short 1 475.00 10562.48 0.00 -6043.76 MFE = 475.00 MAE = 0.00 475.00 000519 Exit Short 1 475.00 11037.48 0.00 -6043.76 MFE = 475.00 MAE = 0.00 475.00 000629 Exit Long 1 -87.50 10949.98 -87.50 -6043.76 MFE = 0.00 MAE = -87.50 -87.50 000705 Exit Long 1 -112.50 10837.48 -200.00 -6043.76 MFE = 0.00 MAE = -112.50 000706 Exit Long 1 -518.75 10318.73 -718.75 -6043.76 MFE = 0.00 MAE = -518.75 000710 Exit Long 1 81.25 10399.98 -637.50 -6043.76 MFE = 81.25 MAE = 0.00 000717 Exit Long 1 -175.00 10224.98 -812.50 -6043.76 MFE = 0.00 MAE = -175.00 000720 Exit Long 1 375.00 10599.98 -437.50 -6043.76 MFE = 375.00 MAE = 0.00 000725 Exit Long 1 -93.75 10506.23 -531.25 -6043.76 MFE = 0.00 MAE = -93.75 -443.75 000808 Exit Short 1 -181.25 10324.98 -712.50 -6043.76 MFE = 0.00 MAE = -181.25 000818 Exit Short 1 212.50 10537.48 -500.00 -6043.76 MFE = 212.50 MAE = 0.00 000822 Exit Short 1 243.75 10781.23 -256.25 -6043.76 MFE = 243.75 MAE = 0.00 000825 Exit Short 1 -162.50 10618.73 -418.75 -6043.76 MFE = 0.00 MAE = -162.50 000829 Exit Short 1 425.00 11043.73 0.00 -6043.76 MFE = 425.00 MAE = 0.00 537.50 000905 Exit Short 1 475.00 11518.73 0.00 -6043.76 MFE = 475.00 MAE = 0.00 000919 Exit Short 1 162.50 11681.23 0.00 -6043.76 MFE = 162.50 MAE = 0.00 637.50 001004 Exit Short 1 -12.50 11668.73 -12.50 -6043.76 MFE = 0.00 MAE = -12.50 001005 Exit Short 1 237.50 11906.23 0.00 -6043.76 MFE = 237.50 MAE = 0.00 001010 Exit Short 1 -300.00 11606.23 -300.00 -6043.76 MFE = 0.00 MAE = -300.00 001020 Exit Short 1 -212.50 11393.73 -512.50 -6043.76 MFE = 0.00 MAE = -212.50 001025 Exit Short 1 475.00 11868.73 -37.50 -6043.76 MFE = 475.00 MAE = 0.00 187.50 001121 Exit Short 1 -31.25 11837.47 -68.75 -6043.76 MFE = 0.00 MAE = -31.25 -31.25 001229 Exit Long 1 475.00 12312.47 0.00 -6043.76 MFE = 475.00 MAE = 0.00 475.00 010117 Exit Long 1 -431.25 11881.22 -431.25 -6043.76 MFE = 0.00 MAE = -431.25 -431.25 010416 Exit Short 1 -100.00 11781.22 -531.25 -6043.76 MFE = 0.00 MAE = -100.00 -100.00 010508 Exit Short 1 218.75 11999.97 -312.50 -6043.76 MFE = 218.75 MAE = 0.00 010510 Exit Short 1 -181.25 11818.73 -493.75 -6043.76 MFE = 0.00 MAE = -181.25 010529 Exit Short 1 75.00 11893.73 -418.75 -6043.76 MFE = 75.00 MAE = 0.00 010531 Exit Short 1 312.50 12206.23 -106.25 -6043.76 MFE = 312.50 MAE = 0.00 425.00 010611 Exit Short 1 68.75 12274.98 -37.50 -6043.76 MFE = 68.75 MAE = 0.00 010614 Exit Short 1 -781.25 11493.73 -818.75 -6043.76 MFE = 0.00 MAE = -781.25 010618 Exit Short 1 -150.00 11343.73 -968.75 -6043.76 MFE = 0.00 MAE = -150.00 010619 Exit Short 1 187.50 11531.23 -781.25 -6043.76 MFE = 187.50 MAE = 0.00 010622 Exit Short 1 -368.75 11162.48 -1150.00 -6043.76 MFE = 0.00 MAE = -368.75 010628 Exit Short 1 475.00 11637.48 -675.00 -6043.76 MFE = 475.00 MAE = 0.00 -568.75 010704 Exit Short 1 -112.50 11524.98 -787.50 -6043.76 MFE = 0.00 MAE = -112.50 010717 Exit Short 1 -518.75 11006.23 -1306.25 -6043.76 MFE = 0.00 MAE = -518.75 -631.25 010809 Exit Long 1 475.00 11481.23 -831.25 -6043.76 MFE = 475.00 MAE = 0.00 010813 Exit Long 1 -156.25 11324.98 -987.49 -6043.76 MFE = 0.00 MAE = -156.25 010824 Exit Long 1 -162.50 11162.48 -1150.00 -6043.76 MFE = 0.00 MAE = -162.50 010830 Exit Long 1 131.25 11293.73 -1018.74 -6043.76 MFE = 131.25 MAE = 0.00 287.50 010906 Exit Long 1 418.75 11712.48 -600.00 -6043.76 MFE = 418.75 MAE = 0.00 010921 Exit Long 1 -856.25 10856.23 -1456.25 -6043.76 MFE = 0.00 MAE = -856.25 -437.50 011003 Exit Long 1 -425.00 10431.23 -1881.24 -6043.76 MFE = 0.00 MAE = -425.00 011008 Exit Long 1 -31.25 10399.98 -1912.49 -6043.76 MFE = 0.00 MAE = -31.25 011011 Exit Short 1 -187.50 10212.48 -2100.00 -6043.76 MFE = 0.00 MAE = -187.50 011029 Exit Long 1 218.75 10431.23 -1881.25 -6043.76 MFE = 218.75 MAE = 0.00 -425.00 011123 Exit Short 1 -237.50 10193.73 -2118.74 -6043.76 MFE = 0.00 MAE = -237.50 -237.50 011205 Exit Short 1 18.75 10212.48 -2099.99 -6043.76 MFE = 18.75 MAE = 0.00 011210 Exit Short 1 -243.75 9968.73 -2343.74 -6043.76 MFE = 0.00 MAE = -243.75 011219 Exit Short 1 -231.25 9737.48 -2574.99 -6043.76 MFE = 0.00 MAE = -231.25 011221 Exit Short 1 318.75 10056.23 -2256.24 -6043.76 MFE = 318.75 MAE = 0.00 -137.50 020115 Exit Short 1 162.50 10218.73 -2093.74 -6043.76 MFE = 162.50 MAE = 0.00 020125 Exit Short 1 475.00 10693.73 -1618.74 -6043.76 MFE = 475.00 MAE = 0.00 637.50 020219 Exit Short 1 -556.25 10137.48 -2174.99 -6043.76 MFE = 0.00 MAE = -556.25 -556.25 020322 Exit Short 1 -56.25 10081.23 -2231.24 -6043.76 MFE = 0.00 MAE = -56.25 -56.25 020401 Exit Long 1 18.75 10099.98 -2212.49 -6043.76 MFE = 18.75 MAE = 0.00 020417 Exit Long 1 68.75 10168.73 -2143.74 -6043.76 MFE = 68.75 MAE = 0.00 020425 Exit Long 1 31.25 10199.98 -2112.49 -6043.76 MFE = 31.25 MAE = 0.00 118.75 020501 Exit Long 1 -193.75 10006.23 -2306.24 -6043.76 MFE = 0.00 MAE = -193.75 020503 Exit Long 1 268.75 10274.98 -2037.49 -6043.76 MFE = 268.75 MAE = 0.00 020517 Exit Long 1 343.75 10618.73 -1693.74 -6043.76 MFE = 343.75 MAE = 0.00 020522 Exit Long 1 118.75 10737.48 -1574.99 -6043.76 MFE = 118.75 MAE = 0.00 020528 Exit Long 1 368.75 11106.23 -1206.24 -6043.76 MFE = 368.75 MAE = 0.00 906.25 020606 Exit Long 1 268.75 11374.98 -937.49 -6043.76 MFE = 268.75 MAE = 0.00 020610 Exit Long 1 -250.00 11124.98 -1187.50 -6043.76 MFE = 0.00 MAE = -250.00 020612 Exit Long 1 -231.25 10893.73 -1418.75 -6043.76 MFE = 0.00 MAE = -231.25 020618 Exit Long 1 368.75 11262.48 -1050.00 -6043.76 MFE = 368.75 MAE = 0.00 020620 Exit Long 1 387.50 11649.98 -662.49 -6043.76 MFE = 387.50 MAE = 0.00 543.75 020715 Exit Long 1 475.00 12124.98 -187.49 -6043.76 MFE = 475.00 MAE = 0.00 020719 Exit Long 1 475.00 12599.98 0.00 -6043.76 MFE = 475.00 MAE = 0.00 950.00 020827 Exit Long 1 318.75 12918.73 0.00 -6043.76 MFE = 318.75 MAE = 0.00 020829 Exit Long 1 -193.75 12724.98 -193.75 -6043.76 MFE = 0.00 MAE = -193.75 125.00 020903 Exit Long 1 331.25 13056.23 0.00 -6043.76 MFE = 331.25 MAE = 0.00 020910 Exit Short 1 -150.00 12906.23 -150.00 -6043.76 MFE = 0.00 MAE = -150.00 020917 Exit Short 1 -687.50 12218.73 -837.50 -6043.76 MFE = 0.00 MAE = -687.50 -506.25 021004 Exit Short 1 131.25 12349.98 -706.25 -6043.76 MFE = 131.25 MAE = 0.00 021015 Exit Short 1 -37.50 12312.48 -743.75 -6043.76 MFE = 0.00 MAE = -37.50 021017 Exit Short 1 262.50 12574.98 -481.25 -6043.76 MFE = 262.50 MAE = 0.00 021028 Exit Long 1 37.50 12612.48 -443.75 -6043.76 MFE = 37.50 MAE = 0.00 021031 Exit Long 1 56.25 12668.72 -387.50 -6043.76 MFE = 56.25 MAE = 0.00 450.00 021105 Exit Long 1 -225.00 12443.73 -612.50 -6043.76 MFE = 0.00 MAE = -225.00 -225.00 021202 Exit Long 1 62.50 12506.23 -550.00 -6043.76 MFE = 62.50 MAE = 0.00 021206 Exit Long 1 281.25 12787.48 -268.75 -6043.76 MFE = 281.25 MAE = 0.00 021212 Exit Long 1 393.75 13181.23 0.00 -6043.76 MFE = 393.75 MAE = 0.00 021217 Exit Long 1 37.50 13218.72 0.00 -6043.76 MFE = 37.50 MAE = 0.00 021223 Exit Long 1 -200.00 13018.73 -200.00 -6043.76 MFE = 0.00 MAE = -200.00 021226 Exit Long 1 143.75 13162.48 -56.25 -6043.76 MFE = 143.75 MAE = 0.00 021227 Exit Long 1 256.25 13418.73 0.00 -6043.76 MFE = 256.25 MAE = 0.00 975.00 030102 Exit Short 1 -93.75 13324.98 -93.75 -6043.76 MFE = 0.00 MAE = -93.75 030108 Exit Long 1 475.00 13799.98 0.00 -6043.76 MFE = 475.00 MAE = 0.00 030114 Exit Long 1 -150.00 13649.98 -150.00 -6043.76 MFE = 0.00 MAE = -150.00 030115 Exit Long 1 -231.25 13418.73 -381.25 -6043.76 MFE = 0.00 MAE = -231.25 030121 Exit Long 1 231.25 13649.98 -150.00 -6043.76 MFE = 231.25 MAE = 0.00 030123 Exit Long 1 125.00 13774.98 -25.00 -6043.76 MFE = 125.00 MAE = 0.00 030124 Exit Long 1 475.00 14249.98 0.00 -6043.76 MFE = 475.00 MAE = 0.00 030129 Exit Long 1 25.00 14274.98 0.00 -6043.76 MFE = 25.00 MAE = 0.00 856.25 030213 Exit Long 1 475.00 14749.98 0.00 -6043.76 MFE = 475.00 MAE = 0.00 475.00 030303 Exit Long 1 475.00 15224.98 0.00 -6043.76 MFE = 475.00 MAE = 0.00 030305 Exit Long 1 175.00 15399.98 0.00 -6043.76 MFE = 175.00 MAE = 0.00 030311 Exit Long 1 -137.50 15262.48 -137.50 -6043.76 MFE = 0.00 MAE = -137.50 030328 Exit Long 1 -100.00 15162.48 -237.50 -6043.76 MFE = 0.00 MAE = -100.00 412.51 030402 Exit Short 1 100.00 15262.48 -137.50 -6043.76 MFE = 100.00 MAE = 0.00 100.00 030630 Exit Long 1 393.75 15656.23 0.00 -6043.76 MFE = 393.75 MAE = 0.00 393.75 030710 Exit Long 1 -112.50 15543.73 -112.50 -6043.76 MFE = 0.00 MAE = -112.50 030723 Exit Long 1 -25.00 15518.73 -137.50 -6043.76 MFE = 0.00 MAE = -25.00 -137.50 030818 Exit Short 1 -37.50 15481.22 -175.01 -6043.76 MFE = 0.00 MAE = -37.50 030821 Exit Short 1 475.00 15956.22 0.00 -6043.76 MFE = 475.00 MAE = 0.00 030826 Exit Short 1 -118.75 15837.47 -118.75 -6043.76 MFE = 0.00 MAE = -118.75 318.75 030902 Exit Short 1 475.00 16312.47 0.00 -6043.76 MFE = 475.00 MAE = 0.00 030916 Exit Short 1 381.25 16693.72 0.00 -6043.76 MFE = 381.25 MAE = 0.00 030929 Exit Long 1 56.25 16749.98 0.00 -6043.76 MFE = 56.25 MAE = 0.00 912.50 031030 Exit Long 1 -468.75 16281.23 -468.75 -6043.76 MFE = 0.00 MAE = -468.75 -468.75 031111 Exit Long 1 -68.75 16212.48 -537.50 -6043.76 MFE = 0.00 MAE = -68.75 031126 Exit Long 1 475.00 16687.48 -62.50 -6043.76 MFE = 475.00 MAE = 0.00 031128 Exit Long 1 156.25 16843.73 0.00 -6043.76 MFE = 156.25 MAE = 0.00 562.51 031204 Exit Long 1 -412.50 16431.23 -412.50 -6043.76 MFE = 0.00 MAE = -412.50 031217 Exit Long 1 187.50 16618.73 -225.00 -6043.76 MFE = 187.50 MAE = 0.00 031224 Exit Long 1 200.00 16818.73 -25.00 -6043.76 MFE = 200.00 MAE = 0.00 031229 Exit Long 1 156.25 16974.98 0.00 -6043.76 MFE = 156.25 MAE = 0.00 131.24 040205 Exit Long 1 475.00 17449.98 0.00 -6043.76 MFE = 475.00 MAE = 0.00 040213 Exit Long 1 -581.25 16868.72 -581.25 -6043.76 MFE = 0.00 MAE = -581.25 040217 Exit Long 1 475.00 17343.72 -106.25 -6043.76 MFE = 475.00 MAE = 0.00 368.75 040412 Exit Short 1 -75.00 17268.72 -181.25 -6043.76 MFE = 0.00 MAE = -75.00 040413 Exit Short 1 475.00 17743.72 0.00 -6043.76 MFE = 475.00 MAE = 0.00 400.00 040527 Exit Long 1 -87.50 17656.23 -87.50 -6043.76 MFE = 0.00 MAE = -87.50 -87.50 040623 Exit Long 1 -612.50 17043.72 -700.00 -6043.76 MFE = 0.00 MAE = -612.50 -612.50 040707 Exit Long 1 25.00 17068.72 -675.00 -6043.76 MFE = 25.00 MAE = 0.00 040716 Exit Long 1 212.50 17281.22 -462.50 -6043.76 MFE = 212.50 MAE = 0.00 040723 Exit Short 1 81.25 17362.48 -381.25 -6043.76 MFE = 81.25 MAE = 0.00 318.75 040806 Exit Long 1 475.00 17837.47 0.00 -6043.76 MFE = 475.00 MAE = 0.00 475.00 040903 Exit Short 1 43.75 17881.23 0.00 -6043.76 MFE = 43.75 MAE = 0.00 040908 Exit Long 1 12.50 17893.73 0.00 -6043.76 MFE = 12.50 MAE = 0.00 040910 Exit Long 1 -56.25 17837.48 -56.25 -6043.76 MFE = 0.00 MAE = -56.25 040921 Exit Long 1 475.00 18312.48 0.00 -6043.76 MFE = 475.00 MAE = 0.00 040930 Exit Long 1 175.00 18487.47 0.00 -6043.76 MFE = 175.00 MAE = 0.00 650.00 041004 Exit Short 1 187.50 18674.97 0.00 -6043.76 MFE = 187.50 MAE = 0.00 041008 Exit Long 1 475.00 19149.97 0.00 -6043.76 MFE = 475.00 MAE = 0.00 041012 Exit Short 1 -231.25 18918.73 -231.25 -6043.76 MFE = 0.00 MAE = -231.25 041025 Exit Long 1 475.00 19393.73 0.00 -6043.76 MFE = 475.00 MAE = 0.00 906.25 041110 Exit Long 1 475.00 19868.73 0.00 -6043.76 MFE = 475.00 MAE = 0.00 041112 Exit Long 1 475.00 20343.73 0.00 -6043.76 MFE = 475.00 MAE = 0.00 041123 Exit Long 1 162.50 20506.23 0.00 -6043.76 MFE = 162.50 MAE = 0.00 1112.50 041202 Exit Long 1 -500.00 20006.23 -500.00 -6043.76 MFE = 0.00 MAE = -500.00 041207 Exit Long 1 -75.00 19931.23 -575.00 -6043.76 MFE = 0.00 MAE = -75.00 041222 Exit Long 1 -6.25 19924.98 -581.25 -6043.76 MFE = 0.00 MAE = -6.25 041223 Exit Long 1 475.00 20399.98 -106.25 -6043.76 MFE = 475.00 MAE = 0.00 041227 Exit Long 1 475.00 20874.99 0.00 -6043.76 MFE = 475.00 MAE = 0.00 041229 Exit Long 1 -218.75 20656.24 -218.75 -6043.76 MFE = 0.00 MAE = -218.75 150.01 050222 Exit Long 1 387.50 21043.74 0.00 -6043.76 MFE = 387.50 MAE = 0.00 387.50 050301 Exit Short 1 212.50 21256.24 0.00 -6043.76 MFE = 212.50 MAE = 0.00 050302 Exit Short 1 118.75 21375.00 0.00 -6043.76 MFE = 118.75 MAE = 0.00 050328 Exit Short 1 -162.50 21212.50 -162.50 -6043.76 MFE = 0.00 MAE = -162.50 168.76 050506 Exit Short 1 475.00 21687.50 0.00 -6043.76 MFE = 475.00 MAE = 0.00 050518 Exit Short 1 -506.25 21181.25 -506.25 -6043.76 MFE = 0.00 MAE = -506.25 050526 Exit Short 1 268.75 21450.00 -237.50 -6043.76 MFE = 268.75 MAE = 0.00 237.50 050705 Exit Short 1 -106.25 21343.75 -343.75 -6043.76 MFE = 0.00 MAE = -106.25 050707 Exit Short 1 -218.75 21125.01 -562.49 -6043.76 MFE = 0.00 MAE = -218.75 050715 Exit Short 1 212.50 21337.50 -350.00 -6043.76 MFE = 212.50 MAE = 0.00 050719 Exit Short 1 475.00 21812.50 0.00 -6043.76 MFE = 475.00 MAE = 0.00 050726 Exit Short 1 181.25 21993.75 0.00 -6043.76 MFE = 181.25 MAE = 0.00 543.75 050831 Exit Long 1 300.00 22293.75 0.00 -6043.76 MFE = 300.00 MAE = 0.00 300.00 051108 Exit Short 1 -168.75 22125.00 -168.75 -6043.76 MFE = 0.00 MAE = -168.75 051110 Exit Short 1 150.00 22274.99 -18.75 -6043.76 MFE = 150.00 MAE = 0.00 051114 Exit Short 1 -175.00 22100.00 -193.75 -6043.76 MFE = 0.00 MAE = -175.00 051125 Exit Short 1 237.50 22337.49 0.00 -6043.76 MFE = 237.50 MAE = 0.00 43.75 051201 Exit Short 1 25.00 22362.49 0.00 -6043.76 MFE = 25.00 MAE = 0.00 051207 Exit Short 1 68.75 22431.24 0.00 -6043.76 MFE = 68.75 MAE = 0.00 051220 Exit Short 1 475.00 22906.24 0.00 -6043.76 MFE = 475.00 MAE = 0.00 568.75 060103 Exit Long 1 375.00 23281.24 0.00 -6043.76 MFE = 375.00 MAE = 0.00 060131 Exit Long 1 150.00 23431.25 0.00 -6043.76 MFE = 150.00 MAE = 0.00 525.00 060210 Exit Long 1 -743.75 22687.50 -743.75 -6043.76 MFE = 0.00 MAE = -743.75 060217 Exit Long 1 6.25 22693.75 -737.50 -6043.76 MFE = 6.25 MAE = 0.00 060228 Exit Long 1 -93.75 22600.00 -831.25 -6043.76 MFE = 0.00 MAE = -93.75 -831.25 060316 Exit Long 1 12.50 22612.50 -818.75 -6043.76 MFE = 12.50 MAE = 0.00 060321 Exit Short 1 25.00 22637.49 -793.75 -6043.76 MFE = 25.00 MAE = 0.00 060323 Exit Short 1 281.25 22918.75 -512.50 -6043.76 MFE = 281.25 MAE = 0.00 060330 Exit Long 1 81.25 22999.99 -431.25 -6043.76 MFE = 81.25 MAE = 0.00 399.99 060417 Exit Long 1 475.00 23474.99 0.00 -6043.76 MFE = 475.00 MAE = 0.00 475.00 060526 Exit Long 1 -468.75 23006.24 -468.75 -6043.76 MFE = 0.00 MAE = -468.75 060530 Exit Long 1 475.00 23481.24 0.00 -6043.76 MFE = 475.00 MAE = 0.00 6.25 060616 Exit Long 1 25.00 23506.25 0.00 -6043.76 MFE = 25.00 MAE = 0.00 25.00 060705 Exit Short 1 56.25 23562.50 0.00 -6043.76 MFE = 56.25 MAE = 0.00 060717 Exit Short 1 206.25 23768.74 0.00 -6043.76 MFE = 206.25 MAE = 0.00 262.50 060821 Exit Long 1 -106.25 23662.49 -106.25 -6043.76 MFE = 0.00 MAE = -106.25 -106.25 061006 Exit Short 1 75.00 23737.49 -31.25 -6043.76 MFE = 75.00 MAE = 0.00 061010 Exit Short 1 106.25 23843.74 0.00 -6043.76 MFE = 106.25 MAE = 0.00 061023 Exit Short 1 112.50 23956.24 0.00 -6043.76 MFE = 112.50 MAE = 0.00 293.75 061103 Exit Short 1 -131.25 23825.00 -131.25 -6043.76 MFE = 0.00 MAE = -131.25 061107 Exit Long 1 -62.50 23762.50 -193.75 -6043.76 MFE = 0.00 MAE = -62.50 061122 Exit Long 1 137.50 23900.00 -56.25 -6043.76 MFE = 137.50 MAE = 0.00 061124 Exit Long 1 475.00 24375.00 0.00 -6043.76 MFE = 475.00 MAE = 0.00 418.75 061208 Exit Long 1 -768.75 23606.25 -768.75 -6043.76 MFE = 0.00 MAE = -768.75 061219 Exit Long 1 475.00 24081.25 -293.75 -6043.76 MFE = 475.00 MAE = 0.00 061227 Exit Long 1 -31.25 24050.00 -325.00 -6043.76 MFE = 0.00 MAE = -31.25 -325.00 070102 Exit Long 1 475.00 24524.99 0.00 -6043.76 MFE = 475.00 MAE = 0.00 070109 Exit Long 1 -181.25 24343.75 -181.25 -6043.76 MFE = 0.00 MAE = -181.25 070116 Exit Long 1 -337.50 24006.24 -518.75 -6043.76 MFE = 0.00 MAE = -337.50 070118 Exit Long 1 -112.50 23893.74 -631.25 -6043.76 MFE = 0.00 MAE = -112.50 070123 Exit Long 1 25.00 23918.74 -606.25 -6043.76 MFE = 25.00 MAE = 0.00 070131 Exit Long 1 6.25 23924.99 -600.00 -6043.76 MFE = 6.25 MAE = 0.00 -125.00 070202 Exit Short 1 -118.75 23806.24 -718.75 -6043.76 MFE = 0.00 MAE = -118.75 070212 Exit Short 1 -143.75 23662.49 -862.50 -6043.76 MFE = 0.00 MAE = -143.75 -262.50 070305 Exit Short 1 -137.50 23524.99 -1000.00 -6043.76 MFE = 0.00 MAE = -137.50 070316 Exit Long 1 43.75 23568.74 -956.25 -6043.76 MFE = 43.75 MAE = 0.00 070321 Exit Long 1 125.00 23693.75 -831.25 -6043.76 MFE = 125.00 MAE = 0.00 070330 Exit Long 1 -106.25 23587.50 -937.50 -6043.76 MFE = 0.00 MAE = -106.25 -74.99 070405 Exit Long 1 175.00 23762.50 -762.50 -6043.76 MFE = 175.00 MAE = 0.00 070410 Exit Long 1 243.75 24006.25 -518.75 -6043.76 MFE = 243.75 MAE = 0.00 070412 Exit Long 1 231.25 24237.49 -287.50 -6043.76 MFE = 231.25 MAE = 0.00 070417 Exit Long 1 -87.50 24150.00 -375.00 -6043.76 MFE = 0.00 MAE = -87.50 070418 Exit Long 1 -112.50 24037.50 -487.50 -6043.76 MFE = 0.00 MAE = -112.50 070420 Exit Long 1 -200.62 23836.88 -688.12 -6043.76 MFE = 0.00 MAE = -200.62 070424 Exit Long 1 100.00 23936.88 -588.12 -6043.76 MFE = 100.00 MAE = 0.00 070427 Exit Long 1 -73.75 23863.13 -661.87 -6043.76 MFE = 0.00 MAE = -73.75 275.63 070503 Exit Long 1 -383.75 23479.38 -1045.62 -6043.76 MFE = 0.00 MAE = -383.75 070514 Exit Long 1 25.00 23504.38 -1020.62 -6043.76 MFE = 25.00 MAE = 0.00 070515 Exit Long 1 170.00 23674.38 -850.61 -6043.76 MFE = 170.00 MAE = 0.00 070523 Exit Long 1 -189.37 23485.01 -1039.99 -6043.76 MFE = 0.00 MAE = -189.37 -378.12 070605 Exit Long 1 -206.25 23278.76 -1246.24 -6043.76 MFE = 0.00 MAE = -206.25 070615 Exit Long 1 -5.00 23273.76 -1251.24 -6043.76 MFE = 0.00 MAE = -5.00 070621 Exit Short 1 -100.62 23173.13 -1351.86 -6043.76 MFE = 0.00 MAE = -100.62 070622 Exit Long 1 7.50 23180.63 -1344.36 -6043.76 MFE = 7.50 MAE = 0.00 -304.37 070705 Exit Short 1 -106.25 23074.39 -1450.61 -6043.76 MFE = 0.00 MAE = -106.25 070710 Exit Long 1 312.50 23386.89 -1138.11 -6043.76 MFE = 312.50 MAE = 0.00 070725 Exit Short 1 -74.38 23312.51 -1212.48 -6043.76 MFE = 0.00 MAE = -74.38 131.88 070803 Exit Long 1 475.00 23787.51 -737.48 -6043.76 MFE = 475.00 MAE = 0.00 070824 Exit Long 1 268.75 24056.26 -468.74 -6043.76 MFE = 268.75 MAE = 0.00 743.75 070918 Exit Long 1 225.00 24281.26 -243.74 -6043.76 MFE = 225.00 MAE = 0.00 070920 Exit Long 1 183.75 24465.01 -59.99 -6043.76 MFE = 183.75 MAE = 0.00 070928 Exit Long 1 117.50 24582.50 0.00 -6043.76 MFE = 117.50 MAE = 0.00 526.25 071015 Exit Long 1 -76.25 24506.25 -76.25 -6043.76 MFE = 0.00 MAE = -76.25 071030 Exit Long 1 27.50 24533.75 -48.76 -6043.76 MFE = 27.50 MAE = 0.00 071031 Exit Long 1 298.75 24832.50 0.00 -6043.76 MFE = 298.75 MAE = 0.00 249.99 071120 Exit Long 1 475.00 25307.50 0.00 -6043.76 MFE = 475.00 MAE = 0.00 071123 Exit Long 1 475.00 25782.50 0.00 -6043.76 MFE = 475.00 MAE = 0.00 950.00 071226 Exit Long 1 475.00 26257.50 0.00 -6043.76 MFE = 475.00 MAE = 0.00 475.00 080114 Exit Long 1 0.00 26257.50 0.00 -6043.76 MFE = 0.00 MAE = 0.00 080130 Exit Long 1 -59.37 26198.13 -59.37 -6043.76 MFE = 0.00 MAE = -59.37 -59.37 080205 Exit Short 1 475.00 26673.13 0.00 -6043.76 MFE = 475.00 MAE = 0.00 080226 Exit Long 1 475.00 27148.13 0.00 -6043.76 MFE = 475.00 MAE = 0.00 950.00 080324 Exit Long 1 -193.75 26954.38 -193.75 -6043.76 MFE = 0.00 MAE = -193.75 -193.75 080605 Exit Long 1 -1200.00 25754.38 -1393.75 -6043.76 MFE = 0.00 MAE = -1200.00 080605 Exit Short 1 -1200.00 24554.38 -2593.75 -6043.76 MFE = 0.00 MAE = -1200.00 ================================================================================================================================= 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 ================================================================================================================================= 1 1.65 0.00 0.00 0.00 0.00 0.00 0.00 57 0.66 11 2 50000 1175 500 70 25 657 54 24554.38 -6043.76 4.06 37.37 0.8 0.00 95755.01 -71200.62 475.00 -1212.50 start time = Fri Aug 29 18:40:58 2008 stop time = Fri Aug 29 18:40:58 2008 run time = 0 seconds