1981
| Initial Balance | 100,000 | $ Won | 44,314 | |
| Net Win Loss | 31,847 | $ Lost | 25,544 | |
| Ending Equity | 131,847 | Incentive + Fees | 0 | |
| ROI | 31.85% | Other Credits | 13,077 | |
| Compound Annual ROI | 32.05% | Commission/slippage netted | 0 | |
| Max Drawdown % | 5.23% | Other Debits | 0 | |
| Max Drawdown % Date | 19810331 | |||
| Longest Drawdown in years | 21.00% | Long Wins | 7 | |
| Longest Drawdown Start Date | 19810216 | Long Losses | 22 | |
| Longest Drawdown End Date | 19810505 | Short Wins | 15 | |
| MAR Ratio | 6.13 | Short Losses | 10 | |
| Sharpe Ratio | 1.75 | Long $ Won | 9,855 | |
| Return Retracement Ratio | 37.09 | Long $ Lost | 15,937 | |
| Sterling Ratio | 0.9 | Short $ Won | 34,460 | |
| Std. Dev. Daily % Returns | 0.75% | Short $ Lost | 9,608 | |
| Value at Risk (99% confidence) | 1.45% | Largest Winning Trade | 5,725 | |
| Average Expectation Value | 16.52 | Largest Losing Trade | 2,260 | |
| Expectation | 43.54% | Transactions netted at open | 0 | |
| Kelly | 0.17 | Average Winning Trade | 2,014 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 798 | |
| Percent New Highs | 18.73% | Max Consecutive Wins | 6 | |
| Max Consecutive Losses | 10 | |||
| Trades | 54 | Days Winning | 123 | |
| Trades Rejected | 422 | Days Losing | 128 | |
| Wins | 22 | Average Days in Winning Trade | 27 | |
| Losses | 32 | Average Days in Losing Trade | 13 | |
| Percent Wins | 40.74% | |||
| Avg $Win to Avg $Loss | 2.52 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19810102 | |||
| End Date | 19811231 | Size Adjustments | 0 | |
| Max Items Held | 14 | Size Adjusted Items | 0 | |
| Total Items Traded | 64 | |||
| Total Slippage + Commission | 3,200 | Process time (H:M:S) | 0:00:16 | |
| 3 Month T-Bill Rate | 14.03 | |||
| 80% Held In T-Bills nets | 11.224 |