1983
| Initial Balance | 100,000 | $ Won | 53,241 | |
| Net Win Loss | 19,140 | $ Lost | 41,655 | |
| Ending Equity | 119,140 | Incentive + Fees | 0 | |
| ROI | 19.14% | Other Credits | 7,555 | |
| Compound Annual ROI | 19.37% | Commission/slippage netted | 0 | |
| Max Drawdown % | 11.55% | Other Debits | 0 | |
| Max Drawdown % Date | 19831010 | |||
| Longest Drawdown in years | 48.00% | Long Wins | 18 | |
| Longest Drawdown Start Date | 19830615 | Long Losses | 22 | |
| Longest Drawdown End Date | 19831207 | Short Wins | 8 | |
| MAR Ratio | 1.68 | Short Losses | 26 | |
| Sharpe Ratio | 0.89 | Long $ Won | 33,163 | |
| Return Retracement Ratio | 3.48 | Long $ Lost | 17,719 | |
| Sterling Ratio | 0.46 | Short $ Won | 20,078 | |
| Std. Dev. Daily % Returns | 0.89% | Short $ Lost | 23,936 | |
| Value at Risk (99% confidence) | 2.11% | Largest Winning Trade | 0:00:00 | |
| Average Expectation Value | 10.87 | Largest Losing Trade | 2,321 | |
| Expectation | 18.04% | Transactions netted at open | 0 | |
| Kelly | 0.08 | Average Winning Trade | 2,048 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 868 | |
| Percent New Highs | 10.63% | Max Consecutive Wins | 4 | |
| Max Consecutive Losses | 11 | |||
| Trades | 74 | Days Winning | 132 | |
| Trades Rejected | 561 | Days Losing | 122 | |
| Wins | 26 | Average Days in Winning Trade | 32 | |
| Losses | 48 | Average Days in Losing Trade | 13 | |
| Percent Wins | 35.14% | |||
| Avg $Win to Avg $Loss | 2.36 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19830103 | |||
| End Date | 19831231 | Size Adjustments | 0 | |
| Max Items Held | 13 | Size Adjusted Items | 0 | |
| Total Items Traded | 91 | |||
| Total Slippage + Commission | 4,550 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 8.63 | |||
| 80% Held In T-Bills nets | 6.904 |