1988
| Initial Balance | 100,000 | $ Won | 113,525 | |
| Net Win Loss | 87,480 | $ Lost | 33,627 | |
| Ending Equity | 187,480 | Incentive + Fees | 0 | |
| ROI | 87.48% | Other Credits | 7,581 | |
| Compound Annual ROI | 88.79% | Commission/slippage netted | 0 | |
| Max Drawdown % | 5.89% | Other Debits | 0 | |
| Max Drawdown % Date | 19880112 | |||
| Longest Drawdown in years | 15.00% | Long Wins | 25 | |
| Longest Drawdown Start Date | 19880621 | Long Losses | 18 | |
| Longest Drawdown End Date | 19880815 | Short Wins | 18 | |
| MAR Ratio | 15.08 | Short Losses | 23 | |
| Sharpe Ratio | 5.38 | Long $ Won | 84,269 | |
| Return Retracement Ratio | - | Long $ Lost | 13,629 | |
| Sterling Ratio | 2.44 | Short $ Won | 29,256 | |
| Std. Dev. Daily % Returns | 0.98% | Short $ Lost | 19,998 | |
| Value at Risk (99% confidence) | 2.33% | Largest Winning Trade | 12,630 | |
| Average Expectation Value | 56.26 | Largest Losing Trade | 1,900 | |
| Expectation | 115.97% | Transactions netted at open | 0 | |
| Kelly | 0.36 | Average Winning Trade | 2,640 | |
| Sum of Up % / Sum of Down % | 2 | Average Losing Trade | 820 | |
| Percent New Highs | 30.77% | Max Consecutive Wins | 7 | |
| Max Consecutive Losses | 6 | |||
| Trades | 84 | Days Winning | 152 | |
| Trades Rejected | 784 | Days Losing | 108 | |
| Wins | 43 | Average Days in Winning Trade | 36 | |
| Losses | 41 | Average Days in Losing Trade | 14 | |
| Percent Wins | 51.19% | |||
| Avg $Win to Avg $Loss | 3.22 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19880104 | |||
| End Date | 19881231 | Size Adjustments | 0 | |
| Max Items Held | 19 | Size Adjusted Items | 0 | |
| Total Items Traded | 108 | |||
| Total Slippage + Commission | 5,400 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 6.69 | |||
| 80% Held In T-Bills nets | 5.352 |