1989
| Initial Balance | 100,000 | $ Won | 89,360 | |
| Net Win Loss | 52,530 | $ Lost | 44,543 | |
| Ending Equity | 152,530 | Incentive + Fees | 0 | |
| ROI | 52.53% | Other Credits | 7,713 | |
| Compound Annual ROI | 53.43% | Commission/slippage netted | 0 | |
| Max Drawdown % | 9.55% | Other Debits | 0 | |
| Max Drawdown % Date | 19890216 | |||
| Longest Drawdown in years | 19.00% | Long Wins | 31 | |
| Longest Drawdown Start Date | 19890105 | Long Losses | 36 | |
| Longest Drawdown End Date | 19,890,317 | Short Wins | 20 | |
| MAR Ratio | 5.6 | Short Losses | 17 | |
| Sharpe Ratio | 2.42 | Long $ Won | 61,390 | |
| Return Retracement Ratio | 73.83 | Long $ Lost | 31,568 | |
| Sterling Ratio | 1.33 | Short $ Won | 27,970 | |
| Std. Dev. Daily % Returns | 1.22% | Short $ Lost | 12,975 | |
| Value at Risk (99% confidence) | 3.60% | Largest Winning Trade | 8,200 | |
| Average Expectation Value | 36.32 | Largest Losing Trade | 4,140 | |
| Expectation | 51.28% | Transactions netted at open | 0 | |
| Kelly | 0.25 | Average Winning Trade | 1,752 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 840 | |
| Percent New Highs | 21.48% | Max Consecutive Wins | 10 | |
| Max Consecutive Losses | 5 | |||
| Trades | 104 | Days Winning | 146 | |
| Trades Rejected | 873 | Days Losing | 110 | |
| Wins | 51 | Average Days in Winning Trade | 29 | |
| Losses | 53 | Average Days in Losing Trade | 13 | |
| Percent Wins | 49.04% | |||
| Avg $Win to Avg $Loss | 2.08 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19890103 | |||
| End Date | 19891231 | Size Adjustments | 0 | |
| Max Items Held | 16 | Size Adjusted Items | 0 | |
| Total Items Traded | 130 | |||
| Total Slippage + Commission | 6,500 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 8.12 | |||
| 80% Held In T-Bills nets | 6.496 |