1992
| Initial Balance | 100,000 | $ Won | 89,762 | |
| Net Win Loss | 28,206 | $ Lost | 64,785 | |
| Ending Equity | 128,206 | Incentive + Fees | 0 | |
| ROI | 28.21% | Other Credits | 3,229 | |
| Compound Annual ROI | 28.29% | Commission/slippage netted | 0 | |
| Max Drawdown % | 8.90% | Other Debits | 0 | |
| Max Drawdown % Date | 19920116 | |||
| Longest Drawdown in years | 25.00% | Long Wins | 28 | |
| Longest Drawdown Start Date | 19920210 | Long Losses | 52 | |
| Longest Drawdown End Date | 19,920,512 | Short Wins | 16 | |
| MAR Ratio | 3.18 | Short Losses | 26 | |
| Sharpe Ratio | 1.52 | Long $ Won | 61,368 | |
| Return Retracement Ratio | 46.59 | Long $ Lost | 44,872 | |
| Sterling Ratio | 0.75 | Short $ Won | 28,394 | |
| Std. Dev. Daily % Returns | 1.06% | Short $ Lost | 19,913 | |
| Value at Risk (99% confidence) | 2.61% | Largest Winning Trade | 7,913 | |
| Average Expectation Value | 22.3 | Largest Losing Trade | 3,800 | |
| Expectation | 24.65% | Transactions netted at open | 0 | |
| Kelly | 0.1 | Average Winning Trade | 0:00:00 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 831 | |
| Percent New Highs | 14.34% | Max Consecutive Wins | 4 | |
| Max Consecutive Losses | 11 | |||
| Trades | 122 | Days Winning | 134 | |
| Trades Rejected | 868 | Days Losing | 124 | |
| Wins | 44 | Average Days in Winning Trade | 28 | |
| Losses | 78 | Average Days in Losing Trade | 11 | |
| Percent Wins | 36.07% | |||
| Avg $Win to Avg $Loss | 2.46 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19920102 | |||
| End Date | 19921231 | Size Adjustments | 0 | |
| Max Items Held | 20 | Size Adjusted Items | 0 | |
| Total Items Traded | 164 | |||
| Total Slippage + Commission | 8,200 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 3.45 | |||
| 80% Held In T-Bills nets | 2.76 |