1994
| Initial Balance | 100,000 | $ Won | 90,035 | |
| Net Win Loss | 32,614 | $ Lost | 60,937 | |
| Ending Equity | 132,614 | Incentive + Fees | 0 | |
| ROI | 32.61% | Other Credits | 3,516 | |
| Compound Annual ROI | 33.03% | Commission/slippage netted | 0 | |
| Max Drawdown % | 18.99% | Other Debits | 0 | |
| Max Drawdown % Date | 19940222 | |||
| Longest Drawdown in years | 37.00% | Long Wins | 28 | |
| Longest Drawdown Start Date | 19940523 | Long Losses | 33 | |
| Longest Drawdown End Date | 19,941,005 | Short Wins | 12 | |
| MAR Ratio | 1.74 | Short Losses | 38 | |
| Sharpe Ratio | 1.35 | Long $ Won | 74,143 | |
| Return Retracement Ratio | 10.67 | Long $ Lost | 31,007 | |
| Sterling Ratio | 0.68 | Short $ Won | 15,891 | |
| Std. Dev. Daily % Returns | 1.39% | Short $ Lost | 29,930 | |
| Value at Risk (99% confidence) | 2.95% | Largest Winning Trade | 11,988 | |
| Average Expectation Value | 25.63 | Largest Losing Trade | 2,300 | |
| Expectation | 30.54% | Transactions netted at open | 0 | |
| Kelly | 0.12 | Average Winning Trade | 2,251 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 858 | |
| Percent New Highs | 11.54% | Max Consecutive Wins | 5 | |
| Max Consecutive Losses | 20 | |||
| Trades | 111 | Days Winning | 139 | |
| Trades Rejected | 964 | Days Losing | 121 | |
| Wins | 40 | Average Days in Winning Trade | 32 | |
| Losses | 71 | Average Days in Losing Trade | 12 | |
| Percent Wins | 36.04% | |||
| Avg $Win to Avg $Loss | 2.62 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19940103 | |||
| End Date | 19941231 | Size Adjustments | 0 | |
| Max Items Held | 19 | Size Adjusted Items | 0 | |
| Total Items Traded | 138 | |||
| Total Slippage + Commission | 6,900 | Process time (H:M:S) | 0:00:18 | |
| 3 Month T-Bill Rate | 4.29 | |||
| 80% Held In T-Bills nets | 3.432 |