1995
| Initial Balance | 100,000 | $ Won | 74,253 | |
| Net Win Loss | 36,273 | $ Lost | 43,066 | |
| Ending Equity | 136,273 | Incentive + Fees | 0 | |
| ROI | 36.27% | Other Credits | 5,086 | |
| Compound Annual ROI | 36.86% | Commission/slippage netted | 0 | |
| Max Drawdown % | 10.21% | Other Debits | 0 | |
| Max Drawdown % Date | 19950208 | |||
| Longest Drawdown in years | 17.00% | Long Wins | 39 | |
| Longest Drawdown Start Date | 19950103 | Long Losses | 31 | |
| Longest Drawdown End Date | 19,950,306 | Short Wins | 6 | |
| MAR Ratio | 3.61 | Short Losses | 29 | |
| Sharpe Ratio | 2.49 | Long $ Won | 65,356 | |
| Return Retracement Ratio | 431.49 | Long $ Lost | 21,878 | |
| Sterling Ratio | 0.94 | Short $ Won | 8,897 | |
| Std. Dev. Daily % Returns | 0.82% | Short $ Lost | 21,188 | |
| Value at Risk (99% confidence) | 1.65% | Largest Winning Trade | 4,675 | |
| Average Expectation Value | 26.32 | Largest Losing Trade | 1,838 | |
| Expectation | 41.38% | Transactions netted at open | 0 | |
| Kelly | 0.18 | Average Winning Trade | 1,650 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 718 | |
| Percent New Highs | 17.90% | Max Consecutive Wins | 7 | |
| Max Consecutive Losses | 21 | |||
| Trades | 105 | Days Winning | 140 | |
| Trades Rejected | 981 | Days Losing | 117 | |
| Wins | 45 | Average Days in Winning Trade | 33 | |
| Losses | 60 | Average Days in Losing Trade | 11 | |
| Percent Wins | 42.86% | |||
| Avg $Win to Avg $Loss | 2.3 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19950103 | |||
| End Date | 19951231 | Size Adjustments | 0 | |
| Max Items Held | 21 | Size Adjusted Items | 0 | |
| Total Items Traded | 144 | |||
| Total Slippage + Commission | 7,200 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 5.51 | |||
| 80% Held In T-Bills nets | 4.408 |