2000
| Initial Balance | 100,000 | $ Won | 77,850 | |
| Net Win Loss | 36,291 | $ Lost | 46,482 | |
| Ending Equity | 136,291 | Incentive + Fees | 0 | |
| ROI | 36.29% | Other Credits | 4,923 | |
| Compound Annual ROI | 36.76% | Commission/slippage netted | 0 | |
| Max Drawdown % | 18.99% | Other Debits | 0 | |
| Max Drawdown % Date | 20000419 | |||
| Longest Drawdown in years | 45.00% | Long Wins | 22 | |
| Longest Drawdown Start Date | 20000103 | Long Losses | 34 | |
| Longest Drawdown End Date | 20,000,614 | Short Wins | 12 | |
| MAR Ratio | 1.94 | Short Losses | 25 | |
| Sharpe Ratio | 1.85 | Long $ Won | 58,853 | |
| Return Retracement Ratio | 9.46 | Long $ Lost | 25,744 | |
| Sterling Ratio | 0.74 | Short $ Won | 18,998 | |
| Std. Dev. Daily % Returns | 1.10% | Short $ Lost | 20,738 | |
| Value at Risk (99% confidence) | 2.54% | Largest Winning Trade | 11,275 | |
| Average Expectation Value | 26.58 | Largest Losing Trade | 2,325 | |
| Expectation | 42.81% | Transactions netted at open | 0 | |
| Kelly | 0.15 | Average Winning Trade | 2,290 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 788 | |
| Percent New Highs | 15.44% | Max Consecutive Wins | 6 | |
| Max Consecutive Losses | 12 | |||
| Trades | 93 | Days Winning | 145 | |
| Trades Rejected | 1,106 | Days Losing | 114 | |
| Wins | 34 | Average Days in Winning Trade | 35 | |
| Losses | 59 | Average Days in Losing Trade | 11 | |
| Percent Wins | 36.56% | |||
| Avg $Win to Avg $Loss | 2.91 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 20000103 | |||
| End Date | 20001231 | Size Adjustments | 0 | |
| Max Items Held | 17 | Size Adjusted Items | 0 | |
| Total Items Traded | 127 | |||
| Total Slippage + Commission | 6,350 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 5.66 | |||
| 80% Held In T-Bills nets | 4.528 |