2007
| Initial Balance | 100,000 | $ Won | 105,983 | |
| Net Win Loss | 71,616 | $ Lost | 39,501 | |
| Ending Equity | 171,616 | Incentive + Fees | 0 | |
| ROI | 71.62% | Other Credits | 5,133 | |
| Compound Annual ROI | 72.13% | Commission/slippage netted | 0 | |
| Max Drawdown % | 16.84% | Other Debits | 0 | |
| Max Drawdown % Date | 20070403 | |||
| Longest Drawdown in years | 0.39 | Long Wins | 20 | |
| Longest Drawdown Start Date | 20070102 | Long Losses | 26 | |
| Longest Drawdown End Date | 20070523 | Short Wins | 20 | |
| MAR Ratio | 4.28 | Short Losses | 23 | |
| Sharpe Ratio | 3.85 | Long $ Won | 62,859 | |
| Return Retracement Ratio | 23.43 | Long $ Lost | 20,124 | |
| Sterling Ratio | 1.53 | Short $ Won | 43,124 | |
| Std. Dev. Daily % Returns | 1.12% | Short $ Lost | 19,377 | |
| Value at Risk (99% confidence) | 2.40% | Largest Winning Trade | 10,550 | |
| Average Expectation Value | 49.37 | Largest Losing Trade | 2,303 | |
| Expectation | 92.66% | Transactions netted at open | 0 | |
| Kelly | 0.28 | Average Winning Trade | 2,650 | |
| Sum of Up % / Sum of Down % | 1.62 | Average Losing Trade | 806 | |
| Percent New Highs | 25.00% | Max Consecutive Wins | 9 | |
| Max Consecutive Losses | 12 | |||
| Trades | 89 | Days Winning | 156 | |
| Trades Rejected | 1,285 | Days Losing | 104 | |
| Wins | 40 | Average Days in Winning Trade | 34 | |
| Losses | 49 | Average Days in Losing Trade | 12 | |
| Percent Wins | 44.94% | |||
| Avg $Win to Avg $Loss | 3.29 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 20070102 | |||
| End Date | 20071231 | Size Adjustments | 0 | |
| Max Items Held | 15 | Size Adjusted Items | 0 | |
| Total Items Traded | 111 | |||
| Total Slippage + Commission | 5,550 | Process time (H:M:S) | 0:00:18 | |
| 3 Month T-Bill Rate | 5 | |||
| 80% Held In T-Bills nets | 4 |