1982
| Initial Balance | 100,000 | $ Won | 61,832 | |
| Net Win Loss | 51,665 | $ Lost | 21,256 | |
| Ending Equity | 151,665 | Incentive + Fees | 0 | |
| ROI | 51.66% | Other Credits | 11,089 | |
| Compound Annual ROI | 52.37% | Commission/slippage netted | 0 | |
| Max Drawdown % | 4.53% | Other Debits | 0 | |
| Max Drawdown % Date | 1982032300.00% | |||
| Longest Drawdown in years | 12.00% | Long Wins | 13 | |
| Longest Drawdown Start Date | 19820507 | Long Losses | 15 | |
| Longest Drawdown End Date | 19820618 | Short Wins | 16 | |
| MAR Ratio | 11.56 | Short Losses | 13 | |
| Sharpe Ratio | 3.52 | Long $ Won | 31,457 | |
| Return Retracement Ratio | - | Long $ Lost | 9,784 | |
| Sterling Ratio | 1.5 | Short $ Won | 30,374 | |
| Std. Dev. Daily % Returns | 0.79% | Short $ Lost | 11,472 | |
| Value at Risk (99% confidence) | 1.61% | Largest Winning Trade | 6,900 | |
| Average Expectation Value | 32.67 | Largest Losing Trade | 1,550 | |
| Expectation | 93.77% | Transactions netted at open | 0 | |
| Kelly | 0.33 | Average Winning Trade | 2,132 | |
| Sum of Up % / Sum of Down % | 2 | Average Losing Trade | 759 | |
| Percent New Highs | 27.24% | Max Consecutive Wins | 4 | |
| Max Consecutive Losses | 4 | |||
| Trades | 57 | Days Winning | 149 | |
| Trades Rejected | 469 | Days Losing | 108 | |
| Wins | 29 | Average Days in Winning Trade | 30 | |
| Losses | 28 | Average Days in Losing Trade | 13 | |
| Percent Wins | 50.88% | |||
| Avg $Win to Avg $Loss | 2.81 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19820104 | |||
| End Date | 19821231 | Size Adjustments | 0 | |
| Max Items Held | 13 | Size Adjusted Items | 0 | |
| Total Items Traded | 76 | |||
| Total Slippage + Commission | 3,800 | Process time (H:M:S) | 0:00:16 | |
| 3 Month T-Bill Rate | 10.69 | |||
| 80% Held In T-Bills nets | 8.552 |