1984
| Initial Balance | 100,000 | $ Won | 93,698 | |
| Net Win Loss | 75,481 | $ Lost | 28,283 | |
| Ending Equity | 175,481 | Incentive + Fees | 0 | |
| ROI | 75.48% | Other Credits | 10,066 | |
| Compound Annual ROI | 76.03% | Commission/slippage netted | 0 | |
| Max Drawdown % | 7.54% | Other Debits | 0 | |
| Max Drawdown % Date | 19840605 | |||
| Longest Drawdown in years | 17.00% | Long Wins | 19 | |
| Longest Drawdown Start Date | 19840103 | Long Losses | 36 | |
| Longest Drawdown End Date | 19840306 | Short Wins | 22 | |
| MAR Ratio | 10.08 | Short Losses | 9 | |
| Sharpe Ratio | 4.01 | Long $ Won | 37,868 | |
| Return Retracement Ratio | 178.31 | Long $ Lost | 23,275 | |
| Sterling Ratio | 2.01 | Short $ Won | 55,830 | |
| Std. Dev. Daily % Returns | 1.08% | Short $ Lost | 5,008 | |
| Value at Risk (99% confidence) | 2.80% | Largest Winning Trade | 6,920 | |
| Average Expectation Value | 48.38 | Largest Losing Trade | 2,140 | |
| Expectation | 121.03% | Transactions netted at open | 0 | |
| Kelly | 0.33 | Average Winning Trade | 2,285 | |
| Sum of Up % / Sum of Down % | 2 | Average Losing Trade | 629 | |
| Percent New Highs | 19.84% | Max Consecutive Wins | 8 | |
| Max Consecutive Losses | 6 | |||
| Trades | 86 | Days Winning | 137 | |
| Trades Rejected | 631 | Days Losing | 120 | |
| Wins | 41 | Average Days in Winning Trade | 31 | |
| Losses | 45 | Average Days in Losing Trade | 11 | |
| Percent Wins | 47.67% | |||
| Avg $Win to Avg $Loss | 3.64 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19840103 | |||
| End Date | 19841231 | Size Adjustments | 0 | |
| Max Items Held | 17 | Size Adjusted Items | 0 | |
| Total Items Traded | 114 | |||
| Total Slippage + Commission | 5,700 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 9.53 | |||
| 80% Held In T-Bills nets | 7.624 |