1985
| Initial Balance | 100,000 | $ Won | 96,503 | |
| Net Win Loss | 65,526 | $ Lost | 39,144 | |
| Ending Equity | 165,526 | Incentive + Fees | 0 | |
| ROI | 65.53% | Other Credits | 8,166 | |
| Compound Annual ROI | 65.99% | Commission/slippage netted | 0 | |
| Max Drawdown % | 11.09% | Other Debits | 0 | |
| Max Drawdown % Date | 19850320 | |||
| Longest Drawdown in years | 25.00% | Long Wins | 21 | |
| Longest Drawdown Start Date | 19850225 | Long Losses | 23 | |
| Longest Drawdown End Date | 19850528 | Short Wins | 13 | |
| MAR Ratio | 5.95 | Short Losses | 24 | |
| Sharpe Ratio | 3.28 | Long $ Won | 73,014 | |
| Return Retracement Ratio | 37.04 | Long $ Lost | 18,068 | |
| Sterling Ratio | 1.59 | Short $ Won | 23,489 | |
| Std. Dev. Daily % Returns | 1.15% | Short $ Lost | 21,076 | |
| Value at Risk (99% confidence) | 3.23% | Largest Winning Trade | 8,606 | |
| Average Expectation Value | 44.54 | Largest Losing Trade | 2,171 | |
| Expectation | 85.03% | Transactions netted at open | 0 | |
| Kelly | 0.25 | Average Winning Trade | 2,838 | |
| Sum of Up % / Sum of Down % | 2 | Average Losing Trade | 833 | |
| Percent New Highs | 21.01% | Max Consecutive Wins | 5 | |
| Max Consecutive Losses | 10 | |||
| Trades | 81 | Days Winning | 152 | |
| Trades Rejected | 678 | Days Losing | 105 | |
| Wins | 34 | Average Days in Winning Trade | 30 | |
| Losses | 47 | Average Days in Losing Trade | 15 | |
| Percent Wins | 41.98% | |||
| Avg $Win to Avg $Loss | 3.41 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19850102 | |||
| End Date | 19851231 | Size Adjustments | 0 | |
| Max Items Held | 16 | Size Adjusted Items | 0 | |
| Total Items Traded | 104 | |||
| Total Slippage + Commission | 5,200 | Process time (H:M:S) | 0:00:16 | |
| 3 Month T-Bill Rate | 7.47 | |||
| 80% Held In T-Bills nets | 5.976 |