1986
| Initial Balance | 100,000 | $ Won | 87,784 | |
| Net Win Loss | 55,198 | $ Lost | 38,909 | |
| Ending Equity | 155,198 | Incentive + Fees | 0 | |
| ROI | 55.20% | Other Credits | 6,324 | |
| Compound Annual ROI | 55.57% | Commission/slippage netted | 0 | |
| Max Drawdown % | 10.03% | Other Debits | 0 | |
| Max Drawdown % Date | 19860725 | |||
| Longest Drawdown in years | 30.00% | Long Wins | 22 | |
| Longest Drawdown Start Date | 19860512 | Long Losses | 29 | |
| Longest Drawdown End Date | 19860829 | Short Wins | 14 | |
| MAR Ratio | 5.54 | Short Losses | 14 | |
| Sharpe Ratio | 2.69 | Long $ Won | 64,529 | |
| Return Retracement Ratio | 40.74 | Long $ Lost | 26,407 | |
| Sterling Ratio | 1.38 | Short $ Won | 23,254 | |
| Std. Dev. Daily % Returns | 1.19% | Short $ Lost | 12,502 | |
| Value at Risk (99% confidence) | 3.50% | Largest Winning Trade | 8,188 | |
| Average Expectation Value | 39.68 | Largest Losing Trade | 2,175 | |
| Expectation | 68.37% | Transactions netted at open | 0 | |
| Kelly | 0.25 | Average Winning Trade | 2,438 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 905 | |
| Percent New Highs | 15.23% | Max Consecutive Wins | 11 | |
| Max Consecutive Losses | 8 | |||
| Trades | 79 | Days Winning | 149 | |
| Trades Rejected | 686 | Days Losing | 107 | |
| Wins | 36 | Average Days in Winning Trade | 28 | |
| Losses | 43 | Average Days in Losing Trade | 12 | |
| Percent Wins | 45.57% | |||
| Avg $Win to Avg $Loss | 2.69 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19860102 | |||
| End Date | 19861231 | Size Adjustments | 0 | |
| Max Items Held | 15 | Size Adjusted Items | 0 | |
| Total Items Traded | 98 | |||
| Total Slippage + Commission | 4,900 | Process time (H:M:S) | 0:00:16 | |
| 3 Month T-Bill Rate | 5.98 | |||
| 80% Held In T-Bills nets | 4.784 |