1990
| Initial Balance | 100,000 | $ Won | 100,616 | |
| Net Win Loss | 77,956 | $ Lost | 31,728 | |
| Ending Equity | 177,956 | Incentive + Fees | 0 | |
| ROI | 77.96% | Other Credits | 9,068 | |
| Compound Annual ROI | 78.52% | Commission/slippage netted | 0 | |
| Max Drawdown % | 8.56% | Other Debits | 0 | |
| Max Drawdown % Date | 19900910 | |||
| Longest Drawdown in years | 36.00% | Long Wins | 21 | |
| Longest Drawdown Start Date | 19900823 | Long Losses | 30 | |
| Longest Drawdown End Date | 19,901,231 | Short Wins | 20 | |
| MAR Ratio | 9.18 | Short Losses | 13 | |
| Sharpe Ratio | 5.32 | Long $ Won | 60,162 | |
| Return Retracement Ratio | 93.49 | Long $ Lost | 20,484 | |
| Sterling Ratio | 2.02 | Short $ Won | 40,454 | |
| Std. Dev. Daily % Returns | 0.86% | Short $ Lost | 11,244 | |
| Value at Risk (99% confidence) | 1.67% | Largest Winning Trade | 10,324 | |
| Average Expectation Value | 51.13 | Largest Losing Trade | 1,820 | |
| Expectation | 111.14% | Transactions netted at open | 0 | |
| Kelly | 0.33 | Average Winning Trade | 2,454 | |
| Sum of Up % / Sum of Down % | 2 | Average Losing Trade | 738 | |
| Percent New Highs | 26.56% | Max Consecutive Wins | 6 | |
| Max Consecutive Losses | 9 | |||
| Trades | 84 | Days Winning | 151 | |
| Trades Rejected | 858 | Days Losing | 105 | |
| Wins | 41 | Average Days in Winning Trade | 33 | |
| Losses | 43 | Average Days in Losing Trade | 12 | |
| Percent Wins | 48.81% | |||
| Avg $Win to Avg $Loss | 3.33 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19900102 | |||
| End Date | 19901231 | Size Adjustments | 0 | |
| Max Items Held | 15 | Size Adjusted Items | 0 | |
| Total Items Traded | 103 | |||
| Total Slippage + Commission | 5,150 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 7.51 | |||
| 80% Held In T-Bills nets | 6.008 |