1998
| Initial Balance | 100,000 | $ Won | 93,596 | |
| Net Win Loss | 55,390 | $ Lost | 43,259 | |
| Ending Equity | 155,390 | Incentive + Fees | 0 | |
| ROI | 55.39% | Other Credits | 5,053 | |
| Compound Annual ROI | 55.77% | Commission/slippage netted | 0 | |
| Max Drawdown % | 8.93% | Other Debits | 0 | |
| Max Drawdown % Date | 19980127 | |||
| Longest Drawdown in years | 41.00% | Long Wins | 14 | |
| Longest Drawdown Start Date | 19980112 | Long Losses | 29 | |
| Longest Drawdown End Date | 19,980,611 | Short Wins | 33 | |
| MAR Ratio | 6.24 | Short Losses | 19 | |
| Sharpe Ratio | 2.69 | Long $ Won | 41,199 | |
| Return Retracement Ratio | 177.80 | Long $ Lost | 24,638 | |
| Sterling Ratio | 1.42 | Short $ Won | 52,397 | |
| Std. Dev. Daily % Returns | 1.22% | Short $ Lost | 18,621 | |
| Value at Risk (99% confidence) | 2.36% | Largest Winning Trade | 8,056 | |
| Average Expectation Value | 40.23 | Largest Losing Trade | 1,790 | |
| Expectation | 58.79% | Transactions netted at open | 0 | |
| Kelly | 0.27 | Average Winning Trade | 1,991 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 901 | |
| Percent New Highs | 12.40% | Max Consecutive Wins | 10 | |
| Max Consecutive Losses | 6 | |||
| Trades | 95 | Days Winning | 140 | |
| Trades Rejected | 1,076 | Days Losing | 118 | |
| Wins | 47 | Average Days in Winning Trade | 31 | |
| Losses | 48 | Average Days in Losing Trade | 13 | |
| Percent Wins | 49.47% | |||
| Avg $Win to Avg $Loss | 2.21 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19980102 | |||
| End Date | 19981231 | Size Adjustments | 0 | |
| Max Items Held | 18 | Size Adjusted Items | 0 | |
| Total Items Traded | 122 | |||
| Total Slippage + Commission | 6,100 | Process time (H:M:S) | 0:00:17 | |
| 3 Month T-Bill Rate | 4.81 | |||
| 80% Held In T-Bills nets | 3.848 |