1999
| Initial Balance | 100,000 | $ Won | 46,614 | |
| Net Win Loss | -22 | $ Lost | 50,378 | |
| Ending Equity | 99,978 | Incentive + Fees | 0 | |
| ROI | -0.02% | Other Credits | 3,742 | |
| Compound Annual ROI | -0.02% | Commission/slippage netted | 0 | |
| Max Drawdown % | 20.16% | Other Debits | 0 | |
| Max Drawdown % Date | 19991104 | |||
| Longest Drawdown in years | 98.00% | Long Wins | 19 | |
| Longest Drawdown Start Date | 19990104 | Long Losses | 21 | |
| Longest Drawdown End Date | 19,991,228 | Short Wins | 14 | |
| MAR Ratio | 0 | Short Losses | 40 | |
| Sharpe Ratio | 0 | Long $ Won | 24,664 | |
| Return Retracement Ratio | - | Long $ Lost | 17,088 | |
| Sterling Ratio | 0 | Short $ Won | 21,950 | |
| Std. Dev. Daily % Returns | 1.16% | Short $ Lost | 33,290 | |
| Value at Risk (99% confidence) | 2.66% | Largest Winning Trade | 3,825 | |
| Average Expectation Value | -2.93 | Largest Losing Trade | 1,700 | |
| Expectation | -4.85% | Transactions netted at open | 0 | |
| Kelly | -0.03 | Average Winning Trade | 1,413 | |
| Sum of Up % / Sum of Down % | 1 | Average Losing Trade | 826 | |
| Percent New Highs | 0.77% | Max Consecutive Wins | 7 | |
| Max Consecutive Losses | 9 | |||
| Trades | 94 | Days Winning | 130 | |
| Trades Rejected | 1,053 | Days Losing | 129 | |
| Wins | 33 | Average Days in Winning Trade | 33 | |
| Losses | 61 | Average Days in Losing Trade | 15 | |
| Percent Wins | 35.11% | |||
| Avg $Win to Avg $Loss | 1.71 | Number of Margin Calls | 0 | |
| $ Largest Margin Call | 0 | |||
| Start Date | 19990104 | |||
| End Date | 19991231 | Size Adjustments | 0 | |
| Max Items Held | 18 | Size Adjusted Items | 0 | |
| Total Items Traded | 123 | |||
| Total Slippage + Commission | 6,150 | Process time (H:M:S) | 0:00:18 | |
| 3 Month T-Bill Rate | 4.66 | |||
| 80% Held In T-Bills nets | 3.728 |