Summary - Short Trades Report Dec 2, 2008 12:04:35 Name: EUR-USD15 Symbol: $EUR-USD Equity Filter: OFF - All entries taken Take Next Trade: No Equity Filter Applied From date 10/24/2008, To date 11/24/2008, Chart By Date, Ignore trades <= -999,999,999, Ignore trades >= 999,999,999, Ignore big wins 0, Ignore big losses 0, Profit is >= 0.00, Show cents No, Show Max Intra Yes Overall Total Net Profit: $5,330 Profit Factor ($Wins/$Losses): 1.33 Total Trades: 122 Winning Percentage: 51.6% Average Trade: $44 Payout Ratio (Avg Win/Loss): 1.24 Avg # of Bars in Trade: 39.31 Z-Score (W/L Predictability): 0.8 Avg # of Trades per Year: 1,392.5 Percent in the Market: 3.9% Max Closed-out Drawdown: -$2,170 Max Intraday Drawdown: -$2,360 Account Size Required: $2,360 Return Pct: 225.8% Open Equity: $0 Kelly Ratio: 0.1272 Current Streak: 1 Wins Optimal f: 0.10 Winning Trades Losing Trades Total Winners: 63 Total Losers: 59 Gross Profit: $21,630 Gross Loss: -$16,300 Average Win: $343 Average Loss: -$276 Largest Win: $1,950 Largest Loss: -$300 Largest Drawdown in Win: -$290 Largest Peak in Loss: $460 Avg Drawdown in Win: -$137 Avg Peak in Loss: $115 Avg Run Up in Win: $480 Avg Run Up in Loss: $115 Avg Run Down in Win: -$137 Avg Run Down in Loss: -$285 Most Consec Wins: 6 Most Consec Losses: 4 Avg # of Consec Wins: 1.91 Avg # of Consec Losses: 1.79 Avg # of Bars in Wins: 48.84 Avg # of Bars in Losses: 29.14