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OK some Charts.

Firstly the RAW as in not tweeked original Techtrader.
The report below shows a lot of answers to TJ's questions so let me know if its not clear.

Chart 1 is a comparison of OPEN EQUITY to CLOSED EQUITY the top line is ofcoarse the open equity.

Chart 2 is a MonteCarlo simulation of 5000 portfolios I can do whatever number you want but chose 5000 this run.

Chart 3 is Yearly Profit or loss of all CLOSED trades

Table 2 is the Monte Carlo stats.

Detailed Report
(TTrader BT margin Master 1)

Simulation Summary
Simulation Date:    6/23/2005
Simulation Time: 8:37:45 PM
Simulation Duration: 0.54 seconds

Trade Summary
Earliest Entry Date in the Trade Database: 1/2/1997
Latest Entry Date in the Trade Database:    6/22/2005
Earliest Exit Date in the Trade Database: 1/17/1997
Latest Exit Date in the Trade Database: 6/23/2005

Start Trade Entry Date:    1/2/1997
Stop Trade Entry Date:    6/22/2005
First Entry Date:    1/2/1997
Last Entry Date: 6/3/2005
First Exit Date:    1/17/1997
Last Exit Date: 6/23/2005

Total Trading duration: 3094 days

Profit Summary
Profit Status: PROFITABLE
Starting Capital: $100,000.00
Finishing Capital:    $352,578.29
Maximum Equity/(Date):    $252,578.29 (6/23/2005)
Minimum Equity/(Date): ($1,319.47) (3/3/1997)
Gross Trade Profit: $412,766.40 (412.77%)
Gross Trade Loss:    ($160,188.11) (-160.19%)
Total Net Profit: $252,578.29 (252.58%)
Average Profit per Trade: $1,180.27
Profit Factor: 2.5768
Profit Index:    61.19%
Total Transaction Cost:    $12,840.00
Total Slippage: $0.00
Daily Compound Interest Rate: 0.0407%
Annualized Compound Interest Rate: 16.0272%

Trade Statistics
Trades Processed:    2739
Trades Taken: 214
Partial Trades Taken: 0
Trades Rejected:    817
Winning Trades: 69 (32.24%)
Losing Trades: 145 (67.76%)
Breakeven Trades: 0 (0.00%)

Normal Exit Trades:    149 (69.63%)
Delayed Normal Exit Trades: 0 (0.00%)
Open Trades: 11 (5.14%)
Protective Stop Exit Trades:    54 (25.23%)
Time Stop Exit Trades:    0 (0.00%)
Profit Stop Exit Trades:    0 (0.00%)

Largest Winning Trade/(Date): $60,816.00 (12/15/2004)
Largest Losing Trade/(Date): ($4,167.50) (4/6/2005)
Average Winning Trade:    $5,982.12
Average Losing Trade: ($1,104.75)
Average Win/Average Loss:    5.4149

Trade Duration Statistics
(All Trades)
Maximum Trade Duration: 1226 (days)
Minimum Trade Duration:    1 (days)
Average Trade Duration:    135 (days)
(Winning Trades)
Maximum Trade Duration: 1226 (days)
Minimum Trade Duration:    5 (days)
Average Trade Duration:    316 (days)
(Losing Trades)
Maximum Trade Duration:    222 (days)
Minimum Trade Duration:    1 (days)
Average Trade Duration: 48 (days)

Consecutive Trade Statistics
Maximum consecutive winning trades: 7
Maximum consecutive losing trades: 15
Average consecutive winning trades:    1.73
Average consecutive losing trades: 3.63

Trade Expectation Statistics
Normalized Expectation per dollar risked: $0.8800
Maximum Reward/Risk ratio:    47.79
Minimum Reward/Risk ratio:    -1.51
Average Positive Reward/Risk ratio:    4.07
Average Negative Reward/Risk ratio: -0.64

Relative Drawdown
Maximum Dollar Drawdown/(Date):    $16,762.99 (10/1/2002)
Maximum Percentage Drawdown/(Date): 8.6120% (2/25/2000)

Absolute (Peak-to-Valley) Dollar Drawdown
Maximum Dollar Drawdown:    $22,161.19 (18.2600%)
Capital Peak/(Date): $121,392.44 (8/7/1998)
Capital Valley/(Date): $99,231.25 (2/25/2000)

Absolute (Peak-to-Valley) Percent Drawdown
Maximum Percentage Drawdown:    18.2600% ($22,161.19)
Capital Peak/(Date): $121,392.44 (8/7/1998)
Capital Valley/(Date): $99,231.25 (2/25/2000)

Monte Carlo Report
(TTrader BT margin Master 1)

Simulation Summary
Simulation Date:    6/23/2005
Simulation Time: 9:01:18 PM
Simulation Duration:    26.77 seconds

Trade Parameters
Initial Capital:    $100,000.00
Portfolio Limit:    100.00%
Maximum number of open positions: 100
Position Size Model: Fixed Percent Risk
Percentage of capital risked per trade: 2.00%
Position size limit: 10.00%
Portfolio Heat:    30.00%
Pyramid profits:    Yes
Transaction cost (Trade Entry):    $30.00
Transaction cost (Trade Exit): $30.00
Margin Requirement: 100.00%

Trade Preferences
Trading Instrument:    Stocks
Break Even Trades: Process separately
Trade Position Type: Process long trades only
Entry Order Type: Default Order
Exit Order Type:    Default Order
Minimum Trade Size: $0.00
Accept Partial Trades: No
Volume Filter:    Ignore Volume Information
Pyramid Trades:    No
Use Level Zero trades only: Yes

Simulation Stats
Number of trade simulations: 5000
Trades processed per simulation: 2739
Maximum Number of Trades Executed:    216
Average Number of Trades Executed:    194
Minimum Number of Trades Executed:    175
Standard Deviation:    5.94

Profit Stats
Maximum Profit: $553,152.78 (553.15%)
Average Profit: $314,285.62 (314.29%)
Minimum Profit: $193,884.65 (193.88%)
Standard Deviation: $57,687.96 (57.69%)
Probability of Profit:    100.00%
Probability of Loss:    0.00%

Percent Winning Trade Stats
Maximum percentage of winning trades:    39.78%
Average percentage of winning trades:    35.35%
Minimum percentage of winning trades:    30.56%
Standard Deviation: 1.37%

Percent Losing Trade Stats
Maximum percentage of losing trades: 69.44%
Average percentage of losing Trades: 64.65%
Minimum percentage of losing trades: 60.22%
Standard Deviation: 1.37%

Average Relative Dollar Drawdown Stats
Maximum of the Average Relative Dollar Drawdown:    $3,967.01
Average of the Average Relative Dollar Drawdown:    $2,367.15
Minimum of the Average Relative Dollar Drawdown:    $1,691.01
Standard Deviation: $278.56

Average Relative Percent Drawdown Stats
Maximum of the Average Relative Percent Drawdown: 2.0524%
Average of the Average Relative Percent Drawdown: 1.2679%
Minimum of the Average Relative Percent Drawdown: 0.9202%
Standard Deviation: 0.1485%

Maximum Peak-to-Valley Dollar Drawdown Stats
Maximum Absolute Dollar Drawdown:    $47,454.57
Average Absolute Dollar Drawdown:    $25,021.31
Minimum Absolute Dollar Drawdown:    $14,831.98
Standard Deviation: $5,233.97

Maximum Peak-to-Valley Percent Drawdown Stats
Maximum Absolute Percent Drawdown: 16.7127%
Average Absolute Percent Drawdown: 11.1289%
Minimum Absolute Percent Drawdown:    6.0137%
Standard Deviation: 2.1266%

<blockquote data-quote="tech/a" data-source="post: 14328" data-attributes="member: 257">OK some Charts.Firstly the RAW as in not tweeked original Techtrader.The report below shows a lot of answers to TJ&#039;s questions so let me know if its not clear.Chart 1 is a comparison of OPEN EQUITY to CLOSED EQUITY the top line is ofcoarse the open equity.Chart 2 is a MonteCarlo simulation of 5000 portfolios I can do whatever number you want but chose 5000 this run.Chart 3 is Yearly Profit or loss of all CLOSED tradesTable 2 is the Monte Carlo stats.Detailed Report(TTrader BT margin Master 1)Simulation SummarySimulation Date:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 6/23/2005Simulation Time:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 8:37:45 PMSimulation Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.54 secondsTrade SummaryEarliest Entry Date in the Trade Database:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1/2/1997Latest Entry Date in the Trade Database:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 6/22/2005Earliest Exit Date in the Trade Database:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1/17/1997Latest Exit Date in the Trade Database:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 6/23/2005Start Trade Entry Date:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 1/2/1997Stop Trade Entry Date:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 6/22/2005First Entry Date:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 1/2/1997Last Entry Date:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 6/3/2005First Exit Date:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 1/17/1997Last Exit Date:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 6/23/2005Total Trading duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 3094 daysProfit SummaryProfit Status:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; PROFITABLEStarting Capital:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $100,000.00Finishing Capital:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $352,578.29Maximum Equity/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $252,578.29 (6/23/2005)Minimum Equity/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; ($1,319.47) (3/3/1997)Gross Trade Profit:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $412,766.40 (412.77%)Gross Trade Loss:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; ($160,188.11) (-160.19%)Total Net Profit:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $252,578.29 (252.58%)Average Profit per Trade:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $1,180.27Profit Factor:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 2.5768Profit Index:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 61.19%Total Transaction Cost:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $12,840.00Total Slippage:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $0.00Daily Compound Interest Rate:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.0407%Annualized Compound Interest Rate:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 16.0272%Trade StatisticsTrades Processed:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 2739Trades Taken:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 214Partial Trades Taken:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0Trades Rejected:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 817Winning Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 69 (32.24%)Losing Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 145 (67.76%)Breakeven Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0 (0.00%)Normal Exit Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 149 (69.63%)Delayed Normal Exit Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0 (0.00%)Open Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 11 (5.14%)Protective Stop Exit Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 54 (25.23%)Time Stop Exit Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 0 (0.00%)Profit Stop Exit Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 0 (0.00%)Largest Winning Trade/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $60,816.00 (12/15/2004)Largest Losing Trade/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; ($4,167.50) (4/6/2005)Average Winning Trade:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $5,982.12Average Losing Trade:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; ($1,104.75)Average Win/Average Loss:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 5.4149Trade Duration Statistics(All Trades)Maximum Trade Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1226 (days)Minimum Trade Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 1 (days)Average Trade Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 135 (days)(Winning Trades)Maximum Trade Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1226 (days)Minimum Trade Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 5 (days)Average Trade Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 316 (days)(Losing Trades)Maximum Trade Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 222 (days)Minimum Trade Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 1 (days)Average Trade Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 48 (days)Consecutive Trade StatisticsMaximum consecutive winning trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 7Maximum consecutive losing trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 15Average consecutive winning trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 1.73Average consecutive losing trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 3.63Trade Expectation StatisticsNormalized Expectation per dollar risked:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $0.8800Maximum Reward/Risk ratio:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 47.79Minimum Reward/Risk ratio:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; -1.51Average Positive Reward/Risk ratio:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 4.07Average Negative Reward/Risk ratio:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; -0.64Relative DrawdownMaximum Dollar Drawdown/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $16,762.99 (10/1/2002)Maximum Percentage Drawdown/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 8.6120% (2/25/2000)Absolute (Peak-to-Valley) Dollar DrawdownMaximum Dollar Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $22,161.19 (18.2600%)Capital Peak/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $121,392.44 (8/7/1998)Capital Valley/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $99,231.25 (2/25/2000)Absolute (Peak-to-Valley) Percent DrawdownMaximum Percentage Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 18.2600% ($22,161.19)Capital Peak/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $121,392.44 (8/7/1998)Capital Valley/(Date):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $99,231.25 (2/25/2000)Monte Carlo Report(TTrader BT margin Master 1)Simulation SummarySimulation Date:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 6/23/2005Simulation Time:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 9:01:18 PMSimulation Duration:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 26.77 secondsTrade ParametersInitial Capital:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $100,000.00Portfolio Limit:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 100.00%Maximum number of open positions:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 100Position Size Model:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; Fixed Percent RiskPercentage of capital risked per trade:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 2.00%Position size limit:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 10.00%Portfolio Heat:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 30.00%Pyramid profits:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; YesTransaction cost (Trade Entry):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $30.00Transaction cost (Trade Exit):&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $30.00Margin Requirement:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 100.00%Trade PreferencesTrading Instrument:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; StocksBreak Even Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; Process separatelyTrade Position Type:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; Process long trades onlyEntry Order Type:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; Default OrderExit Order Type:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; Default OrderMinimum Trade Size:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $0.00Accept Partial Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; NoVolume Filter:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; Ignore Volume InformationPyramid Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; NoUse Level Zero trades only:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; YesSimulation StatsNumber of trade simulations:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 5000Trades processed per simulation:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 2739Maximum Number of Trades Executed:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 216Average Number of Trades Executed:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 194Minimum Number of Trades Executed:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 175Standard Deviation:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 5.94Profit StatsMaximum Profit:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $553,152.78 (553.15%)Average Profit:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $314,285.62 (314.29%)Minimum Profit:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $193,884.65 (193.88%)Standard Deviation:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $57,687.96 (57.69%)Probability of Profit:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 100.00%Probability of Loss:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 0.00%Percent Winning Trade StatsMaximum percentage of winning trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 39.78%Average percentage of winning trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 35.35%Minimum percentage of winning trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 30.56%Standard Deviation:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1.37%Percent Losing Trade StatsMaximum percentage of losing trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 69.44%Average percentage of losing Trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 64.65%Minimum percentage of losing trades:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 60.22%Standard Deviation:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1.37%Average Relative Dollar Drawdown StatsMaximum of the Average Relative Dollar Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $3,967.01Average of the Average Relative Dollar Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $2,367.15Minimum of the Average Relative Dollar Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $1,691.01Standard Deviation:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $278.56Average Relative Percent Drawdown StatsMaximum of the Average Relative Percent Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 2.0524%Average of the Average Relative Percent Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1.2679%Minimum of the Average Relative Percent Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.9202%Standard Deviation:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.1485%Maximum Peak-to-Valley Dollar Drawdown StatsMaximum Absolute Dollar Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $47,454.57Average Absolute Dollar Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $25,021.31Minimum Absolute Dollar Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; $14,831.98Standard Deviation:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; $5,233.97Maximum Peak-to-Valley Percent Drawdown StatsMaximum Absolute Percent Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 16.7127%Average Absolute Percent Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 11.1289%Minimum Absolute Percent Drawdown:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp; 6.0137%Standard Deviation:&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 2.1266%</blockquote>

[QUOTE="tech/a, post: 14328, member: 257"] OK some Charts. Firstly the RAW as in not tweeked original Techtrader. The report below shows a lot of answers to TJ's questions so let me know if its not clear. [B]Chart 1[/B] is a comparison of OPEN EQUITY to CLOSED EQUITY the top line is ofcoarse the open equity. [B]Chart 2[/B] is a MonteCarlo simulation of 5000 portfolios I can do whatever number you want but chose 5000 this run. [B]Chart 3[/B] is Yearly Profit or loss of all [B]CLOSED[/B] trades [B]Table 2[/B] is the Monte Carlo stats. [B]Detailed Report (TTrader BT margin Master 1)[/B] Simulation Summary Simulation Date: 6/23/2005 Simulation Time: 8:37:45 PM Simulation Duration: 0.54 seconds Trade Summary Earliest Entry Date in the Trade Database: 1/2/1997 Latest Entry Date in the Trade Database: 6/22/2005 Earliest Exit Date in the Trade Database: 1/17/1997 Latest Exit Date in the Trade Database: 6/23/2005 Start Trade Entry Date: 1/2/1997 Stop Trade Entry Date: 6/22/2005 First Entry Date: 1/2/1997 Last Entry Date: 6/3/2005 First Exit Date: 1/17/1997 Last Exit Date: 6/23/2005 Total Trading duration: 3094 days Profit Summary Profit Status: PROFITABLE Starting Capital: $100,000.00 Finishing Capital: $352,578.29 Maximum Equity/(Date): $252,578.29 (6/23/2005) Minimum Equity/(Date): ($1,319.47) (3/3/1997) Gross Trade Profit: $412,766.40 (412.77%) Gross Trade Loss: ($160,188.11) (-160.19%) Total Net Profit: $252,578.29 (252.58%) Average Profit per Trade: $1,180.27 Profit Factor: 2.5768 Profit Index: 61.19% Total Transaction Cost: $12,840.00 Total Slippage: $0.00 Daily Compound Interest Rate: 0.0407% Annualized Compound Interest Rate: 16.0272% Trade Statistics Trades Processed: 2739 Trades Taken: 214 Partial Trades Taken: 0 Trades Rejected: 817 Winning Trades: 69 (32.24%) Losing Trades: 145 (67.76%) Breakeven Trades: 0 (0.00%) Normal Exit Trades: 149 (69.63%) Delayed Normal Exit Trades: 0 (0.00%) Open Trades: 11 (5.14%) Protective Stop Exit Trades: 54 (25.23%) Time Stop Exit Trades: 0 (0.00%) Profit Stop Exit Trades: 0 (0.00%) Largest Winning Trade/(Date): $60,816.00 (12/15/2004) Largest Losing Trade/(Date): ($4,167.50) (4/6/2005) Average Winning Trade: $5,982.12 Average Losing Trade: ($1,104.75) Average Win/Average Loss: 5.4149 Trade Duration Statistics (All Trades) Maximum Trade Duration: 1226 (days) Minimum Trade Duration: 1 (days) Average Trade Duration: 135 (days) (Winning Trades) Maximum Trade Duration: 1226 (days) Minimum Trade Duration: 5 (days) Average Trade Duration: 316 (days) (Losing Trades) Maximum Trade Duration: 222 (days) Minimum Trade Duration: 1 (days) Average Trade Duration: 48 (days) Consecutive Trade Statistics Maximum consecutive winning trades: 7 Maximum consecutive losing trades: 15 Average consecutive winning trades: 1.73 Average consecutive losing trades: 3.63 Trade Expectation Statistics Normalized Expectation per dollar risked: $0.8800 Maximum Reward/Risk ratio: 47.79 Minimum Reward/Risk ratio: -1.51 Average Positive Reward/Risk ratio: 4.07 Average Negative Reward/Risk ratio: -0.64 Relative Drawdown Maximum Dollar Drawdown/(Date): $16,762.99 (10/1/2002) Maximum Percentage Drawdown/(Date): 8.6120% (2/25/2000) Absolute (Peak-to-Valley) Dollar Drawdown Maximum Dollar Drawdown: $22,161.19 (18.2600%) Capital Peak/(Date): $121,392.44 (8/7/1998) Capital Valley/(Date): $99,231.25 (2/25/2000) Absolute (Peak-to-Valley) Percent Drawdown Maximum Percentage Drawdown: 18.2600% ($22,161.19) Capital Peak/(Date): $121,392.44 (8/7/1998) Capital Valley/(Date): $99,231.25 (2/25/2000) [B]Monte Carlo Report (TTrader BT margin Master 1)[/B] Simulation Summary Simulation Date: 6/23/2005 Simulation Time: 9:01:18 PM Simulation Duration: 26.77 seconds Trade Parameters Initial Capital: $100,000.00 Portfolio Limit: 100.00% Maximum number of open positions: 100 Position Size Model: Fixed Percent Risk Percentage of capital risked per trade: 2.00% Position size limit: 10.00% Portfolio Heat: 30.00% Pyramid profits: Yes Transaction cost (Trade Entry): $30.00 Transaction cost (Trade Exit): $30.00 Margin Requirement: 100.00% Trade Preferences Trading Instrument: Stocks Break Even Trades: Process separately Trade Position Type: Process long trades only Entry Order Type: Default Order Exit Order Type: Default Order Minimum Trade Size: $0.00 Accept Partial Trades: No Volume Filter: Ignore Volume Information Pyramid Trades: No Use Level Zero trades only: Yes Simulation Stats Number of trade simulations: 5000 Trades processed per simulation: 2739 Maximum Number of Trades Executed: 216 Average Number of Trades Executed: 194 Minimum Number of Trades Executed: 175 Standard Deviation: 5.94 Profit Stats Maximum Profit: $553,152.78 (553.15%) Average Profit: $314,285.62 (314.29%) Minimum Profit: $193,884.65 (193.88%) Standard Deviation: $57,687.96 (57.69%) Probability of Profit: 100.00% Probability of Loss: 0.00% Percent Winning Trade Stats Maximum percentage of winning trades: 39.78% Average percentage of winning trades: 35.35% Minimum percentage of winning trades: 30.56% Standard Deviation: 1.37% Percent Losing Trade Stats Maximum percentage of losing trades: 69.44% Average percentage of losing Trades: 64.65% Minimum percentage of losing trades: 60.22% Standard Deviation: 1.37% Average Relative Dollar Drawdown Stats Maximum of the Average Relative Dollar Drawdown: $3,967.01 Average of the Average Relative Dollar Drawdown: $2,367.15 Minimum of the Average Relative Dollar Drawdown: $1,691.01 Standard Deviation: $278.56 Average Relative Percent Drawdown Stats Maximum of the Average Relative Percent Drawdown: 2.0524% Average of the Average Relative Percent Drawdown: 1.2679% Minimum of the Average Relative Percent Drawdown: 0.9202% Standard Deviation: 0.1485% Maximum Peak-to-Valley Dollar Drawdown Stats Maximum Absolute Dollar Drawdown: $47,454.57 Average Absolute Dollar Drawdown: $25,021.31 Minimum Absolute Dollar Drawdown: $14,831.98 Standard Deviation: $5,233.97 Maximum Peak-to-Valley Percent Drawdown Stats Maximum Absolute Percent Drawdown: 16.7127% Average Absolute Percent Drawdown: 11.1289% Minimum Absolute Percent Drawdown: 6.0137% Standard Deviation: 2.1266% [/QUOTE]

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