01/03/1990 to 12/31/2004

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Total Net Profit         17,874,490.00 

Gross Profit             64,431,090.00  Gross Loss              -46,556,380.00

Total # of Trades             4,648.00  Percent Profitable              35.74%

Number Winning Trades         1,661.00  Number Losing Trades          2,987.00

Largest Winning Trade       666,794.00  Largest Losing Trade        -69,700.00

Average Winning Trade        38,790.54  Average Losing Trade        -15,586.34

Ratio AvgWin/AvgLoss              2.49  Average Trade                 3,845.63

Avg Days Winning Trade           34.60  Avg Days Losing Trade            12.10

Avg Days (win + loss)            20.10 

Max Drawdown              2,220,377.00  Drawdown to Equity              14.79%

Profit Factor                     1.38 

Max Entry Value Long    103,954,995.00  Entry Value Short        16,160,369.00

Return / Risk                    0.33%  Std Dev of Drawdown         634,034.20

Return / St Dev of DD            0.72%  Number of Drawdowns              75.00

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