Chuck Le Beau's System Traders Club System Results Report Remarkable S&P 1.3 SP.LNG-Daily 10/17/88 - 12/31/98 Performance Summary: All Trades Total net profit $ 207362.50 Open position P/L $ 0.00 Gross profit $ 263587.50 Gross loss $ -56225.00 Total # of trades 114 Percent profitable 84% Number winning trades 96 Number losing trades 18 Largest winning trade $ 21100.00 Largest losing trade $ -4650.00 Average winning trade $ 2745.70 Average losing trade $ -3123.61 Ratio avg win/avg loss 0.88 Avg trade(win & loss) $ 1818.97 Max consec. winners 17 Max consec. losers 3 Avg # bars in winners 9 Avg # bars in losers 11 Max intraday drawdown $ -14375.00 Profit factor 4.69 Max # contracts held 1 Account size required $ 14375.00 Return on account 1443% Performance Summary: Long Trades Total net profit $ 156325.00 Open position P/L $ 0.00 Gross profit $ 188250.00 Gross loss $ -31925.00 Total # of trades 70 Percent profitable 83% Number winning trades 58 Number losing trades 12 Largest winning trade $ 21100.00 Largest losing trade $ -4650.00 Average winning trade $ 3245.69 Average losing trade $ -2660.42 Ratio avg win/avg loss 1.22 Avg trade(win & loss) $ 2233.21 Max consec. winners 18 Max consec. losers 2 Avg # bars in winners 9 Avg # bars in losers 9 Max intraday drawdown $ -9800.00 Profit factor 5.90 Max # contracts held 1 Account size required $ 9800.00 Return on account 1595% Performance Summary: Short Trades Total net profit $ 51037.50 Open position P/L $ 0.00 Gross profit $ 75337.50 Gross loss $ -24300.00 Total # of trades 44 Percent profitable 86% Number winning trades 38 Number losing trades 6 Largest winning trade $ 10025.00 Largest losing trade $ -4650.00 Average winning trade $ 1982.57 Average losing trade $ -4050.00 Ratio avg win/avg loss 0.49 Avg trade(win & loss) $ 1159.94 Max consec. winners 14 Max consec. losers 1 Avg # bars in winners 10 Avg # bars in losers 15 Max intraday drawdown $ -6087.50 Profit factor 3.10 Max # contracts held 1 Account size required $ 6087.50 Return on account 838% To view an equity chart based on the above trades go to: http://www.traderclub.com/systems_remark.htm PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. *************************************************************************************** For further information, new systems, traders forum, bulletins, and more be sure to visit the Traders Club Web site: http://www.traderclub.com Come back often as we are growing rapidly and adding new features all the time. If you need more information send email to: remarkable@traderclub.com Chuck Le Beau's System Traders Club http://www.traderclub.com mailto:chuck@traderclub.com ph 310-265-9776 fax 310-265-9556 Good luck and Good trading.