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Trade By Trade Report
Date
Type
Price
Entry P/L
Cumulative
1/9/89
Sell
72.89
4/4/89
SExit
69.22
$4,487.50
$4,487.50
5/1/89
Sell
67.22
5/25/89
SExit
64.75
$2,987.50
$7,475.00
6/26/89
Buy
67.17
8/4/89
LExit
68.63
$1,725.00
$9,200.00
8/15/89
Sell
67
9/13/89
SExit
66.06
$1,075.00
$10,275.00
9/26/89
Buy
67.75
12/28/89
LExit
72.01
$5,225.00
$15,500.00
1/11/90
Buy
72.93
1/26/90
LExit
73.83
$1,025.00
$16,525.00
3/13/90
Sell
72.43
4/10/90
SExit
74.04
($2,112.50)
$14,412.50
4/12/90
Buy
74.33
5/17/90
LExit
78.23
$4,775.00
$19,187.50
7/25/90
Buy
79.49
8/28/90
LExit
85.3
$7,162.50
$26,350.00
11/6/90
Buy
87.01
12/20/90
LExit
84.43
($3,325.00)
$23,025.00
12/24/90
Sell
83.51
12/31/90
SExit
86.31
($3,600.00)
$19,425.00
2/20/91
Sell
85.87
4/2/91
SExit
77.53
$10,325.00
$29,750.00
4/22/91
Sell
75.21
7/12/91
SExit
72.12
$3,762.50
$33,512.50
7/22/91
Buy
73.76
9/24/91
LExit
76.6
$3,450.00
$36,962.50
11/4/91
Buy
77.57
12/30/91
LExit
82.26
$5,762.50
$42,725.00
1/16/92
Sell
78.58
3/17/92
SExit
75.76
$3,425.00
$46,150.00
4/20/92
Sell
74.03
5/13/92
SExit
76.73
($3,475.00)
$42,675.00
5/14/92
Buy
77.13
7/9/92
LExit
83.1
$7,362.50
$50,037.50
8/19/92
Buy
86.86
9/9/92
LExit
90.8
$4,825.00
$54,862.50
12/3/92
Buy
82.56
12/28/92
LExit
80.35
($2,862.50)
$52,000.00
12/29/92
Sell
79.69
2/17/93
SExit
78.63
$1,225.00
$53,225.00
4/1/93
Buy
79.07
5/6/93
LExit
82.75
$4,500.00
$57,725.00
8/23/93
Buy
80.65
9/23/93
LExit
82.4
$2,087.50
$59,812.50
10/19/93
Sell
82.14
11/23/93
SExit
80.39
$2,087.50
$61,900.00
12/7/93
Buy
81.42
3/14/94
LExit
82.7
$1,500.00
$63,400.00
5/2/94
Buy
84.4
7/15/94
LExit
89.39
$6,137.50
$69,537.50
8/15/94
Buy
89.85
10/27/94
LExit
93.07
$3,925.00
$73,462.50
11/11/94
Sell
91.12
12/28/94
SExit
88.58
$3,075.00
$76,537.50
12/29/94
Buy
89.07
1/6/95
LExit
89.43
$350.00
$76,887.50
1/10/95
Buy
90.75
1/31/95
LExit
91.25
$525.00
$77,412.50
2/22/95
Buy
92.64
4/4/95
LExit
100.93
$10,262.50
$87,675.00
5/12/95
Sell
95.48
5/25/95
SExit
98.28
($3,600.00)
$84,075.00
8/11/95
Sell
95.74
9/20/95
SExit
95.34
$400.00
$84,475.00
9/21/95
Buy
97.68
10/24/95
LExit
99.58
$2,275.00
$86,750.00
11/28/95
Sell
97.68
2/5/96
SExit
93.52
$5,100.00
$91,850.00
4/10/96
Sell
92.3
5/29/96
SExit
88.81
$4,262.50
$96,112.50
7/17/96
Buy
91.77
8/27/96
LExit
92.76
$1,137.50
$97,250.00
9/10/96
Sell
90.32
10/21/96
SExit
87.76
$3,100.00
$100,350.00
11/26/96
Sell
85.61
2/24/97
SExit
76.22
$11,637.50
$111,987.50
3/19/97
Buy
76.69
5/21/97
LExit
78.02
$1,562.50
$113,550.00
6/30/97
Sell
75.29
8/8/97
SExit
72.2
$3,762.50
$117,312.50
8/25/97
Buy
72.98
9/22/97
LExit
74.13
$1,337.50
$118,650.00
10/20/97
Sell
73.57
10/28/97
SExit
77.14
($4,562.50)
$114,087.50
10/29/97
Buy
75.91
12/4/97
LExit
75.32
($837.50)
$113,250.00
12/9/97
Sell
74.17
1/22/98
SExit
73.39
$875.00
$114,125.00
3/5/98
Sell
72.87
4/14/98
SExit
71.08
$2,137.50
$116,262.50
5/8/98
Buy
71.98
6/10/98
LExit
71.31
($937.50)
$115,325.00
6/12/98
Sell
70.79
7/14/98
SExit
69.83
$1,100.00
$116,425.00
8/31/98
Buy
72.36
10/14/98
LExit
78.17
$7,162.50
$123,587.50
11/10/98
Sell
74.86
12/2/98
SExit
75.62
($1,050.00)
$122,537.50
12/11/98
Buy
77.56
12/30/98
LExit
74.76
($3,600.00)
$118,937.50
1/28/99
Sell
73.1
4/6/99
SExit
69.72
$4,125.00
$123,062.50
4/20/99
Sell
68.19
7/15/99
SExit
64.9
$4,012.50
$127,075.00
7/27/99
Buy
67.59
8/24/99
LExit
66.25
($1,775.00)
$125,300.00
9/13/99
Sell
65.17
The hypothetical performance data above was generated using Omega TradeStation, with $100 deducted per trade for commissions and slippage. In our opinion, the account size required and return on account calculations may not accurately reflect the actual account size required to trade this system nor the return to be expected. 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.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
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Last updated on 02/24/03 01:06:17 PM