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4 Yr. Indiv.Trades
4 Yr. Equity Curve

The RH.FTSE 100 Traded Options System.

Performance Summary Last 4 Years.

TradeStation Strategy Performance Report - ONE TO ONE D LX0070-Daily (01/11/96-11/04/00)

Performance Summary: All Trades

Total Net Profit

$35,248.00

Open position P/L

($3,586.00)

Gross Profit

$37,223.00

Gross Loss

($1,975.00)

Total # of trades

17

Percent profitable

82.35%

Number winning trades

14

Number losing trades

3

Largest winning trade

$6,031.00

Largest losing trade

($775.00)

Average winning trade

$2,658.79

Average losing trade

($658.33)

Ratio avg win/avg loss

4.04

Avg trade (win & loss)

$2,073.41

Max consec. Winners

6

Max consec. losers

1

Avg # bars in winners

45

Avg # bars in losers

4

Max intraday drawdown

($4,834.00)

Profit Factor

18.85

Max # contracts held

1

Account size required

$4,834.00

Return on account

729.17%

Performance Summary: Long Trades

Total Net Profit

$29,156.00

Open position P/L

($3,586.00)

Gross Profit

$29,756.00

Gross Loss

($600.00)

Total # of trades

12

Percent profitable

91.67%

Number winning trades

11

Number losing trades

1

Largest winning trade

$5,748.00

Largest losing trade

($600.00)

Average winning trade

$2,705.09

Average losing trade

($600.00)

Ratio avg win/avg loss

4.51

Avg trade (win & loss)

$2,429.67

Max consec. Winners

9

Max consec. losers

1

Avg # bars in winners

49

Avg # bars in losers

8

Max intraday drawdown

($4,834.00)

Profit Factor

49.59

Max # contracts held

1

Account size required

$4,834.00

Return on account

603.14%

Performance Summary: Short Trades

Total Net Profit

$6,092.00

Open position P/L

$0.00

Gross Profit

$7,467.00

Gross Loss

($1,375.00)

Total # of trades

5

Percent profitable

60.00%

Number winning trades

3

Number losing trades

2

Largest winning trade

$6,031.00

Largest losing trade

($775.00)

Average winning trade

$2,489.00

Average losing trade

($687.50)

Ratio avg win/avg loss

3.62

Avg trade (win & loss)

$1,218.40

Max consec. Winners

3

Max consec. losers

2

Avg # bars in winners

31

Avg # bars in losers

2

Max intraday drawdown

($1,566.00)

Profit Factor

5.43

Max # contracts held

1

Account size required

$1,566.00

Return on account

389.02%

*4Year Individual Trades.

*4Year Cumalative Equity

*10Year Performance Summary.

*Return to FTSE Options Page.