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10 Yr. Indiv.Trades.
10. Yr. Equity Curve.

FTSE 100 Traded Options System.

TradeStation Strategy Performance Report - ONE TO ONE D LX0070-Daily (04/01/89-11/04/00)

Performance Summary: All Trades

Total Net Profit

$71,758.00

Open position P/L

($3,586.00)

Gross Profit

$83,341.00

Gross Loss

($11,583.00)

Total # of trades

73

Percent profitable

71.23%

Number winning trades

52

Number losing trades

21

Largest winning trade

$6,031.00

Largest losing trade

($926.00)

Average winning trade

$1,602.71

Average losing trade

($551.57)

Ratio avg win/avg loss

2.91

Avg trade (win & loss)

$982.99

Max consec. Winners

7

Max consec. losers

4

Avg # bars in winners

35

Avg # bars in losers

11

Max intraday drawdown

($4,834.00)

Profit Factor

7.20

Max # contracts held

1

Account size required

$4,834.00

Return on account

1484.44%

Performance Summary: Long Trades

Total Net Profit

$56,299.00

Open position P/L

($3,586.00)

Gross Profit

$63,741.00

Gross Loss

($7,442.00)

Total # of trades

52

Percent profitable

75.00%

Number winning trades

39

Number losing trades

13

Largest winning trade

$5,748.00

Largest losing trade

($926.00)

Average winning trade

$1,634.38

Average losing trade

($572.46)

Ratio avg win/avg loss

2.86

Avg trade (win & loss)

$1,082.67

Max consec. Winners

13

Max consec. losers

2

Avg # bars in winners

36

Avg # bars in losers

14

Max intraday drawdown

($4,834.00)

Profit Factor

8.57

Max # contracts held

1

Account size required

$4,834.00

Return on account

1164.65%

Performance Summary: Short Trades

Total Net Profit

$15,459.00

Open position P/L

$0.00

Gross Profit

$19,600.00

Gross Loss

($4,141.00)

Total # of trades

21

Percent profitable

61.90%

Number winning trades

13

Number losing trades

8

Largest winning trade

$6,031.00

Largest losing trade

($775.00)

Average winning trade

$1,507.69

Average losing trade

($517.63)

Ratio avg win/avg loss

2.91

Avg trade (win & loss)

$736.14

Max consec. Winners

4

Max consec. losers

6

Avg # bars in winners

32

Avg # bars in losers

6

Max intraday drawdown

($3,310.00)

Profit Factor

4.73

Max # contracts held

1

Account size required

$3,310.00

Return on account

467.04%

*10Year Individual Trades.

*10 Year Cumulative Equity.

* Back to 4 Year Performance.

*Return to FTSE 100 Options Page.