Summary
3Z PROGRAM (AFET) RSS3CC.AF (RSS3CC.AF)
Simulation Date 13/9/2550 17:46:14 802 Daily Bars 31/5/2004 Through 12/9/2007 (1199 Days)
Performance
Profit $223.22
Performance 1116.12 %
Annualized Performance 339.77 %
Buy & Hold Profit $16.39
Buy & Hold Performance 81.96 %
Buy & Hold Annualized Performance 24.95 %

Trade Summary
Total Trades 73
Trade Efficiency -0.03 %
Average Profit/Average Loss 2.68

Profitable Trades
Total 41
Long 26
Short 15
Average Profit $7.68
Highest Profit $26.57
Lowest Profit $0.08
Most Consecutive 8

Unprofitable Trades
Total 32
Long 14
Short 18
Average Loss $-2.86
Highest Loss $-6.62
Lowest Loss $-0.62
Most Consecutive 5

Maximum Position Excursions
Long Favorable $23.98
Short Favorable $34.88
Long Adverse $-4.73
Short Adverse $-6.62

Trade Efficiency
Average Entry 61.88 %
Average Exit 36.72 %
Average Total -0.03 %
Average Long Entry 67.13 %
Average Long Exit 42.81 %
Average Long Total 9.94 %
Average Short Entry 55.52 %
Average Short Exit 29.34 %
Average Short Total -12.11 %

Performance Indices
Buy & Hold Index 1261.79 %
Profit/Loss Index 70.90 %
Reward/Risk Index 99.71 %

Accounting
Initial Equity $20.00
Trade Profit $314.83
Trade Loss $-91.62
Commissions $1.58
Interest Credited $0.00
Interest Charged $0.00
Final Equity $243.22
Open Positions $-70.60

Account Variation
Highest Account Balance $637.42
Lowest Account Balance $-524.63
Highest Portfolio Value $704.69
Highest Open Drawdown $-0.65
Highest Closed Drawdown $-0.64

Account Events
Margin Calls 0
Overdrafts 6

Profitable Timing
Average Trade Length 27
Longest Trade Length 61
Shortest Trade Length 8
Total Trade Length 1130

Unprofitable Timing
Average Trade Length 9
Longest Trade Length 30
Shortest Trade Length 2
Total Trade Length 291

Out of Market Timing
Average 10
Longest 37
Total 96