D-MASTER I
S&P500 Full

TradeStation Strategy Performance Report
 
TradeStation Strategy Performance Report - Full-Size S&P (11/30/1998-7/15/2003)
 
Performance Summary: All Trades
 
Total Net Profit$272,565.00 Open position P/L$0.00
Gross Profit$568,522.50 Gross Loss($295,957.50)
 
Total # of trades478 Percent profitable59.83%
Number winning trades286 Number losing trades192
 
Largest winning trade$9,810.00 Largest losing trade($5,602.50)
Average winning trade$1,987.84 Average losing trade($1,541.45)
Ratio avg win/avg loss1.29 Avg trade (win & loss)$570.22
 
Max consec. Winners10 Max consec. losers5
Avg # bars in winners1 Avg # bars in losers1
 
Max intraday drawdown($16,157.50)
Profit Factor1.92 Max # contracts held1
Account size required$16,157.50 Return on account1686.93%
 
Performance Summary: Long Trades
 
Total Net Profit$155,282.50 Open position P/L$0.00
Gross Profit$303,587.50 Gross Loss($148,305.00)
 
Total # of trades234 Percent profitable59.83%
Number winning trades140 Number losing trades94
 
Largest winning trade$9,810.00 Largest losing trade($5,602.50)
Average winning trade$2,168.48 Average losing trade($1,577.71)
Ratio avg win/avg loss1.37 Avg trade (win & loss)$663.60
 
Max consec. Winners5 Max consec. losers5
Avg # bars in winners1 Avg # bars in losers1
 
Max intraday drawdown($13,597.50)
Profit Factor2.05 Max # contracts held1
Account size required$13,597.50 Return on account1141.99%
 
Performance Summary: Short Trades
 
Total Net Profit$117,282.50 Open position P/L$0.00
Gross Profit$264,935.00 Gross Loss($147,652.50)
 
Total # of trades244 Percent profitable59.84%
Number winning trades146 Number losing trades98
 
Largest winning trade$8,960.00 Largest losing trade($4,352.50)
Average winning trade$1,814.62 Average losing trade($1,506.66)
Ratio avg win/avg loss1.20 Avg trade (win & loss)$480.67
 
Max consec. Winners9 Max consec. losers4
Avg # bars in winners1 Avg # bars in losers1
 
Max intraday drawdown($13,972.50)
Profit Factor1.79 Max # contracts held1
Account size required$13,972.50 Return on account839.38%


Trade #DatePriceContracts% ProfitRun-UpEntry Eff.Total
Efficiency
TypeProfitCum ProfitDrawdownExit Eff.
112/23/19981404.4010.00%1225.0092.45%
Buy12/23/19981404.40($40.00)($40.00)(100.00)7.55%0.00%

212/24/19981417.0010.18%1200.0082.76%
Sell12/24/19981414.50$585.00$545.00(250.00)60.34%43.10%

312/30/19981423.4010.38%1725.0067.65%
Sell12/30/19981418.00$1,310.00$1,855.00(825.00)85.29%52.94%

41/6/19991448.8010.67%2800.0097.39%
Buy1/6/19991458.50$2,385.00$4,240.00(75.00)86.96%84.35%

51/12/19991434.0010.75%3125.0084.46%
Sell1/12/19991423.20$2,660.00$6,900.00(575.00)88.51%72.97%

61/15/19991413.8010.76%2725.0077.86%
Buy1/15/19991424.50$2,635.00$9,535.00(775.00)98.57%76.43%

71/20/19991452.001(0.70%)0.000.00%
Buy1/20/19991441.85($2,577.50)$6,957.50(2537.50)0.00%(100.00%)

81/21/19991428.0010.77%3750.0080.21%
Sell1/21/19991417.00$2,710.00$9,667.50(925.00)78.61%58.82%

91/26/19991419.001(0.70%)475.0014.18%
Sell1/26/19991428.90($2,515.00)$7,152.50(2875.00)11.94%(73.88%)

101/28/19991441.0010.31%2025.0080.20%
Buy1/28/19991445.50$1,085.00$8,237.50(500.00)64.36%44.55%

112/1/19991455.5010.21%1125.0032.14%
Sell2/1/19991452.50$710.00$8,947.50(2375.00)89.29%21.43%

122/3/19991443.7010.51%3575.0084.12%
Buy2/3/19991451.00$1,785.00$10,732.50(675.00)58.82%42.94%

132/5/19991420.501(0.11%)975.0030.23%
Buy2/5/19991419.00($415.00)$10,317.50(2250.00)58.14%(11.63%)

142/9/19991405.501(0.59%)875.0029.79%
Sell2/9/19991413.75($2,102.50)$8,215.00(2062.50)0.00%(70.21%)

152/10/19991397.3010.44%1675.0058.26%
Buy2/10/19991403.50$1,510.00$9,725.00(1200.00)95.65%53.91%

162/12/19991420.0010.60%4125.0084.62%
Sell2/12/19991411.50$2,085.00$11,810.00(750.00)58.97%43.59%

172/18/19991410.7010.27%2075.0057.24%
Buy2/18/19991414.50$910.00$12,720.00(1550.00)68.97%26.21%

182/22/19991435.8011.09%4050.0093.10%
Buy2/22/19991451.50$3,885.00$16,605.00(300.00)97.13%90.23%

192/24/19991456.501(0.64%)1625.0041.27%
Buy2/24/19991447.25($2,352.50)$14,252.50(2312.50)0.00%(58.73%)

203/4/19991423.101(0.60%)100.003.48%
Buy3/4/19991414.50($2,190.00)$12,062.50(2775.00)21.74%(74.78%)

213/5/19991447.0010.38%1875.0049.02%
Buy3/5/19991452.50$1,335.00$13,397.50(1950.00)86.93%35.95%

223/10/19991453.0010.58%2675.00100.00%
Buy3/10/19991461.50$2,085.00$15,482.500.0079.44%79.44%

233/12/19991467.001(0.07%)750.0023.08%
Sell3/12/19991468.00($290.00)$15,192.50(2500.00)69.23%(7.69%)

243/18/19991479.0010.88%3750.00100.00%
Buy3/18/19991492.00$3,210.00$18,402.500.0086.67%86.67%

253/22/19991476.601(0.31%)350.0018.67%
Buy3/22/19991472.00($1,190.00)$17,212.50(1525.00)20.00%(61.33%)

263/24/19991433.5010.52%2500.0080.65%
Buy3/24/19991441.00$1,835.00$19,047.50(600.00)79.84%60.48%

273/26/19991460.0010.16%1600.0064.65%
Sell3/26/19991457.70$535.00$19,582.50(875.00)58.59%23.23%

283/30/19991478.0010.24%1375.0052.38%
Sell3/30/19991474.50$835.00$20,417.50(1250.00)80.95%33.33%

294/1/19991457.8010.53%2025.0096.43%
Buy4/1/19991465.50$1,885.00$22,302.50(75.00)95.24%91.67%

304/6/19991489.701(0.02%)1675.0039.41%
Sell4/6/19991490.00($115.00)$22,187.50(2575.00)58.82%(1.76%)

314/8/19991504.5010.86%3250.0070.27%
Buy4/8/19991517.50$3,210.00$25,397.50(1375.00)100.00%70.27%

324/12/19991516.801(0.98%)575.0012.99%
Sell4/12/19991531.70($3,765.00)$21,632.50(3850.00)2.82%(84.18%)

334/13/19991526.201(0.29%)575.0017.69%
Buy4/13/19991521.80($1,140.00)$20,492.50(2675.00)48.46%(33.85%)

344/16/19991490.701(0.01%)1200.0038.40%
Buy4/16/19991490.50($90.00)$20,402.50(1925.00)60.00%(1.60%)

354/22/19991515.301(0.87%)450.0011.25%
Sell4/22/19991528.50($3,340.00)$17,062.50(3550.00)6.25%(82.50%)

364/26/19991528.0010.10%1425.0065.52%
Buy4/26/19991529.50$335.00$17,397.50(750.00)51.72%17.24%

374/30/19991519.001(1.01%)700.0012.56%
Buy4/30/19991503.70($3,865.00)$13,532.50(4875.00)18.83%(68.61%)

385/3/19991511.3010.67%2925.0069.64%
Buy5/3/19991521.50$2,510.00$16,042.50(1275.00)91.07%60.71%

395/6/19991508.2010.44%4650.0098.41%
Sell5/6/19991501.50$1,635.00$17,677.50(75.00)37.04%35.45%

405/11/19991521.7010.05%1825.0044.24%
Buy5/11/19991522.50$160.00$17,837.50(2300.00)60.61%4.85%

415/14/19991509.0010.20%2500.0071.43%
Sell5/14/19991506.00$710.00$18,547.50(1000.00)50.00%21.43%

425/19/19991506.5010.37%1500.0035.50%
Buy5/19/19991512.00$1,335.00$19,882.50(2725.00)97.04%32.54%

435/24/19991481.0010.61%3075.0086.01%
Sell5/24/19991472.00$2,210.00$22,092.50(500.00)76.92%62.94%

445/26/19991459.5010.65%2875.0060.53%
Buy5/26/19991469.00$2,335.00$24,427.50(1875.00)89.47%50.00%

455/28/19991462.0010.27%1625.0068.42%
Buy5/28/19991466.00$960.00$25,387.50(750.00)73.68%42.11%

466/2/19991447.001(0.57%)950.0031.54%
Sell6/2/19991455.25($2,102.50)$23,285.00(2062.50)0.00%(68.46%)

476/8/19991492.7010.75%3950.0092.94%
Sell6/8/19991481.50$2,760.00$26,045.00(300.00)72.94%65.88%

486/10/19991465.701(0.05%)2675.0089.17%
Sell6/10/19991466.50($240.00)$25,805.00(325.00)4.17%(6.67%)

496/14/19991463.001(0.44%)500.0018.18%
Buy6/14/19991456.50($1,665.00)$24,140.00(2250.00)22.73%(59.09%)

506/16/19991490.5010.09%1375.0059.78%
Buy6/16/19991491.90$310.00$24,450.00(925.00)55.43%15.22%

516/18/19991500.201(0.33%)375.0016.13%
Sell6/18/19991505.20($1,290.00)$23,160.00(1950.00)30.11%(53.76%)

526/22/19991507.2010.58%2625.0062.50%
Sell6/22/19991498.50$2,135.00$25,295.00(1575.00)89.29%51.79%

536/24/19991478.2010.12%2650.0066.67%
Sell6/24/19991476.50$385.00$25,680.00(1325.00)44.03%10.69%

546/28/19991490.7010.19%1125.0060.81%
Buy6/28/19991493.50$660.00$26,340.00(725.00)77.03%37.84%

556/30/19991502.201(0.76%)725.0020.28%
Sell6/30/19991513.60($2,890.00)$23,450.00(2850.00)(0.00%)(79.72%)

567/2/19991545.901(0.39%)175.0010.29%
Sell7/2/19991551.90($1,540.00)$21,910.00(1525.00)1.47%(88.24%)

577/8/19991561.201(0.36%)625.0024.51%
Buy7/8/19991555.60($1,440.00)$20,470.00(1925.00)20.59%(54.90%)

587/9/19991555.6010.35%1675.0077.91%
Buy7/9/19991561.00$1,310.00$21,780.00(475.00)84.88%62.79%

597/14/19991547.7010.54%2825.0088.28%
Buy7/14/19991556.00$2,035.00$23,815.00(375.00)76.56%64.84%

607/19/19991566.801(0.01%)1200.0057.83%
Sell7/19/19991567.00($90.00)$23,725.00(875.00)39.76%(2.41%)

617/21/19991537.301(0.18%)50.002.35%
Buy7/21/19991534.50($740.00)$22,985.00(2075.00)64.71%(32.94%)

627/23/19991516.501(0.23%)125.004.67%
Buy7/23/19991513.00($915.00)$22,070.00(2550.00)62.62%(32.71%)

637/27/19991513.1010.38%3250.0099.24%
Buy7/27/19991518.80$1,385.00$23,455.00(25.00)44.27%43.51%

647/29/19991499.9010.16%3350.0092.41%
Sell7/29/19991497.50$560.00$24,015.00(275.00)24.14%16.55%

658/2/19991497.701(0.80%)325.009.77%
Buy8/2/19991485.70($3,040.00)$20,975.00(3000.00)0.00%(90.23%)

668/3/19991477.0010.09%2075.0062.41%
Sell8/3/19991475.70$285.00$21,260.00(1250.00)47.37%9.77%

678/6/19991461.9010.61%3800.0083.06%
Sell8/6/19991453.00$2,185.00$23,445.00(775.00)65.57%48.63%

688/10/19991434.301(0.43%)2550.0062.58%
Sell8/10/19991440.40($1,565.00)$21,880.00(1525.00)0.00%(37.42%)

698/11/19991439.3011.09%4175.0099.40%
Buy8/11/19991455.00$3,885.00$25,765.00(25.00)94.05%93.45%

708/13/19991477.0010.30%1250.0076.92%
Buy8/13/19991481.50$1,085.00$26,850.00(375.00)92.31%69.23%

718/18/19991491.2010.38%1675.0074.44%
Sell8/18/19991485.50$1,385.00$28,235.00(575.00)88.89%63.33%

728/20/19991484.0010.27%1125.0068.18%
Buy8/20/19991488.00$960.00$29,195.00(525.00)92.42%60.61%

738/24/19991513.101(0.61%)200.007.96%
Sell8/24/19991522.35($2,352.50)$26,842.50(2312.50)0.00%(92.04%)

748/26/19991529.8010.99%3950.0091.33%
Sell8/26/19991514.70$3,735.00$30,577.50(375.00)95.95%87.28%

758/31/19991471.801(0.02%)2800.0043.08%
Buy8/31/19991471.50($115.00)$30,462.50(3700.00)55.77%(1.15%)

769/2/19991467.501(0.07%)2100.0060.87%
Sell9/2/19991468.50($290.00)$30,172.50(1350.00)31.88%(7.25%)

779/7/19991507.5010.43%2050.0074.55%
Sell9/7/19991501.00$1,585.00$31,757.50(700.00)84.55%59.09%

789/9/19991493.501(0.66%)0.000.00%
Buy9/9/19991483.65($2,502.50)$29,255.00(2462.50)(0.00%)(100.00%)

799/14/19991478.001(0.42%)300.0011.21%
Sell9/14/19991484.20($1,590.00)$27,665.00(2375.00)30.84%(57.94%)

809/20/19991477.801(0.24%)450.0031.03%
Sell9/20/19991481.30($915.00)$26,750.00(1000.00)8.62%(60.34%)

819/22/19991444.3010.74%4375.0098.31%
Buy9/22/19991455.00$2,635.00$29,385.00(75.00)61.80%60.11%

829/24/19991410.0010.85%3850.0083.70%
Buy9/24/19991422.00$2,960.00$32,345.00(750.00)81.52%65.22%

839/28/19991410.501(0.48%)3125.0064.94%
Sell9/28/19991417.25($1,727.50)$30,617.50(1687.50)0.00%(35.06%)

849/30/19991419.2010.41%3950.0075.24%
Buy9/30/19991425.00$1,410.00$32,027.50(1300.00)52.38%27.62%

8510/4/19991441.5010.40%1425.0060.64%
Buy10/4/19991447.20$1,385.00$33,412.50(925.00)100.00%60.64%

8610/6/19991457.5010.57%2675.00100.00%
Buy10/6/19991465.80$2,035.00$35,447.500.0077.57%77.57%

8710/11/19991479.101(0.16%)600.0032.00%
Buy10/11/19991476.70($640.00)$34,807.50(1275.00)36.00%(32.00%)

8810/13/19991443.001(0.75%)375.0012.15%
Buy10/13/19991432.15($2,752.50)$32,055.00(2712.50)(0.00%)(87.85%)

8910/14/19991409.2010.98%5450.0094.78%
Buy10/14/19991423.00$3,410.00$35,465.00(300.00)65.22%60.00%

9010/18/19991379.6011.04%3850.0068.75%
Buy10/18/19991394.00$3,560.00$39,025.00(1750.00)95.54%64.29%

9110/21/19991414.101(0.71%)1525.0037.77%
Sell10/21/19991424.15($2,552.50)$36,472.50(2512.50)0.00%(62.23%)

9210/22/19991441.101(0.04%)1975.0063.20%
Buy10/22/19991440.50($190.00)$36,282.50(1150.00)32.00%(4.80%)

9310/26/19991438.801(0.90%)325.009.15%
Buy10/26/19991425.90($3,265.00)$33,017.50(3225.00)(0.00%)(90.85%)

9410/27/19991423.0010.95%4000.0078.05%
Buy10/27/19991436.50$3,335.00$36,352.50(1125.00)87.80%65.85%

9510/29/19991509.3010.48%2825.0075.33%
Sell10/29/19991502.00$1,785.00$38,137.50(925.00)73.33%48.67%

9611/4/19991502.301(0.42%)425.0021.38%
Buy11/4/19991496.05($1,602.50)$36,535.00(1562.50)0.00%(78.62%)

9711/9/19991503.0010.05%1250.0058.82%
Sell11/9/19991502.20$160.00$36,695.00(875.00)50.59%9.41%

9811/16/19991546.301(0.26%)675.0040.60%
Buy11/16/19991542.35($1,027.50)$35,667.50(987.50)0.00%(59.40%)

9911/18/19991553.7010.47%2325.0067.39%
Buy11/18/19991561.00$1,785.00$37,452.50(1125.00)85.51%52.90%

10011/24/19991547.6010.32%1900.0059.84%
Buy11/24/19991552.50$1,185.00$38,637.50(1275.00)78.74%38.58%

10112/3/19991574.501(0.32%)875.0041.18%
Buy12/3/19991569.50($1,290.00)$37,347.50(1250.00)0.00%(58.82%)

10212/6/19991561.8010.37%2375.0073.08%
Sell12/6/19991556.00$1,410.00$38,757.50(875.00)71.54%44.62%

10312/8/19991546.201(0.56%)125.005.15%
Buy12/8/19991537.55($2,202.50)$36,555.00(2300.00)5.67%(89.18%)

10412/9/19991540.201(0.41%)0.000.00%
Buy12/9/19991533.95($1,602.50)$34,952.50(4550.00)65.66%(34.34%)

10512/10/19991545.2510.23%2375.0074.80%
Buy12/10/19991548.75$835.00$35,787.50(800.00)52.76%27.56%

10612/14/19991542.4510.48%2175.0060.00%
Sell12/14/19991535.05$1,810.00$37,597.50(1450.00)91.03%51.03%

10712/21/19991553.5510.66%3675.0077.78%
Buy12/21/19991563.75$2,510.00$40,107.50(1050.00)76.19%53.97%

10812/23/19991585.9510.15%1625.0085.53%
Buy12/23/19991588.25$535.00$40,642.50(275.00)44.74%30.26%

10912/28/19991591.751(0.17%)375.0020.55%
Buy12/28/19991589.05($715.00)$39,927.50(1450.00)42.47%(36.99%)

1101/4/20001556.0512.04%8575.00100.00%
Sell1/4/20001524.25$7,910.00$47,837.500.0092.71%92.71%

1111/12/20001562.451(0.49%)1200.0034.29%
Buy1/12/20001554.75($1,965.00)$45,872.50(2300.00)10.71%(55.00%)

1121/14/20001589.2510.00%1875.0071.43%
Sell1/14/20001589.25($40.00)$45,832.50(750.00)28.57%0.00%

1131/19/20001577.7510.08%1800.0059.02%
Buy1/19/20001578.95$260.00$46,092.50(1250.00)50.82%9.84%

1141/21/20001565.951(0.16%)1125.0046.87%
Buy1/21/20001563.45($665.00)$45,427.50(1275.00)27.08%(26.04%)

1151/25/20001526.5510.24%2550.0037.78%
Buy1/25/20001530.25$885.00$46,312.50(4200.00)75.93%13.70%

1161/31/20001472.2512.68%9850.0091.84%
Buy1/31/20001511.65$9,810.00$56,122.50(875.00)100.00%91.84%

1172/2/20001534.2510.42%3375.0069.23%
Sell2/2/20001527.75$1,585.00$57,707.50(1500.00)64.10%33.33%

1182/8/20001556.0510.24%1300.0061.18%
Buy2/8/20001559.75$885.00$58,592.50(825.00)82.35%43.53%

1192/10/20001532.7510.07%2125.0049.13%
Buy2/10/20001533.75$210.00$58,802.50(2200.00)56.65%5.78%

1202/14/20001507.751(0.01%)1075.0031.85%
Buy2/14/20001507.55($90.00)$58,712.50(2300.00)66.67%(1.48%)

1212/16/20001515.2510.69%3125.00100.00%
Sell2/16/20001504.75$2,585.00$61,297.500.0084.00%84.00%

1222/18/20001493.5511.93%8200.00100.00%
Sell2/18/20001464.75$7,160.00$68,457.500.0087.80%87.80%

1232/23/20001462.551(1.18%)0.000.00%
Sell2/23/20001479.75($4,340.00)$64,117.50(4300.00)0.00%(100.00%)

1242/25/20001463.751(1.26%)1375.0022.92%
Buy2/25/20001445.25($4,665.00)$59,452.50(4625.00)0.00%(77.08%)

1252/28/20001450.2510.79%6750.0078.26%
Buy2/28/20001461.75$2,835.00$62,287.50(1875.00)55.07%33.33%

1263/2/20001493.751(0.51%)2375.0055.39%
Sell3/2/20001501.40($1,952.50)$60,335.00(1912.50)0.00%(44.61%)

1273/3/20001519.7510.23%1600.0071.91%
Buy3/3/20001523.25$835.00$61,170.00(625.00)67.42%39.33%

1283/8/20001471.7510.58%3875.0077.50%
Buy3/8/20001480.25$2,085.00$63,255.00(1125.00)65.00%42.50%

1293/10/20001510.5010.10%1250.0034.48%
Sell3/10/20001509.00$335.00$63,590.00(2375.00)75.86%10.34%

1303/15/20001480.5011.55%7625.00100.00%
Buy3/15/20001503.50$5,710.00$69,300.000.0075.41%75.41%

1313/17/20001585.5010.50%3000.0080.00%
Sell3/17/20001577.50$1,960.00$71,260.00(750.00)73.33%53.33%

1323/21/20001584.0011.48%5875.0072.31%
Buy3/21/20001607.50$5,835.00$77,095.00(2250.00)100.00%72.31%

1333/28/20001636.501(0.51%)250.008.33%
Buy3/28/20001628.10($2,140.00)$74,955.00(2750.00)21.67%(70.00%)

1343/29/20001614.5010.43%5000.0076.92%
Buy3/29/20001621.50$1,710.00$76,665.00(1500.00)50.00%26.92%

1353/31/20001602.5010.69%7375.0084.29%
Buy3/31/20001613.50$2,710.00$79,375.00(1375.00)47.14%31.43%

1364/4/20001610.5010.25%21000.0090.32%
Sell4/4/20001606.50$960.00$80,335.00(2250.00)13.98%4.30%

1374/6/20001612.801(0.88%)1050.0022.76%
Buy4/6/20001598.55($3,602.50)$76,732.50(3562.50)0.00%(77.24%)

1384/7/20001621.501(0.28%)1950.0050.98%
Sell4/7/20001626.00($1,165.00)$75,567.50(1875.00)19.61%(29.41%)

1394/11/20001609.5010.03%3250.0060.47%
Buy4/11/20001610.00$85.00$75,652.50(2125.00)41.86%2.33%

1404/13/20001573.5011.66%7000.0069.14%
Sell4/13/20001547.40$6,485.00$82,137.50(3125.00)95.31%64.44%

1414/17/20001474.0012.07%7875.0059.43%
Buy4/17/20001504.50$7,585.00$89,722.50(5375.00)98.11%57.55%

1424/19/20001552.0011.22%5750.0095.83%
Sell4/19/20001533.00$4,710.00$94,432.50(250.00)83.33%79.17%

1434/26/20001578.2010.77%4425.0088.50%
Sell4/26/20001566.00$3,010.00$97,442.50(575.00)72.50%61.00%

1445/1/20001574.001(0.13%)2875.0058.97%
Buy5/1/20001572.00($540.00)$96,902.50(2000.00)30.77%(10.26%)

1455/3/20001523.3010.38%6325.0088.77%
Sell5/3/20001517.50$1,410.00$98,312.50(800.00)31.58%20.35%

1465/5/20001533.0010.03%1075.0036.44%
Buy5/5/20001533.50$85.00$98,397.50(1875.00)67.80%4.24%

1475/11/20001506.2010.15%1575.0048.46%
Buy5/11/20001508.50$535.00$98,932.50(1675.00)69.23%17.69%

1485/15/20001521.901(1.01%)0.000.00%
Sell5/15/20001537.20($3,865.00)$95,067.50(4650.00)17.74%(82.26%)

1495/16/20001571.2010.33%5050.0093.95%
Sell5/16/20001566.00$1,260.00$96,327.50(325.00)30.23%24.19%

1505/18/20001545.501(0.50%)350.0015.30%
Buy5/18/20001537.75($1,977.50)$94,350.00(1937.50)0.00%(84.70%)

1515/19/20001516.0010.66%3875.00100.00%
Sell5/19/20001506.00$2,460.00$96,810.000.0064.52%64.52%

1525/23/20001496.001(1.49%)1000.0015.24%
Buy5/23/20001473.75($5,602.50)$91,207.50(5562.50)0.00%(84.76%)

1535/26/20001485.501(0.44%)500.009.76%
Buy5/26/20001479.00($1,665.00)$89,542.50(4625.00)58.54%(31.71%)

1545/31/20001519.8010.22%950.0023.03%
Sell5/31/20001516.50$785.00$90,327.50(3175.00)96.97%20.00%

1556/6/20001563.001(0.40%)1450.0048.13%
Buy6/6/20001556.75($1,602.50)$88,725.00(1562.50)0.00%(51.87%)

1566/8/20001560.5010.26%2250.0090.00%
Sell6/8/20001556.50$960.00$89,685.00(250.00)50.00%40.00%

1576/13/20001551.5010.81%3825.0058.17%
Buy6/13/20001564.00$3,085.00$92,770.00(2750.00)89.35%47.53%

1586/16/20001563.3010.18%2825.0068.48%
Sell6/16/20001560.50$660.00$93,430.00(1300.00)48.48%16.97%

1596/20/20001569.201(0.03%)1925.0061.60%
Sell6/20/20001569.70($165.00)$93,265.00(1200.00)34.40%(4.00%)

1606/22/20001549.0010.32%2375.0053.37%
Sell6/22/20001544.00$1,210.00$94,475.00(2075.00)74.72%28.09%

1616/26/20001545.7010.08%400.0018.60%
Buy6/26/20001547.00$285.00$94,760.00(1750.00)96.51%15.12%

1626/28/20001544.201(0.49%)50.002.56%
Sell6/28/20001551.80($1,940.00)$92,820.00(1900.00)(0.00%)(97.44%)

1636/30/20001535.8010.31%1550.0044.29%
Buy6/30/20001540.50$1,135.00$93,955.00(1950.00)89.29%33.57%

1647/5/20001547.8010.83%4575.0087.14%
Sell7/5/20001535.00$3,160.00$97,115.00(675.00)73.81%60.95%

1657/7/20001568.501(0.10%)1125.0050.56%
Buy7/7/20001567.00($415.00)$96,700.00(1100.00)32.58%(16.85%)

1667/12/20001574.5010.30%2750.0084.62%
Buy7/12/20001579.20$1,135.00$97,835.00(500.00)51.54%36.15%

1677/14/20001588.0010.35%2125.0085.00%
Buy7/14/20001593.50$1,335.00$99,170.00(375.00)70.00%55.00%

1687/18/20001580.3010.02%700.0037.33%
Sell7/18/20001580.00$35.00$99,205.00(1175.00)66.67%4.00%

1697/24/20001566.801(0.94%)100.002.47%
Buy7/24/20001552.00($3,740.00)$95,465.00(3950.00)6.17%(91.36%)

1707/25/20001550.9010.28%2025.0097.59%
Buy7/25/20001555.20$1,035.00$96,500.00(50.00)54.22%51.81%

1717/31/20001515.301(0.38%)1050.0042.00%
Buy7/31/20001509.50($1,490.00)$95,010.00(1450.00)(0.00%)(58.00%)

1728/2/20001528.8010.51%2275.0073.98%
Sell8/2/20001521.00$1,910.00$96,920.00(800.00)89.43%63.41%

1738/4/20001538.0010.24%1625.0061.90%
Buy8/4/20001541.70$885.00$97,805.00(1000.00)73.33%35.24%

1748/9/20001558.001(0.40%)500.0023.81%
Sell8/9/20001564.25($1,602.50)$96,202.50(1600.00)1.79%(74.40%)

1758/11/20001549.0010.09%1625.0081.25%
Buy8/11/20001550.40$310.00$96,512.50(375.00)36.25%17.50%

1768/15/20001564.301(0.04%)575.0023.00%
Sell8/15/20001565.00($215.00)$96,297.50(1925.00)70.00%(7.00%)

1778/18/20001570.7010.01%1175.0059.49%
Sell8/18/20001570.50$10.00$96,307.50(800.00)43.04%2.53%

1788/22/20001581.201(0.39%)450.0022.64%
Buy8/22/20001575.05($1,577.50)$94,730.00(1537.50)0.00%(77.36%)

1798/24/20001579.6010.37%1900.0098.70%
Buy8/24/20001585.50$1,435.00$96,165.00(25.00)77.92%76.62%

1808/28/20001598.801(0.22%)375.0030.30%
Buy8/28/20001595.35($902.50)$95,262.50(862.50)0.00%(69.70%)

1818/29/20001583.801(0.08%)125.007.69%
Sell8/29/20001585.00($340.00)$94,922.50(1500.00)73.85%(18.46%)

1828/31/20001593.101(0.07%)1850.0083.15%
Buy8/31/20001592.00($315.00)$94,607.50(375.00)4.49%(12.36%)

1839/5/20001582.8010.10%1325.0063.86%
Sell9/5/20001581.20$360.00$94,967.50(750.00)55.42%19.28%

1849/11/20001574.001(0.34%)325.0017.81%
Buy9/11/20001568.65($1,377.50)$93,590.00(1500.00)8.90%(73.29%)

1859/12/20001568.5010.96%4250.0094.44%
Sell9/12/20001553.50$3,710.00$97,300.00(250.00)88.89%83.33%

1869/19/20001523.0010.39%2075.0061.03%
Buy9/19/20001529.00$1,460.00$98,760.00(1325.00)83.09%44.12%

1879/28/20001515.0010.73%3600.0098.63%
Buy9/28/20001526.00$2,710.00$101,470.00(50.00)76.71%75.34%

18810/6/20001484.5010.79%6000.0096.00%
Sell10/6/20001472.70$2,910.00$104,380.00(250.00)51.20%47.20%

18910/10/20001465.001(0.65%)250.006.90%
Buy10/10/20001455.50($2,415.00)$101,965.00(3375.00)27.59%(65.52%)

19010/11/20001425.001(1.19%)350.005.98%
Sell10/11/20001442.00($4,290.00)$97,675.00(5500.00)21.37%(72.65%)

19110/12/20001411.001(1.25%)375.007.81%
Buy10/12/20001393.30($4,465.00)$93,210.00(4425.00)0.00%(92.19%)

19210/13/20001416.0011.27%4925.0097.52%
Buy10/13/20001434.00$4,460.00$97,670.00(125.00)91.58%89.11%

19310/18/20001398.5010.29%5125.0083.67%
Buy10/18/20001402.50$960.00$98,630.00(1000.00)32.65%16.33%

19410/20/20001460.0010.24%875.0025.00%
Sell10/20/20001456.50$835.00$99,465.00(2625.00)100.00%25.00%

19510/24/20001475.801(1.07%)50.001.16%
Buy10/24/20001460.00($3,990.00)