D-MASTER I
S&P500 E-Mini

TradeStation Strategy Performance Report
 
TradeStation Strategy Performance Report - Nasdaq Full-Size
 
Performance Summary: All Trades
 
Total Net Profit$349,220.00 Open position P/L$0.00
Gross Profit$900,090.00 Gross Loss($550,870.00)
 
Total # of trades484 Percent profitable57.23%
Number winning trades277 Number losing trades207
 
Largest winning trade$38,260.00 Largest losing trade($11,690.00)
Average winning trade$3,249.42 Average losing trade($2,661.21)
Ratio avg win/avg loss1.22 Avg trade (win & loss)$721.53
 
Max consec. Winners7 Max consec. losers5
Avg # bars in winners1 Avg # bars in losers1
 
Max intraday drawdown($34,550.00)
Profit Factor1.63 Max # contracts held1
Account size required$34,550.00 Return on account1010.77%
 
Performance Summary: Long Trades
 
Total Net Profit$181,370.00 Open position P/L$0.00
Gross Profit$484,585.00 Gross Loss($303,215.00)
 
Total # of trades227 Percent profitable55.95%
Number winning trades127 Number losing trades100
 
Largest winning trade$38,260.00 Largest losing trade($10,790.00)
Average winning trade$3,815.63 Average losing trade($3,032.15)
Ratio avg win/avg loss1.26 Avg trade (win & loss)$798.99
 
Max consec. Winners8 Max consec. losers8
Avg # bars in winners1 Avg # bars in losers1
 
Max intraday drawdown($37,430.00)
Profit Factor1.60 Max # contracts held1
Account size required$37,430.00 Return on account484.56%
 
Performance Summary: Short Trades
 
Total Net Profit$167,850.00 Open position P/L$0.00
Gross Profit$415,505.00 Gross Loss($247,655.00)
 
Total # of trades257 Percent profitable58.37%
Number winning trades150 Number losing trades107
 
Largest winning trade$16,560.00 Largest losing trade($11,690.00)
Average winning trade$2,770.03 Average losing trade($2,314.53)
Ratio avg win/avg loss1.20 Avg trade (win & loss)$653.11
 
Max consec. Winners7 Max consec. losers4
Avg # bars in winners1 Avg # bars in losers1
 
Max intraday drawdown($28,760.00)
Profit Factor1.68 Max # contracts held1
Account size required$28,760.00 Return on account583.62%


Trade #DatePriceContracts% ProfitRun-UpEntry Eff.Total
Efficiency
TypeProfitCum ProfitDrawdownExit Eff.
112/23/19982268.0010.00%800.0066.67%
Buy12/23/19982268.00($40.00)($40.00)(400.00)33.33%0.00%

212/24/19982279.0010.44%1000.0072.73%
Sell12/24/19982269.00$960.00$920.00(375.00)100.00%72.73%

312/31/19982279.5010.77%3250.00100.00%
Buy12/31/19982297.00$1,710.00$2,630.000.0053.85%53.85%

41/5/19992334.001(1.05%)0.000.00%
Sell1/5/19992358.50($2,490.00)$140.00(2450.00)0.00%(100.00%)

51/8/19992449.001(0.94%)350.0013.21%
Buy1/8/19992426.00($2,340.00)($2,200.00)(2300.00)0.00%(86.79%)

61/12/19992420.0010.83%2200.0057.89%
Sell1/12/19992400.00$1,960.00($240.00)(1600.00)94.74%52.63%

71/15/19992412.0011.37%3400.0078.16%
Buy1/15/19992445.00$3,260.00$3,020.00(950.00)97.70%75.86%

81/20/19992554.001(0.94%)675.0022.02%
Buy1/20/19992530.10($2,430.00)$590.00(2390.00)0.00%(77.98%)

91/22/19992422.0010.12%3100.0079.49%
Buy1/22/19992425.00$260.00$850.00(800.00)28.21%7.69%

101/26/19992492.0011.28%3400.0092.52%
Buy1/26/19992524.00$3,160.00$4,010.00(275.00)94.56%87.07%

111/28/19992538.0011.02%2700.0087.10%
Buy1/28/19992564.00$2,560.00$6,570.00(400.00)96.77%83.87%

122/3/19992559.0010.66%1900.0070.37%
Buy2/3/19992576.00$1,660.00$8,230.00(800.00)92.59%62.96%

132/8/19992447.0011.58%4550.0090.10%
Buy2/8/19992485.75$3,835.00$12,065.00(500.00)86.63%76.73%

142/10/19992398.0010.17%1250.0043.10%
Buy2/10/19992402.00$360.00$12,425.00(1650.00)70.69%13.79%

152/16/19992445.001(1.70%)100.002.27%
Buy2/16/19992403.50($4,190.00)$8,235.00(4300.00)3.41%(94.32%)

162/18/19992349.0010.19%1900.0057.58%
Buy2/18/19992353.50$410.00$8,645.00(1400.00)56.06%13.64%

172/23/19992481.001(0.16%)1800.0075.00%
Sell2/23/19992485.00($440.00)$8,205.00(600.00)8.33%(16.67%)

183/4/19992398.001(1.75%)100.002.08%
Buy3/4/19992356.00($4,240.00)$3,965.00(4700.00)10.42%(87.50%)

193/5/19992410.0010.27%700.0029.17%
Buy3/5/19992416.50$610.00$4,575.00(1700.00)97.92%27.08%

203/11/19992506.001(0.46%)1200.0051.06%
Buy3/11/19992494.50($1,190.00)$3,385.00(1150.00)0.00%(48.94%)

213/12/19992440.001(1.33%)500.0013.33%
Sell3/12/19992472.50($3,290.00)$95.00(3250.00)0.00%(86.67%)

223/15/19992494.0010.60%1700.0056.67%
Buy3/15/19992509.00$1,460.00$1,555.00(1300.00)93.33%50.00%

233/19/19992536.0011.42%4100.0083.67%
Sell3/19/19992500.00$3,560.00$5,115.00(800.00)89.80%73.47%

243/23/19992421.0010.87%2600.0065.00%
Sell3/23/19992400.00$2,060.00$7,175.00(1400.00)87.50%52.50%

253/25/19992495.0011.40%3500.0083.33%
Buy3/25/19992530.00$3,460.00$10,635.00(700.00)100.00%83.33%

263/29/19992565.0011.01%2600.0074.29%
Buy3/29/19992591.00$2,560.00$13,195.00(900.00)100.00%74.29%

274/8/19992639.5011.00%3250.0075.58%
Buy4/8/19992666.00$2,610.00$15,805.00(1050.00)86.05%61.63%

284/13/19992655.001(1.26%)300.006.82%
Buy4/13/19992621.50($3,390.00)$12,415.00(4100.00)17.05%(76.14%)

294/14/19992613.001(1.34%)1700.0032.69%
Buy4/14/19992578.00($3,540.00)$8,875.00(3500.00)0.00%(67.31%)

304/15/19992517.001(2.24%)1700.0023.13%
Sell4/15/19992573.50($5,690.00)$3,185.00(5650.00)0.00%(76.87%)

314/20/19992439.0010.90%3400.0075.56%
Buy4/20/19992461.00$2,160.00$5,345.00(1100.00)73.33%48.89%

324/22/19992579.001(1.86%)600.0011.11%
Sell4/22/19992627.00($4,840.00)$505.00(4800.00)0.00%(88.89%)

334/23/19992606.001(1.92%)0.000.00%
Sell4/23/19992656.00($5,040.00)($4,535.00)(6175.00)19.03%(80.97%)

344/27/19992650.0010.04%1200.0041.38%
Sell4/27/19992649.00$60.00($4,475.00)(1700.00)62.07%3.45%

354/30/19992599.001(1.23%)400.009.52%
Buy4/30/19992567.00($3,240.00)($7,715.00)(3800.00)14.29%(76.19%)

365/5/19992492.001(1.71%)1300.0023.42%
Sell5/5/19992534.50($4,290.00)($12,005.00)(4250.00)0.00%(76.58%)

375/7/19992516.0011.27%4000.0090.91%
Buy5/7/19992548.00$3,160.00($8,845.00)(400.00)81.82%72.73%

385/11/19992597.0010.50%2400.0055.81%
Buy5/11/19992610.00$1,260.00($7,585.00)(1900.00)74.42%30.23%

395/17/19992535.0012.76%7200.0093.51%
Buy5/17/19992605.00$6,960.00($625.00)(500.00)97.40%90.91%

405/19/19992593.5510.98%2645.0051.86%
Buy5/19/19992619.00$2,505.00$1,880.00(2455.00)98.04%49.90%

415/21/19992553.0010.47%1900.0073.08%
Sell5/21/19992541.00$1,160.00$3,040.00(700.00)73.08%46.15%

425/25/19992500.001(1.60%)490.0010.91%
Buy5/25/19992460.00($4,040.00)($1,000.00)(4000.00)0.00%(89.09%)

435/26/19992441.0011.35%3600.0066.67%
Buy5/26/19992474.00$3,260.00$2,260.00(1800.00)94.44%61.11%

446/1/19992473.0010.69%2200.0088.00%
Sell6/1/19992456.00$1,660.00$3,920.00(300.00)80.00%68.00%

456/4/19992507.0010.96%2800.0066.67%
Buy6/4/19992531.00$2,360.00$6,280.00(1400.00)90.48%57.14%

466/8/19992568.0512.14%6805.0097.21%
Sell6/8/19992513.00$5,465.00$11,745.00(195.00)81.43%78.64%

476/10/19992531.0010.24%2900.0096.67%
Sell6/10/19992525.00$560.00$12,305.00(100.00)23.33%20.00%

486/15/19992480.001(0.04%)1900.0050.00%
Buy6/15/19992479.00($140.00)$12,165.00(1900.00)47.37%(2.63%)

496/17/19992626.0010.46%3300.0097.06%
Sell6/17/19992614.00$1,160.00$13,325.00(100.00)38.24%35.29%

506/22/19992686.0011.75%4900.0068.06%
Sell6/22/19992639.00$4,660.00$17,985.00(2300.00)97.22%65.28%

516/24/19992627.0010.69%2200.0073.33%
Sell6/24/19992609.00$1,760.00$19,745.00(800.00)86.67%60.00%

526/28/19992624.0011.45%3800.0077.55%
Buy6/28/19992662.00$3,760.00$23,505.00(1100.00)100.00%77.55%

536/30/19992685.501(0.95%)1050.0029.17%
Sell6/30/19992711.00($2,590.00)$20,915.00(2550.00)0.00%(70.83%)

547/1/19992734.751(0.32%)475.0018.27%
Sell7/1/19992743.50($915.00)$20,000.00(2125.00)48.08%(33.65%)

557/8/19992794.501(0.59%)650.0028.26%
Buy7/8/19992778.00($1,690.00)$18,310.00(1650.00)0.00%(71.74%)

567/12/19992800.001(0.86%)400.0010.00%
Sell7/12/19992824.00($2,440.00)$15,870.00(3600.00)30.00%(60.00%)

577/14/19992794.0011.40%4100.0089.13%
Buy7/14/19992833.00$3,860.00$19,730.00(500.00)95.65%84.78%

587/19/19992851.0010.14%1100.0052.38%
Sell7/19/19992847.00$360.00$20,090.00(1000.00)66.67%19.05%

597/21/19992773.0010.07%400.0011.11%
Buy7/21/19992775.00$160.00$20,250.00(3200.00)94.44%5.56%

607/23/19992703.0010.44%1300.0043.33%
Buy7/23/19992715.00$1,160.00$21,410.00(1700.00)96.67%40.00%

617/27/19992694.5010.95%3650.00100.00%
Buy7/27/19992720.00$2,510.00$23,920.000.0069.86%69.86%

627/29/19992695.0010.45%2800.0087.50%
Sell7/29/19992683.00$1,160.00$25,080.00(400.00)50.00%37.50%

638/3/19992652.001(0.04%)2900.0060.42%
Sell8/3/19992653.00($140.00)$24,940.00(1900.00)37.50%(2.08%)

648/9/19992635.001(1.21%)0.000.00%
Buy8/9/19992603.00($3,240.00)$21,700.00(3200.00)0.00%(100.00%)

658/10/19992557.001(0.96%)2490.0050.40%
Sell8/10/19992581.50($2,490.00)$19,210.00(2450.00)0.00%(49.60%)

668/12/19992654.0011.17%3500.0067.31%
Sell8/12/19992623.00$3,060.00$22,270.00(1700.00)92.31%59.62%

678/17/19992714.501(0.79%)1150.0034.85%
Sell8/17/19992736.00($2,190.00)$20,080.00(2150.00)0.00%(65.15%)

688/20/19992705.0010.50%1600.0059.26%
Buy8/20/19992718.50$1,310.00$21,390.00(1100.00)90.74%50.00%

698/24/19992811.001(0.96%)600.0018.18%
Sell8/24/19992838.00($2,740.00)$18,650.00(2700.00)0.00%(81.82%)

709/3/19992894.0010.45%1600.0050.00%
Buy9/3/19992907.00$1,260.00$19,910.00(1600.00)90.63%40.63%

719/9/19992879.0010.94%3100.0056.36%
Buy9/9/19992906.00$2,660.00$22,570.00(2400.00)92.73%49.09%

729/13/19992913.0010.69%2200.0073.33%
Sell9/13/19992893.00$1,960.00$24,530.00(800.00)93.33%66.67%

739/20/19992940.001(0.14%)500.0022.73%
Sell9/20/19992944.00($440.00)$24,090.00(1700.00)59.09%(18.18%)

749/22/19992867.0011.60%5500.0098.21%
Buy9/22/19992913.00$4,560.00$28,650.00(100.00)83.93%82.14%

759/24/19992761.0011.52%4500.0078.95%
Buy9/24/19992803.00$4,160.00$32,810.00(1200.00)94.74%73.68%

769/28/19992775.001(0.76%)1600.0029.63%
Sell9/28/19992796.00($2,140.00)$30,670.00(3800.00)31.48%(38.89%)

7710/4/19992833.5011.04%3150.0078.75%
Buy10/4/19992863.00$2,910.00$33,580.00(850.00)95.00%73.75%

7810/6/19992913.0010.41%2000.0071.43%
Buy10/6/19992925.00$1,160.00$34,740.00(800.00)71.43%42.86%

7910/12/19992968.0011.28%4900.0096.08%
Sell10/12/19992930.00$3,760.00$38,500.00(200.00)78.43%74.51%

8010/14/19992824.0011.38%5500.0093.22%
Buy10/14/19992863.00$3,860.00$42,360.00(400.00)72.88%66.10%

8110/19/19992784.001(1.11%)900.0015.25%
Buy10/19/19992753.00($3,140.00)$39,220.00(5000.00)32.20%(52.54%)

8210/21/19992821.501(1.35%)1650.0030.28%
Sell10/21/19992859.50($3,840.00)$35,380.00(3800.00)0.00%(69.72%)

8310/22/19992915.001(1.60%)150.003.13%
Buy10/22/19992868.50($4,690.00)$30,690.00(4650.00)0.00%(96.88%)

8410/26/19992907.001(0.83%)700.0022.58%
Buy10/26/19992883.00($2,440.00)$28,250.00(2400.00)0.00%(77.42%)

8510/28/19992896.0011.35%4000.0093.02%
Buy10/28/19992935.00$3,860.00$32,110.00(300.00)97.67%90.70%

8611/1/19993037.0010.92%2900.0087.88%
Sell11/1/19993009.00$2,760.00$34,870.00(400.00)96.97%84.85%

8711/3/19993064.001(0.13%)1300.0039.39%
Buy11/3/19993060.00($440.00)$34,430.00(2000.00)48.48%(12.12%)

8811/9/19993149.001(0.03%)800.0028.57%
Sell11/9/19993150.00($140.00)$34,290.00(2000.00)67.86%(3.57%)

8911/11/19993219.0010.53%2400.0048.98%
Buy11/11/19993236.00$1,660.00$35,950.00(2500.00)85.71%34.69%

9011/15/19993281.501(0.50%)950.0027.14%
Buy11/15/19993265.00($1,690.00)$34,260.00(2550.00)25.71%(47.14%)

9111/17/19993327.0010.87%3600.0075.00%
Sell11/17/19993298.00$2,860.00$37,120.00(1200.00)85.42%60.42%

9211/19/19993383.001(0.83%)400.009.52%
Sell11/19/19993411.00($2,840.00)$34,280.00(3800.00)23.81%(66.67%)

9311/23/19993388.001(0.75%)600.0019.05%
Sell11/23/19993413.50($2,590.00)$31,690.00(2550.00)0.00%(80.95%)

9411/24/19993435.0011.63%5600.0084.85%
Buy11/24/19993491.00$5,560.00$37,250.00(1000.00)100.00%84.85%

9512/1/19993377.2510.08%1475.0025.88%
Buy12/1/19993380.00$235.00$37,485.00(4225.00)78.95%4.82%

9612/3/19993560.001(0.22%)1700.0045.95%
Buy12/3/19993552.00($840.00)$36,645.00(2000.00)32.43%(21.62%)

9712/7/19993557.001(0.97%)2400.0041.03%
Sell12/7/19993591.50($3,490.00)$33,155.00(3450.00)0.00%(58.97%)

9812/9/19993561.001(0.93%)300.003.49%
Buy12/9/19993528.00($3,340.00)$29,815.00(8300.00)58.14%(38.37%)

9912/10/19993532.0011.25%5100.0079.69%
Buy12/10/19993576.00$4,360.00$34,175.00(1300.00)89.06%68.75%

10012/14/19993586.0011.31%5100.0064.56%
Sell12/14/19993539.00$4,660.00$38,835.00(2800.00)94.94%59.49%

10112/16/19993654.0011.37%5100.0080.95%
Buy12/16/19993704.00$4,960.00$43,795.00(1200.00)98.41%79.37%

10212/21/19993806.0012.50%9500.0086.36%
Buy12/21/19993901.00$9,460.00$53,255.00(1500.00)100.00%86.36%

10312/23/19993984.001(0.55%)1800.0033.96%
Buy12/23/19993962.00($2,240.00)$51,015.00(3500.00)24.53%(41.51%)

10412/28/19993993.001(1.26%)300.005.61%
Buy12/28/19993942.50($5,090.00)$45,925.00(5050.00)0.00%(94.39%)

10512/29/19994010.0011.07%4600.0080.70%
Buy12/29/19994053.00$4,260.00$50,185.00(1100.00)94.74%75.44%

10612/31/19994076.0010.05%1900.0028.79%
Buy12/31/19994078.20$180.00$50,365.00(4700.00)74.55%3.33%

1071/7/20003754.0013.65%14500.0096.67%
Buy1/7/20003891.00$13,660.00$64,025.00(500.00)94.67%91.33%

1081/11/20004055.0014.09%19300.00100.00%
Sell1/11/20003889.00$16,560.00$80,585.000.0086.01%86.01%

1091/13/20003871.0012.35%10800.0095.58%
Buy1/13/20003962.00$9,060.00$89,645.00(500.00)84.96%80.53%

1101/18/20004073.001(0.86%)900.0020.45%
Sell1/18/20004108.00($3,540.00)$86,105.00(3500.00)0.00%(79.55%)

1111/20/20004202.0010.07%6800.0073.12%
Sell1/20/20004199.00$260.00$86,365.00(2500.00)30.11%3.23%

1121/24/20004191.001(0.86%)2500.0040.32%
Buy1/24/20004155.00($3,640.00)$82,725.00(3700.00)1.61%(58.06%)

1131/25/20004029.0011.86%8500.0049.42%
Buy1/25/20004104.00$7,460.00$90,185.00(8700.00)94.19%43.60%

1141/27/20003991.001(1.50%)900.0011.11%
Buy1/27/20003931.00($6,040.00)$84,145.00(7200.00)14.81%(74.07%)

1151/31/20003725.0015.21%19600.0088.69%
Buy1/31/20003919.00$19,360.00$103,505.00(2500.00)99.10%87.78%

1162/2/20004089.0010.42%5500.0052.38%
Sell2/2/20004072.00$1,660.00$105,165.00(5000.00)63.81%16.19%

1172/8/20004350.001(0.89%)600.0013.48%
Sell2/8/20004388.50($3,890.00)$101,275.00(3850.00)0.00%(86.52%)

1182/9/20004374.0011.26%6200.0092.54%
Sell2/9/20004319.00$5,460.00$106,735.00(500.00)89.55%82.09%

1192/11/20004382.0011.55%10300.0089.57%
Sell2/11/20004314.00$6,760.00$113,495.00(1200.00)69.57%59.13%

1202/15/20004217.001(1.10%)1800.0027.91%
Sell2/15/20004263.50($4,690.00)$108,805.00(4650.00)0.00%(72.09%)

1212/16/20004364.001(0.69%)4500.0050.00%
Buy2/16/20004334.00($3,040.00)$105,765.00(4500.00)16.67%(33.33%)

1222/18/20004454.0013.48%16500.00100.00%
Sell2/18/20004299.00$15,460.00$121,225.000.0093.94%93.94%

1232/24/20004459.001(2.61%)300.002.51%
Sell2/24/20004575.50($11,690.00)$109,535.00(11650.00)0.00%(97.49%)

1242/28/20004389.001(1.56%)3600.0034.45%
Sell2/28/20004457.50($6,890.00)$102,645.00(6850.00)0.00%(65.55%)

1252/29/20004569.0010.81%4300.0055.13%
Buy2/29/20004606.00$3,660.00$106,305.00(3500.00)92.31%47.44%

1263/2/20004626.0011.41%9600.0092.31%
Sell3/2/20004561.00$6,460.00$112,765.00(800.00)70.19%62.50%

1273/6/20004854.0011.24%9500.00100.00%
Sell3/6/20004794.00$5,960.00$118,725.000.0063.16%63.16%

1283/10/20004887.501(0.55%)1500.0013.04%
Sell3/10/20004914.50($2,740.00)$115,985.00(10000.00)63.48%(23.48%)

1293/14/20004794.501(1.90%)1800.0010.59%
Buy3/14/20004703.50($9,140.00)$106,845.00(15200.00)35.88%(53.53%)

1303/15/20004477.501(1.05%)7400.0048.05%
Buy3/15/20004430.50($4,740.00)$102,105.00(8000.00)21.43%(30.52%)

1313/20/20004737.5013.06%16000.0094.12%
Sell3/20/20004592.50$14,460.00$116,565.00(1000.00)91.18%85.29%

1323/22/20004862.5011.03%10200.0076.12%
Buy3/22/20004912.50$4,960.00$121,525.00(3200.00)61.19%37.31%

1333/24/20005097.501(1.73%)2000.0017.39%
Buy3/24/20005009.50($8,840.00)$112,685.00(9500.00)6.09%(76.52%)

1343/27/20005052.501(0.55%)4500.0052.94%
Buy3/27/20005024.50($2,840.00)$109,845.00(4000.00)14.12%(32.94%)

1353/29/20004781.501(1.25%)5900.0049.58%
Sell3/29/20004841.50($6,040.00)$103,805.00(6000.00)0.00%(50.42%)

1363/30/20004645.501(2.31%)3700.0025.61%
Buy3/30/20004538.00($10,790.00)$93,015.00(10750.00)0.00%(74.39%)

1373/31/20004552.5013.51%19300.0084.65%
Buy3/31/20004712.50$15,960.00$108,975.00(3500.00)85.53%70.18%

1384/4/20004172.5014.31%25500.0053.68%
Buy4/4/20004352.50$17,960.00$126,935.00(22000.00)84.21%37.89%

1395/10/20003554.501(2.46%)3700.0029.72%
Sell5/10/20003642.00($8,790.00)$118,145.00(8750.00)0.00%(70.28%)

1405/11/20003619.5011.19%4300.0057.33%
Buy5/11/20003662.50$4,260.00$122,405.00(3200.00)100.00%57.33%

1415/15/20003622.501(1.66%)0.000.00%
Sell5/15/20003682.50($6,040.00)$116,365.00(7000.00)14.29%(85.71%)

1425/16/20003917.501(2.68%)0.000.00%
Buy5/16/20003812.50($10,540.00)$105,825.00(10500.00)0.00%(100.00%)

1435/17/20003803.501(1.77%)100.001.35%
Sell5/17/20003871.00($6,790.00)$99,035.00(7300.00)7.43%(91.22%)

1445/19/20003598.5011.97%7400.0087.06%
Sell5/19/20003527.50$7,060.00$106,095.00(1100.00)96.47%83.53%

1455/24/20003292.5015.07%17500.0056.91%
Buy5/24/20003459.50$16,660.00$122,755.00(13250.00)97.40%54.31%

1465/30/20003522.5014.60%16200.0093.10%
Buy5/30/20003684.50$16,160.00$138,915.00(1200.00)100.00%93.10%

1476/1/20003744.5011.01%5800.0058.00%
Buy6/1/20003782.50$3,760.00$142,675.00(4200.00)80.00%38.00%

1486/6/20004025.501(1.74%)4700.0040.17%
Buy6/6/20003955.50($7,040.00)$135,635.00(7000.00)0.00%(59.83%)

1496/7/20003932.5011.53%6750.0065.85%
Buy6/7/20003992.50$5,960.00$141,595.00(3500.00)92.68%58.54%

1506/9/20004042.501(0.52%)500.007.69%
Buy6/9/20004021.50($2,140.00)$139,455.00(6000.00)60.00%(32.31%)

1516/13/20003902.5013.15%12500.0075.76%
Buy6/13/20004025.50$12,260.00$151,715.00(4000.00)98.79%74.55%

1526/20/20004199.5010.00%4200.0064.62%
Sell6/20/20004199.50($40.00)$151,675.00(2300.00)35.38%0.00%

1536/22/20004142.5011.93%8000.0062.99%
Sell6/22/20004062.50$7,960.00$159,635.00(4700.00)100.00%62.99%

1546/26/20004005.5010.17%1700.0022.67%
Buy6/26/20004012.50$660.00$160,295.00(5800.00)86.67%9.33%

1556/28/20004008.5010.47%6400.0087.67%
Buy6/28/20004027.50$1,860.00$162,155.00(900.00)38.36%26.03%

1566/30/20003967.5010.88%4000.0061.54%
Buy6/30/20004002.50$3,460.00$165,615.00(2500.00)92.31%53.85%

1577/5/20003972.5011.89%8700.0090.63%
Sell7/5/20003897.50$7,460.00$173,075.00(900.00)87.50%78.13%

1587/7/20004125.501(1.12%)1200.0020.69%
Buy7/7/20004079.50($4,640.00)$168,435.00(4600.00)0.00%(79.31%)

1597/11/20004061.001(1.69%)650.006.19%
Buy7/11/20003992.50($6,890.00)$161,545.00(9850.00)28.57%(65.24%)

1607/12/20004093.5011.17%6300.0087.50%
Buy7/12/20004141.50$4,760.00$166,305.00(900.00)79.17%66.67%

1617/14/20004245.501(1.20%)1200.0019.05%
Sell7/14/20004296.50($5,140.00)$161,165.00(5100.00)0.00%(80.95%)

1627/17/20004317.5010.23%2300.0060.53%
Sell7/17/20004307.50$960.00$162,125.00(1500.00)65.79%26.32%

1637/19/20004127.5011.02%5500.0085.94%
Sell7/19/20004085.50$4,160.00$166,285.00(900.00)79.69%65.63%

1647/21/20004158.5010.34%2000.0040.82%
Sell7/21/20004144.50$1,360.00$167,645.00(2900.00)87.76%28.57%

1657/25/20004027.5011.69%8000.00100.00%
Buy7/25/20004095.50$6,760.00$174,405.000.0085.00%85.00%

1667/27/20003951.5011.04%4600.0056.10%
Sell7/27/20003910.50$4,060.00$178,465.00(3600.00)93.90%50.00%

1677/31/20003785.5011.37%5400.0091.53%
Buy7/31/20003837.50$5,160.00$183,625.00(500.00)96.61%88.14%

1688/2/20003824.501(1.22%)900.0016.22%
Buy8/2/20003778.00($4,690.00)$178,935.00(4650.00)0.00%(83.78%)

1698/3/20003674.501(1.96%)1700.0013.60%
Sell8/3/20003746.50($7,240.00)$171,695.00(10800.00)28.80%(57.60%)

1708/7/20003934.501(0.05%)1700.0027.42%
Buy8/7/20003932.50($240.00)$171,455.00(4500.00)69.35%(3.23%)

1718/9/20003943.501(0.91%)2700.0042.86%
Buy8/9/20003907.50($3,640.00)$167,815.00(3600.00)0.00%(57.14%)

1728/11/20003836.5010.73%3400.0068.00%
Buy8/11/20003864.50$2,760.00$170,575.00(1600.00)88.00%56.00%

1738/15/20003922.501(1.44%)0.000.00%
Sell8/15/20003979.00($5,690.00)$164,885.00(5650.00)0.00%(100.00%)

1748/16/20003974.501(1.01%)200.004.08%
Buy8/16/20003934.50($4,040.00)$160,845.00(4700.00)14.29%(81.63%)

1758/18/20004041.5010.40%2900.0064.44%
Sell8/18/20004025.50$1,560.00$162,405.00(1600.00)71.11%35.56%

1768/22/20004082.501(0.98%)3300.0043.42%
Buy8/22/20004042.50($4,040.00)$158,365.00(4300.00)3.95%(52.63%)

1778/25/20004143.5010.07%1200.0030.00%
Sell8/25/20004140.50$260.00$158,625.00(2800.00)77.50%7.50%

1788/29/20004151.501(0.29%)100.002.94%
Sell8/29/20004163.50($1,240.00)$157,385.00(3300.00)61.76%(35.29%)

1798/31/20004245.5010.85%4000.0090.91%
Buy8/31/20004281.50$3,560.00$160,945.00(400.00)90.91%81.82%

1809/6/20004139.5012.27%9700.0087.39%
Sell9/6/20004045.50$9,360.00$170,305.00(1400.00)97.30%84.68%

1819/8/20004071.0011.35%6000.0065.22%
Sell9/8/20004016.00$5,460.00$175,765.00(3200.00)94.57%59.78%

1829/12/20003988.001(2.09%)800.008.74%
Buy9/12/20003904.50($8,390.00)$167,375.00(8350.00)0.00%(91.26%)

1839/13/20003886.0011.34%7200.0080.00%
Buy9/13/20003938.00$5,160.00$172,535.00(1800.00)77.78%57.78%

1849/15/20003906.0011.02%7400.0094.87%
Sell9/15/20003866.00$3,960.00$176,495.00(400.00)56.41%51.28%

1859/19/20003869.0011.86%8200.0087.23%
Buy9/19/20003941.00$7,160.00$183,655.00(1200.00)89.36%76.60%

1869/21/20003914.0010.18%3300.0047.83%
Sell9/21/20003907.00$660.00$184,315.00(3600.00)62.32%10.14%

1879/27/20003812.001(1.80%)3100.0031.16%
Buy9/27/20003743.50($6,890.00)$177,425.00(6850.00)0.00%(68.84%)

1889/28/20003839.0011.75%7700.0098.72%
Buy9/28/20003906.00$6,660.00$184,085.00(100.00)87.18%85.90%

18910/3/20003661.001(2.31%)5000.0037.17%
Buy10/3/20003576.50($8,490.00)$175,595.00(8450.00)0.00%(62.83%)

19010/5/20003602.001(0.11%)3100.0041.33%
Sell10/5/20003606.00($440.00)$175,155.00(4400.00)53.33%(5.33%)

19110/9/20003401.0012.65%13600.0096.45%
Buy10/9/20003491.00$8,960.00$184,115.00(500.00)67.38%63.83%

19210/16/20003382.001(1.15%)1100.0011.22%
Sell10/16/20003421.00($3,940.00)$180,175.00(8700.00)48.98%(39.80%)

19310/18/20003323.001(0.51%)9800.0081.67%
Buy10/18/20003306.00($1,740.00)$178,435.00(2200.00)4.17%(14.17%)

19410/20/2000