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Cyclone System


TradeStation Strategy Performance Summary


Russell 2000 Index
Jan 3, 2002 thru Oct 16, 2006


  All Trades Long Trades Short Trades
Total Net Profit
$49,990
$29,830
$20,160
Profit Factor 1.32
1.38
1.26
Total Number of Trades 1010 517 493
Percent Profitable 38.71% 41.39% 35.90%
Avg. Trade Net Profit $49.50 $57.50 $40.89
Avg Winning Trade $529.69 $506.50 $557.74
Avg Losing Trade ($255.90) ($262.74) ($249.40)
       
Avg Monthly Return $861.90    
 
Max. Drawdown (Trade Close to Trade Close)
Value ($6,080) ($6,120) ($4,710)