Summary Advantage Aggressive2 - 1 All Ordinaries (ALLORD) Simulation Date 2008-09-05 11:19:05 1181 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days) Points Only Test

Performance Profit 1687.3246 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit 1882.8035 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 123 Trade Efficiency -14.54 % Average Profit/Average Loss N/A Profitable Trades Total 48 Long 34 Short 14 Average Profit 116.3106 Pts Highest Profit 484.4615 Pts Lowest Profit 5.1490 Pts Most Consecutive 5 Unprofitable Trades Total 75 Long 41 Short 34 Average Loss -51.9411 Pts Highest Loss -177.5784 Pts Lowest Loss -0.6687 Pts Most Consecutive 7 Maximum Position Excursions Long Favorable 445.3241 Pts Short Favorable 1148.8609 Pts Long Adverse -227.8635 Pts Short Adverse -224.3230 Pts Trade Efficiency Average Entry 46.12 % Average Exit 39.34 % Average Total -14.54 % Average Long Entry 49.86 % Average Long Exit 43.76 % Average Long Total -6.38 % Average Short Entry 40.28 % Average Short Exit 32.42 % Average Short Total -27.30 %

Performance Indices Buy & Hold Index -10.38 % Profit/Loss Index 30.22 % Reward/Risk Index 99.29 % Accounting Initial Equity 0.0000 Pts Trade Profit 5582.9098 Pts Trade Loss -3895.5852 Pts Commissions 188.8253 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 1687.3246 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 1872.3405 Pts Lowest Account Balance -12.0645 Pts Highest Portfolio Value 803.2090 Pts Highest Open Drawdown -12.0645 Pts Highest Closed Drawdown -11.5418 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 11 Longest Trade Length 32 Shortest Trade Length 4 Total Trade Length 548 Unprofitable Timing Average Trade Length 3 Longest Trade Length 8 Shortest Trade Length 1 Total Trade Length 242 Out of Market Timing Average 3 Longest 112 Total 391