Summary Advantage Aggressive2 - 2 All Ordinaries (ALLORD) Simulation Date 2008-09-05 11:20:18 1181 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days) Points Only Test

Performance Profit 248.1464 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 -6.48 % Average Profit/Average Loss N/A Profitable Trades Total 57 Long 39 Short 18 Average Profit 67.5440 Pts Highest Profit 222.3671 Pts Lowest Profit 2.9306 Pts Most Consecutive 6 Unprofitable Trades Total 66 Long 36 Short 30 Average Loss -54.5737 Pts Highest Loss -177.5784 Pts Lowest Loss -0.6687 Pts Most Consecutive 7 Maximum Position Excursions Long Favorable 154.7618 Pts Short Favorable 222.3671 Pts Long Adverse -227.8635 Pts Short Adverse -224.3230 Pts Trade Efficiency Average Entry 40.25 % Average Exit 53.27 % Average Total -6.48 % Average Long Entry 43.27 % Average Long Exit 57.88 % Average Long Total 1.15 % Average Short Entry 35.53 % Average Short Exit 46.07 % Average Short Total -18.40 %

Performance Indices Buy & Hold Index -86.82 % Profit/Loss Index 6.45 % Reward/Risk Index 31.36 % Accounting Initial Equity 0.0000 Pts Trade Profit 3850.0081 Pts Trade Loss -3601.8617 Pts Commissions 188.7142 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 248.1464 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 453.1204 Pts Lowest Account Balance -543.1284 Pts Highest Portfolio Value 154.7618 Pts Highest Open Drawdown -543.1284 Pts Highest Closed Drawdown -542.1832 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 2 Longest Trade Length 9 Shortest Trade Length 1 Total Trade Length 165 Unprofitable Timing Average Trade Length 2 Longest Trade Length 8 Shortest Trade Length 1 Total Trade Length 193 Out of Market Timing Average 7 Longest 112 Total 823