Summary Advantage Aggressive2 - 1 BEL 20 (Belgia) (BEL20) Simulation Date 2008-09-05 11:59:03 825 Daily Bars 2004-01-02 Through 2007-03-27 (1180 Days) Points Only Test

Performance Profit 1280.6607 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit 2201.1697 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 81 Trade Efficiency -6.58 % Average Profit/Average Loss N/A Profitable Trades Total 39 Long 31 Short 8 Average Profit 63.3674 Pts Highest Profit 201.7441 Pts Lowest Profit 0.7290 Pts Most Consecutive 5 Unprofitable Trades Total 42 Long 26 Short 16 Average Loss -28.3492 Pts Highest Loss -88.0924 Pts Lowest Loss -3.2565 Pts Most Consecutive 9 Maximum Position Excursions Long Favorable 253.6807 Pts Short Favorable 325.0726 Pts Long Adverse -97.0512 Pts Short Adverse -115.3693 Pts Trade Efficiency Average Entry 52.98 % Average Exit 40.43 % Average Total -6.58 % Average Long Entry 53.88 % Average Long Exit 47.38 % Average Long Total 1.26 % Average Short Entry 50.85 % Average Short Exit 23.93 % Average Short Total -25.22 %

Performance Indices Buy & Hold Index -41.82 % Profit/Loss Index 51.82 % Reward/Risk Index 83.84 % Accounting Initial Equity 0.0000 Pts Trade Profit 2471.3276 Pts Trade Loss -1190.6670 Pts Commissions 80.5483 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 1280.6607 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 1448.6762 Pts Lowest Account Balance -246.9345 Pts Highest Portfolio Value 253.6807 Pts Highest Open Drawdown -246.9345 Pts Highest Closed Drawdown -246.5637 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 10 Longest Trade Length 28 Shortest Trade Length 3 Total Trade Length 401 Unprofitable Timing Average Trade Length 3 Longest Trade Length 8 Shortest Trade Length 1 Total Trade Length 134 Out of Market Timing Average 4 Longest 86 Total 290