Summary Advantage Aggressive2 - 2 BEL 20 (Belgia) (BEL20) Simulation Date 2008-09-05 11:59:33 825 Daily Bars 2004-01-02 Through 2007-03-27 (1180 Days) Points Only Test

Performance Profit 727.7308 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 6.01 % Average Profit/Average Loss N/A Profitable Trades Total 47 Long 36 Short 11 Average Profit 36.5445 Pts Highest Profit 103.9449 Pts Lowest Profit 0.7290 Pts Most Consecutive 6 Unprofitable Trades Total 34 Long 21 Short 13 Average Loss -29.1136 Pts Highest Loss -88.0924 Pts Lowest Loss -3.2565 Pts Most Consecutive 3 Maximum Position Excursions Long Favorable 83.6357 Pts Short Favorable 118.0621 Pts Long Adverse -97.0512 Pts Short Adverse -115.3693 Pts Trade Efficiency Average Entry 47.47 % Average Exit 58.54 % Average Total 6.01 % Average Long Entry 47.02 % Average Long Exit 64.99 % Average Long Total 12.01 % Average Short Entry 48.54 % Average Short Exit 43.24 % Average Short Total -8.22 %

Performance Indices Buy & Hold Index -66.94 % Profit/Loss Index 42.37 % Reward/Risk Index 82.48 % Accounting Initial Equity 0.0000 Pts Trade Profit 1717.5931 Pts Trade Loss -989.8622 Pts Commissions 80.4386 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 727.7308 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 756.9314 Pts Lowest Account Balance -154.6310 Pts Highest Portfolio Value 83.6357 Pts Highest Open Drawdown -154.6310 Pts Highest Closed Drawdown -141.2791 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 2 Longest Trade Length 7 Shortest Trade Length 1 Total Trade Length 126 Unprofitable Timing Average Trade Length 2 Longest Trade Length 5 Shortest Trade Length 1 Total Trade Length 89 Out of Market Timing Average 9 Longest 86 Total 610