Summary Advantage Aggressive2 - 1 BUX (Wegry) (BUX) Simulation Date 2008-09-05 12:02:25 1152 Daily Bars 2004-01-05 Through 2008-09-01 (1701 Days) Points Only Test

Performance Profit 11923.2535 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit 11126.4484 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 130 Trade Efficiency -15.03 % Average Profit/Average Loss N/A Profitable Trades Total 47 Long 32 Short 15 Average Profit 841.5419 Pts Highest Profit 2580.7630 Pts Lowest Profit 40.5455 Pts Most Consecutive 7 Unprofitable Trades Total 83 Long 46 Short 37 Average Loss -332.8821 Pts Highest Loss -1139.1292 Pts Lowest Loss -0.5704 Pts Most Consecutive 10 Maximum Position Excursions Long Favorable 3619.1169 Pts Short Favorable 3581.9524 Pts Long Adverse -1048.9626 Pts Short Adverse -1152.0707 Pts Trade Efficiency Average Entry 49.87 % Average Exit 35.11 % Average Total -15.03 % Average Long Entry 52.09 % Average Long Exit 37.09 % Average Long Total -10.82 % Average Short Entry 46.53 % Average Short Exit 32.13 % Average Short Total -21.34 %

Performance Indices Buy & Hold Index 7.16 % Profit/Loss Index 30.15 % Reward/Risk Index 94.55 % Accounting Initial Equity 0.0000 Pts Trade Profit 39552.4686 Pts Trade Loss -27629.2150 Pts Commissions 813.3382 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 11923.2535 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 13034.4020 Pts Lowest Account Balance -687.2418 Pts Highest Portfolio Value 3619.1169 Pts Highest Open Drawdown -687.2418 Pts Highest Closed Drawdown -654.1736 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 10 Longest Trade Length 26 Shortest Trade Length 5 Total Trade Length 506 Unprofitable Timing Average Trade Length 2 Longest Trade Length 6 Shortest Trade Length 1 Total Trade Length 247 Out of Market Timing Average 4 Longest 102 Total 399