Summary Advantage Aggressive2 - 2 BUX (Wegry) (BUX) Simulation Date 2008-09-05 12:03:03 1152 Daily Bars 2004-01-05 Through 2008-09-01 (1701 Days) Points Only Test

Performance Profit 4159.2738 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 -5.73 % Average Profit/Average Loss N/A Profitable Trades Total 57 Long 36 Short 21 Average Profit 516.9330 Pts Highest Profit 1430.0707 Pts Lowest Profit 92.0863 Pts Most Consecutive 7 Unprofitable Trades Total 73 Long 42 Short 31 Average Loss -346.6563 Pts Highest Loss -1139.1292 Pts Lowest Loss -6.1698 Pts Most Consecutive 7 Maximum Position Excursions Long Favorable 1197.3172 Pts Short Favorable 1518.9238 Pts Long Adverse -1048.9626 Pts Short Adverse -1152.0707 Pts Trade Efficiency Average Entry 45.98 % Average Exit 48.29 % Average Total -5.73 % Average Long Entry 47.78 % Average Long Exit 49.90 % Average Long Total -2.32 % Average Short Entry 43.29 % Average Short Exit 45.87 % Average Short Total -10.84 %

Performance Indices Buy & Hold Index -62.62 % Profit/Loss Index 14.12 % Reward/Risk Index 61.55 % Accounting Initial Equity 0.0000 Pts Trade Profit 29465.1836 Pts Trade Loss -25305.9098 Pts Commissions 813.0855 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 4159.2738 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 4563.8805 Pts Lowest Account Balance -2598.8201 Pts Highest Portfolio Value 1197.3172 Pts Highest Open Drawdown -2598.8201 Pts Highest Closed Drawdown -2595.3042 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 3 Longest Trade Length 8 Shortest Trade Length 1 Total Trade Length 193 Unprofitable Timing Average Trade Length 2 Longest Trade Length 5 Shortest Trade Length 1 Total Trade Length 202 Out of Market Timing Average 7 Longest 102 Total 757