Summary Advantage Aggressive2 - 1 ISE100 (Turcja) (ISE100) Simulation Date 2008-09-05 11:41:14 1155 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days) Points Only Test

Performance Profit 28692.5439 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit 20306.2079 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 133 Trade Efficiency -13.18 % Average Profit/Average Loss N/A Profitable Trades Total 58 Long 37 Short 21 Average Profit 1509.4711 Pts Highest Profit 7806.4702 Pts Lowest Profit 4.8957 Pts Most Consecutive 4 Unprofitable Trades Total 75 Long 39 Short 36 Average Loss -784.7571 Pts Highest Loss -2111.0294 Pts Lowest Loss -48.9954 Pts Most Consecutive 5 Maximum Position Excursions Long Favorable 10113.0091 Pts Short Favorable 11124.4795 Pts Long Adverse -2323.9372 Pts Short Adverse -3188.7993 Pts Trade Efficiency Average Entry 49.26 % Average Exit 37.56 % Average Total -13.18 % Average Long Entry 52.28 % Average Long Exit 40.81 % Average Long Total -6.90 % Average Short Entry 45.23 % Average Short Exit 33.23 % Average Short Total -21.54 %

Performance Indices Buy & Hold Index 41.30 % Profit/Loss Index 32.77 % Reward/Risk Index 92.18 % Accounting Initial Equity 0.0000 Pts Trade Profit 87549.3266 Pts Trade Loss -58856.7827 Pts Commissions 1434.7725 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 28692.5439 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 34170.1144 Pts Lowest Account Balance -2435.0814 Pts Highest Portfolio Value 10113.0091 Pts Highest Open Drawdown -2435.0814 Pts Highest Closed Drawdown -2086.4757 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 9 Longest Trade Length 24 Shortest Trade Length 1 Total Trade Length 554 Unprofitable Timing Average Trade Length 3 Longest Trade Length 7 Shortest Trade Length 1 Total Trade Length 225 Out of Market Timing Average 3 Longest 50 Total 376