Summary Advantage Aggressive2 - 2 ISE100 (Turcja) (ISE100) Simulation Date 2008-09-05 11:43:47 1155 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days) Points Only Test

Performance Profit 14726.5394 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 -2.56 % Average Profit/Average Loss N/A Profitable Trades Total 67 Long 40 Short 27 Average Profit 999.4608 Pts Highest Profit 4188.0317 Pts Lowest Profit 186.1449 Pts Most Consecutive 5 Unprofitable Trades Total 66 Long 36 Short 30 Average Loss -791.4748 Pts Highest Loss -2111.0294 Pts Lowest Loss -48.9954 Pts Most Consecutive 5 Maximum Position Excursions Long Favorable 4216.5196 Pts Short Favorable 2937.0675 Pts Long Adverse -2323.9372 Pts Short Adverse -3188.7993 Pts Trade Efficiency Average Entry 43.68 % Average Exit 53.77 % Average Total -2.56 % Average Long Entry 46.05 % Average Long Exit 57.79 % Average Long Total 3.84 % Average Short Entry 40.51 % Average Short Exit 48.40 % Average Short Total -11.09 %

Performance Indices Buy & Hold Index -27.48 % Profit/Loss Index 21.99 % Reward/Risk Index 86.45 % Accounting Initial Equity 0.0000 Pts Trade Profit 66963.8732 Pts Trade Loss -52237.3338 Pts Commissions 1433.3689 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 14726.5394 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 19539.0800 Pts Lowest Account Balance -2308.3035 Pts Highest Portfolio Value 4216.5196 Pts Highest Open Drawdown -2308.3035 Pts Highest Closed Drawdown -2304.5568 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 2 Longest Trade Length 9 Shortest Trade Length 1 Total Trade Length 173 Unprofitable Timing Average Trade Length 2 Longest Trade Length 7 Shortest Trade Length 1 Total Trade Length 186 Out of Market Timing Average 7 Longest 50 Total 796