Summary Advantage Aggressive2 - 1 NIFTY (NIFTY) Simulation Date 2008-09-05 11:26:13 1171 Daily Bars 2004-01-01 Through 2008-09-01 (1705 Days) Points Only Test

Performance Profit 2910.0510 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit 2436.1131 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 118 Trade Efficiency -2.59 % Average Profit/Average Loss N/A Profitable Trades Total 57 Long 42 Short 15 Average Profit 123.4700 Pts Highest Profit 550.7020 Pts Lowest Profit 2.2529 Pts Most Consecutive 5 Unprofitable Trades Total 61 Long 35 Short 26 Average Loss -67.6678 Pts Highest Loss -318.5832 Pts Lowest Loss -3.1169 Pts Most Consecutive 6 Maximum Position Excursions Long Favorable 713.6788 Pts Short Favorable 1485.6923 Pts Long Adverse -335.5309 Pts Short Adverse -274.6277 Pts Trade Efficiency Average Entry 55.95 % Average Exit 41.46 % Average Total -2.59 % Average Long Entry 56.45 % Average Long Exit 44.95 % Average Long Total 1.39 % Average Short Entry 55.01 % Average Short Exit 34.91 % Average Short Total -10.08 %

Performance Indices Buy & Hold Index 19.45 % Profit/Loss Index 41.35 % Reward/Risk Index 95.02 % Accounting Initial Equity 0.0000 Pts Trade Profit 7037.7889 Pts Trade Loss -4127.7380 Pts Commissions 117.3009 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 2910.0510 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 3406.7156 Pts Lowest Account Balance -152.4573 Pts Highest Portfolio Value 730.7290 Pts Highest Open Drawdown -152.4573 Pts Highest Closed Drawdown -152.1919 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 10 Longest Trade Length 28 Shortest Trade Length 5 Total Trade Length 596 Unprofitable Timing Average Trade Length 3 Longest Trade Length 12 Shortest Trade Length 1 Total Trade Length 223 Out of Market Timing Average 3 Longest 62 Total 352