Summary Advantage Aggressive2 - 2 NIFTY (NIFTY) Simulation Date 2008-09-05 11:25:13 1171 Daily Bars 2004-01-01 Through 2008-09-01 (1705 Days) Points Only Test

Performance Profit 2058.7490 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 119 Trade Efficiency 8.35 % Average Profit/Average Loss N/A Profitable Trades Total 67 Long 48 Short 19 Average Profit 87.7753 Pts Highest Profit 274.7515 Pts Lowest Profit 2.2529 Pts Most Consecutive 8 Unprofitable Trades Total 52 Long 29 Short 23 Average Loss -73.5038 Pts Highest Loss -318.5832 Pts Lowest Loss -3.1169 Pts Most Consecutive 5 Maximum Position Excursions Long Favorable 262.5313 Pts Short Favorable 328.1594 Pts Long Adverse -335.5309 Pts Short Adverse -274.6277 Pts Trade Efficiency Average Entry 49.01 % Average Exit 59.35 % Average Total 8.35 % Average Long Entry 49.50 % Average Long Exit 64.08 % Average Long Total 13.58 % Average Short Entry 48.09 % Average Short Exit 50.68 % Average Short Total -1.23 %

Performance Indices Buy & Hold Index -15.49 % Profit/Loss Index 35.01 % Reward/Risk Index 95.03 % Accounting Initial Equity 0.0000 Pts Trade Profit 5880.9482 Pts Trade Loss -3822.1991 Pts Commissions 118.4021 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 2058.7490 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 2205.4030 Pts Lowest Account Balance -107.6264 Pts Highest Portfolio Value 262.5313 Pts Highest Open Drawdown -107.6264 Pts Highest Closed Drawdown -105.6348 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 3 Longest Trade Length 10 Shortest Trade Length 1 Total Trade Length 217 Unprofitable Timing Average Trade Length 3 Longest Trade Length 6 Shortest Trade Length 1 Total Trade Length 166 Out of Market Timing Average 7 Longest 62 Total 788