Summary Advantage Aggressive2 - 2 RTS (RTS) Simulation Date 2008-09-05 11:29:23 1151 Daily Bars 2004-01-05 Through 2008-09-01 (1701 Days) Points Only Test

Performance Profit 311.3758 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit 1389.6099 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 122 Trade Efficiency -6.70 % Average Profit/Average Loss N/A Profitable Trades Total 58 Long 34 Short 24 Average Profit 64.5338 Pts Highest Profit 226.5956 Pts Lowest Profit 0.0500 Pts Most Consecutive 5 Unprofitable Trades Total 64 Long 34 Short 30 Average Loss -53.6185 Pts Highest Loss -192.3943 Pts Lowest Loss -3.5059 Pts Most Consecutive 6 Maximum Position Excursions Long Favorable 234.0447 Pts Short Favorable 241.8094 Pts Long Adverse -194.7787 Pts Short Adverse -205.6263 Pts Trade Efficiency Average Entry 44.10 % Average Exit 49.20 % Average Total -6.70 % Average Long Entry 47.58 % Average Long Exit 51.20 % Average Long Total -1.22 % Average Short Entry 39.72 % Average Short Exit 46.69 % Average Short Total -13.59 %

Performance Indices Buy & Hold Index -77.59 % Profit/Loss Index 8.32 % Reward/Risk Index 55.11 % Accounting Initial Equity 0.0000 Pts Trade Profit 3742.9600 Pts Trade Loss -3431.5841 Pts Commissions 75.9929 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 311.3758 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 405.2311 Pts Lowest Account Balance -253.6396 Pts Highest Portfolio Value 234.0447 Pts Highest Open Drawdown -253.6396 Pts Highest Closed Drawdown -253.4798 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 191 Unprofitable Timing Average Trade Length 2 Longest Trade Length 8 Shortest Trade Length 1 Total Trade Length 171 Out of Market Timing Average 8 Longest 108 Total 789