Summary Advantage Aggressive2 - 1 SET (Tajlandia) (SET) Simulation Date 2008-09-05 11:51:52 976 Daily Bars 2004-01-05 Through 2008-09-01 (1701 Days) Points Only Test

Performance Profit 404.4817 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit -115.8286 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 105 Trade Efficiency -9.73 % Average Profit/Average Loss N/A Profitable Trades Total 48 Long 22 Short 26 Average Profit 20.7543 Pts Highest Profit 74.2306 Pts Lowest Profit 0.2969 Pts Most Consecutive 5 Unprofitable Trades Total 57 Long 36 Short 21 Average Loss -10.3811 Pts Highest Loss -69.1744 Pts Lowest Loss -0.1770 Pts Most Consecutive 6 Maximum Position Excursions Long Favorable 96.7819 Pts Short Favorable 108.2158 Pts Long Adverse -70.3443 Pts Short Adverse -36.4754 Pts Trade Efficiency Average Entry 54.18 % Average Exit 36.09 % Average Total -9.73 % Average Long Entry 53.31 % Average Long Exit 35.00 % Average Long Total -11.69 % Average Short Entry 55.26 % Average Short Exit 37.43 % Average Short Total -7.31 %

Performance Indices Buy & Hold Index 449.21 % Profit/Loss Index 40.60 % Reward/Risk Index 97.43 % Accounting Initial Equity 0.0000 Pts Trade Profit 996.2046 Pts Trade Loss -591.7229 Pts Commissions 22.7885 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 404.4817 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 427.3294 Pts Lowest Account Balance -10.6902 Pts Highest Portfolio Value 96.7819 Pts Highest Open Drawdown -10.6902 Pts Highest Closed Drawdown -10.5879 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 9 Longest Trade Length 21 Shortest Trade Length 4 Total Trade Length 457 Unprofitable Timing Average Trade Length 3 Longest Trade Length 8 Shortest Trade Length 0 Total Trade Length 200 Out of Market Timing Average 3 Longest 48 Total 319