Summary Advantage Aggressive2 - 2 SET (Tajlandia) (SET) Simulation Date 2008-09-05 11:53:46 976 Daily Bars 2004-01-05 Through 2008-09-01 (1701 Days) Points Only Test

Performance Profit 223.3023 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 3.15 % Average Profit/Average Loss N/A Profitable Trades Total 58 Long 29 Short 29 Average Profit 13.1241 Pts Highest Profit 26.2134 Pts Lowest Profit 0.8518 Pts Most Consecutive 8 Unprofitable Trades Total 47 Long 29 Short 18 Average Loss -11.4446 Pts Highest Loss -69.1744 Pts Lowest Loss -0.1770 Pts Most Consecutive 6 Maximum Position Excursions Long Favorable 27.0907 Pts Short Favorable 35.6154 Pts Long Adverse -70.3443 Pts Short Adverse -36.4754 Pts Trade Efficiency Average Entry 49.05 % Average Exit 54.10 % Average Total 3.15 % Average Long Entry 49.50 % Average Long Exit 51.47 % Average Long Total 0.97 % Average Short Entry 48.49 % Average Short Exit 57.35 % Average Short Total 5.84 %

Performance Indices Buy & Hold Index 292.79 % Profit/Loss Index 29.34 % Reward/Risk Index 97.15 % Accounting Initial Equity 0.0000 Pts Trade Profit 761.1983 Pts Trade Loss -537.8960 Pts Commissions 22.7881 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 223.3023 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 223.6052 Pts Lowest Account Balance -6.5460 Pts Highest Portfolio Value 27.0907 Pts Highest Open Drawdown -6.5460 Pts Highest Closed Drawdown -6.4441 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 2 Longest Trade Length 8 Shortest Trade Length 1 Total Trade Length 168 Unprofitable Timing Average Trade Length 3 Longest Trade Length 8 Shortest Trade Length 0 Total Trade Length 147 Out of Market Timing Average 7 Longest 48 Total 661