Summary Advantage Aggressive2 - 1 TWII (Tajwan) (TWII) Simulation Date 2008-09-05 11:56:11 1129 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days) Points Only Test

Performance Profit 3815.0569 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit 770.6236 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 128 Trade Efficiency -13.14 % Average Profit/Average Loss N/A Profitable Trades Total 52 Long 31 Short 21 Average Profit 209.2464 Pts Highest Profit 888.4996 Pts Lowest Profit 2.2429 Pts Most Consecutive 5 Unprofitable Trades Total 76 Long 36 Short 40 Average Loss -92.9704 Pts Highest Loss -297.9961 Pts Lowest Loss -0.6332 Pts Most Consecutive 9 Maximum Position Excursions Long Favorable 927.9065 Pts Short Favorable 1068.8864 Pts Long Adverse -547.3766 Pts Short Adverse -376.5440 Pts Trade Efficiency Average Entry 51.49 % Average Exit 35.37 % Average Total -13.14 % Average Long Entry 54.69 % Average Long Exit 36.99 % Average Long Total -8.32 % Average Short Entry 47.98 % Average Short Exit 33.59 % Average Short Total -18.43 %

Performance Indices Buy & Hold Index 395.06 % Profit/Loss Index 35.06 % Reward/Risk Index 93.49 % Accounting Initial Equity 0.0000 Pts Trade Profit 10880.8106 Pts Trade Loss -7065.7538 Pts Commissions 266.9372 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 3815.0569 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 4323.0647 Pts Lowest Account Balance -265.8018 Pts Highest Portfolio Value 927.9065 Pts Highest Open Drawdown -265.8018 Pts Highest Closed Drawdown -224.4286 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 9 Longest Trade Length 28 Shortest Trade Length 5 Total Trade Length 510 Unprofitable Timing Average Trade Length 3 Longest Trade Length 8 Shortest Trade Length 0 Total Trade Length 246 Out of Market Timing Average 3 Longest 60 Total 373