Summary Advantage Aggressive2 - 2 TWII (Tajwan) (TWII) Simulation Date 2008-09-05 11:56:45 1129 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days) Points Only Test

Performance Profit 3921.9810 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 0.47 % Average Profit/Average Loss N/A Profitable Trades Total 61 Long 36 Short 25 Average Profit 172.4810 Pts Highest Profit 600.3249 Pts Lowest Profit 5.3208 Pts Most Consecutive 7 Unprofitable Trades Total 67 Long 31 Short 36 Average Loss -98.4979 Pts Highest Loss -279.2901 Pts Lowest Loss -0.6332 Pts Most Consecutive 7 Maximum Position Excursions Long Favorable 709.0024 Pts Short Favorable 615.5372 Pts Long Adverse -547.3766 Pts Short Adverse -376.5440 Pts Trade Efficiency Average Entry 47.97 % Average Exit 52.50 % Average Total 0.47 % Average Long Entry 50.67 % Average Long Exit 55.47 % Average Long Total 6.14 % Average Short Entry 45.01 % Average Short Exit 49.24 % Average Short Total -5.75 %

Performance Indices Buy & Hold Index 408.94 % Profit/Loss Index 37.28 % Reward/Risk Index 93.65 % Accounting Initial Equity 0.0000 Pts Trade Profit 10521.3407 Pts Trade Loss -6599.3597 Pts Commissions 266.8686 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 3921.9810 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 4429.9888 Pts Lowest Account Balance -265.8018 Pts Highest Portfolio Value 709.0024 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 2 Longest Trade Length 7 Shortest Trade Length 1 Total Trade Length 180 Unprofitable Timing Average Trade Length 2 Longest Trade Length 7 Shortest Trade Length 0 Total Trade Length 192 Out of Market Timing Average 6 Longest 60 Total 757