Summary Advantage Aggressive2 - 1 WIG20 (WIG20) Simulation Date 2008-09-05 12:04:51 1169 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days) Points Only Test

Performance Profit 1033.3603 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit 967.2575 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 137 Trade Efficiency -11.72 % Average Profit/Average Loss N/A Profitable Trades Total 54 Long 31 Short 23 Average Profit 86.9516 Pts Highest Profit 460.3028 Pts Lowest Profit 1.8454 Pts Most Consecutive 6 Unprofitable Trades Total 83 Long 46 Short 37 Average Loss -44.1208 Pts Highest Loss -166.4224 Pts Lowest Loss -0.0392 Pts Most Consecutive 9 Maximum Position Excursions Long Favorable 425.9214 Pts Short Favorable 750.8764 Pts Long Adverse -183.5197 Pts Short Adverse -140.1587 Pts Trade Efficiency Average Entry 51.42 % Average Exit 36.86 % Average Total -11.72 % Average Long Entry 52.96 % Average Long Exit 38.50 % Average Long Total -8.53 % Average Short Entry 49.44 % Average Short Exit 34.75 % Average Short Total -15.81 %

Performance Indices Buy & Hold Index 6.83 % Profit/Loss Index 22.01 % Reward/Risk Index 99.94 % Accounting Initial Equity 0.0000 Pts Trade Profit 4695.3846 Pts Trade Loss -3662.0243 Pts Commissions 113.2073 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 1033.3603 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 1237.2344 Pts Lowest Account Balance -0.5828 Pts Highest Portfolio Value 511.5205 Pts Highest Open Drawdown -0.5828 Pts Highest Closed Drawdown 0.0000 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 9 Longest Trade Length 25 Shortest Trade Length 4 Total Trade Length 516 Unprofitable Timing Average Trade Length 3 Longest Trade Length 8 Shortest Trade Length 1 Total Trade Length 279 Out of Market Timing Average 3 Longest 59 Total 374