Summary Advantage Aggressive2 - 2 WIG20 (WIG20) Simulation Date 2008-09-05 12:05:27 1169 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days) Points Only Test

Performance Profit 1580.2984 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 4.02 % Average Profit/Average Loss N/A Profitable Trades Total 72 Long 45 Short 27 Average Profit 64.4978 Pts Highest Profit 232.1344 Pts Lowest Profit 2.6975 Pts Most Consecutive 10 Unprofitable Trades Total 65 Long 32 Short 33 Average Loss -47.1314 Pts Highest Loss -166.4224 Pts Lowest Loss -0.0392 Pts Most Consecutive 5 Maximum Position Excursions Long Favorable 234.0843 Pts Short Favorable 212.0022 Pts Long Adverse -183.5197 Pts Short Adverse -140.1587 Pts Trade Efficiency Average Entry 47.80 % Average Exit 56.23 % Average Total 4.02 % Average Long Entry 49.87 % Average Long Exit 62.78 % Average Long Total 12.65 % Average Short Entry 45.14 % Average Short Exit 47.81 % Average Short Total -7.05 %

Performance Indices Buy & Hold Index 63.38 % Profit/Loss Index 34.03 % Reward/Risk Index 99.96 % Accounting Initial Equity 0.0000 Pts Trade Profit 4643.8410 Pts Trade Loss -3063.5426 Pts Commissions 113.4589 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 1580.2984 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 1647.5487 Pts Lowest Account Balance -0.5828 Pts Highest Portfolio Value 234.0843 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 3 Longest Trade Length 9 Shortest Trade Length 1 Total Trade Length 232 Unprofitable Timing Average Trade Length 2 Longest Trade Length 7 Shortest Trade Length 1 Total Trade Length 189 Out of Market Timing Average 6 Longest 59 Total 748