Initial Balance 1,500,000   $ Won 6,976,089,433  
  Net Win Loss 2,968,891,795   $ Lost 4,017,504,737  
  Ending Equity 2,970,391,795   Incentive + Fees 0  
  ROI 197926%   Other Credits 0  
  Compound Annual ROI 42.71%   Commission/slippage netted 10,307,100  
  Max Drawdown % 17.97%   Other Debits 0  
  Max Drawdown % Date 20030407  
  Longest Drawdown in years 0.74   Long Wins 3,821  
  Longest Drawdown Start Date 19911018   Long Losses 4,813  
  Longest Drawdown End Date 19920715   Short Wins 976  
  MAR Ratio 2.38   Short Losses 1,198  
  Sharpe Ratio 2.25   Long $ Won 5,902,801,826  
  Return Retracement Ratio 12.58   Long $ Lost 3,125,399,832  
  Sterling Ratio 1.82   Short $ Won 1,073,287,607  
  Std. Dev. Daily % Returns 1.17%   Short $ Lost 892,104,905  
  Value at Risk (99% confidence) 2.81%   Largest Winning Trade 66,964,889  
  Average Expectation Value 35.67   Largest Losing Trade 21,519,312  
  Expectation 40.96%   Netted trades at open/close 0  
  Kelly 0.19   Average Winning Trade 1,454,261  
  DU Area / DD Area 1.39   Average Losing Trade 668,359  
  Percent New Highs 14.54%   Max Consecutive Wins 16  
  Max Consecutive Losses 32  
  Trades 10,808   Days Winning 3,066  
  Trades Rejected 9,718   Days Losing 2,471  
  Wins 4,797   Average Days in Winning Trade 75  
  Losses 6,011   Average Days in Losing Trade 20  
  Percent Wins 44.38%  
  Avg $Win to Avg $Loss 2.18   Number of Margin Calls 0  
  $ Largest Margin Call 0  
  Start Date 19850102  
  End Date 20060502   Size Adjustments 25,640  
  Max Items Held 530,460   Size Adjusted Items 2,859,652  
  Total Items Traded 18,580,277  
  Total Slippage + Commission 1,107,712,500   Process time (H:M:S) 0:01:39