@GC.P Training Data Begin Date 20000807 End Date 20050914 ============================================================================== Total Net Profit 54500.00 Open Position Profit 0.00 Buy and Hold Profit 25260.00 Avg%/yr($100K acct) 10.61 Gross Profit 87690.00 Gross Loss -33190.00 Total Number of Trades 233 Percent Profitable 65.24 Long Trades 117 Short Trades 116 Correct Long Trades 84 Correct Short Trades 68 Incorrect Long Trades 33 Incorrect Short Trades 48 Percent Profitable Long 71.79 Percent Profitable Short 58.62 Winning Trades 152 Losing Trades 81 Largest Winning Trade 2290.00 Largest Losing Trade -2060.00 Avg Winning Trade 576.91 Avg Losing Trade 409.75 Avg Win/Avg Loss 1.41 Average Trade 233.91 Max Drawdown 2220.00 Drawdown to AcctSize 0.02 Profit Factor 2.64 Account Size 100000.00 Sdev Return 3.37 Avg Return 2.25 Sharpe Ratio 2.27 Brower's PRRR 89.35 Percent Applied Data 10.00 Slippage & Commission 0.00 Big Point Value 100.00 Min Move 1.00 # Evol Sys at Min err 22288 Num of Bars in Run 1275 Fitness Error 0.00183486 Risk-free Interest Rate: 4.00 Shrs/Ctcs Traded 1.00 Max Shrs/Ctcs Possible 10.00 Trades per Year 45.32 Min Training Trades/yr 12.00 ============================================================================== @GC.P Out of Sample Data Begin Date 20050915 End Date 20060407 ============================================================================== Total Net Profit 10750.00 Open Position Profit 0.00 Buy and Hold Profit 25260.00 Avg%/yr($100K acct) 0.19 Gross Profit 16550.00 Gross Loss -5800.00 Total Number of Trades 27 Percent Profitable 59.26 Long Trades 14 Short Trades 13 Correct Long Trades 11 Correct Short Trades 5 Incorrect Long Trades 3 Incorrect Short Trades 8 Percent Profitable Long 78.57 Percent Profitable Short 38.46 Winning Trades 16 Losing Trades 11 Largest Winning Trade 3060.00 Largest Losing Trade -1700.00 Avg Winning Trade 1034.38 Avg Losing Trade 527.27 Avg Win/Avg Loss 1.96 Average Trade 398.15 Max Drawdown 1900.00 Drawdown to AcctSize 0.02 Profit Factor 2.85 Account Size 100000.00 Sdev Return 5.41 Avg Return 3.34 Sharpe Ratio 2.11 Brower's PRRR 9.22 Percent Applied Data 10.00 Slippage & Commission 0.00 Big Point Value 100.00 Min Move 1.00 # Evol Sys at Min err 22288 Num of Bars in Run 141 Fitness Error 0.00183486 Risk-free Interest Rate: 4.00 Shrs/Ctcs Traded 1.00 Max Shrs/Ctcs Possible 10.00 Trades per Year 47.49 Min Training Trades/yr 12.00 ==============================================================================