TradeStation Strategy Performance Report
	TradeStation  Strategy Performance Report - Evo_4 DX5M.BS-9 min. (24/10/2006-07/04/2009)
	Performance Summary:  All Trades
	Total Net Profit		$131 053.2500		Open position P/L		$0.0000
	Gross Profit		$248 762.5000		Gross Loss		($117 709.2500)
	Total # of trades		503		Percent profitable		69.18%
	Number winning trades		348		Number losing trades		155
	Largest winning trade		$1 802.2500		Largest losing trade		($933.2500)
	Average winning trade		$714.8348		Average losing trade		($759.4145)
	Ratio avg win/avg loss		.9413		Avg trade (win & loss)		$260.5432
	Max consec. Winners		15		Max consec. losers		4
	Avg # bars in winners		19		Avg # bars in losers		19
	Max intraday drawdown		($3 715.5000)
	Profit Factor		2.1134		Max # contracts held		1
	Account size required		$3 715.5000		Return on account		3527.20%
	Performance Summary:  Long Trades
	Total Net Profit		$97 059.7500		Open position P/L		$0.0000
	Gross Profit		$178 192.0000		Gross Loss		($81 132.2500)
	Total # of trades		325		Percent profitable		67.08%
	Number winning trades		218		Number losing trades		107
	Largest winning trade		$1 802.2500		Largest losing trade		($920.7500)
	Average winning trade		$817.3945		Average losing trade		($758.2453)
	Ratio avg win/avg loss		1.0780		Avg trade (win & loss)		$298.6454
	Max consec. Winners		11		Max consec. losers		3
	Avg # bars in winners		27		Avg # bars in losers		23
	Max intraday drawdown		($4 406.5000)
	Profit Factor		2.1963		Max # contracts held		1
	Account size required		$4 406.5000		Return on account		2202.65%
	Performance Summary:  Short Trades
	Total Net Profit		$33 993.5000		Open position P/L		$0.0000
	Gross Profit		$70 570.5000		Gross Loss		($36 577.0000)
	Total # of trades		178		Percent profitable		73.03%
	Number winning trades		130		Number losing trades		48
	Largest winning trade		$941.7500		Largest losing trade		($933.2500)
	Average winning trade		$542.8500		Average losing trade		($762.0208)
	Ratio avg win/avg loss		.7124		Avg trade (win & loss)		$190.9747
	Max consec. Winners		9		Max consec. losers		2
	Avg # bars in winners		6		Avg # bars in losers		9
	Max intraday drawdown		($4 950.5000)
	Profit Factor		1.9294		Max # contracts held		1
	Account size required		$4 950.5000		Return on account		686.67%