System Report - Andrea BMPOWER MIBTEL Results Item Value Item Value Total net profit 345.26 Open position value 4.60 Percent gain/loss 34.53 Annual percent gain/loss 19.30 Initial investment 1000.00 Interest earned 0.00 Current position Short Date position entered 06/10/2004 Buy/Hold profit 183.82 Days in test 653 Buy/Hold pct gain/loss 18.38 Annual B/H pct gain/loss 10.27 Total closed trades 19 Commissions paid 90.75 Avg profit per trade 17.93 Avg Win/Avg Loss ratio 1.76 Total long trades 14 Total short trades 5 Winning long trades 9 Winning short trades 3 Total winning trades 12 Total losing trades 7 Amount of winning trades 509.10 Amount of losing trades -168.44 Average win 42.43 Average loss -24.06 Largest win 107.33 Largest loss -44.68 Average length of win 26.08 Average length of loss 15.86 Longest winning trade 48 Longest losing trade 50 Most consecutive wins 5 Most consecutive losses 3 Total bars out 54 Average length out 4.91 Longest out period 20 System close drawdown -18.50 Profit/Loss index 67.21 System open drawdown -18.50 Reward/Risk index 94.91 Max open trade drawdown -64.24 Buy/Hold index 90.33