Simulated Trading Magic Performance
(from: March 1, 2001 thru present)
$616,050 net profit after $104,550 slippage and commission
(Slippage: $30 per contract per side; commission: $12.50 per contract per side)
Equity Curve
Weekly Trades
Performance Summary
Monthly Returns
Download Perf Report
TradeStation Strategy Performance Report TMSell19d2, @SP.P, 30 min, 3/1/2001 10:00:00 AM - 12/31/2004 4:15:00 PM
TradeStation Periodical Returns: Monthly

Mark-To-Market Monthly Average Analysis:
Period Avg. Net Profit % Gain

%Profitable

January $2,034.17 1.31% 59.09%
February $8,400.00 2.37% 56.25%
March $18,768.75 8.56% 58.75%
April $14,798.75 5.77% 63.38%
May $18,611.25 6.14% 75.00%
June $3,450.00 0.85% 56.92%
July $9,913.75 3.96% 60.29%
August $16,647.50 5.35% 71.74%
September $19,725.00 6.80% 66.10%
October $20,603.75 5.24% 68.97%
November $14,887.50 3.93% 67.53%
December $8,780.63 2.06% 72.29%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

12/1/2004 ($3,805.00) (0.53%) 0.78 27 62.96%
11/1/2004 $15,475.00 2.20% 2.07 25 60.00%
10/1/2004 $12,330.00 1.78% 3.51 17 64.71%
9/1/2004 $12,035.00 1.77% 3.21 18 72.22%
8/1/2004 $6,655.00 0.99% 1.58 25 72.00%
7/1/2004 $3,147.50 0.47% 1.36 28 60.71%
6/1/2004 $4,487.50 0.67% 1.32 24 54.17%
5/1/2004 $12,730.00 1.95% 2.11 16 75.00%
4/1/2004 $5,395.00 0.83% 1.36 23 60.87%
3/1/2004 $1,880.00 0.29% 1.11 20 50.00%
2/1/2004 $13,940.00 2.21% 3.11 17 70.59%
1/1/2004 ($5,780.00) (0.91%) 0.70 24 58.33%
12/1/2003 $11,635.00 1.86% 1.98 26 76.92%
11/1/2003 $11,890.00 1.94% 2.82 14 78.57%
10/1/2003 $30,180.00 5.17% 3.03 33 75.76%
9/1/2003 ($2,380.00) (0.41%) 0.87 19 63.16%
8/1/2003 $13,910.00 2.43% 2.50 29 65.52%
7/1/2003 $725.00 0.13% 1.04 17 52.94%
6/1/2003 ($3,475.00) (0.60%) 0.78 16 68.75%
5/1/2003 $15,530.00 2.78% 2.29 23 69.57%
4/1/2003 $33,575.00 6.38% 4.46 19 68.42%
3/1/2003 $28,980.00 5.83% 2.25 32 59.38%
2/1/2003 ($235.00) (0.05%) 0.98 15 46.67%
1/1/2003 $2,092.50 0.42% 1.15 9 44.44%
12/1/2002 $22,707.50 4.81% 2.82 16 81.25%
11/1/2002 $15,875.00 3.48% 2.29 16 68.75%
10/1/2002 $24,340.00 5.63% 3.73 16 68.75%
9/1/2002 $46,960.00 12.19% 5.70 17 70.59%
8/1/2002 $33,175.00 9.42% 3.63 25 72.00%
7/1/2002 $25,312.50 7.75% 3.96 9 66.67%
6/1/2002 $14,757.50 4.73% 1.71 16 50.00%
5/1/2002 $38,360.00 14.02% 6.65 17 88.24%
4/1/2002 $2,955.00 1.09% 1.80 8 75.00%
3/1/2002 $27,350.00 11.24% 4.89 19 73.68%
2/1/2002 $11,495.00 4.96% 1.76 16 50.00%
1/1/2002 $9,790.00 4.41% 2.84 11 72.73%
12/1/2001 $4,585.00 2.11% 1.44 14 71.43%
11/1/2001 $16,310.00 8.11% 1.82 22 68.18%
10/1/2001 $15,565.00 8.39% 1.73 21 61.90%
9/1/2001 $22,285.00 13.65% 3.32 5 40.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

Today - 12/1/2004 ($3,805.00) (0.53%) 0.78 27 62.96%
11/1/2004 - 12/1/2004 $11,670.00 1.66% 1.37 52 61.54%
10/1/2004 - 12/1/2004 $24,000.00 3.47% 1.66 68 63.24%
9/1/2004 - 12/1/2004 $36,035.00 5.30% 1.86 86 65.12%
8/1/2004 - 12/1/2004 $42,690.00 6.34% 1.80 111 66.67%
7/1/2004 - 12/1/2004 $45,837.50 6.84% 1.74 137 64.96%
6/1/2004 - 12/1/2004 $50,325.00 7.56% 1.67 160 63.75%
5/1/2004 - 12/1/2004 $63,055.00 9.66% 1.74 174 64.94%
4/1/2004 - 12/1/2004 $68,450.00 10.57% 1.69 195 65.13%
3/1/2004 - 12/1/2004 $70,330.00 10.89% 1.61 215 63.72%
2/1/2004 - 12/1/2004 $84,270.00 13.34% 1.69 232 64.22%
1/1/2004 - 12/1/2004 $78,490.00 12.31% 1.55 256 63.67%
12/1/2003 - 12/1/2004 $90,125.00 14.40% 1.59 282 64.89%
11/1/2003 - 12/1/2004 $102,015.00 16.61% 1.64 295 65.42%
10/1/2003 - 12/1/2004 $132,195.00 22.64% 1.76 326 66.87%
9/1/2003 - 12/1/2004 $129,815.00 22.14% 1.67 345 66.67%
8/1/2003 - 12/1/2004 $143,725.00 25.11% 1.71 374 66.58%
7/1/2003 - 12/1/2004 $144,450.00 25.27% 1.66 391 65.98%
6/1/2003 - 12/1/2004 $140,975.00 24.51% 1.60 407 66.09%
5/1/2003 - 12/1/2004 $156,505.00 27.97% 1.63 429 66.43%
4/1/2003 - 12/1/2004 $190,080.00 36.14% 1.74 448 66.52%
3/1/2003 - 12/1/2004 $219,060.00 44.08% 1.78 480 66.04%
2/1/2003 - 12/1/2004 $218,825.00 44.01% 1.75 495 65.45%
1/1/2003 - 12/1/2004 $220,917.50 44.62% 1.72 504 65.08%
12/1/2002 - 12/1/2004 $243,625.00 51.57% 1.76 519 65.51%
11/1/2002 - 12/1/2004 $259,500.00 56.84% 1.78 534 65.73%
10/1/2002 - 12/1/2004 $283,840.00 65.67% 1.83 550 65.82%
9/1/2002 - 12/1/2004 $330,800.00 85.87% 1.95 567 65.96%
8/1/2002 - 12/1/2004 $363,975.00 103.38% 2.00 592 66.22%
7/1/2002 - 12/1/2004 $389,287.50 119.13% 2.05 601 66.22%
6/1/2002 - 12/1/2004 $404,045.00 129.50% 2.03 616 65.75%
5/1/2002 - 12/1/2004 $442,405.00 161.67% 2.11 633 66.35%
4/1/2002 - 12/1/2004 $445,360.00 164.53% 2.11 641 66.46%
3/1/2002 - 12/1/2004 $472,710.00 194.26% 2.15 660 66.67%
2/1/2002 - 12/1/2004 $484,205.00 208.85% 2.14 674 66.47%
1/1/2002 - 12/1/2004 $493,995.00 222.47% 2.15 685 66.57%
12/1/2001 - 12/1/2004 $498,580.00 229.26% 2.14 699 66.67%
11/1/2001 - 12/1/2004 $514,890.00 255.96% 2.12 721 66.71%
10/1/2001 - 12/1/2004 $530,455.00 285.81% 2.11 742 66.58%
9/1/2001 - 12/1/2004 $552,740.00 338.46% 2.13 746 66.49%