(2B, TradeStation TradeManager Analysis Generated 2/20/2016 2 258:0 PM Spb Fite: Accounts) Date Face : wiaoe Be a jradeStation Performance Suramar Total Net Profit Gross Provt Gross Loss FrofieFoctor Roll over cred (pen Fostton P/L Select Total et Praft Select Gross Front Selec Gross Loss Selec Froft Factor ‘Adjusted Total Net Profit Adjusted Grose Proft Adjusted Gross Loss Adjusted Profit Fector ‘Total Number of Trades Fercent Profile ‘Winning Traces Losing Trades ven Trades ‘vg. Trade Het Profit Avg. Winning Trade 2g. Losing Trade Ratio Avg, WinsAvg. Loss Lergest Winning Trade Lergast Losing Trade Largost winner ac % of Gross Profit Largest Loser as of Grass Loss Net Profit as % of Largest Loss Slee Net Profit as % of Largest Loss ‘Adjusted Net Profit as % of Larges Loss Max. Consaeutwe wanning Trades Max. Consacutwe Losing Trades Max. Shores/Contracts Held Total Shares/Contracis Helé Account Size Required Total Commission Sutaae a iio =o Goma) Stes (Sovedefuts] ‘1000080 AtTetes tong Trades wees Meas) ($22,785.50) ($22,785.50) ete ane) ($36,897.28) ($38,697.28) : : we) ei ‘ ‘ 5 : 3 ; celia) (olen) celosonos) (sols Boe) tore) a ae ene eras los sek 3 3 i 4 we we z oe am lle) Trees Flt Short Trades $0.00 $0.00 $0.00 n/a $0.00 0.00 $0.00 $0.00 0,00 n/a $0.00 0.00 30.00 nla o 0.00% ° ° o $0.00 $0.00 0.00 nfa $0.00 $0.00 n/a n/a Wa n/a n/a nla Wa 0.00Return on initial Capital ‘nnual Rete of Return uy & Hold Return Return on Account fg. Monthly Return Std. Devieton of Monthly Return Return Retracement Ratio INA Indox Sharpe Ratio kRato Trading Poriod Percent of Time in the Market Time in the Market Longest Fit Period Max. Equity Run-up(Doaiy) Dato of Max. Equity Run-up Max. Equity Rut-up as % of intial Capa! Max. Drawdown(Daily) value Date ‘8 % of ttl Capital Net Profit as % of Drandown Selact Net Profit 2s % of Dravidown ‘Adjusted Net Profit as % of Drawdown Max. Drawdowmn(Trade Close) value Date ‘aS % of titial Capital Net Profit as % of Drandown Selact Net Profit 2s % of Dravndown ‘Adjusted Net Profit as % of Drawdown Max. Trade Drawdown 5.30% 53.27% 1.92% nla $26,479.88 $12,577.13 nla n/a nla n/a 1 Month, 4 days, 9 hours, 10 Minutes 76.26% 26 days, 23 hours, 25 Mirutes 4 days, 47 Minutes $71,297.25 2/25/2016 17:00 7.12% (318,610.50) 2/8/2016 17:00 1.86% 204.57% 284 57% ~5,51% (520,574.00) 2/8/2016 07:33:44 2.06% 257.41% 257:41% ~4.98% ($20,550.00) ($18,610.50) 1.86% 204.57% 284.57% “5.51% ($20,574.00) 2.08% 257.41% 257.41% “4.98% (820,550.00) $0.00 0.00% na n/a $0.00 0.00% na n/a $0.00fener re Collapse & All Trades Winners Losers Total Number of Trades 6 4 2 ‘Avg. Trade Net Profit $8,826.63 $18,936.31 ($11,392.75) 1 Std, Deviation of Avg. Trade $17,710.61 $7,599.76 $12,984.25 ‘Avg. Trade +1 Std. Deviation $26,537.24 $26,536.08 $1,591.50 ‘Avg. Trade - 1 Std. Deviation ($8,883.99) $11,336.55 «$24,377.00) Coefficient of Variation 200.65% 40.13% 13.97% Time Averages . 7 days, 12 hours, 10 days, 5 hours, ee ae ye Minutes G2 Minutes? 12YS, 25 Minutes ‘Avg. Time Between Trades 3 days, 11 hours, 2 days, 7 hours, 8 days, 22 hours, 58 Minutes 59 Minutes 44 Minutes ‘Avg. Time Between Trade Profit Peaks 26 days, 23 hours, 52 Minutes Outliers Total Positive Negative Number of Outliers 0 o 0 Outlier Profit/Loss $0.00 $0.00 $0.00 Run-up/Drawdown Run-up Drawdown Max. Value $42,625.00 ($20,550.00) Max. Value Date 2/26/2016 2/8/2016 Avg. Value $21,428.75 ($7,890.00) 1 Std. Deviation $17,334.46 $8,291.78 ‘Avg. + 1 Std. Deviation $38,763.21 $401.78 ‘Avg. - 1 Std. Deviation $4,094.29 ($16,181.78) Coefficient of Variation 80.89% 105.09% Efficiency Analysis Total Entry Exit Avg. Efficiency 0.80% 56.95% 43.85% 1 Std. Deviation 76.00% 43.27% 34.51% Avg, + 1 Std, Deviation 76.80% 100.21% 78.36% ‘Avg. - 1 Std. Deviation -75.20% 13.68% 9.34% Coefficient of Variation 9,510.99% 75.97% 78.70% Winners Losers Largest Profit/Loss $27,976.00 ($20,574.00) Largest Profit/Loss as % of Gross 36.93% 90.29% Largest Consec. Profit/Loss $62,409.25 ($20,574.00) Largest Consec. Profit/Loss as % of Gross 82.39% 90.29%$22,426.00 10 $22,450.00 $52,959.75,Mark-To-Market Period Analysis: Period Net Profit %Gain Profit Factor = # Trades % Profitable 2/28/2016 ($3,199.00) -0.30% 0.00 2 0.00% 2/21/2016 $26,275.00 2.55% 100.00 oi 100.00% 2/14/2016 $27,326.00 2.73% 100.00 2 100.00% 2/7/2016 $3,244.75 0.32% 1.33 2 50.00% 1/31/2016 ($18,273.50) -1.80% 0.00 3 0.00% 1/24/2016 $17,586.50 1.76% 8.95 2 50.00% Mark-To-Market Rolling Period Analysi Period Net Profit %Gain —ProfitFactor = # Trades % Profitable 2/28/2016 - Today ($3,199.00) 0.26% 0.00 2 0.00% 2/21/2016 - 2/28/2016 $23,076.00 1.94%, 100.00 2 100.00% 2/14/2016 - 2/28/2016 $50,402.00 4.41% 100.00 2 100.00% 2/7/2016 - 2/28/2016 $53,646.75 4.93% 6.52 4 75.00% 1/31/2016 - 2/28/2016 $35,373.25 3.36% 2.31 5 60.00% 1/24/2016 - 2/28/2016 $52,959.75 5.30% 3.32 6 66.67% Account Number SIM896979F Futures Start Date 1/25/2016 End Date 2/29/2016 Portfolio Template Absolute Range Initial Capital $1,000,000.00 Interest Rate 2.00% symbols ESHi6 E-mini S&P 500 Mar 2016 TYHI6 10 Yr U.S. Treasury Notes Mar 2016 USHI6 30 Yr U.S. Treasury Bonds Mar 2016 YMHI6 E-mini Dow Futures ($5) Mar 2016 Standard Deviations