ENTER VALUE ENTER VALUE (or copy from trading platform)

Trade # Market pos. Quantity Entry price Exit price Entry time Exit time MAE

1 Short 1 1.6705 1.6693 3/3/2014 3:00 AM 3/3/2014 4:13 AM

1 Short 1 1.6705 1.6701 3/3/2014 3:00 AM 3/3/2014 4:28 AM
2 Short 1 1.6658 1.6668 3/4/2014 5:03 AM 3/4/2014 5:21 AM
2 Short 1 1.6658 1.6668 3/4/2014 5:03 AM 3/4/2014 5:21 AM
3 Long 1 1.6665 1.6670 3/5/2014 3:10 AM 3/5/2014 3:10 AM
3 Long 1 1.6665 1.6670 3/5/2014 3:10 AM 3/5/2014 4:17 AM
4 Short 1 1.6692 1.6703 3/6/2014 4:12 AM 3/6/2014 4:25 AM
4 Short 1 1.6692 1.6703 3/6/2014 4:12 AM 3/6/2014 4:25 AM
5 Long 1 1.6719 1.6731 3/6/2014 7:01 AM 3/6/2014 7:01 AM
5 Long 1 1.6719 1.6727 3/6/2014 7:01 AM 3/6/2014 7:02 AM
6 Long 1 1.6735 1.6753 3/7/2014 3:42 AM 3/7/2014 4:14 AM
6 Long 1 1.6735 1.6749 3/7/2014 3:42 AM 3/7/2014 4:37 AM
7 Long 1 1.6617 1.6619 3/11/2014 4:32 AM 3/11/2014 4:55 AM
7 Long 1 1.6617 1.6619 3/11/2014 4:32 AM 3/11/2014 4:55 AM
8 Short 1 1.6607 1.6591 3/12/2014 4:04 AM 3/12/2014 4:26 AM
8 Short 1 1.6607 1.6601 3/12/2014 4:04 AM 3/12/2014 4:36 AM
9 Long 1 1.6669 1.6655 3/13/2014 3:06 AM 3/13/2014 3:56 AM
9 Long 1 1.6669 1.6655 3/13/2014 3:06 AM 3/13/2014 3:56 AM
10 Long 1 1.6664 1.6674 3/13/2014 5:19 AM 3/13/2014 5:29 AM
10 Long 1 1.6664 1.6669 3/13/2014 5:19 AM 3/13/2014 6:11 AM
11 Short 1 1.6591 1.6611 3/14/2014 3:15 AM 3/14/2014 4:57 AM
11 Short 1 1.6591 1.6611 3/14/2014 3:15 AM 3/14/2014 4:57 AM
12 Long 1 1.6639 1.6629 3/17/2014 5:05 AM 3/17/2014 5:33 AM
12 Long 1 1.6639 1.6629 3/17/2014 5:05 AM 3/17/2014 5:33 AM
13 Short 1 1.6611 1.6598 3/17/2014 7:26 AM 3/17/2014 7:26 AM
13 Short 1 1.6611 1.6603 3/17/2014 7:26 AM 3/17/2014 8:32 AM
14 Short 1 1.6605 1.6589 3/18/2014 3:45 AM 3/18/2014 4:00 AM
14 Short 1 1.6605 1.6591 3/18/2014 3:45 AM 3/18/2014 4:31 AM
15 Long 1 1.6590 1.6602 3/19/2014 4:01 AM 3/19/2014 4:01 AM
15 Long 1 1.6590 1.6595 3/19/2014 4:01 AM 3/19/2014 4:07 AM
16 Long 1 1.6545 1.6547 3/20/2014 4:07 AM 3/20/2014 4:51 AM
16 Long 1 1.6545 1.6547 3/20/2014 4:07 AM 3/20/2014 4:51 AM
17 Short 1 1.6528 1.6514 3/20/2014 6:00 AM 3/20/2014 6:29 AM
17 Short 1 1.6528 1.6519 3/20/2014 6:00 AM 3/20/2014 6:38 AM
18 Short 1 1.6490 1.6472 3/21/2014 3:12 AM 3/21/2014 4:00 AM
18 Short 1 1.6490 1.6475 3/21/2014 3:12 AM 3/21/2014 4:37 AM
19 Long 1 1.6494 1.6477 3/24/2014 4:00 AM 3/24/2014 4:57 AM
19 Long 1 1.6494 1.6477 3/24/2014 4:00 AM 3/24/2014 4:57 AM
20 Short 1 1.6476 1.6493 3/25/2014 3:46 AM 3/25/2014 5:30 AM
20 Short 1 1.6476 1.6493 3/25/2014 3:46 AM 3/25/2014 5:30 AM
21 Long 1 1.6536 1.6537 3/26/2014 4:04 AM 3/26/2014 4:12 AM
21 Long 1 1.6536 1.6537 3/26/2014 4:04 AM 3/26/2014 4:12 AM
22 Long 1 1.6564 1.6579 3/27/2014 5:21 AM 3/27/2014 5:30 AM
22 Long 1 1.6564 1.6608 3/27/2014 5:21 AM 3/27/2014 5:30 AM
23 Short 1 1.6617 1.6628 3/31/2014 4:46 AM 3/31/2014 5:00 AM
23 Short 1 1.6617 1.6628 3/31/2014 4:46 AM 3/31/2014 5:00 AM
24 Short 1 1.6631 1.6642 4/1/2014 5:00 AM 4/1/2014 5:11 AM
24 Short 1 1.6631 1.6642 4/1/2014 5:00 AM 4/1/2014 5:11 AM
25 Long 1 1.6637 1.6648 4/2/2014 3:51 AM 4/2/2014 4:19 AM
25 Long 1 1.6637 1.6644 4/2/2014 3:51 AM 4/2/2014 4:28 AM
26 Long 1 1.6643 1.6649 4/3/2014 3:09 AM 4/3/2014 3:16 AM
26 Long 1 1.6643 1.6643 4/3/2014 3:09 AM 4/3/2014 3:16 AM
27 Short 1 1.6557 1.6571 4/7/2014 3:42 AM 4/7/2014 4:12 AM
27 Short 1 1.6557 1.6571 4/7/2014 3:42 AM 4/7/2014 4:12 AM
28 Long 1 1.6667 1.6695 4/8/2014 4:30 AM 4/8/2014 4:36 AM
28 Long 1 1.6667 1.6695 4/8/2014 4:30 AM 4/8/2014 4:36 AM
29 Short 1 1.6727 1.6737 4/9/2014 3:10 AM 4/9/2014 3:59 AM
29 Short 1 1.6727 1.6737 4/9/2014 3:10 AM 4/9/2014 3:59 AM
30 Long 1 1.6790 1.6780 4/9/2014 3:06 AM 4/9/2014 3:22 AM
30 Long 1 1.6790 1.6780 4/9/2014 3:06 AM 4/9/2014 3:22 AM
31 Short 1 1.6765 1.6764 4/11/2014 4:09 AM 4/11/2014 4:51 AM
31 Short 1 1.6765 1.6764 4/11/2014 4:09 AM 4/11/2014 4:51 AM
32 Short 1 1.6754 1.6739 4/11/2014 5:13 AM 4/11/2014 6:54 AM
32 Short 1 1.6754 1.6718 4/11/2014 5:13 AM 4/11/2014 7:42 AM
 SELECT VALUE FROM LIST COPY DOWN (highlight last row in section and

Entry Time Exit Time Length of Trade

MFE Entry name Exit name Day of Week Profit ($)
15min Bar 15min Bar 5min Bar

JL Cross T2 Mon 3:00 AM 4:00 AM 70 75.00

JL Cross Trailing Stop Mon 3:00 AM 4:15 AM 85 25.00
JL9 Jump Stop Tue 5:00 AM 5:15 AM 15 -62.50
JL9 Jump Stop Tue 5:00 AM 5:15 AM 15 -62.50
50 EMA Jump Trailing Stop No T2 Wed 3:00 AM 3:00 AM 0 31.25
50 EMA Jump Trailing Stop No T2 Wed 3:00 AM 4:15 AM 65 31.25
JL Cross Stop Thu 4:00 AM 4:15 AM 10 -68.75
JL Cross Stop Thu 4:00 AM 4:15 AM 10 -68.75
JL Cross T2 Thu 7:00 AM 7:00 AM 0 75.00
JL Cross Trailing Stop Thu 7:00 AM 7:00 AM 0 50.00
JL Cross T2 Fri 3:30 AM 4:00 AM 30 112.50
JL Cross Trailing Stop Fri 3:30 AM 4:30 AM 55 87.50
JL Cross Trailing Stop No T2 Tue 4:30 AM 4:45 AM 20 12.50
JL Cross Trailing Stop No T2 Tue 4:30 AM 4:45 AM 20 12.50
JL Cross T2 Wed 4:00 AM 4:15 AM 20 100.00
JL Cross Trailing Stop Wed 4:00 AM 4:30 AM 30 37.50
JL Cross Stop Thu 3:00 AM 3:45 AM 45 -87.50
JL Cross Stop Thu 3:00 AM 3:45 AM 45 -87.50
JL Cross T2 Thu 5:15 AM 5:15 AM 5 62.50
JL Cross Trailing Stop Thu 5:15 AM 6:00 AM 50 31.25
JL Cross Stop Fri 3:15 AM 4:45 AM 100 -125.00
JL Cross Stop Fri 3:15 AM 4:45 AM 100 -125.00
JL Cross Stop Mon 5:00 AM 5:30 AM 25 -62.50
JL Cross Stop Mon 5:00 AM 5:30 AM 25 -62.50
50 EMA Jump T2 Mon 7:15 AM 7:15 AM 0 81.25
50 EMA Jump Trailing Stop Mon 7:15 AM 8:30 AM 65 50.00
JL Cross T2 Tue 3:45 AM 4:00 AM 10 100.00
JL Cross Trailing Stop Tue 3:45 AM 4:30 AM 45 87.50
JL Cross T2 Wed 4:00 AM 4:00 AM 0 75.00
JL Cross Trailing Stop Wed 4:00 AM 4:00 AM 5 31.25
JL9 Jump Trailing Stop No T2 Thu 4:00 AM 4:45 AM 40 12.50
JL9 Jump Trailing Stop No T2 Thu 4:00 AM 4:45 AM 40 12.50
50 EMA Jump T2 Thu 6:00 AM 6:15 AM 25 87.50
50 EMA Jump Trailing Stop Thu 6:00 AM 6:30 AM 35 56.25
JL Cross T2 Fri 3:00 AM 4:00 AM 45 112.50
JL Cross Trailing Stop Fri 3:00 AM 4:30 AM 80 93.75
JL9 Jump Stop Mon 4:00 AM 4:45 AM 55 -106.25
JL9 Jump Stop Mon 4:00 AM 4:45 AM 55 -106.25
200 EMA Jump Stop Tue 3:45 AM 5:30 AM 100 -106.25
200 EMA Jump Stop Tue 3:45 AM 5:30 AM 100 -106.25
JL Cross Lock-in Wed 4:00 AM 4:00 AM 5 6.25
JL Cross Lock-in Wed 4:00 AM 4:00 AM 5 6.25
200 EMA Jump T2 Thu 5:15 AM 5:30 AM 5 93.75
200 EMA Jump Trailing Stop Thu 5:15 AM 5:30 AM 5 275.00
50 EMA Jump Stop Mon 4:45 AM 5:00 AM 10 -68.75
50 EMA Jump Stop Mon 4:45 AM 5:00 AM 10 -68.75
JL9 Jump Stop Tue 5:00 AM 5:00 AM 10 -68.75
JL9 Jump Stop Tue 5:00 AM 5:00 AM 10 -68.75
50 EMA Jump T2 Wed 3:45 AM 4:15 AM 25 68.75
50 EMA Jump Trailing Stop Wed 3:45 AM 4:15 AM 35 43.75
JL Cross T2 Thu 3:00 AM 3:15 AM 5 37.50
JL Cross Lock-in Thu 3:00 AM 3:15 AM 5 0.00
50 EMA Jump Stop Mon 3:30 AM 4:00 AM 25 -87.50
50 EMA Jump Stop Mon 3:30 AM 4:00 AM 25 -87.50
JL9 Jump Trailing Stop No T2 Tue 4:30 AM 4:30 AM 5 175.00
JL9 Jump Trailing Stop No T2 Tue 4:30 AM 4:30 AM 5 175.00
JL Cross Stop Wed 3:00 AM 3:45 AM 45 -62.50
JL Cross Stop Wed 3:00 AM 3:45 AM 45 -62.50
JL Cross Stop Wed 3:00 AM 3:15 AM 15 -62.50
JL Cross Stop Wed 3:00 AM 3:15 AM 15 -62.50
JL Cross Lock-in Fri 4:00 AM 4:45 AM 40 6.25
JL Cross Lock-in Fri 4:00 AM 4:45 AM 40 6.25
JL9 Jump T2 Fri 5:00 AM 6:45 AM 100 93.75
JL9 Jump Trailing Stop Fri 5:00 AM 7:30 AM 145 225.00
highlight last row in section and drag down from bottom right) ENTER VALUE
Running
Running
Equity Bars Expectancy Streak Error
P/L (ticks)
(ticks/lot)
12 12.00
16 8.00
6 2.00
-4 -1.00
1 0.20
6 1.00
-5 -0.71
-16 -2.00
-4 -0.44
4 0.40
22 2.00
36 3.00
38 2.92
40 2.86
56 3.73
62 3.88
48 2.82
34 1.89
44 2.32
49 2.45
29 1.38
9 0.41
-1 -0.04
-11 -0.46
2 0.08
10 0.38
26 0.96
40 1.43
52 1.79
57 1.90
59 1.90
61 1.91
75 2.27
84 2.47
102 2.91
117 3.25
100 2.70
83 2.18
66 1.69
49 1.23
50 1.22
51 1.21
66 1.53
110 2.50
99 2.20
88 1.91
77 1.64
66 1.38
77 1.57
84 1.68
90 1.76
90 1.73
76 1.43
62 1.15
90 1.64
118 2.11
108 1.89
98 1.69
88 1.49
78 1.30
79 1.30
80 1.29
95 1.51
131 2.05
 ENTER VALUE

Notes

GIS
GIS

JL4 Trailed
 Data
Entry time Sum - Profit ($) Sum - Profit ($) Entry Time 15min Bar
Mar 03 100.00 100.00 3:00 AM
Mar 04 -125.00 -125.00 3:15 AM
Mar 05 62.50 62.50 3:30 AM
Mar 06 -12.50 -12.50 3:45 AM
Mar 07 200.00 200.00 4:00 AM
Mar 11 25.00 25.00 4:30 AM
Mar 12 137.50 137.50 4:45 AM
Mar 13 -81.25 -81.25 5:00 AM
Mar 14 -250.00 -250.00 5:15 AM
Mar 17 6.25 6.25 6:00 AM
Mar 18 187.50 187.50 7:00 AM
Mar 19 106.25 106.25 7:15 AM
Mar 20 168.75 168.75 Total Result
Mar 21 206.25 206.25 5
Mar 24 -212.50 -212.50 10
Mar 25 -212.50 -212.50 15
Mar 26 12.50 12.50 20
Mar 27 368.75 368.75 25
Mar 31 -137.50 -137.50 30
Apr 01 -137.50 -137.50 35
Apr 02 112.50 112.50 40
Apr 03 37.50 37.50 50
Apr 07 -175.00 -175.00 55
Apr 08 350.00 350.00 70
Apr 09 -250.00 -250.00 Total Result
Apr 11 331.25 331.25
Total Result 818.75 818.75 Day of Week
Mon
Tue
Wed
Thu
Fri
Total Result
Data
Average - Profit ($) Count - Profit ($) Average - Profit ($) Entry name
-1.34 14 -1.34 JL9 Jump
-125.00 2 -125.00 JL Cross
6.25 4 6.25 50 EMA Jump
14.58 6 14.58 200 EMA Jump
-4.02 14 -4.02 Total Result
93.75 4 93.75
-68.75 2 -68.75 Exit name
-8.59 8 -8.59 Lock-in
115.62 4 115.62 Stop
71.88 2 71.88 T2
62.50 2 62.50 Trailing Stop
65.62 2 65.62 Trailing Stop No T2
12.79 64 12.79 Total Result
86.25 10 86.25 Number of Trades:
-44.64 7 -44.64 Average Winner:
-62.50 4 -62.50 Average Loser:
41.67 3 41.67 Max Winning Streak:
-23.96 6 -23.96 Max Losing Streak:
75.00 2 75.00 R:R:
50.00 2 50.00 Win:Loss:
9.38 4 9.38 Win Rate:
31.25 1 31.25 Expectancy (ticks/lot):
-41.67 3 -41.67 Total P/L:
75.00 1 75.00
17.97 48 17.97
Data
Average - Profit ($) Count - Profit ($) Average - Profit ($)
-34.90 12 -34.90
7.29 12 7.29
12.95 14 12.95
30.08 16 30.08
48.75 10 48.75
12.79 64 12.79
Data
Average - Profit ($) Count - Profit ($) Average - Profit ($)
18.23 12 18.23
8.51 36 8.51
11.46 12 11.46
39.06 4 39.06
12.79 64 12.79
Data
Average - Profit ($) Count - Profit ($) Average - Profit ($)
5.00 5 5.00
-80.73 24 -80.73
83.93 14 83.93
84.13 13 84.13
57.81 8 57.81
12.79 64 12.79
64
$70.67
($77.50)
$800.00
($425.00)
0.91
1.56
60.94%
2.05
$818.75
 Expectancy (ticks ) Running P/L (ticks ) Polynomia l (Running P/L (ticks ))

Trade #

140 14.00

120 12.00

100 10.00

80 8.00

Running P/L (tcks)

Expectancy (tcks)

60 6.00

40 4.00

20 2.00

0 0.00
11

15

19

23

27

31

35

39

43

47

51

55

59

63
1
3
5
7
9

13

17

21

25

29

33

37

41

45

49

53

57

61
-20 -2.00

-40 -4.00
Entry name Exit name Position Contract Currency Symbol
JL Cross T2 Long British Pound Futures (6B) $
JL9 Jump Trailing Stop Short
50 EMA Jump Trailing Stop No T2
200 EMA Jump Lock-in
Stop
Discretionary
Tick Value Tick size
6.25 0.0001
Specs Notes
375 Volume Chart Possibly too large a volume for early on in EU session
Start 03:00 EST Need to figure out better start and stop times
Stop 08:00 EST
GIS
POQ1

Questions:-
IF T2 = True, what is the average value of the trailer vs T2?
Need to add T2 and Stop value columns