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Rydex Tempest 500
Trade Summary
These Charts are for illustrative purposes only!
Do not use these signals for real trading purposes!

RYTPXAVG - RYTPX     5/13/04 to 5/31/05

Performance Summary All Trades

Total Net Profit

$7,930.00

Open Position P/L

$0.00

Gross Profit

$31,620.00

Gross Loss

-$23,690.00

Total # Trades

59.00

Percent Profitable

66.1%

Number Winning Trades

39

Number Losing Trades

20

Largest Winning Trade

$2,750.00

Largest Losing Trade

-$2,860.00

Average Winning Trade

$810.77

Average Losing Trade

-$1,184.50

Ratio Avg Win/Avg Loser

$0.68

Avg Trade (Win & Los)

$134.41

Max Consec. Winners

10

Max Consec. Losers

4

Avg # Bars in Winners

1

Avg # Bars in Losers

1

Max Intraday Draw Down

-$3,330.00

Profit Factor

1.34

Max # Contracts Held

1,000

Account Size Req

$3,330.00

Return On Act

305.00%

Performance Summary Long Trades

Total Net Profit

$30.00

Open Position P/L

$0.00

Gross Profit

$15,980.00

Gross Loss

-$15,950.00

Total # Trades

$30.00

Percent Profitable

60.0%

Number Winning Trades

18

Number Losing Trades

12

Largest Winning Trade

$2,750.00

Largest Losing Trade

-$2,860.00

Average Winning Trade

$887.78

Average Losing Trade

-$1,329.17

Ratio Avg Win/Avg Loser

0.67

Avg Trade (Win & Los)

$1.00

Max Consec. Winners

7

Max Consec. Losers

2

Avg # Bars in Winners

1

Avg # Bars in Losers

1

Max Intraday Draw Down

-$2,600.00

Profit Factor

1.00

Max # Contracts Held

1,000

Account Size Req

$2,600.00

Return On Act

1.00%

Performance Summary Short Trades

Total Net Profit

$7,900.00

Open Position P/L

$0.00

Gross Profit

$15,640.00

Gross Loss

-$7,740.00

Total # Trades

29

Percent Profitable

72.4%

Number Winning Trades

21

Number Losing Trades

8

Largest Winning Trade

$1,730.00

Largest Losing Trade

-$2,070.00

Average Winning Trade

$744.76

Average Losing Trade

-$967.50

Ratio Avg Win/Avg Loser

0.77

Avg Trade (Win & Los)

$272.41

Max Consec. Winners

10

Max Consec. Losers

4

Avg # Bars in Winners

1

Avg # Bars in Losers

1

Max Intraday Draw Down

-$3,330.00

Profit Factor

2.02

Max # Contracts Held

1,000

Account Size Req

$3,330.00

Return On Act

237.00%


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