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Rydex Velocity 100
Trade Summary
These Charts are for illustrative purposes only!
Do not use these signals for real trading purposes!

RYVYXAVG - RYVYX     5/13/04 to 5/31/05

Performance Summary All Trades

Total Net Profit

$11,130.00

Open Position P/L

$2,490.00

Gross Profit

$26,130.00

Gross Loss

-$15,000.00

Total # Trades

79.00

Percent Profitable

63.3%

Number Winning Trades

50

Number Losing Trades

29

Largest Winning Trade

$1,590.00

Largest Losing Trade

-$1,570.00

Average Winning Trade

$522.60

Average Losing Trade

-$517.24

Ratio Avg Win/Avg Loser

$1.01

Avg Trade (Win & Los)

$140.89

Max Consec. Winners

13

Max Consec. Losers

3

Avg # Bars in Winners

1

Avg # Bars in Losers

1

Max Intraday Draw Down

-$1,770.00

Profit Factor

1.74

Max # Contracts Held

1,000

Account Size Req

$1,770.00

Return On Act

629.00%

Performance Summary Long Trades

Total Net Profit

$6,040.00

Open Position P/L

$2,490.00

Gross Profit

$13,720.00

Gross Loss

-$7,680.00

Total # Trades

$39.00

Percent Profitable

61.5%

Number Winning Trades

24

Number Losing Trades

15

Largest Winning Trade

$1,200.00

Largest Losing Trade

-$1,570.00

Average Winning Trade

$571.67

Average Losing Trade

-$512.00

Ratio Avg Win/Avg Loser

1.12

Avg Trade (Win & Los)

$154.87

Max Consec. Winners

13

Max Consec. Losers

3

Avg # Bars in Winners

1

Avg # Bars in Losers

1

Max Intraday Draw Down

-$1,770.00

Profit Factor

1.79

Max # Contracts Held

1,000

Account Size Req

$1,770.00

Return On Act

341.00%

Performance Summary Short Trades

Total Net Profit

$5,090.00

Open Position P/L

$0.00

Gross Profit

$12,410.00

Gross Loss

-$7,320.00

Total # Trades

40

Percent Profitable

65.0%

Number Winning Trades

26

Number Losing Trades

14

Largest Winning Trade

$1,590.00

Largest Losing Trade

-$1,110.00

Average Winning Trade

$477.31

Average Losing Trade

-$522.86

Ratio Avg Win/Avg Loser

0.91

Avg Trade (Win & Los)

$127.25

Max Consec. Winners

9

Max Consec. Losers

3

Avg # Bars in Winners

1

Avg # Bars in Losers

1

Max Intraday Draw Down

-$1,580.00

Profit Factor

1.70

Max # Contracts Held

1,000

Account Size Req

$1,580.00

Return On Act

322.00%


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