Virtual fund summary 4/4-5/15

[klin]

<PRE>
Long Trades Buy && Hold
Starting Capital $100,000.00 $100,000.00
Ending Capital $102,858.66 $90,774.67
Net Profit $2,858.67 ($9,225.33)
Net Profit % 2.86% -9.23%
Exposure % 49.19% 99.82%
Risk Adj Return 5.81% -9.24%
All Trades 89 283
Avg Profit/Loss $32.12 ($32.60)
Avg Profit/Loss % 0.78% -9.49%
Avg Bars Held 3.89 30
Winning Trades 66 (74.16%) 84 (29.68%)
Gross Profit $22,700.37 $3,966.91
Avg Profit $343.94 $47.23
Avg Profit % 7.08% 13.53%
Avg Bars Held 1.76 30
Max Consecutive 29 5
Losing Trades 23 (25.84%) 199 (70.32%)
Gross Loss ($19,841.70) ($13,192.24)
Avg Loss ($862.68) ($66.29)
Avg Loss % -17.28% -19.21%
Avg Bars Held 10 30
Max Consecutive 3 11
Wealth-Lab Score 4.88 -10.91
Max DrawDown -16.09% -18.07%
Recovery Factor 0.16 0.5
Profit Factor 1.14 0.3
Payoff Ratio 0.41 0.7
Standard Error $4,178.13 $3,370.96
Risk Reward Ratio -11.39 -33.19
Sharpe Ratio -1.13 -2.71
Ulcer Index 7.03 9.7

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