ES Z7 : ZROMAN\ZGIROS_ES_PLUS3.efs - eSignal Strategy Analyser 2

Strategy Performance Summary

	All Trades	Long Trades	Short Trades
Net Profit	$13257,5	$9542,5	$3715
Gross Profit	$21152,5	$13760	$7392,5
Gross Loss	($7895)	($4217,5)	($3677,5)
Adjusted Net Profit	$7139,9	$4508,43	$163,36
Adjusted Gross Profit	$17224,58	$10320	$5342,19
Adjusted Gross Loss	($10084,68)	($5811,57)	($5178,83)
Select Net Profit	$8190	$4475	$3715
Select Gross Profit	$16085	$8692,5	$7392,5
Select Gross Loss	($7895)	($4217,5)	($3677,5)
Account Size Required	$12740	$10080	$11410
Return on Account	104,06%	94,67%	32,56%
Avg Monthly Return	$4419,17	$4419,17	$4419,17
Monthly Return StdDev	$4763,06	$4763,06	$4763,06
Return on Initial Capital	66,29%	47,71%	18,58%
Max Strategy Drawdown	($4302,5)	($2330)	($2972,5)
Max Strategy Drawdown (%)	(21,31%)	(11,33%)	(14,72%)
Max Close To Close Drawdown	($3990)	($1330)	($2660)
Max Close To Close Drawdown (%)	(19,95%)	(6,65%)	(13,3%)
Return on Max Str Drawdown	3,08	4,1	1,25
Profit Factor	2,68	3,26	2,01
Adjusted Profit Factor	1,71	1,78	1,03
Select Profit Factor	2,04	2,06	2,01
Max # Contracts Held	5	5	5
Commission Paid	$1680	$920	$760
OpenPosition P/L	$0	$0	$0
Annual Rate of Return	440,89%	318,54%	123,55%
Monthly Rate of Return	36,74%	26,55%	10,3%
Buy & Hold Return	$270,63	$246,91	$270,63

Performance Ratios

Upside Potential Ratio n/a

Sharpe Ratio 0,55

Sortino Ratio 32,17

Fouse Ratio 0,21

Calmar Ratio 0

Sterling Ratio 0

Net Prft / Largest Loss (1993,61%)

Net Prft / Max Trade Drawdown (1247,76%)

Net Prft / Max Strategy Drawdown (308,13%)

Select Net Prft / Largest Loss (1231,58%)

Select Net Prft / Max Trade Drawdown (770,82%)

Select Net Prft / Max Strategy Drawdown (190,35%)

Adj Net Prft / Largest Loss (1073,67%)

Adj Net Prft / Max Trade Drawdown (671,99%)

Adj Net Prft / Max Strategy Drawdown (165,95%)

Time Analysis

Trading Period 1 Mth, 24 Dys, 21 Hrs, 57 Mins

Time in the Market 1 Dy, 5 Hrs, 51 Mins

Percent in the Market 2,26%

Longest flat period 6 Dys, 22 Hrs, 21 Mins

Max Run-up Date 05/10/2007

Max Drawdown Date 24/10/2007

Max Strategy Drawdown Date 25/09/2007 21:58:00

Max Close To Close Drawdown Date 19/09/2007 17:18:00

Trade #	Order #	Type	Signal	Date	Time	Price	Contracts	Profit Profit (%)	Cum. Profit Cum. Profit (%)	Run-up Run-up (%)	Drawdown Drawdown (%)
1	1	EntryShort	Entrar corto	13/09/2007	16:25	1496,5	5	($665) (3,33%)	($665) (3,33%)	$187,5 0,94%	($625) (3,13%)
1	2	ExitShort	Stop 1499	13/09/2007	16:55	1499	5	($665) (3,33%)	($665) (3,33%)	$187,5 0,94%	($625) (3,13%)
2	3	EntryLong	Entrar largo	13/09/2007	21:22	1498,5	5	($665) (3,44%)	($1330) (6,65%)	$562,5 2,91%	($812,5) (4,2%)
2	4	ExitLong	Stop 1496	13/09/2007	21:48	1496	5	($665) (3,44%)	($1330) (6,65%)	$562,5 2,91%	($812,5) (4,2%)
3	5	EntryShort	Entrar corto	14/09/2007	17:58	1496,25	5	($665) (3,56%)	($1995) (9,98%)	$125 0,67%	($625) (3,35%)
3	6	ExitShort	Stop 1498.75	14/09/2007	18:02	1498,75	5	($665) (3,56%)	($1995) (9,98%)	$125 0,67%	($625) (3,35%)
4	7	EntryShort	Entrar corto	14/09/2007	19:16	1496,5	5	($665) (3,69%)	($2660) (13,3%)	$187,5 1,04%	($687,5) (3,82%)
4	8	ExitShort	Stop 1499	14/09/2007	19:29	1499	5	($665) (3,69%)	($2660) (13,3%)	$187,5 1,04%	($687,5) (3,82%)
5	9	EntryLong	Entrar largo	17/09/2007	16:37	1489,75	5	($665) (3,84%)	($3325) (16,63%)	$250 1,44%	($687,5) (3,96%)
5	10	ExitLong	Stop 1487.25	17/09/2007	17:30	1487,25	5	($665) (3,84%)	($3325) (16,63%)	$250 1,44%	($687,5) (3,96%)
6	11	EntryShort	Entrar corto	19/09/2007	17:03	1548,75	5	($665) (3,99%)	($3990) (19,95%)	$125 0,75%	($750) (4,5%)
6	12	ExitShort	Stop 1551.25	19/09/2007	17:18	1551,25	5	($665) (3,99%)	($3990) (19,95%)	$125 0,75%	($750) (4,5%)
7	13	EntryShort	Entrar corto	26/09/2007	15:41	1536,75	5	$572,5 3,58%	($3417,5) (17,09%)	$875 5,47%	($125) (0,78%)
	14	ExitShort	Target	26/09/2007	15:47	1534,5	1
	15	ExitShort	Beneficios Giro	26/09/2007	15:52	1534,25	4
8	16	EntryLong	Entrar largo	26/09/2007	15:52	1534,25	5	$1097,5 6,62%	($2320) (11,6%)	$1500 9,05%	($437,5) (2,64%)
	17	ExitLong	Target	26/09/2007	17:05	1536,5	1
	18	ExitLong	Target	26/09/2007	17:11	1539	1
	19	ExitLong	Beneficios Giro	26/09/2007	17:18	1539,5	3
9	20	EntryShort	Entrar corto	26/09/2007	17:18	1539,5	5	$1172,5 6,63%	($1147,5) (5,74%)	$2312,5 13,08%	($187,5) (1,06%)
	21	ExitShort	Target	26/09/2007	18:46	1537,25	1
	22	ExitShort	Target	26/09/2007	19:33	1534,75	1
	23	ExitShort	Target	26/09/2007	19:45	1532,25	1
	24	ExitShort	Stop 1534.5	26/09/2007	20:18	1534,5	2
10	25	EntryShort	Entrar corto	26/09/2007	21:22	1540,75	5	$872,5 4,63%	($275) (1,37%)	$1312,5 6,96%	($250) (1,33%)
	26	ExitShort	Target	26/09/2007	21:36	1538,5	1
	27	ExitShort	Target	26/09/2007	21:55	1536	1
	28	ExitShort	AfterHour 1537.25	26/09/2007	22:01	1537	3
11	29	EntryShort	Entrar corto	01/10/2007	15:51	1545,5	5	($665) (3,37%)	($940) (4,7%)	$250 1,27%	($625) (3,17%)
11	30	ExitShort	Stop 1548	01/10/2007	16:01	1548	5	($665) (3,37%)	($940) (4,7%)	$250 1,27%	($625) (3,17%)
12	31	EntryLong	Entrar largo	03/10/2007	15:52	1549	5	$1172,5 6,15%	$232,5 1,16%	$1875 9,84%	($500) (2,62%)
	32	ExitLong	Target	03/10/2007	16:10	1551,25	1
	33	ExitLong	Target	03/10/2007	16:57	1553,75	1
	34	ExitLong	Target	03/10/2007	17:52	1556,25	1
	35	ExitLong	Stop 1554	03/10/2007	18:14	1554	2
13	36	EntryLong	Entrar largo	05/10/2007	16:34	1559,5	5	$1772,5 8,76%	$2005 10,03%	$3125 15,45%	($125) (0,62%)
	37	ExitLong	Target	05/10/2007	16:49	1561,75	1
	38	ExitLong	Target	05/10/2007	17:18	1564,25	1
	39	ExitLong	Target	05/10/2007	17:42	1566,75	1
	40	ExitLong	Target	05/10/2007	19:41	1569,25	1
	41	ExitLong	Target	05/10/2007	20:22	1571,75	1
14	42	EntryLong	Entrar largo	09/10/2007	19:26	1564,25	5	$1772,5 8,05%	$3777,5 18,89%	$3125 14,2%	($500) (2,27%)
	43	ExitLong	Target	09/10/2007	20:03	1566,5	1
	44	ExitLong	Target	09/10/2007	20:29	1569	1
	45	ExitLong	Target	09/10/2007	20:36	1571,5	1
	46	ExitLong	Target	09/10/2007	21:16	1574	1
	47	ExitLong	Target	09/10/2007	22:00	1576,5	1
15	48	EntryLong	Entrar largo	11/10/2007	20:11	1577,75	5	($665) (2,8%)	$3112,5 15,56%	$0 0%	($875) (3,68%)
15	49	ExitLong	Stop 1575.25	11/10/2007	20:13	1575,25	5	($665) (2,8%)	$3112,5 15,56%	$0 0%	($875) (3,68%)
16	50	EntryLong	Entrar largo	11/10/2007	20:20	1570,75	5	$685 2,96%	$3797,5 18,99%	$1375 5,95%	($312,5) (1,35%)
	51	ExitLong	Target	11/10/2007	20:21	1573	1
	52	ExitLong	Target	11/10/2007	20:22	1575,5	1
	53	ExitLong	Stop 1573.25	11/10/2007	20:25	1573,25	3
17	54	EntryShort	Entrar corto	15/10/2007	21:05	1557,5	5	$685 2,88%	$4482,5 22,41%	$1250 5,25%	($62,5) (0,26%)
	55	ExitShort	Target	15/10/2007	21:13	1555,25	1
	56	ExitShort	Target	15/10/2007	21:17	1552,75	1
	57	ExitShort	Stop 1555	15/10/2007	21:20	1555	3
18	58	EntryLong	Entrar largo	16/10/2007	16:18	1548,25	5	$1172,5 4,79%	$5655 28,28%	$1875 7,66%	($562,5) (2,3%)
	59	ExitLong	Target	16/10/2007	16:58	1550,5	1
	60	ExitLong	Target	16/10/2007	17:30	1553	1
	61	ExitLong	Target	16/10/2007	17:39	1555,5	1
	62	ExitLong	Stop 1553.25	16/10/2007	17:47	1553,25	2
19	63	EntryLong	Entrar largo	16/10/2007	19:10	1549,25	5	$72,5 0,28%	$5727,5 28,64%	$750 2,92%	($437,5) (1,71%)
	64	ExitLong	Target	16/10/2007	19:44	1551,5	1
	65	ExitLong	Stop 1549.25	16/10/2007	19:47	1549,25	4
20	66	EntryLong	Entrar largo	17/10/2007	18:28	1549,25	5	($665) (2,58%)	$5062,5 25,31%	$62,5 0,24%	($687,5) (2,67%)
20	67	ExitLong	Stop 1546.75	17/10/2007	18:55	1546,75	5	($665) (2,58%)	$5062,5 25,31%	$62,5 0,24%	($687,5) (2,67%)
21	68	EntryLong	Entrar largo	17/10/2007	19:57	1536,25	5	$72,5 0,29%	$5135 25,68%	$1000 3,99%	($437,5) (1,75%)
	69	ExitLong	Target	17/10/2007	20:08	1538,5	1
	70	ExitLong	Stop 1536.25	17/10/2007	20:31	1536,25	4
22	71	EntryLong	Entrar largo	18/10/2007	20:51	1545,25	5	$685 2,73%	$5820 29,1%	$1312,5 5,22%	($125) (0,5%)
	72	ExitLong	Target	18/10/2007	21:03	1547,5	1
	73	ExitLong	Target	18/10/2007	21:12	1550	1
	74	ExitLong	Stop 1547.75	18/10/2007	21:16	1547,75	3
23	75	EntryShort	Entrar corto	18/10/2007	21:45	1548	5	$85 0,33%	$5905 29,53%	$437,5 1,69%	($500) (1,94%)
23	76	ExitShort	AfterHour 1547.5	18/10/2007	22:01	1547,5	5	$85 0,33%	$5905 29,53%	$437,5 1,69%	($500) (1,94%)
24	77	EntryLong	Entrar largo	19/10/2007	15:42	1536,25	5	$72,5 0,28%	$5977,5 29,89%	$625 2,41%	($187,5) (0,72%)
	78	ExitLong	Target	19/10/2007	15:47	1538,5	1
	79	ExitLong	Stop 1536.25	19/10/2007	15:55	1536,25	4
25	80	EntryLong	Entrar largo	19/10/2007	21:50	1508,75	5	($227,5) (0,88%)	$5750 28,75%	$500 1,92%	($437,5) (1,68%)
25	81	ExitLong	AfterHour 1508	19/10/2007	22:01	1508	5	($227,5) (0,88%)	$5750 28,75%	$500 1,92%	($437,5) (1,68%)
26	82	EntryShort	Entrar corto	22/10/2007	16:16	1509,25	5	$685 2,66%	$6435 32,18%	$1250 4,85%	($250) (0,97%)
	83	ExitShort	Target	22/10/2007	16:19	1507	1
	84	ExitShort	Target	22/10/2007	16:40	1504,5	1
	85	ExitShort	Stop 1506.75	22/10/2007	16:43	1506,75	3
27	86	EntryShort	Entrar corto	23/10/2007	19:19	1518,25	5	$72,5 0,27%	$6507,5 32,54%	$812,5 3,07%	($62,5) (0,24%)
	87	ExitShort	Target	23/10/2007	19:30	1516	1
	88	ExitShort	Stop 1518.25	23/10/2007	19:36	1518,25	4
28	89	EntryLong	Entrar largo	23/10/2007	21:17	1518	5	$1522,5 5,74%	$8030 40,15%	$2375 8,96%	($437,5) (1,65%)
	90	ExitLong	Target	23/10/2007	21:28	1520,25	1
	91	ExitLong	Target	23/10/2007	21:41	1522,75	1
	92	ExitLong	Target	23/10/2007	21:44	1525,25	1
	93	ExitLong	AfterHour 1527	23/10/2007	22:01	1526,5	2
29	94	EntryLong	Entrar largo	24/10/2007	16:15	1513,5	5	$72,5 0,26%	$8102,5 40,51%	$875 3,12%	($62,5) (0,22%)
	95	ExitLong	Target	24/10/2007	16:23	1515,75	1
	96	ExitLong	Stop 1513.5	24/10/2007	16:39	1513,5	4
30	97	EntryLong	Entrar largo	24/10/2007	16:45	1511	5	($665) (2,37%)	$7437,5 37,19%	$187,5 0,67%	($1062,5) (3,78%)
30	98	ExitLong	Stop 1508.5	24/10/2007	16:48	1508,5	5	($665) (2,37%)	$7437,5 37,19%	$187,5 0,67%	($1062,5) (3,78%)
31	99	EntryLong	Entrar largo	25/10/2007	20:05	1508	5	$1172,5 4,27%	$8610 43,05%	$1875 6,83%	($250) (0,91%)
	100	ExitLong	Target	25/10/2007	20:13	1510,25	1
	101	ExitLong	Target	25/10/2007	20:23	1512,75	1
	102	ExitLong	Target	25/10/2007	20:26	1515,25	1
	103	ExitLong	Stop 1513	25/10/2007	20:28	1513	2
32	104	EntryLong	Entrar largo	26/10/2007	16:47	1531	5	$72,5 0,25%	$8682,5 43,41%	$750 2,62%	($250) (0,87%)
	105	ExitLong	Target	26/10/2007	17:00	1533,25	1
	106	ExitLong	Stop 1531	26/10/2007	17:18	1531	4
33	107	EntryLong	Entrar largo	26/10/2007	18:05	1527	5	$1172,5 4,09%	$9855 49,27%	$2125 7,41%	($187,5) (0,65%)
	108	ExitLong	Target	26/10/2007	18:25	1529,25	1
	109	ExitLong	Target	26/10/2007	18:33	1531,75	1
	110	ExitLong	Target	26/10/2007	19:20	1534,25	1
	111	ExitLong	Stop 1532	26/10/2007	19:37	1532	2
34	112	EntryShort	Entrar corto	26/10/2007	21:43	1540,75	5	($352,5) (1,18%)	$9502,5 47,51%	$437,5 1,47%	($375) (1,26%)
34	113	ExitShort	AfterHour 1541.5	26/10/2007	22:01	1542	5	($352,5) (1,18%)	$9502,5 47,51%	$437,5 1,47%	($375) (1,26%)
35	114	EntryShort	Entrar corto	29/10/2007	14:54	1549,75	5	$1172,5 3,97%	$10675 53,37%	$1937,5 6,57%	($187,5) (0,64%)
	115	ExitShort	Target	29/10/2007	15:00	1547,5	1
	116	ExitShort	Target	29/10/2007	15:17	1545	1
	117	ExitShort	Target	29/10/2007	15:53	1542,5	1
	118	ExitShort	Stop 1544.75	29/10/2007	16:08	1544,75	2
36	119	EntryLong	Entrar largo	01/11/2007	16:45	1527,75	5	$1172,5 3,82%	$11847,5 59,24%	$2125 6,93%	($187,5) (0,61%)
	120	ExitLong	Target	01/11/2007	16:52	1530	1
	121	ExitLong	Target	01/11/2007	17:04	1532,5	1
	122	ExitLong	Target	01/11/2007	17:19	1535	1
	123	ExitLong	Stop 1532.75	01/11/2007	17:29	1532,75	2
37	124	EntryLong	Entrar largo	01/11/2007	20:24	1519,5	5	($665) (2,09%)	$11182,5 55,91%	$250 0,78%	($750) (2,35%)
37	125	ExitLong	Stop 1517	01/11/2007	20:29	1517	5	($665) (2,09%)	$11182,5 55,91%	$250 0,78%	($750) (2,35%)
38	126	EntryShort	Entrar corto	02/11/2007	18:05	1516	5	$1172,5 3,76%	$12355 61,77%	$2062,5 6,61%	($250) (0,8%)
	127	ExitShort	Target	02/11/2007	18:10	1513,75	1
	128	ExitShort	Target	02/11/2007	18:23	1511,25	1
	129	ExitShort	Target	02/11/2007	18:42	1508,75	1
	130	ExitShort	Stop 1511	02/11/2007	18:47	1511	2
39	131	EntryShort	Entrar corto	05/11/2007	16:04	1508,75	5	$685 2,12%	$13040 65,2%	$1250 3,86%	($62,5) (0,19%)
	132	ExitShort	Target	05/11/2007	16:09	1506,5	1
	133	ExitShort	Target	05/11/2007	16:19	1504	1
	134	ExitShort	Stop 1506.25	05/11/2007	16:21	1506,25	3
40	135	EntryShort	Entrar corto	05/11/2007	16:50	1510,75	5	$72,5 0,22%	$13112,5 65,56%	$687,5 2,08%	($62,5) (0,19%)
	136	ExitShort	Target	05/11/2007	16:58	1508,5	1
	137	ExitShort	Stop 1510.75	05/11/2007	17:09	1510,75	4
41	138	EntryShort	Entrar corto	06/11/2007	17:57	1510	5	$72,5 0,22%	$13185 65,92%	$625 1,89%	($312,5) (0,94%)
	139	ExitShort	Target	06/11/2007	18:04	1507,75	1
	140	ExitShort	Stop 1510	06/11/2007	18:14	1510	4
42	141	EntryShort	Entrar corto	06/11/2007	19:45	1516,75	5	$72,5 0,22%	$13257,5 66,29%	$812,5 2,45%	($312,5) (0,94%)
	142	ExitShort	Target	06/11/2007	20:06	1514,5	1
	143	ExitShort	Stop 1516.75	06/11/2007	20:14	1516,75	4



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