Monday, October 31, 2011
|
% |
$ |
Profitable Trades |
Profitable % |
Number of Trades |
||
|
Index Performance P/L |
0.05750% |
$57.50 |
2 |
67% |
3 |
|
|
Month to date |
2.28% |
$2,281.50 |
71 |
74% |
96 |
|
|
Cumulative since Jan 03, 2011 |
39.70% |
$39,700.50 |
800 |
74% |
1084 |
|
|
New Account Value |
139.70% |
$139,700.50 |
Annuallized Performance |
47.98% |
||
|
Nett P/L |
0.04% |
$43.13 |
||||
|
Month to date Nett P/L |
1.53% |
$1,535.00 |
||||
|
SIGNAL PERFORMANCE REPORT |
10/31/11 |
Trade Size per pair |
$100,000.00 |
|||
|
Initial Account |
$100,000.00 |
Various Pair Tradable |
6 |
Leverage Ratio |
6 |
|
|
Currency Pair |
P/L (in $) per Trade |
Initial Action |
Closing Action |
Price |
Trading Date |
Trade Duration |
|
EUR-JPY |
($132.50) |
Sell Short |
107.146 |
10/31/11 9:00 |
1:00:00 |
|
|
Buy to Cover |
107.411 |
10/31/11 10:00 |
||||
|
-0.265 |
||||||
|
EUR-USD |
$101.50 |
Sell Short |
1.40436 |
10/31/11 16:00 |
1:00:00 |
|
|
Buy to Cover |
1.40233 |
10/31/11 17:00 |
||||
|
0.00203 |
||||||
|
$88.50 |
Sell Short |
1.39968 |
10/31/11 18:00 |
1:00:00 |
||
|
Buy to Cover |
1.39791 |
10/31/11 19:00 |
||||
|
0.00177 |
||||||
|
Total P/L |
$57.50 |
|||||
|
Profit Sharing |
$14.38 |
|||||
|
Nett P/L |
$43.13 |
0.04% |
||||
|
Month to Date Nett P/L |
$1,535.00 |
1.53% |
||||
