Initial Balance	1,500,000		$ Won	6,976,089,433
	Net Win Loss	2,968,891,795		$ Lost	4,017,504,737
	Ending Equity	2,970,391,795		Incentive + Fees	0
	ROI	197926%		Other Credits	0
	Compound Annual ROI	42.71%		Commission/slippage netted	10,307,100
	Max Drawdown %	17.97%		Other Debits	0
	Max Drawdown % Date	20030407
	Longest Drawdown in years	0.74		Long Wins	3,821
	Longest Drawdown Start Date	19911018		Long Losses	4,813
	Longest Drawdown End Date	19920715		Short Wins	976
	MAR Ratio	2.38		Short Losses	1,198
	Sharpe Ratio	2.25		Long $ Won	5,902,801,826
	Return Retracement Ratio	12.58		Long $ Lost	3,125,399,832
	Sterling Ratio	1.82		Short $ Won	1,073,287,607
	Std. Dev. Daily % Returns	1.17%		Short $ Lost	892,104,905
	Value at Risk (99% confidence)	2.81%		Largest Winning Trade	66,964,889
	Average Expectation Value	35.67		Largest Losing Trade	21,519,312
	Expectation	40.96%		Netted trades at open/close	0
	Kelly	0.19		Average Winning Trade	1,454,261
	DU Area / DD Area	1.39		Average Losing Trade	668,359
	Percent New Highs	14.54%		Max Consecutive Wins	16
				Max Consecutive Losses	32
	Trades	10,808		Days Winning	3,066
	Trades Rejected	9,718		Days Losing	2,471
	Wins	4,797		Average Days in Winning Trade	75
	Losses	6,011		Average Days in Losing Trade	20
	Percent Wins	44.38%
	Avg $Win to Avg $Loss	2.18		Number of Margin Calls	0
				$ Largest Margin Call	0
	Start Date	19850102
	End Date	20060502		Size Adjustments	25,640
	Max Items Held	530,460		Size Adjusted Items	2,859,652
	Total Items Traded	18,580,277
	Total Slippage + Commission	1,107,712,500		Process time (H:M:S)	0:01:39