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ANNUAL PERFORMANCE REPORT
 
S&P 500 (Pit)
Library Name: iSP - X
Symbol: SP
 
Performance Result Activity Parameters P&L Analysis Risk Analysis
Period Net Profit($) %Gain Profit
Factor
#Trades %Profitable Required Capital($) Age
(Weeks)
#Trades #/Weeks P&L($) P&L(%) Annual
P&L(%)
Max
DD(%)
Risk/
Reward
2009 61,450.00 167.81 2.08 50 80.00 29,243.00 52 50 0.96 61,450.00 210.14 210.14 -31.20 6.74
2008 79,175.00 216.22 2.39 50 66.00 30,718.00 52 50 0.96 79,175.00 257.75 257.75 -32.72 7.88
2007 81,875.00 223.59 5.89 55 89.09 27,418.00 52 55 1.06 81,875.00 298.62 298.62 -36.65 8.15
2006 43,050.00 117.57 3.14 49 85.71 24,018.00 52 49 0.94 43,050.00 179.24 179.24 -20.92 8.57
2005 21,125.00 57.69 1.78 48 79.17 26,543.00 52 48 0.92 21,125.00 79.59 79.59 -29.57 2.69
2004 51,375.00 140.30 3.84 49 89.80 24,168.00 52 49 0.94 51,375.00 212.57 212.57 -27.72 7.67
2003 57,450.00 156.89 3.40 49 85.71 27,343.00 52 49 0.94 57,450.00 210.11 210.11 -24.50 8.58
2002 35,500.00 96.95 1.96 36 69.44 27,468.00 52 36 0.69 35,500.00 129.24 129.24 -36.77 3.51
2001 115,275.00 314.80 4.82 51 82.35 27,868.00 52 51 0.98 115,275.00 413.65 413.65 -36.06 11.47
2000 91,675.00 250.36 2.75 47 68.09 36,618.00 52 47 0.90 91,675.00 250.36 250.36 -52.57 4.76
2000 6,438.00 100.05 1.94 50 82.00 4,356.00 52 50 0.96 6,438.00 147.80 147.80 -37.30 3.96
1999 74,050.00 202.22 2.89 46 76.09 26,193.00 52 46 0.88 74,050.00 282.71 282.71 -25.58 11.05
1999 13,531.00 210.30 3.71 54 88.89 4,169.00 52 54 1.04 13,531.00 324.56 324.56 -35.24 9.21
1998 48,025.00 131.15 2.90 46 84.78 24,318.00 52 46 0.88 48,025.00 197.49 197.49 -21.18 9.32
1998 7,219.00 112.19 1.73 53 75.47 5,231.00 52 53 1.02 7,219.00 138.00 138.00 -46.61 2.96
1997 49,100.00 134.09 2.51 56 82.14 33,906.00 52 56 1.08 49,100.00 144.81 144.81 -48.78 2.97
1997 7,563.00 117.53 1.80 46 73.91 5,888.00 52 46 0.88 7,563.00 128.45 128.45 -44.58 2.88
 
 

 
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