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ANNUAL PERFORMANCE REPORT
 
S&P 500 (Pit + Electronic)
Library Name: MYSP
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 80,775.00 262.32 2.59 56 82.14 30,793.00 52 56 1.08 80,775.00 262.32 262.32 -23.71 11.06
2008 137,200.00 354.36 2.55 60 81.67 38,718.00 52 60 1.15 137,200.00 354.36 354.36 -44.62 7.94
2007 28,500.00 75.41 1.44 59 76.27 37,793.00 52 59 1.13 28,500.00 75.41 75.41 -54.18 1.39
2006 25,125.00 95.56 1.53 66 74.24 26,293.00 52 66 1.27 25,125.00 95.56 95.56 -31.95 2.99
2005 14,200.00 52.12 1.37 60 76.67 27,243.00 52 60 1.15 14,200.00 52.12 52.12 -36.43 1.43
2004 20,575.00 58.09 1.60 49 77.55 35,418.00 52 49 0.94 20,575.00 58.09 58.09 -51.10 1.14
2003 44,525.00 147.96 2.01 57 78.95 30,093.00 52 57 1.10 44,525.00 147.96 147.96 -34.23 4.32
2002 106,500.00 375.42 3.82 56 85.71 28,368.00 52 56 1.08 106,500.00 375.42 375.42 -38.95 9.64
2001 110,725.00 353.27 5.35 55 90.91 31,343.00 52 55 1.06 110,725.00 353.27 353.27 -40.76 8.67
2000 143,675.00 503.36 5.46 57 91.23 28,543.00 52 57 1.10 143,675.00 503.36 503.36 -29.78 16.90
1999 100,150.00 288.26 3.16 58 86.21 34,743.00 52 58 1.12 100,150.00 288.26 288.26 -49.07 5.87
1998 79,900.00 277.02 3.19 57 85.96 28,843.00 52 57 1.10 79,900.00 277.02 277.02 -26.18 10.58
1997 51,088.00 164.24 2.26 53 81.13 31,106.00 52 53 1.02 51,088.00 164.24 164.24 -33.72 4.87
 
 

 
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