Omega TradeStation 4.0 System Report

KC Collection---------SOYBEANS - Daily---------02/02/68 - 07/31/96

Performance Summary: ALL TRADES

Total net profit ------- $ 58956.25 Open position P/L ----------- $ 0.00
Gross Profit ------------- $ 95406.25 Gross Loss -------------- $ -36450.00

Total # of trades ------------173 Percent Profitable ---------- 46%
Number winning trades --- 79 Number losing trades --- 94

Largest winning trade --- $14675.00 Largest losing trade --- $ -1000.00
Average winning trade --- $ 1207.67 Average losing trade --- $ -387.77
Ratio avg win/avg loss ------ 3.11 Avg trade (win & loss) --- $ 341.79

Max consec. winners ---------- 6 Max consec. losers ------- 9
Avg # bars in winners -------- 17 Avg # bars in losers ------ 6

Max drawdown --- $ -9200.00
Profit factor ---------------- 2.62 Max # contracts held -------- 1
Account size required ---- $ 9200.00 Return on Account ------ 641%

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These are the actual TradeStation 4.0 calculated results of taking all the signals with no filtering
(ie. The KC Method shows you how to filter out many of the losers - potentially making these results
even more profitable!). Add costs for broker commissions and any slippage.

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