Omega TradeStation 4.0 System Report

KC Collection---------June S&P500 - 10 Min---------03/03/98 - 04/06/98

Performance Summary: ALL TRADES

Total net profit ------- $5700.00 Open position P/L ----------- $ 0.00
Gross Profit ------------- $6400.00 Gross Loss -------------- $ -700.00

Total # of trades ----------30 Percent Profitable --------- 93%
Number winning trades ---- 28 Number losing trades ---- 2

Largest winning trade --- $1050.00 Largest losing trade --- $ -425.00
Average winning trade --- $228.57 Average losing trade --- $ -350.00
Avg trade (win & loss) --- $ 190.00

Max consec. winners ---------- 14 Max consec. losers ------- 1
Avg # bars in winners -------- 2 Avg # bars in losers ------ 3

Max intraday drawdown --- $ -675.00
Profit factor ---------------- 9.14 Max # contracts held -------- 1
Account size required ---- $ 675.00 Return on Account ------ 844%

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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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