Slippage: 0.00 Commission: 2.40 64 Iterat# Fitness Ind1Type Ind2Type Ind3Type Ind4Type Hybrid EntryType Scale1Type Scale2Type Scale3Type OrderType MavType Ind1Period Ind2Period Ind3Period Ind4Period STPeriod LTPeriod UpperBand LowerBand Scale1Par1 Scale2Par1 Scale3Par1 Scale1Par2 Scale2Par2 Scale3Par2 w1 w2 w3 w4 w5 w6 w7 w8 w9 w10 w11 w12 w13 w14 w15 MyVar1 MyVar2 MyVar3 MyVar4 MyVar5 MyVar6 MyVar7 MyVar8 MyVar9 Template PatternType 2ndEntryType AndOr IndPeriod2 STPeriod2 LTPeriod2 UpperBand2 LowerBand2 Unused DataInd1 DataInd2 DataInd3 DataInd4 DataInd5 NetPrft GrossP GrossL #Trds %Prft #WTrds #LTrds BigWTrd BigLTrd MaxDD TotPrft Robust StartDate EndDate 100009 12232.10 15 9 14 11 1 4 1 6 7 3 1 25 22 25 11 7 16 86 9 2.0 1.0 1.0 1.0 1.0 1.0 2.9 -3.0 2.5 -1.5 -0.8 -2.4 -0.6 0.3 -2.0 -1.2 -0.5 -2.0 2.7 0.0 2.4 0 0 0 0 7 6 14 13 18 4 4 0 0 18 19 32 41 98 10 1 1 1 1 1 12232.10 211061.80 -198829.70 1722 48% 819 903 1697.60 -1652.40 -15496.90 3393.90 -289.0 1000103 1070108 100022 50166.20 7 7 14 8 0 2 1 2 6 3 1 12 6 7 8 17 33 100 96 2.0 1.0 1.0 1.0 1.0 1.0 -0.7 -2.5 1.6 0.0 0.1 -2.4 -1.4 -0.8 0.5 1.3 -2.5 2.9 0.0 -0.1 -1.3 0 0 0 0 2 6 6 8 17 4 3 0 0 33 16 39 99 92 19 1 1 1 1 1 50166.20 174954.60 -124788.40 1088 53% 572 516 3185.10 -727.40 -5124.90 32590.90 -140.1 1000103 1070108 100024 9615.80 4 6 5 15 1 1 1 2 5 3 1 13 30 7 26 19 38 26 13 2.0 1.0 1.0 1.0 1.0 1.0 3.0 -1.6 0.2 2.0 -1.2 -1.6 2.9 -0.4 2.4 -1.7 0.7 0.1 -1.3 -2.3 1.1 0 0 0 0 2 1 15 13 17 4 3 0 0 7 13 34 14 72 2 1 1 1 1 1 9615.80 464444.80 -454829.00 3984 41% 1649 2335 1835.10 -764.90 -18650.80 -3613.60 -550.3 1000103 1070108 100066 12232.10 15 9 14 11 1 4 1 6 7 3 1 25 22 25 11 7 15 86 9 2.0 1.0 1.0 1.0 1.0 1.0 2.9 -3.0 2.5 -1.5 -0.8 -2.4 -0.6 0.3 -2.0 -1.2 -0.5 -2.0 2.7 0.0 2.4 0 0 0 0 7 6 14 13 18 4 4 0 0 18 19 32 41 98 10 1 1 1 1 1 12232.10 211061.80 -198829.70 1722 48% 819 903 1697.60 -1652.40 -15496.90 3393.90 -289.0 1000103 1070108 100119 20451.00 11 13 13 5 1 1 1 3 4 3 1 19 4 11 3 7 13 69 7 2.0 1.0 1.0 1.0 1.0 1.0 0.7 -1.0 -1.8 0.7 -2.6 2.0 0.3 -1.7 2.1 2.3 0.0 -1.0 -1.0 -0.6 1.8 0 0 0 0 5 3 3 2 18 4 3 0 0 36 20 35 93 37 17 1 1 1 1 1 20451.00 180844.40 -160393.40 1136 48% 545 591 2460.10 -1952.40 -18063.60 7246.00 -258.3 1000103 1070108 100120 8240.20 2 5 12 2 0 3 1 8 5 3 1 6 13 11 22 14 23 61 50 2.0 1.0 1.0 1.0 1.0 1.0 2.4 -1.6 2.9 -0.5 1.1 2.0 0.7 -2.9 -0.5 2.8 -1.3 3.0 1.8 -1.1 2.2 0 0 0 0 5 5 17 19 11 4 1 0 0 17 11 12 26 74 2 1 1 1 1 1 8240.20 179148.40 -170908.20 1078 54% 585 493 3060.10 -2452.40 -12818.40 -1638.10 -479.5 1000103 1070108 100122 6839.60 1 5 1 12 0 3 1 3 3 3 1 24 24 22 25 19 2 69 88 2.0 1.0 1.0 1.0 1.0 1.0 1.7 -0.3 1.8 -1.7 2.3 0.0 -0.7 2.5 2.0 1.9 2.1 1.0 -0.2 -2.8 0.8 0 0 0 0 1 5 13 16 18 4 6 0 1 2 14 3 57 70 19 1 1 1 1 1 6839.60 140946.60 -134107.00 922 53% 492 430 1622.60 -3527.40 -17506.90 7335.20 29.0 1000103 1070108 100127 15331.20 4 6 5 15 1 1 1 2 0 3 1 11 13 14 12 10 22 44 0 2.0 1.0 1.0 1.0 1.0 1.0 -0.8 0.7 -2.8 -0.2 -0.1 2.7 0.0 1.3 -1.7 -2.9 -2.1 -0.4 -2.8 -1.6 1.6 0 0 0 0 9 4 6 6 7 4 2 0 0 13 19 16 56 55 4 1 1 1 1 1 15331.20 142815.80 -127484.60 988 49% 484 504 1785.10 -764.90 -12365.10 7396.00 -207.0 1000103 1070108 100148 1118.90 10 10 9 2 0 4 1 1 5 3 1 19 22 27 28 16 27 41 61 2.0 1.0 1.0 1.0 1.0 1.0 2.9 1.0 -0.9 0.4 -0.7 -2.5 1.4 -1.2 -1.4 -0.5 -2.0 0.4 -1.2 -0.6 -1.6 0 0 0 0 3 5 16 8 2 4 4 0 1 15 2 31 84 17 13 1 1 1 1 1 1118.90 148353.30 -147234.40 1040 47% 484 556 2460.10 -1777.40 -18560.60 1530.20 147.0 1000103 1070108 100157 2082.40 4 6 5 15 1 1 1 2 0 3 1 11 13 14 12 10 22 44 0 2.0 1.0 1.0 1.0 1.0 1.0 -0.9 0.7 -2.8 -0.2 -0.1 2.7 0.0 1.3 -1.7 -2.9 -2.1 -0.4 -3.0 -1.6 1.6 0 0 0 0 9 5 15 8 19 4 3 0 1 22 2 35 55 87 19 1 1 1 1 1 2082.40 139758.20 -137675.80 1050 48% 508 542 1785.10 -764.90 -18532.30 1677.10 -77.9 1000103 1070108 100165 21320.30 1 5 1 12 1 3 1 3 3 3 1 24 24 22 18 10 9 57 29 2.0 1.0 1.0 1.0 1.0 1.0 -0.9 -0.9 1.7 1.8 2.3 -2.0 0.8 -1.6 -2.1 3.0 1.5 1.7 -1.4 -3.0 2.2 0 0 0 0 9 0 11 13 1 4 4 0 1 26 11 18 10 9 15 1 1 1 1 1 21320.30 167693.10 -146372.80 1154 50% 582 572 1322.60 -3652.40 -13879.70 15810.30 -103.4 1000103 1070108 100185 6839.60 1 5 1 12 0 3 1 3 3 3 1 24 24 22 25 19 3 69 88 2.0 1.0 1.0 1.0 1.0 1.0 2.0 -0.3 1.8 -1.7 2.3 0.0 -0.7 1.0 2.0 1.9 2.1 1.0 -0.2 -2.8 0.8 0 0 0 0 1 5 13 16 18 4 6 0 1 2 14 3 57 70 19 1 1 1 1 1 6839.60 140946.60 -134107.00 922 53% 492 430 1622.60 -3527.40 -17506.90 7335.20 29.0 1000103 1070108 100193 6053.90 3 8 8 13 1 5 1 5 7 3 1 7 4 16 17 18 15 39 40 2.0 1.0 1.0 1.0 1.0 1.0 3.0 0.8 0.0 -0.2 0.4 2.5 -2.8 1.5 -0.8 2.0 -2.7 -2.7 -0.3 1.7 1.1 0 0 0 0 10 5 13 16 9 4 3 0 0 10 7 13 65 97 6 1 1 1 1 1 6053.90 172246.40 -166192.50 1140 50% 565 575 2510.10 -1839.90 -16431.40 569.20 -362.4 1000103 1070108 100205 19458.60 15 11 1 2 1 2 1 9 10 3 1 15 5 11 13 14 2 4 53 2.0 1.0 1.0 1.0 1.0 1.0 -0.2 -1.2 -2.4 -2.9 0.5 -1.9 0.1 1.0 1.1 -1.9 0.9 -1.7 1.9 0.9 1.0 0 0 0 0 3 5 14 10 13 4 5 0 1 23 10 39 99 98 12 1 1 1 1 1 19458.60 241564.60 -222106.00 1612 49% 797 815 2422.60 -2014.90 -15249.20 5173.00 -293.7 1000103 1070108 100207 2289.80 3 8 8 13 1 5 1 5 7 3 1 7 4 16 17 18 15 90 40 2.0 1.0 1.0 1.0 1.0 1.0 3.0 0.8 0.0 -0.2 0.4 2.5 -2.8 1.1 -0.8 2.0 -2.7 -2.7 -0.3 1.7 1.1 0 0 0 0 5 5 13 17 9 4 3 0 0 10 7 13 65 97 6 1 1 1 1 1 2289.80 218109.00 -215819.20 1474 49% 716 758 2510.10 -2627.40 -19672.00 -6598.20 -1552.7 1000103 1070108 100219 9661.10 7 7 14 8 0 5 1 5 9 3 1 12 6 7 8 17 33 100 96 2.0 1.0 1.0 1.0 1.0 1.0 -0.3 -2.5 1.6 0.0 1.7 -2.4 -1.4 -0.8 0.5 1.3 -1.8 2.9 0.0 -0.1 -1.3 0 0 0 0 3 6 7 7 17 4 3 0 0 38 16 35 93 37 8 1 1 1 1 1 9661.10 188593.30 -178932.20 1262 50% 634 628 2510.10 -3277.40 -16748.70 2208.30 -308.6 1000103 1070108 100227 6839.60 1 5 1 12 0 3 1 3 3 3 1 24 24 22 25 19 3 94 88 2.0 1.0 1.0 1.0 1.0 1.0 2.0 -0.3 1.8 -1.7 2.3 0.0 -1.5 1.0 2.0 1.9 2.1 1.0 -0.2 -2.8 0.8 0 0 0 0 1 5 13 16 18 4 6 0 1 2 14 3 57 70 19 1 1 1 1 1 6839.60 140946.60 -134107.00 922 53% 492 430 1622.60 -3527.40 -17506.90 7335.20 29.0 1000103 1070108