Nov 2009 - Past Performance

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Equity Curve Calculations for the Month of Nov-09
Current Month's Beginning Balance (after Commission before Fees) $41,376.10 Sharpe Ratio for the Month
Total Portfolio Gain/Loss (after Commission before Fees) $35,457.10 Annualized Risk-free Rate       2.12%
Previous Highest Gain of the Portfolio for the Period $33,921.10 Average Expected Return less Risk-free Rate     41.65%
Performance Fee for the Month 0 Standard Deviation of Returns     0.773906532
Net Gain/Loss for the Month (after Commission before Fees) $4,081.00 Sharpe Ratio 0.54
   
Starting Equity for succeeding month (after Commission before Fees) $45,457.10
Current Month's Beginning Balance (after Commission and Fees) $33,429.32
Total Portfolio Gain/Loss (after Commission and Fees) $27,510.32
Previous Highest Gain of the Portfolio for the Period $26,489.26
Performance Fee for the Month $306.32
Net Gain/Loss for the Month (after Commission and Fees) $3,774.68
   
Starting Equity for succeeding month (after Commission and Fees) $37,204.00
Profit Calculation Return Calculation Risk Management
  Ticket # Currency Volume Date Sold Bought Gross P/L Commission Rollover Adj. Net P/L Condition Portfolio Balance (after Commission before Fees) Portfolio Balance (after Commission and Fees) Returns Annualized Returns Annualized Risk-free Rate Annualized Returns less Risk-free Rate Stop (No. of Pips) Profit & Loss per Pip Maximum Risk ($) Maximum Risk (%)
1   GBP/USD   11/2/2009 0:00 1.64394                                  
    GBP/USD   11/2/2009 0:00   1.64094 $300.00 $5.00 $0.00 $0.00 $295.00   $41,671.10 $33,724.32 0.88%       30 $10.00 $300.00 0.90%
    EUR/USD   11/2/2009 0:00 1.47509                                  
    EUR/USD   11/2/2009 0:00   1.47398 $110.00 $5.00 $0.00 $0.00 $105.00   $41,776.10 $33,829.32 0.31%       30 $10.00 $300.00 0.89%
    AUD/USD   11/2/2009 0:00   0.90518                                
    AUD/USD   11/2/2009 0:00 0.9075   $240.00 $5.00 $0.00 $0.00 $235.00   $42,011.10 $34,064.32 0.69% 158.63% 2.12% 156.51% 30 $10.00 $300.00 0.89%
2   EUR/JPY   11/3/2009 0:00 132.471                                  
    EUR/JPY   11/3/2009 0:00   132.257 $242.00 $5.00 $0.00 $0.00 $237.00   $42,248.10 $34,301.32 0.70%       30 $11.00 $330.00 0.97%
    AUD/USD   11/3/2009 0:00   0.90147                                
    AUD/USD   11/3/2009 0:00 0.90198   $50.00 $5.00 $0.00 $0.00 $45.00   $42,293.10 $34,346.32 0.13% 104.19% 2.12% 102.07% 30 $10.00 $300.00 0.87%
3   GBP/USD   11/4/2009 0:00 1.65153                                  
    GBP/USD   11/4/2009 0:00   1.65555 ($400.00) $5.00 $0.00 $0.00 ($405.00)   $41,888.10 $33,941.32 -1.18%       30 $10.00 $300.00 0.87%
    AUD/USD   11/4/2009 0:00 0.90656                                  
    AUD/USD   11/4/2009 0:00   0.90976 ($320.00) $5.00 $0.00 $0.00 ($325.00)   $41,563.10 $33,616.32 -0.96%       30 $10.00 $300.00 0.88%
    GBP/JPY   11/4/2009 0:00 150.014                                  
    GBP/JPY   11/4/2009 0:00   150.348 ($220.00) $5.00 $0.00 $0.00 ($225.00)   $41,338.10 $33,391.32 -0.67%       30 $11.00 $330.00 0.98%
    EUR/USD   11/4/2009 0:00 1.47472                                  
    EUR/USD   11/4/2009 0:00   1.47785 ($310.00) $5.00 $0.00 $0.00 ($315.00)   $41,023.10 $33,076.32 -0.94%       30 $10.00 $300.00 0.90%
    USD/JPY   11/4/2009 0:00 90.811                                  
    USD/JPY   11/4/2009 0:00   90.633 $198.00 $5.00 $0.00 $0.00 $193.00   $41,216.10 $33,269.32 0.58%       30 $11.00 $330.00 1.00%
    USD/JPY   11/4/2009 0:00 90.8                                  
    USD/JPY   11/4/2009 0:00   91.173 ($407.00) $5.00 $0.00 $0.00 ($412.00)   $40,804.10 $32,857.32 -1.24%       30 $11.00 $330.00 0.99%
    AUD/USD   11/4/2009 0:00 0.90816                                  
    AUD/USD   11/4/2009 0:00   0.91139 ($320.00) $5.00 $0.00 $0.00 ($325.00)   $40,479.10 $32,532.32 -0.99%       30 $10.00 $300.00 0.91%
    EUR/JPY   11/4/2009 0:00 134.866                                  
    EUR/JPY   11/4/2009 0:00   134.406 $506.00 $5.00 $0.00 $0.00 $501.00   $40,980.10 $33,033.32 1.54%       30 $11.00 $330.00 1.01%
    AUD/USD   11/4/2009 0:00 0.90911                                  
    AUD/USD   11/4/2009 0:00   0.91111 ($200.00) $5.00 $0.00 $0.00 ($205.00)   $40,775.10 $32,828.32 -0.62%       30 $10.00 $300.00 0.91%
    EUR/USD   11/4/2009 0:00 1.48481                                  
    EUR/USD   11/4/2009 0:00   1.48359 $130.00 $5.00 $0.00 $0.00 $125.00   $40,900.10 $32,953.32 0.38%       30 $10.00 $300.00 0.91%
    GBP/USD   11/4/2009 0:00 1.6544                                  
    GBP/USD   11/4/2009 0:00   1.6504 $400.00 $5.00 $0.00 $0.00 $395.00   $41,295.10 $33,348.32 1.20% -66.31% 2.12% -68.43% 30 $10.00 $300.00 0.91%
4   GBP/USD   11/5/2009 0:00 1.65072                                  
    GBP/USD   11/5/2009 0:00   1.64772 $300.00 $5.00 $0.00 $0.00 $295.00   $41,590.10 $33,643.32 0.88%       30 $10.00 $300.00 0.90%
    GBP/JPY   11/5/2009 0:00 149.2                                  
    GBP/JPY   11/5/2009 0:00   148.9 $300.00 $5.00 $0.00 $0.00 $295.00   $41,885.10 $33,938.32 0.88%       30 $11.00 $330.00 0.98%
    USD/JPY   11/5/2009 0:00 90.254                                  
    USD/JPY   11/5/2009 0:00   90.05 $220.00 $5.00 $0.00 $0.00 $215.00   $42,100.10 $34,153.32 0.63%       30 $11.00 $330.00 0.97%
    GBP/USD   11/5/2009 0:00 1.65009                                  
    GBP/USD   11/5/2009 0:00   1.65627 ($620.00) $5.00 $0.00 $0.00 ($625.00)   $41,475.10 $33,528.32 -1.83%       30 $10.00 $300.00 0.88%
    EUR/JPY   11/5/2009 0:00   134.238                                
    EUR/JPY   11/5/2009 0:00 134.416   $198.00 $5.00 $0.00 $0.00 $193.00   $41,668.10 $33,721.32 0.58%       30 $11.00 $330.00 0.98%
    EUR/JPY   11/5/2009 0:00 134.694                                  
    EUR/JPY   11/5/2009 0:00   134.989 ($319.00) $5.00 $0.00 $0.00 ($324.00)   $41,344.10 $33,397.32 -0.96%       30 $11.00 $330.00 0.98%
    USD/JPY   11/5/2009 0:00 90.591                                  
    USD/JPY   11/5/2009 0:00   90.651 ($66.00) $5.00 $0.00 $0.00 ($71.00)   $41,273.10 $33,326.32 -0.21%       30 $11.00 $330.00 0.99%
    AUD/USD   11/5/2009 0:00   0.91304                                
    AUD/USD   11/5/2009 0:00 0.9135   $50.00 $5.00 $0.00 $0.00 $45.00   $41,318.10 $33,371.32 0.14% 3.22% 2.12% 1.10% 30 $10.00 $300.00 0.90%
5   EUR/USD   11/6/2009 0:00   1.48941                                
    EUR/USD   11/6/2009 0:00 1.48689   ($260.00) $5.00 $0.00 $0.00 ($265.00)   $41,053.10 $33,106.32 -0.79%       30 $10.00 $300.00 0.90%
    GBP/JPY   11/6/2009 0:00 150.369                                  
    GBP/JPY   11/6/2009 0:00   150.2 $176.00 $5.00 $0.00 $0.00 $171.00   $41,224.10 $33,277.32 0.52%       30 $11.00 $330.00 1.00%
    GBP/JPY   11/6/2009 0:00 150.34                                  
    GBP/JPY   11/6/2009 0:00   150.04 $330.00 $5.00 $0.00 $0.00 $325.00   $41,549.10 $33,602.32 0.98%       30 $11.00 $330.00 0.99%
    USD/JPY   11/6/2009 0:00 90.298                                  
    USD/JPY   11/6/2009 0:00   90.17 $132.00 $5.00 $0.00 $0.00 $127.00   $41,676.10 $33,729.32 0.38%       30 $11.00 $330.00 0.98%
    GBP/USD   11/6/2009 0:00 1.65483                                  
    GBP/USD   11/6/2009 0:00   1.65378 $110.00 $5.00 $0.00 $0.00 $105.00   $41,781.10 $33,834.32 0.31% 69.97% 2.12% 67.85% 30 $10.00 $300.00 0.89%
6   EUR/USD   11/8/2009 0:00 1.48698                                  
    EUR/USD   11/8/2009 0:00   1.48665 $30.00 $5.00 $0.00 $0.00 $25.00   $41,806.10 $33,859.32 0.07%       30 $10.00 $300.00 0.89%
    GBP/USD   11/8/2009 0:00 1.66446                                  
    GBP/USD   11/8/2009 0:00   1.66317 $130.00 $5.00 $0.00 $0.00 $125.00   $41,931.10 $33,984.32 0.37%       30 $10.00 $300.00 0.89%
    USD/JPY   11/8/2009 0:00 89.698                                  
    USD/JPY   11/8/2009 0:00   90.06 ($407.00) $5.00 $0.00 $0.00 ($412.00)   $41,519.10 $33,572.32 -1.21%       30 $11.00 $330.00 0.97%
    EUR/USD   11/8/2009 0:00   1.4901                                
    EUR/USD   11/8/2009 0:00 1.49054   $40.00 $5.00 $0.00 $0.00 $35.00   $41,554.10 $33,607.32 0.10% -41.90% 2.12% -44.02% 30 $10.00 $300.00 0.89%
7   USD/JPY   11/9/2009 0:00 90.157                                  
    USD/JPY   11/9/2009 0:00   89.932 $242.00 $5.00 $0.00 $0.00 $237.00   $41,791.10 $33,844.32 0.71%       30 $11.00 $330.00 0.98%
    GBP/USD   11/9/2009 0:00 1.67                                  
    GBP/USD   11/9/2009 0:00   1.67306 ($300.00) $5.00 $0.00 $0.00 ($305.00)   $41,486.10 $33,539.32 -0.90%       30 $10.00 $300.00 0.89%
    GBP/USD   11/9/2009 0:00 1.67974                                  
    GBP/USD   11/9/2009 0:00   1.67674 $300.00 $5.00 $0.00 $0.00 $295.00   $41,781.10 $33,834.32 0.88%       30 $10.00 $300.00 0.89%
    GBP/USD   11/9/2009 0:00 1.67704                                  
    GBP/USD   11/9/2009 0:00   1.674 $300.00 $5.00 $0.00 $0.00 $295.00   $42,076.10 $34,129.32 0.87% 98.00% 2.12% 95.88% 30 $10.00 $300.00 0.89%
8   GBP/USD   11/10/2009 0:00   1.66754                                
    GBP/USD   11/10/2009 0:00 1.66438   ($320.00) $5.00 $0.00 $0.00 ($325.00)   $41,751.10 $33,804.32 -0.95%       30 $10.00 $300.00 0.88%
    GBP/USD   11/10/2009 0:00   1.66677                                
    GBP/USD   11/10/2009 0:00 1.66474   ($200.00) $5.00 $0.00 $0.00 ($205.00)   $41,546.10 $33,599.32 -0.61%       30 $10.00 $300.00 0.89%
    EUR/USD   11/10/2009 0:00   1.49923                                
    EUR/USD   11/10/2009 0:00 1.50088   $160.00 $5.00 $0.00 $0.00 $155.00   $41,701.10 $33,754.32 0.46%       30 $10.00 $300.00 0.89%
    USD/JPY   11/10/2009 0:00   89.998                                
    USD/JPY   11/10/2009 0:00 90.125   $143.00 $5.00 $0.00 $0.00 $138.00   $41,839.10 $33,892.32 0.41%       30 $11.00 $330.00 0.98%
    USD/JPY   11/10/2009 0:00 89.578                                  
    USD/JPY   11/10/2009 0:00   89.419 $176.00 $5.00 $0.00 $0.00 $171.00   $42,010.10 $34,063.32 0.50%       30 $11.00 $330.00 0.97%
    GBP/USD   11/10/2009 0:00 1.6719                                  
    GBP/USD   11/10/2009 0:00   1.67392 ($200.00) $5.00 $0.00 $0.00 ($205.00)   $41,805.10 $33,858.32 -0.60%       30 $10.00 $300.00 0.88%
    EUR/JPY   11/10/2009 0:00 134.319                                  
    EUR/JPY   11/10/2009 0:00   134.491 ($198.00) $5.00 $0.00 $0.00 ($203.00)   $41,602.10 $33,655.32 -0.60%       30 $11.00 $330.00 0.97%
    GBP/JPY   11/10/2009 0:00 149.72                                  
    GBP/JPY   11/10/2009 0:00   150.09 ($407.00) $5.00 $0.00 $0.00 ($412.00)   $41,190.10 $33,243.32 -1.22%       30 $11.00 $330.00 0.98%
    GBP/JPY   11/10/2009 0:00 149.847                                  
    GBP/JPY   11/10/2009 0:00   149.487 $396.00 $5.00 $0.00 $0.00 $391.00   $41,581.10 $33,634.32 1.18%       30 $11.00 $330.00 0.99%
    EUR/JPY   11/10/2009 0:00 134.343                                  
    EUR/JPY   11/10/2009 0:00   133.983 $396.00 $5.00 $0.00 $0.00 $391.00   $41,972.10 $34,025.32 1.16% -6.83% 2.12% -8.95% 30 $10.00 $300.00 0.89%
9   GBP/USD   11/11/2009 0:00   1.67744                                
    GBP/USD   11/11/2009 0:00 1.67798   $50.00 $5.00 $0.00 $0.00 $45.00   $42,017.10 $34,070.32 0.13%       30 $10.00 $300.00 0.88%
    AUD/USD   11/11/2009 0:00   0.93189                                
    AUD/USD   11/11/2009 0:00 0.93072   ($110.00) $5.00 $0.00 $0.00 ($115.00)   $41,902.10 $33,955.32 -0.34%       30 $10.00 $300.00 0.88%
    GBP/USD   11/11/2009 0:00   1.6599                                
    GBP/USD   11/11/2009 0:00 1.66154   $160.00 $5.00 $0.00 $0.00 $155.00   $42,057.10 $34,110.32 0.46% 21.10% 2.12% 18.98% 30 $10.00 $300.00 0.88%
10   EUR/USD   11/12/2009 0:00 1.49529                                  
    EUR/USD   11/12/2009 0:00   1.4932 $200.00 $5.00 $0.00 $0.00 $195.00   $42,252.10 $34,305.32 0.57%       30 $10.00 $300.00 0.88%
    EUR/JPY   11/12/2009 0:00 134.126                                  
    EUR/JPY   11/12/2009 0:00   134.068 $66.00 $5.00 $0.00 $0.00 $61.00   $42,313.10 $34,366.32 0.18%       30 $11.00 $330.00 0.96%
    GBP/USD   11/12/2009 0:00   1.65703                                
    GBP/USD   11/12/2009 0:00 1.659   $200.00 $5.00 $0.00 $0.00 $195.00   $42,508.10 $34,561.32 0.57%       30 $10.00 $300.00 0.87%
    GBP/USD   11/12/2009 0:00   1.65652                                
    GBP/USD   11/12/2009 0:00 1.65494   ($160.00) $5.00 $0.00 $0.00 ($165.00)   $42,343.10 $34,396.32 -0.48% 52.89% 2.12% 50.77% 30 $10.00 $300.00 0.87%
11   USD/JPY   11/13/2009 0:00   90.349                                
    USD/JPY   11/13/2009 0:00 90.152   ($209.00) $5.00 $0.00 $0.00 ($214.00)   $42,129.10 $34,182.32 -0.62%       30 $11.00 $330.00 0.96%
    AUD/USD   11/13/2009 0:00   0.92884                                
    AUD/USD   11/13/2009 0:00 0.92866   ($20.00) $5.00 $0.00 $0.00 ($25.00)   $42,104.10 $34,157.32 -0.07%       30 $10.00 $300.00