| Below is a listing of actual trades as
executed by Striker Securities. Results last
updated on 5/1/2004
The Grail GTS2 S&P E-mini Future (Released 18/3/2002)
Recommended starting capital=$15000. Trading
size=1contract.
Date
Position
Price Pts P/L
$ P/L Cumulative P/L
18-Mar-02 Short at
1168.00 0.00
$0.00
21-Mar-02 Long at 1156.00
12.00 $600.00
$600.00
25-Mar-02 Short at 1141.00
-15.00 ($750.00)
($150.00)
26-Mar-02 Long at 1146.00
-5.00 ($250.00)
($400.00)
3-Apr-02 Short at 1133.25
-12.75 ($637.50)
($1,037.50)
5-Apr-02 Long at 1134.00
-0.75
($37.50)
($1,075.00)
9-Apr-02 Short at 1125.50
-8.50
($425.00)
($1,500.00)
10-Apr-02 Long at 1126.50
-1.00
($50.00)
($1,550.00)
11-Apr-02 Short at 1124.25
-2.25 ($112.50)
($1,662.50)
12-Apr-02 Long at 1113.50
10.75 $537.50
($1,125.00)
15-Apr-02 Short at 1110.50
-3.00 ($150.00)
($1,275.00)
16-Apr-02 Long at 1118.25
-7.75 ($387.50)
($1,662.50)
17-Apr-02 Short at 1127.00
8.75 $437.50
($1,225.00)
23-Apr-02 Long at 1108.75
18.25 $912.50
($312.50)
24-Apr-02 Short at 1099.50
-9.25 ($462.50)
($775.00)
25-Apr-02 Long at 1094.50
5.00
$250.00
($525.00)
26-Apr-02 Short at 1086.75
-7.75 ($387.50)
($912.50)
30-Apr-02 Long at 1071.25
15.50 $775.00
($137.50)
1-May-02 Short at 1071.25
0.00
$0.00 ($137.50)
13-May-02 Long at 1063.75
7.50
$375.00
$237.50
14-May-02 Short at 1094.25
30.50 $1,525.00
$1,762.50
15-May-02 Long at 1103.75
-9.50 ($475.00)
$1,287.50
17-May-02 Short at 1098.00
-5.75 ($287.50)
$1,000.00
22-May-02 Long at 1082.50
15.50 $775.00
$1,775.00
23-May-02 Short at 1085.50
3.00 $150.00
$1,925.00
30-May-02 Long at 1063.50
22.00 $1,100.00
$3,025.00
3-Jun-02 Short at 1060.25
-3.25 ($162.50)
$2,862.50
4-Jun-02 Long at 1045.00
15.25
$762.50
$3,625.00
11-Jun-02 Short at 1023.00
-22.00 ($1,100.00)
$2,525.00
12-Jun-02 Long at 1017.25
5.75
$287.50
$2,812.50
13-Jun-02 Short at 1011.00
-6.25
($312.50)
$2,500.00
14-Jun-02 Long at 1005.75
5.25
$262.50
$2,762.50
19-Jun-02 Short at 1019.50
13.75
$687.50
$3,450.00
20-Jun-02 Long at 1013.50
6.00
$300.00
$3,750.00
21-Jun-02 Short at 985.50
-28.00 ($1,400.00)
$2,350.00
24-Jun-02 Long at 990.75
-5.25 ($262.50)
$2,087.50
25-Jun-02 Short at 983.75
-7.00
($350.00) $1,737.50
26-Jun-02 Long at 962.50
21.25
$1,062.50
$2,800.00
27-Jun-02 Short at 970.50
8.00
$400.00
$3,200.00
23-Jul-02 Long at 951.50
19.00
$950.00
$4,150.00
8-Jul-02 Short at 981.25
29.75 $1,487.50
$5,637.50
11-Jul-02 Long at 925.00
56.25 $2,812.50
$8,450.00
16-Jul-02 Short at 909.50
-15.50 ($775.00)
$7,675.00
19-Jul-02 Long at 872.50
37.00 $1,850.00
$9,525.00
25-Jul-02 Short at 837.75
-34.75 ($1,737.50)
$7,787.50
26-Jul-02 Long at 850.25
-12.50 ($625.00)
$7,162.50
31-Jul-02 Short at 896.00
45.75 $2,287.50
$9,450.00
6-Aug-02 Long at 856.75
39.25 $1,962.50
$11,412.50
7-Aug-02 Short at 867.50
10.75 $537.50
$11,950.00
8-Aug-02 Long at 885.00
-17.50 ($875.00)
$11,075.00
13-Aug-02 Short at 894.25
9.25 $462.50
$11,537.50
14-Aug-02 Long at 902.00
-7.75 ($387.50)
$11,150.00
16-Aug-02 Short at 920.25
18.25 $912.50
$12,062.50
19-Aug-02 Long at 935.25
-15.00 ($750.00)
$11,312.50
20-Aug-02 Short at 937.50
2.25 $112.50
$11,425.00
26-Aug-02 Long at 950.50
-13.00 ($650.00)
$10,775.00
27-Aug-02 Short at 939.75
-10.75 ($537.50)
$10,237.50
29-Aug-02 Long at 912.50
27.25 $1,362.50
$11,600.00
3-Sep-02 Short at 877.50
-35.00 ($1,750.00)
$9,850.00
4-Sep-02 Long at 886.75
-9.25 ($462.50)
$9,387.50
5-Sep-02 Short at 873.50
-13.25 ($662.50)
$8,725.00
9-Sep-02 Long at 896.00
-22.50 ($1,125.00)
$7,600.00
11-Sep-02 Short at 921.75
25.75 $1,287.50
$8,887.50
9-Sep-02 Long at 899.50
21.25 $1,087.50
$9,975.00
11-Sep-02 Short at 899.50
0.00 $ 0.00
$9,975.00
13-Sep-02 Long at 886.75
12.75 $612.50
$10,587.50
16-Sep-02 Short at 882.75
-4.00 ($200.00)
$10,387.50
18-Sep-02 Long at 872.75
10.00 $500.00
$10,887.50
27-Sep-02 Short at 842.75
-30.00 ($1,500.00) $9,387.50
30-Sep-02 Long at 823.75
19.00 $950.00
$10,337.50
2-Oct-02 Short at 834.25
10.50 $525.00
$10,862.50
8-Oct-02 Long at 800.50
33.75 $1,687.50 $12,550.00
9-Oct-02 Short at 778.50
-22.00 ($1,100.00) $11,450.00
10-Oct-02 Long at 786.75
-8.25 ($412.50)
$11,037.50
16-Oct-02 Short at 866.75
80.00 $4,000.00
$15,037.50
18-Oct-02 Long at 876.50
-9.75 ($487.50)
$14,550.00
21-Oct-02 Short at 873.00
-3.50 ($175.00)
$14,375.00
23-Oct-02 Long at 897.25
-24.25 ($1,212.50) $13,162.50
24-Oct-02 Short at 897.00
0.25 ($12.50)
$13,150.00
25-Oct-02 Long at 894.75
2.25 $112.50
$13,262.50
28-Oct-02 Short at 901.50
6.75 $337.50
$13,600.00
30-Oct-02 Long at 888.25
13.25 $662.50
$14,262.50
31-Oct-02 Short at 882.50
-5.75 ($287.50)
$13,975.00
1-Nov-02 Long at
892.00 -9.50
($475.00) $13,500.00
4-Nov-02 Short at 905.50
13.50 $675.00
$14,175.00
12-Nov-02 Long at 887.00
18.50 $925.00
$15,100.00
18-Nov-02 Short at 911.00
24.00 $1200.00
$16,300.00
19-Nov-02 Long at 900.00
11.00 $550.00
$16,850.00
25-Nov-02 Short at 923.25
23.25 $1,162.50 $18,012.50
27-Nov-02 Long at 924.00
-0.75 ($37.50)
$17,975.00
29-Nov-02 Short at 934.00 10.00
$500.00 $18,475.00
4-Dec-02 Long at 915.00
19.00 $950.00
$19,425.00
5-Dec-02 Short at 907.25
-7.75 ($387.50)
$19,037.50
6-Dec-02 Long at 899.75
7.50 $375.00
$19,412.50
9-Dec-02 Short at 897.50
-2.25 ($112.50)
$19,300.00
10-Dec-02 Long at 899.25
-1.75 ($87.50)
$19,212.50
17-Dec-02 Short at 902.00
2.75 $137.50
$19,350.00
19-Dec-02 Long at 893.00
9.00 $450.00
$19,800.00
23-Dec-02 Short at 890.50
-2.50 ($125.00)
$19,675.00
26-Dec-02 Long at 895.25
-4.75 ($237.50)
$19,437.50
27-Dec-02 Short at 882.25 -13.00
($650.00) $18,787.50
30-Dec-02 Long at 879.00
3.25 $162.50
$18,950.00
31-Dec-02 Short at 873.50
-5.50 ($275.00)
$18,675.00
2-Jan-03 Long at
896.75
(23.25) ($1,162.50) $17,512.50
7-Jan-03 Short at
920.50 23.75
$1,187.50 $18,700.00
9-Jan-03 Long at
919.50
1.00 $50.00
$18,750.00
13-Jan-03 Short at
921.50 2.00
$100.00 $18,850.00
16-Jan-03 Long at
924.50 (3.00)
($150.00) $18,700.00
21-Jan-03 Short at
894.50 (30.00)
($1,500.00) $17,200.00
22-Jan-03 Long at
888.75 5.75
$287.50 $17,487.50
24-Jan-03 Short at
877.50 (11.25)
($562.50) $16,925.00
27-Jan-03 Long at
857.50
20.00 $1,000.00
$17,925.00
29-Jan-03 Short at
845.75 (11.75)
($587.50) $17,337.50
31-Jan-03 Long at
840.50
5.25 $262.50
$17,600.00
5-Feb-03 Short at
841.00 0.50
$25.00 $17,625.00
6-Feb-03 Long at
843.00
(2.00) ($100.00)
$17,525.00
7-Feb-03 Short at
843.50 0.50
$25.00 $17,550.00
10-Feb-03 Long at
834.50
9.00 $450.00
$18,000.00
11-Feb-03 Short at
836.75 2.25
$112.50 $18,112.50
13-Feb-03 Long at
820.00
16.75 $837.50
$18,950.00
19-Feb-03 Short at
845.50 25.50
$1,275.00 $20,225.00
21-Feb-03 Long at
843.50
2.00 $100.00
$20,325.00
24-Feb-03 Short at
839.50 (4.00)
($200.00) $20,125.00
25-Feb-03 Long at
827.25
12.25 $612.50
$20,737.50
26-Feb-03 Short at
831.00 3.75
$187.50 $20,925.00
27-Feb-03 Long at
835.25
(4.25) ($212.50)
$20,712.50
3-Mar-03 Short at
846.25
11.00 $550.00
$21,262.50
5-Mar-03 Long at
822.75 23.50
$1,175.00 $22,437.50
6-Mar-03 Short at 821.25
(1.50) ($75.00)
$22,362.50
7-Mar-03 Long at 826.25
(5.00) ($250.00)
$22,112.50
10-Mar-03 Short at 816.50
(9.75) ($487.50) $21,625.00
11-Mar-03 Long at 813.00
3.50 $175.00
$21,800.00
13-Mar-03 Short at 812.75
0.25 $12.50
$21,812.50
14-Mar-03 Long at 834.00
(22.00) ($1,100.00) $20,712.50
14-Mar-03 Short at 829.50
(4.50) ($225.00)
$20,487.50
17-Mar-03 Long at 840.25 (10.75) ($537.50)
$19,950.00
18-Mar-03 Short at 860.25
20.00 $1000.00
$20,950.00
19-Mar-03 Long at 870.00
(9.75) ( $487.50) $20,462.50
20-Mar-03 Short at 863.50
(6.50) ($325.00) $20,137.50
25-Mar-03 Long at 870.25
(6.75) ($337.50)
$19,800.00
3-Apr-03 Short at 883.00
12.75 $637.50
$20,437.50
9-Apr-03 Long at 882.00
1.00
$50.00 $20,487.50
11-Apr-03 Short at 876.75
(5.25) ($262.50)
$20,225.00
14-Apr-03 Long at 874.50
2.25 $112.50
$20,337.50
15-Apr-03 Short at 880.75
6.25 $312.50
$20,650.00
17-Apr-03 Long at 883.25
(2.50) ($125.00) $20,525.00
21-Apr-03 Short at 892.25
9.00 $450.00
$20,975.00
22-Apr-03 Long at 898.00 (5.75)
($287.50) $20,687.50
23-Apr-03 Short at 908.75
10.75 $537.50 $21,225.00
28-Apr-03 Long at 905.25
3.50 $175.00
$21,400.00
30-Apr-03 Short at 912.00
6.75 $337.50
$21,737.50
2-May-03 Long at 924.25
(12.25) ($612.50)
$21,125.00
5-May-03 Short at 927.75
3.50 $175.00
$21,300.00
6-May-03 Long at 930.00
(2.25) ($112.50)
$21,187.50
7-May-03 Short at 926.75
(3.25) ($162.50)
$21,025.00
8-May-03 Long at 923.25
3.50 $175.00
$21,200.00
14-May-03 Short at 941.50
18.25 $912.50
$22,112.50
15-May-03 Long at 948.50
(7.00) ($350.00)
$21,762.50
16-May-03 Short at 941.25 (7.25)
($362.50) $21,400.00
19-May-03 Long at 939.50
1.75 $87.50
$21,487.50
20-May-03 Short at 912.00
(27.50) ($1,375.00)
$20,112.50
22-May-03 Long at 932.75
(20.75) ($1,037.50)
$19,075.00
23-May-03 Short at 927.50 (5.25)
($262.50) $18,812.50
27-May-03 Long at 932.75
(5.25) ($262.50)
$18,550.00
28-May-03 Short at 949.75
17.00 $850.00
$19,400.00
29-May-03 Long at 955.25
(5.50) ($275.00)
$19,125.00
2-Jun-03 Short at 968.25
13.00
$650.00 $19,775.00
4-Jun-03 Long at 980.00
(11.75) ($587.50)
$19,187.50
6-Jun-03 Short at 996.75
16.75 $837.50
$20,025.00
10-Jun-03 Long at 982.25
14.50 $725.00
$20,750.00
11-Jun-03 Short at 982.25
(0.00) ($0.00)
$20,750.00
16-Jun-03 Long at 997.125
(14.875) ($743.75)
$20,006.25
17-Jun-03 Short at 1012.25 15.125
$756.25 $20,762.50
18-Jun-03 Long at 1013.75
(1.50) ($75.00)
$20,687.50
19-Jun-03 Short at 1002.50 (11.25) ($562.50)
$20,125.00
25-Jun-03 Long at 983.75
18.75 $937.50
$21,062.50
3-Jul-03 Short at 983.50 (0.25)
($12.50) $21,050.00
7-Jul-03 Long at 996.75
(13.25) ($662.50) $20,387.50
8-Jul-03 Short at 997.75
1.00
$50.00 $20,437.50
11-Jul-03 Long at 994.00
3.75 $187.50
$20,625.00
14-Jul-03 Short at 1006.00 12.00
$600.00 $21,225.00
17-Jul-03 Long at 989.50
16.50 $825.00
$22,050.00
21-Jul-03 Short at 985.75 (3.75)
($187.50) $21,862.50
22-Jul-03 Long at 986.00
(0.25) ($12.50)
$21,850.00
24-Jul-03 Short at 991.25
5.25 $262.50
$22,112.50
25-Jul-03 Long at 985.50
5.75 $287.50
$22,400.00
28-Jul-03 Short at 995.00
9.50 $475.00
$22,875.00
31-Jul-03 Long at 1001.50 (6.50)
($325.00) $22,550.00
1-Aug-03 Short at 983.00 (18.50) ($925.00)
$21,625.00
4-Aug-03 Long at 984.25
(1.25) ($62.50)
$21,562.50
5-Aug-03 Short at 975.50
(8.75) ($437.50)
$21,125.00
6-Aug-03 Long at 966.75
8.75 $437.50
$21,562.50
8-Aug-03 Short at 974.75 8.00
$400.00
$21,962.50
11-Aug-03 Long at 981.25
(6.50) ($325.00)
$21,637.50
13-Aug-03 Short at 990.25 9.00
$450.00 $22,087.50
14-Aug-03 Long at 990.25
0.50 $25.00
$22,112.50
18-Aug-03 Short at 992.50
2.25 $112.50
$22,225.00
25-Aug-03 Long at 994.25
(1.75) ($87.50)
$22,137.50
26-Aug-03 Short at 987.25 (7.00)
($350.00) $21,787.50
28-Aug-03 Long at 1002.75
(15.50) ($775.00) $21,012.50
2-Sep-03 Short at 1008.75
6.00 $300.00
$21,312.500
8-Sep-03 Long at 1027.75
(19.00) ($950.00)
$20,362.50
9-Sep-03 Short at 1025.50
(2.25) ($112.50)
$20,250.00
10-Sep-03 Long at 1021.00
4.50 $225.00
$20,475.00
12-Sep-03 Short at 1009.50 (11.00) ($550.00)
$19,925.00
16-Sep-03 Long at 1015.50
(6.00) ($300.00)
$19,625.00
17-Sep-03 Short at 1023.75
8.25 $412.50
$20,037.50
18-Sep-03 Long at 1028.00
(4.25) ($212.50)
$19,825.00
19-Sep-03 Short at 1029.50 1.50
$75.00 $19,900.00
23-Sep-03 Long at 1024.00
5.50 $275.00
$20,175.00
24-Sep-03 Short at 1021.25 (2.75)
($137.50) $20,037.50
25-Sep-03 Long at 1014.00 7.25
$362.50 $20,400.00
30-Sep-03 Short at 996.75 (17.25)
($862.50) $19,537.50
1-Oct-03 Long at 1000.25
(3.50) ($175.00) $19,362.50
3-Oct-03 Short at 1030.25 30.00
$1500.00 $20,862.50
6-Oct-03 Long at 1033.25
(3.00) ($150.00)
$20,712.50
7-Oct-03 Short at 1025.75 (7.50)
($375.00) $20,337.50
14-Oct-03 Long at 1049.00
(23.25) ($1,162.50)
$19,175.00
15-Oct-03 Short at 1051.00 2.00
$100.00 $19,275.00
16-Oct-03 Long at 1051.50
(0.50) ($25.00)
$19,250.00
17-Oct-03 Short at 1043.75 (7.75) ($387.50)
$18,862.50
20-Oct-03 Long at 1043.00 0.75
$37.50 $18900.00
21-Oct-03 Short at 1043.00
0.00 $0.00
$18900.00
22-Oct-03 Long at 1036.00
7.00 $350.00
$19,250.00
27-Oct-03 Short at 1029.00 (7.00)
($350.00) $18,900.00
28-Oct-03 Long at 1036.50
(7.50) ($375.00)
$18,525.00
30-Oct-03 Short at 1051.50
15.00 $750.00
$19,275.00
3-Nov-03 Long at 1053.50
(2.00) ($100.00)
$19,175.00
4-Nov-03 Short at 1052.00
(1.50) ($75.00)
$19,100.00
5-Nov-03 Long at 1050.75
1.25
$62.50
$19,162.50
6-Nov-03 Short at 1048.00
(2.75) ($137.50)
$19,025.00
12-Nov-03 Long at 1047.25
0.75
$37.50 $19,062.50
14-Nov-03 Short at 1053.50 6.25
$312.50 $19,375.00
19-Nov-03 Long at 1037.75
15.75 $787.50
$20,162.50
26-Nov-03 Short at 1051.75 14.00
$700.00 $20,862.50
28-Nov-03 Long at 1060.00 (8.25)
($412.50) $20,450.00
1-Dec-03 Short at 1061.50 1.50
$75.00
$20,525.00
3-Dec-03 Long at 1071.50
(10.00) ($500.00)
$20,025.00
5-Dec-03 Short at 1063.25
(8.25) ($412.50)
$19,612.50
8-Dec-03 Long at 1069.50
(6.25) ($312.50)
$19,300.00
9-Dec-03 Short at 1070.75
1.25
$62.50 $19,362.50
11-Dec-03 Long at 1061.50 9.25
$462.50
$19,825.00
15-Dec-03 Short at 1082.25
20.75 $1,037.50
$20,862.50
16-Dec-03 Long at 1071.75
10.50
$525.00 $21,387.50
17-Dec-03 Short at 1070.50 (1.25)
($62.50) $21,325.00
18-Dec-03 Long at 1085.25
(14.75) ($737.50)
$20,587.50
19-Dec-03 Short at 1087.75
2.50 $125.00
$20,712.50
22-Dec-03 Long at 1090.50
(2.75) ($137.50)
$20,575.00
31-Dec-03 Short at 1106.00
15.50 $775.00
$21,350.00
5-Jan-04 Long at 1117.50
(11.50) ($575.00)
$20,775.00
Performance Summary
Total Net Profit (before commission)
$20,775.00
Total Net Profit (after commission of $12.88
roundturn)
$17,541.00
Total # of trades
251
Percent profitable
49.40%
Number winning trades 124 Number losing trades
127
Average winning trade $603.36 Average losing
trade ($450.99)
Ratio avg win/avg loss 1.31
Max drawdown
($4,462.50) |
