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| 全體 | 買進 | 賣出 | |
| 純益 | 1,133,600.00 | 547,200.00 | 586,400.00 |
| 未結算收益/損失 | 9,600.00 | 9,600.00 | 0 |
| 總收益 | 1,434,600.00 | 695,000.00 | 739,600.00 |
| 總損失 | -301,000.00 | -147,800.00 | -153,200.00 |
| 交易回數 | 450 | 234 | 216 |
| 升率(%) | 32.89% | 36.75% | 28.70% |
| 收益交易回數 | 148 | 86 | 62 |
| 損失交易回數 | 302 | 148 | 154 |
| 最大收益 | 41,400.00 | 38,800.00 | 41,400.00 |
| 最大損失 | -1,000.00 | -1,000.00 | -1,000.00 |
| 平均收益 | 9,693.24 | 8,081.40 | 11,929.03 |
| 平均損失 | -996.69 | -998.65 | -994.81 |
| 平均收益比率(倍) | 9.73 | 8.09 | 11.99 |
| 平均各買賣損益 | 2,519.11 | 2,338.46 | 2,714.81 |
| 最大連續收益買賣數 | 4 | 3 | 4 |
| 最大連續損失買賣數 | 13 | 14 | 14 |
| 平均收益Bar數 | 6 | 6 | 5 |
| 平均損失Bar數 | 2 | 2 | 0 |
| 最大評價損失幅 | -22,400.00 | -21,800.00 | -26,600.00 |
| 賠償比率 | 4.77 | 4.7 | 4.83 |
| 最大未結算數 | 1 | 1 | 1 |
| 最小必要成本 | 22,400.00 | 21,800.00 | 26,600.00 |
| 最小必要成本漲跌純益(%) | 5060.71% | 2510.09% | 2204.51% |
| Monthly Average Analysis (Mark-To-Market) | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| January | 82,700.00 | 26.85% | 8.19 | 19.50 | 41.03% |
| February | 16,100.00 | 4.12% | 2.69 | 12.50 | 24.00% |
| March | 40,400.00 | 9.93% | 3.87 | 20.50 | 29.27% |
| April | 46,200.00 | 10.33% | 4.70 | 18.50 | 32.43% |
| May | 39,300.00 | 7.97% | 3.91 | 18.50 | 27.03% |
| June | 36,300.00 | 6.81% | 4.03 | 18.00 | 33.33% |
| July | 54,500.00 | 9.58% | 5.19 | 19.50 | 33.33% |
| August | 92,400.00 | 14.82% | 7.84 | 21.00 | 35.71% |
| September | 62,500.00 | 8.73% | 6.48 | 18.00 | 36.11% |
| October | 28,200.00 | 5.43% | 4.53 | 12.00 | 33.33% |
| November | 30,000.00 | 12.04% | 3.22 | 20.00 | 32.50% |
| December | 28,900.00 | 10.35% | 3.06 | 21.50 | 34.88% |
| Monthly Analysis (Mark-To-Market) | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 2011-10 | 43,600.00 | 3.97% | 6.45 | 14.00 | 42.86% |
| 2011-09 | 88,600.00 | 8.76% | 7.82 | 21.00 | 38.10% |
| 2011-08 | 165,400.00 | 19.56% | 13.72 | 21.00 | 38.10% |
| 2011-07 | 24,800.00 | 3.02% | 2.65 | 19.00 | 21.05% |
| 2011-06 | 43,000.00 | 5.53% | 4.58 | 18.00 | 33.33% |
| 2011-05 | 41,200.00 | 5.59% | 4.17 | 18.00 | 27.78% |
| 2011-04 | 71,400.00 | 10.73% | 9.93 | 17.00 | 52.94% |
| 2011-03 | 61,800.00 | 10.24% | 5.75 | 21.00 | 38.10% |
| 2011-02 | 5,000.00 | 0.84% | 1.50 | 12.00 | 16.67% |
| 2011-01 | 64,400.00 | 12.06% | 6.85 | 19.00 | 42.11% |
| 2010-12 | 11,000.00 | 2.10% | 1.73 | 22.00 | 31.82% |
| 2010-11 | 20,800.00 | 4.14% | 2.73 | 20.00 | 40.00% |
| 2010-10 | 45,000.00 | 9.84% | 4.75 | 18.00 | 33.33% |
| 2010-09 | 36,400.00 | 8.65% | 4.71 | 15.00 | 33.33% |
| 2010-08 | 19,400.00 | 4.83% | 2.39 | 21.00 | 33.33% |
| 2010-07 | 84,200.00 | 26.54% | 8.65 | 20.00 | 45.00% |
| 2010-06 | 29,600.00 | 10.29% | 3.47 | 18.00 | 33.33% |
| 2010-05 | 37,400.00 | 14.95% | 3.67 | 19.00 | 26.32% |
| 2010-04 | 21,000.00 | 9.16% | 2.24 | 20.00 | 15.00% |
| 2010-03 | 19,000.00 | 9.04% | 2.25 | 20.00 | 20.00% |
| 2010-02 | 27,200.00 | 14.86% | 4.02 | 13.00 | 30.77% |
| 2010-01 | 101,000.00 | 123.17% | 9.42 | 20.00 | 40.00% |
| 2009-12 | 46,800.00 | 132.95% | 4.60 | 21.00 | 38.10% |
| 2009-11 | 39,200.00 | 980.00% | 3.61 | 20.00 | 25.00% |
| 2009-10 | -4,000.00 | --- | 0.00 | 4.00 | 0.00% |
| Monthly Rolling Period Analysis (Mark-To-Market) | |||||
| Period | Net Profit | % Gain | Profit Factor | # Trades | % Profitable |
| 2011-10 ~ 2011-10 | 43,600.00 | 3.97% | 6.45 | 14.00 | 42.86% |
| 2011-09 ~ 2011-10 | 132,200.00 | 13.08% | 7.30 | 35.00 | 40.00% |
| 2011-08 ~ 2011-10 | 297,600.00 | 35.19% | 9.75 | 56.00 | 39.29% |
| 2011-07 ~ 2011-10 | 322,400.00 | 39.28% | 7.58 | 75.00 | 34.67% |
| 2011-06 ~ 2011-10 | 365,400.00 | 46.98% | 6.99 | 93.00 | 34.41% |
| 2011-05 ~ 2011-10 | 406,600.00 | 55.20% | 6.49 | 111.00 | 33.33% |
| 2011-04 ~ 2011-10 | 478,000.00 | 71.86% | 6.83 | 128.00 | 35.94% |
| 2011-03 ~ 2011-10 | 539,800.00 | 89.46% | 6.68 | 149.00 | 36.24% |
| 2011-02 ~ 2011-10 | 544,800.00 | 91.04% | 6.19 | 161.00 | 34.78% |
| 2011-01 ~ 2011-10 | 609,200.00 | 114.08% | 6.25 | 180.00 | 35.56% |
| 2010-12 ~ 2011-10 | 620,200.00 | 118.59% | 5.73 | 202.00 | 35.15% |
| 2010-11 ~ 2011-10 | 641,000.00 | 127.64% | 5.48 | 222.00 | 35.59% |
| 2010-10 ~ 2011-10 | 686,000.00 | 150.04% | 5.43 | 240.00 | 35.42% |
| 2010-09 ~ 2011-10 | 722,400.00 | 171.67% | 5.38 | 255.00 | 35.29% |
| 2010-08 ~ 2011-10 | 741,800.00 | 184.80% | 5.15 | 276.00 | 35.14% |
| 2010-07 ~ 2011-10 | 826,000.00 | 260.40% | 5.35 | 296.00 | 35.81% |
| 2010-06 ~ 2011-10 | 855,600.00 | 297.50% | 5.24 | 314.00 | 35.67% |
| 2010-05 ~ 2011-10 | 893,000.00 | 356.91% | 5.14 | 333.00 | 35.14% |
| 2010-04 ~ 2011-10 | 914,000.00 | 398.78% | 4.93 | 353.00 | 33.99% |
| 2010-03 ~ 2011-10 | 933,000.00 | 443.86% | 4.76 | 373.00 | 33.24% |
| 2010-02 ~ 2011-10 | 960,200.00 | 524.70% | 4.74 | 386.00 | 33.16% |
| 2010-01 ~ 2011-10 | 1,061,200.00 | 1,294.15% | 4.94 | 406.00 | 33.50% |
| 2009-12 ~ 2011-10 | 1,108,000.00 | 3,147.73% | 4.93 | 427.00 | 33.72% |
| 2009-11 ~ 2011-10 | 1,147,200.00 | 28,680.00% | 4.86 | 447.00 | 33.33% |
| 2009-10 ~ 2011-10 | 1,143,200.00 | --- | 4.80 | 451.00 | 33.04% |
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