TOTAL Portfolio TS Fast and Furious DAX Account

Symbol

System Curr. Total Profit

Profit Total % Prof Factor Trades

Avg Trade

Ratio W/L

DDown Max

DDown Curr

Avg Winning Trd

Avg Last Losing First Trade Last Trade DDM Date Pos Trd

Time in Market

Night in Avg Max Max Trades WLF Market Contract IntrD OverN By Day

TS Fast and Fast and Furious DAX/EUREX EUR 195.739,50 Furious DAX

1,51

1.003 33,60%

195,15

2,9932 15.561,50 5.958,50

1.709,57

-571,15 03/01/2000 29/12/2014 C

31/08/2007

16,50%

0,00%

63,68

3

0

1,11 0,84

EUR 195.739,50

1,51

1.003 33,60%

195,15

2,9932 15.561,50 5.958,50

1.709,57

-571,15 03/01/2000 29/12/2014 C

31/08/2007

16,50%

0,00%

63,68

3

0

1,11 0,84

Portfolio data Portfolio TS Fast and Furious DAX System/Symbol DAX/EUREX

Worst Case Position 3

Worst Case Notional 498.525,00

Max intraday Position +3

Max intraday Notional +498.525,00

Max overnight Position

Max overnight Notional 0

0,00

Portfolio TS Fast and Furious DAX - Monthly Year 2000

2001

2002

2003

2004

2005

2006

2007

2008

2009

2010

Jan 0,00 6.238,50 100,00% 6.238,50 16.567,50 13.494,00 -18,55% -3.073,50 23.380,00 24.552,50 5,01% 1.172,50 34.968,50 37.098,50 6,09% 2.130,00 56.557,50 59.371,50 4,98% 2.814,00 72.123,00 71.964,00 -0,22% -159,00 77.281,50 76.083,00 -1,55% -1.198,50 84.185,50 86.312,50 2,53% 2.127,00 93.387,50 97.051,00 3,92% 3.663,50 109.283,00 113.746,50 4,08% 4.463,50 128.066,00 142.509,50 11,28% 14.443,50

Feb 6.238,50 10.206,50 63,61% 3.968,00 13.494,00 15.391,00 14,06% 1.897,00 24.552,50 23.691,00 -3,51% -861,50 37.098,50 35.220,50 -5,06% -1.878,00 59.371,50 58.312,50 -1,78% -1.059,00 71.964,00 70.329,00 -2,27% -1.635,00 76.083,00 73.110,00 -3,91% -2.973,00 86.312,50 84.176,50 -2,47% -2.136,00 97.051,00 92.702,50 -4,48% -4.348,50 113.746,50 111.230,50 -2,21% -2.516,00 142.509,50 141.752,00 -0,53% -757,50

Mar 10.206,50 15.991,00 56,67% 5.784,50 15.391,00 17.521,50 13,84% 2.130,50 23.691,00 22.592,00 -4,64% -1.099,00 35.220,50 34.666,50 -1,57% -554,00 58.312,50 64.249,00 10,18% 5.936,50 70.329,00 66.420,00 -5,56% -3.909,00 73.110,00 70.624,50 -3,40% -2.485,50 84.176,50 81.994,50 -2,59% -2.182,00 92.702,50 92.157,50 -0,59% -545,00 111.230,50 119.923,00 7,81% 8.692,50 141.752,00 140.628,50 -0,79% -1.123,50

Apr 15.991,00 14.291,50 -10,63% -1.699,50 17.521,50 15.372,50 -12,26% -2.149,00 22.592,00 27.769,00 22,92% 5.177,00 34.666,50 37.642,50 8,58% 2.976,00 64.249,00 62.902,00 -2,10% -1.347,00 66.420,00 69.336,00 4,39% 2.916,00 70.624,50 69.375,00 -1,77% -1.249,50 81.994,50 83.154,00 1,41% 1.159,50 92.157,50 99.842,00 8,34% 7.684,50 119.923,00 119.749,00 -0,15% -174,00 140.628,50 139.813,50 -0,58% -815,00

May 14.291,50 16.397,00 14,73% 2.105,50 15.372,50 16.190,00 5,32% 817,50 27.769,00 29.553,50 6,43% 1.784,50 37.642,50 45.175,00 20,01% 7.532,50 62.902,00 63.064,50 0,26% 162,50 69.336,00 64.314,00 -7,24% -5.022,00 69.375,00 79.185,50 14,14% 9.810,50 83.154,00 85.775,50 3,15% 2.621,50 99.842,00 98.597,00 -1,25% -1.245,00 119.749,00 129.016,50 7,74% 9.267,50 139.813,50 140.806,00 0,71% 992,50

Jun 16.397,00 16.556,00 0,97% 159,00 16.190,00 15.795,50 -2,44% -394,50 29.553,50 27.716,50 -6,22% -1.837,00 45.175,00 44.477,50 -1,54% -697,50 63.064,50 64.443,00 2,19% 1.378,50 64.314,00 62.167,50 -3,34% -2.146,50 79.185,50 83.694,50 5,69% 4.509,00 85.775,50 83.555,50 -2,59% -2.220,00 98.597,00 97.231,00 -1,39% -1.366,00 129.016,50 129.409,50 0,30% 393,00 140.806,00 140.573,00 -0,17% -233,00

Jul 16.556,00 17.995,00 8,69% 1.439,00 15.795,50 15.284,00 -3,24% -511,50 27.716,50 35.051,00 26,46% 7.334,50 44.477,50 49.705,00 11,75% 5.227,50 64.443,00 63.456,00 -1,53% -987,00 62.167,50 60.219,00 -3,13% -1.948,50 83.694,50 85.553,50 2,22% 1.859,00 83.555,50 82.926,50 -0,75% -629,00 97.231,00 93.940,50 -3,38% -3.290,50 129.409,50 127.131,00 -1,76% -2.278,50 140.573,00 140.161,00 -0,29% -412,00

Aug 17.995,00 15.417,50 -14,32% -2.577,50 15.284,00 15.239,50 -0,29% -44,50 35.051,00 32.869,00 -6,23% -2.182,00 49.705,00 48.908,50 -1,60% -796,50 63.456,00 67.522,50 6,41% 4.066,50 60.219,00 61.947,00 2,87% 1.728,00 85.553,50 94.597,50 10,57% 9.044,00 82.926,50 79.624,00 -3,98% -3.302,50 93.940,50 100.650,50 7,14% 6.710,00 127.131,00 129.636,50 1,97% 2.505,50 140.161,00 140.295,00 0,10% 134,00

Sep 15.417,50 15.106,00 -2,02% -311,50 15.239,50 14.619,50 -4,07% -620,00 32.869,00 32.494,50 -1,14% -374,50 48.908,50 52.448,50 7,24% 3.540,00 67.522,50 66.450,00 -1,59% -1.072,50 61.947,00 67.738,50 9,35% 5.791,50 94.597,50 88.239,00 -6,72% -6.358,50 79.624,00 84.975,00 6,72% 5.351,00 100.650,50 102.509,50 1,85% 1.859,00 129.636,50 126.725,00 -2,25% -2.911,50 140.295,00 144.150,50 2,75% 3.855,50

Oct 15.106,00 16.491,00 9,17% 1.385,00 14.619,50 13.361,50 -8,60% -1.258,00 32.494,50 31.187,00 -4,02% -1.307,50 52.448,50 56.179,50 7,11% 3.731,00 66.450,00 68.514,00 3,11% 2.064,00 67.738,50 70.815,00 4,54% 3.076,50 88.239,00 87.090,00 -1,30% -1.149,00 84.975,00 84.806,50 -0,20% -168,50 102.509,50 99.993,50 -2,45% -2.516,00 126.725,00 129.446,50 2,15% 2.721,50 144.150,50 144.243,00 0,06% 92,50

Nov 16.491,00 16.154,00 -2,04% -337,00 13.361,50 15.333,50 14,76% 1.972,00 31.187,00 32.005,00 2,62% 818,00 56.179,50 58.743,00 4,56% 2.563,50 68.514,00 69.243,00 1,06% 729,00 70.815,00 73.767,00 4,17% 2.952,00 87.090,00 85.518,00 -1,81% -1.572,00 84.806,50 92.207,50 8,73% 7.401,00 99.993,50 114.315,00 14,32% 14.321,50 129.446,50 128.368,50 -0,83% -1.078,00 144.243,00 150.144,00 4,09% 5.901,00

Dec 16.154,00 16.567,50 2,56% 413,50 15.333,50 23.380,00 52,48% 8.046,50 32.005,00 34.968,50 9,26% 2.963,50 58.743,00 56.557,50 -3,72% -2.185,50 69.243,00 72.123,00 4,16% 2.880,00 73.767,00 77.281,50 4,76% 3.514,50 85.518,00 84.185,50 -1,56% -1.332,50 92.207,50 93.387,50 1,28% 1.180,00 114.315,00 109.283,00 -4,40% -5.032,00 128.368,50 128.066,00 -0,24% -302,50 150.144,00 148.415,50 -1,15% -1.728,50

148.415,50 147.942,00 -0,32% -473,50 178.954,00 179.971,50 0,57% 1.017,50 181.161,50 182.453,00 0,71% 1.291,50 188.068,50 194.774,00 3,57% 6.705,50

2011

2012

2013

2014

147.942,00 160.032,00 8,17% 12.090,00 179.971,50 177.785,00 -1,21% -2.186,50 182.453,00 185.005,50 1,40% 2.552,50 194.774,00 195.191,50 0,21% 417,50

160.032,00 159.354,00 -0,42% -678,00 177.785,00 178.186,00 0,23% 401,00 185.005,50 184.077,00 -0,50% -928,50 195.191,50 196.184,00 0,51% 992,50

159.354,00 161.125,00 1,11% 1.771,00 178.186,00 174.987,00 -1,80% -3.199,00 184.077,00 188.657,50 2,49% 4.580,50 196.184,00 198.756,00 1,31% 2.572,00

161.125,00 160.451,00 -0,42% -674,00 174.987,00 172.471,00 -1,44% -2.516,00 188.657,50 188.875,00 0,12% 217,50 198.756,00 201.536,00 1,40% 2.780,00

160.451,00 163.035,50 1,61% 2.584,50 172.471,00 172.018,00 -0,26% -453,00 188.875,00 188.784,00 -0,05% -91,00 201.536,00 198.308,50 -1,60% -3.227,50

163.035,50 162.999,00 -0,02% -36,50 172.018,00 170.410,50 -0,93% -1.607,50 188.784,00 188.873,00 0,05% 89,00 198.308,50 196.668,50 -0,83% -1.640,00

162.999,00 161.058,00 -1,19% -1.941,00 170.410,50 182.157,50 6,89% 11.747,00 188.873,00 188.878,00 0,00% 5,00 196.668,50 195.091,00 -0,80% -1.577,50

161.058,00 159.171,00 -1,17% -1.887,00 182.157,50 182.157,50 0,00% 0,00 188.878,00 188.508,00 -0,20% -370,00 195.091,00 195.658,50 0,29% 567,50

159.171,00 170.343,00 7,02% 11.172,00 182.157,50 181.680,00 -0,26% -477,50 188.508,00 187.871,00 -0,34% -637,00 195.658,50 198.492,50 1,45% 2.834,00

170.343,00 173.615,50 1,92% 3.272,50 181.680,00 182.535,50 0,47% 855,50 187.871,00 186.326,00 -0,82% -1.545,00 198.492,50 196.739,00 -0,88% -1.753,50

173.615,50 178.954,00 3,07% 5.338,50 182.535,50 181.161,50 -0,75% -1.374,00 186.326,00 188.068,50 0,94% 1.742,50 196.739,00 195.739,50 -0,51% -999,50

Portfolio TS Fast and Furious DAX - Quarterly Year 2000

2001

2002

2003

2004

2005

2006

2007

2008

2009

2010

Q1

Q2 0,00 15.991,00 100,00% 15.991,00 16.567,50 17.521,50 5,76% 954,00 23.380,00 22.592,00 -3,37% -788,00 34.968,50 34.666,50 -0,86% -302,00 56.557,50 64.249,00 13,60% 7.691,50 72.123,00 66.420,00 -7,91% -5.703,00 77.281,50 70.624,50 -8,61% -6.657,00 84.185,50 81.994,50 -2,60% -2.191,00 93.387,50 92.157,50 -1,32% -1.230,00 109.283,00 119.923,00 9,74% 10.640,00 128.066,00 140.628,50 9,81% 12.562,50

Q3 15.991,00 16.556,00 3,53% 565,00 17.521,50 15.795,50 -9,85% -1.726,00 22.592,00 27.716,50 22,68% 5.124,50 34.666,50 44.477,50 28,30% 9.811,00 64.249,00 64.443,00 0,30% 194,00 66.420,00 62.167,50 -6,40% -4.252,50 70.624,50 83.694,50 18,51% 13.070,00 81.994,50 83.555,50 1,90% 1.561,00 92.157,50 97.231,00 5,51% 5.073,50 119.923,00 129.409,50 7,91% 9.486,50 140.628,50 140.573,00 -0,04% -55,50

Q4 16.556,00 15.106,00 -8,76% -1.450,00 15.795,50 14.619,50 -7,45% -1.176,00 27.716,50 32.494,50 17,24% 4.778,00 44.477,50 52.448,50 17,92% 7.971,00 64.443,00 66.450,00 3,11% 2.007,00 62.167,50 67.738,50 8,96% 5.571,00 83.694,50 88.239,00 5,43% 4.544,50 83.555,50 84.975,00 1,70% 1.419,50 97.231,00 102.509,50 5,43% 5.278,50 129.409,50 126.725,00 -2,07% -2.684,50 140.573,00 144.150,50 2,54% 3.577,50

15.106,00 16.567,50 9,67% 1.461,50 14.619,50 23.380,00 59,92% 8.760,50 32.494,50 34.968,50 7,61% 2.474,00 52.448,50 56.557,50 7,83% 4.109,00 66.450,00 72.123,00 8,54% 5.673,00 67.738,50 77.281,50 14,09% 9.543,00 88.239,00 84.185,50 -4,59% -4.053,50 84.975,00 93.387,50 9,90% 8.412,50 102.509,50 109.283,00 6,61% 6.773,50 126.725,00 128.066,00 1,06% 1.341,00 144.150,50 148.415,50 2,96% 4.265,00

148.415,50 159.354,00 7,37% 10.938,50 178.954,00 178.186,00 -0,43% -768,00 181.161,50 184.077,00 1,61% 2.915,50 188.068,50 196.184,00 4,32% 8.115,50

2011

2012

2013

2014

159.354,00 163.035,50 2,31% 3.681,50 178.186,00 172.018,00 -3,46% -6.168,00 184.077,00 188.784,00 2,56% 4.707,00 196.184,00 198.308,50 1,08% 2.124,50

163.035,50 159.171,00 -2,37% -3.864,50 172.018,00 182.157,50 5,89% 10.139,50 188.784,00 188.508,00 -0,15% -276,00 198.308,50 195.658,50 -1,34% -2.650,00

159.171,00 178.954,00 12,43% 19.783,00 182.157,50 181.161,50 -0,55% -996,00 188.508,00 188.068,50 -0,23% -439,50 195.658,50 195.739,50 0,04% 81,00

Portfolio TS Fast and Furious DAX - Yearly Decade 2000

2010

Y0 0,00 16.567,50 100,00% 16.567,50 128.066,00 148.415,50 15,89% 20.349,50

Y1 16.567,50 23.380,00 41,12% 6.812,50 148.415,50 178.954,00 20,58% 30.538,50

Y2 23.380,00 34.968,50 49,57% 11.588,50 178.954,00 181.161,50 1,23% 2.207,50

Y3 34.968,50 56.557,50 61,74% 21.589,00 181.161,50 188.068,50 3,81% 6.907,00

Y4 56.557,50 72.123,00 27,52% 15.565,50 188.068,50 195.739,50 4,08% 7.671,00

Y5 72.123,00 77.281,50 7,15% 5.158,50

Y6 77.281,50 84.185,50 8,93% 6.904,00

Y7 84.185,50 93.387,50 10,93% 9.202,00

Y8 93.387,50 109.283,00 17,02% 15.895,50

Y9 109.283,00 128.066,00 17,19% 18.783,00