Analysis of a GeniusTrader backtest

Analysis of SY:Generic {S:Generic:CrossOverUp {I:DMI/3 14} 12} {S:Generic:CrossOverDown {I:DMI/3 14} -12}|CS:Generic {S:Generic:CrossOverDown {I:DMI/3 14} 12} {S:Generic:CrossOverUp {I:DMI/3 14} -12}|MM:Basic

Value of portfolio (green) vs. buy and hold (red)

## Global analysis (full portfolio always invested)
Analysis of the portfolio (1993-01-04 / 2004-03-08) :
-----------------------------------------------------
Performance :  1332% ( 27.0%)	  Buy & Hold : -30.2% ( -3.2%) () => by year
MaxDrawDown :       41.8%  B&H MaxDrawDown :    97.6%
Best performance :  1645%  Worst performance :  -2.3%
Net gain :      133184.12  Gross gain :     133184.12

Trades statistics :
Number of gains :     106  Number of losses :     122  Win. ratio :   46.5%
Max consec. win :       5  Max consec. loss :       9
Average gain :      6.97%  Average loss :      -3.62%  Avg. perf  :   1.17%
Biggest gain :     57.00%  Biggest loss :     -18.69%  Profit fac :    1.92
Sum of gains :  374544.14  Sum of losses : -241360.01  Risk of ruin : 48.6%

History of the portfolio

Trade #	Code	Type	Shares	Entry Date	Entry Price	Exit Date	Exit Price	Return
0	FR0000130007	Short	511	1993-02-08	19.5135	1993-02-12	19.2696	1.25%
1	FR0000130007	Long	524	1993-02-18	19.3915	1993-02-19	19.3610	-0.16%
2	FR0000130007	Long	512	1993-02-23	19.6354	1993-02-24	19.5440	-0.47%
3	FR0000130007	Long	503	1993-03-02	19.9098	1993-03-03	20.2147	1.53%
4	FR0000130007	Long	508	1993-03-04	20.1233	1993-03-15	19.8794	-1.21%
5	FR0000130007	Long	493	1993-03-31	20.3977	1993-04-21	20.3977	0.00%
6	FR0000130007	Short	512	1993-04-26	19.6354	1993-04-28	19.7879	-0.78%
7	FR0000130007	Short	503	1993-04-30	19.7879	1993-05-06	20.2757	-2.47%
8	FR0000130007	Short	497	1993-05-10	19.5440	1993-06-04	18.8427	3.59%
9	FR0000130007	Long	520	1993-06-09	19.4525	1993-07-01	19.9708	2.66%
10	FR0000130007	Long	529	1993-07-02	19.6354	1993-07-05	19.4525	-0.93%
11	FR0000130007	Long	508	1993-07-16	20.1842	1993-07-19	20.0318	-0.76%
12	FR0000130007	Long	514	1993-07-27	19.7879	1993-07-28	20.0013	1.08%
13	FR0000130007	Long	521	1993-07-29	19.7574	1993-08-05	20.6111	4.32%
14	FR0000130007	Long	513	1993-08-06	21.0380	1993-09-09	22.5015	6.96%
15	FR0000130007	Short	525	1993-09-17	22.0136	1993-10-04	22.3795	-1.66%
16	FR0000130007	Long	497	1993-10-08	22.8064	1993-10-11	22.8369	0.13%
17	FR0000130007	Long	503	1993-10-15	22.5625	1993-11-08	22.6844	0.54%
18	FR0000130007	Short	497	1993-11-22	22.5320	1993-11-29	23.2027	-2.98%
19	FR0000130007	Long	467	1993-12-01	23.7820	1993-12-22	24.9102	4.74%
20	FR0000130007	Long	460	1993-12-23	25.3370	1993-12-30	25.7944	1.81%
21	FR0000130007	Long	457	1993-12-31	25.7944	1994-01-13	24.0260	-6.86%
22	FR0000130007	Short	457	1994-01-13	24.0260	1994-02-02	23.8125	0.89%
23	FR0000130007	Short	478	1994-02-07	22.8674	1994-02-11	22.5625	1.33%
24	FR0000130007	Short	503	1994-02-14	22.4710	1994-03-08	22.1661	1.36%
25	FR0000130007	Short	519	1994-03-10	21.9527	1994-03-15	21.9527	0.00%
26	FR0000130007	Short	549	1994-03-25	21.0075	1994-04-18	20.9160	0.44%
27	FR0000130007	Long	552	1994-04-25	20.7331	1994-04-26	20.7940	0.29%
28	FR0000130007	Short	585	1994-05-25	19.5745	1994-06-15	18.4463	5.76%
29	FR0000130007	Short	664	1994-06-16	18.1109	1994-07-11	17.8975	1.18%
30	FR0000130007	Long	635	1994-07-20	19.3000	1994-07-21	18.8732	-2.21%
31	FR0000130007	Long	627	1994-07-27	19.1171	1994-08-08	19.8794	3.99%
32	FR0000130007	Short	682	1994-08-16	18.4158	1994-08-18	18.7207	-1.66%
33	FR0000130007	Short	664	1994-08-22	18.4463	1994-09-26	17.1353	7.11%
34	FR0000130007	Short	882	1994-09-30	14.8790	1994-10-20	14.4217	3.07%
35	FR0000130007	Short	993	1994-11-09	13.7814	1994-11-30	13.4765	2.21%
36	FR0000130007	Long	1002	1994-12-02	13.8424	1994-12-05	14.0619	1.59%
37	FR0000130007	Long	1006	1994-12-06	13.9216	1994-12-07	13.9216	0.00%
38	FR0000130007	Long	1010	1994-12-08	13.8790	1994-12-30	13.7814	-0.70%
39	FR0000130007	Short	994	1995-01-10	13.9491	1995-01-11	14.0284	-0.57%
40	FR0000130007	Long	955	1995-01-20	14.4705	1995-01-24	14.0406	-2.97%
41	FR0000130007	Short	1015	1995-02-16	13.3179	1995-03-17	13.0801	1.79%
42	FR0000130007	Long	1077	1995-03-29	12.5953	1995-04-27	14.2326	13.00%
43	FR0000130007	Short	1145	1995-05-15	13.5680	1995-06-02	13.8729	-2.25%
44	FR0000130007	Long	1071	1995-06-06	14.2082	1995-06-22	14.0741	-0.94%
45	FR0000130007	Short	1067	1995-06-28	13.9034	1995-06-30	13.2753	4.52%
46	FR0000130007	Short	1162	1995-07-04	13.5619	1995-07-10	14.2997	-5.44%
47	FR0000130007	Long	1026	1995-07-20	14.3302	1995-08-23	15.6413	9.15%
48	FR0000130007	Short	1063	1995-08-30	15.3974	1995-09-01	15.3364	0.40%
49	FR0000130007	Short	1061	1995-09-04	15.2205	1995-09-14	15.4583	-1.56%
50	FR0000130007	Short	1104	1995-09-25	14.6534	1995-09-28	14.1778	3.25%
51	FR0000130007	Short	1263	1995-09-29	12.5618	1995-10-20	12.5313	0.24%
52	FR0000130007	Short	1356	1995-10-24	12.1837	1995-10-27	12.4398	-2.10%
53	FR0000130007	Long	1232	1995-11-08	13.2326	1995-11-16	13.2600	0.21%
54	FR0000130007	Long	1226	1995-11-17	13.2173	1995-11-22	13.5985	2.88%
55	FR0000130007	Long	1245	1995-11-23	13.3850	1995-11-24	13.3240	-0.46%
56	FR0000130007	Short	1279	1995-11-30	12.8911	1995-12-08	12.9643	-0.57%
57	FR0000130007	Short	1275	1995-12-11	12.8210	1995-12-26	12.5770	1.90%
58	FR0000130007	Long	1240	1996-01-04	13.5375	1996-01-16	12.8819	-4.84%
59	FR0000130007	Long	1183	1996-01-18	13.4765	1996-01-19	13.1411	-2.49%
60	FR0000130007	Long	1122	1996-01-31	14.1473	1996-02-13	13.6259	-3.69%
61	FR0000130007	Long	1083	1996-02-14	13.8729	1996-02-20	13.7448	-0.92%
62	FR0000130007	Short	1111	1996-02-22	13.3545	1996-02-29	13.6472	-2.19%
63	FR0000130007	Long	1029	1996-03-05	14.2387	1996-03-06	13.9948	-1.71%
64	FR0000130007	Short	1092	1996-03-19	13.1381	1996-03-28	13.2631	-0.95%
65	FR0000130007	Long	996	1996-04-02	14.7266	1996-04-24	14.8912	1.12%
66	FR0000130007	Long	967	1996-04-29	14.9095	1996-05-15	15.0010	0.61%
67	FR0000130007	Short	992	1996-05-23	14.5741	1996-05-29	14.7418	-1.15%
68	FR0000130007	Short	982	1996-05-30	14.4278	1996-07-05	13.9338	3.42%
69	FR0000130007	Short	1072	1996-07-08	13.6594	1996-08-07	12.2539	10.29%
70	FR0000130007	Short	1323	1996-08-08	12.3179	1996-08-09	12.4094	-0.74%
71	FR0000130007	Short	1308	1996-08-12	12.2874	1996-08-13	12.3850	-0.79%
72	FR0000130007	Short	1329	1996-08-28	12.0130	1996-09-02	12.0130	0.00%
73	FR0000130007	Short	1336	1996-09-11	11.9490	1996-09-19	11.7355	1.79%
74	FR0000130007	Long	1300	1996-09-27	12.6899	1996-10-24	13.6930	7.90%
75	FR0000130007	Short	1324	1996-11-04	13.1106	1996-11-08	13.4155	-2.33%
76	FR0000130007	Short	1302	1996-11-12	13.1411	1996-11-15	13.7783	-4.85%
77	FR0000130007	Long	1173	1996-11-21	13.8393	1996-11-28	14.1107	1.96%
78	FR0000130007	Long	1152	1996-12-02	14.4247	1996-12-05	13.9948	-2.98%
79	FR0000130007	Short	1194	1996-12-09	13.7509	1997-01-07	12.6533	7.98%
80	FR0000130007	Long	1331	1997-01-10	13.2326	1997-01-13	13.1411	-0.69%
81	FR0000130007	Long	1302	1997-01-15	13.4155	1997-01-16	13.1685	-1.84%
82	FR0000130007	Long	1268	1997-01-20	13.5375	1997-03-03	17.8060	31.53%
83	FR0000130007	Long	1212	1997-03-05	18.4768	1997-03-26	20.5806	11.39%
84	FR0000130007	Long	1210	1997-04-01	20.2452	1997-04-02	20.6721	2.11%
85	FR0000130007	Long	1263	1997-04-08	20.2147	1997-04-10	20.7331	2.56%
86	FR0000130007	Short	1378	1997-04-29	19.0561	1997-05-02	19.7574	-3.68%
87	FR0000130007	Short	1278	1997-05-09	19.3915	1997-05-14	20.4891	-5.66%
88	FR0000130007	Long	1133	1997-05-15	20.9160	1997-05-29	19.1476	-8.45%
89	FR0000130007	Short	1135	1997-06-04	19.0866	1997-06-17	20.4282	-7.03%
90	FR0000130007	Long	971	1997-06-24	20.7940	1997-07-21	22.3185	7.33%
91	FR0000130007	Long	831	1997-08-04	26.0688	1997-08-22	24.4223	-6.32%
92	FR0000130007	Short	842	1997-08-25	24.3309	1997-09-05	24.2089	0.50%
93	FR0000130007	Long	817	1997-09-17	25.3065	1997-09-23	23.9650	-5.30%
94	FR0000130007	Short	831	1997-09-29	23.3247	1997-10-01	23.8735	-2.35%
95	FR0000130007	Short	773	1997-10-08	24.4833	1997-10-09	24.2394	1.00%
96	FR0000130007	Short	784	1997-10-10	24.4528	1997-10-13	24.6358	-0.75%
97	FR0000130007	Short	816	1997-10-24	23.4467	1997-11-19	21.0685	10.14%
98	FR0000130007	Long	977	1997-11-20	21.6478	1997-11-21	21.8917	1.13%
99	FR0000130007	Long	962	1997-11-24	21.9222	1997-11-25	21.6783	-1.11%
100	FR0000130007	Long	946	1997-11-27	22.2576	1997-12-12	22.7454	2.19%
101	FR0000130007	Long	891	1998-01-05	24.1784	1998-01-21	23.7820	-1.64%
102	FR0000130007	Short	914	1998-01-26	23.2332	1998-01-29	24.7882	-6.69%
103	FR0000130007	Long	792	1998-02-02	24.9407	1998-02-03	24.0869	-3.42%
104	FR0000130007	Short	817	1998-02-17	23.4162	1998-02-24	23.2332	0.78%
105	FR0000130007	Long	770	1998-03-03	24.8492	1998-04-20	35.6426	43.44%
106	FR0000130007	Short	836	1998-04-27	32.9290	1998-05-04	34.8194	-5.74%
107	FR0000130007	Long	674	1998-05-12	37.8074	1998-06-03	38.9050	2.90%
108	FR0000130007	Short	719	1998-06-08	38.0208	1998-06-25	36.4353	4.17%
109	FR0000130007	Long	714	1998-06-30	38.4476	1998-07-01	37.8988	-1.43%
110	FR0000130007	Long	714	1998-07-03	38.4476	1998-07-22	40.2465	4.68%
111	FR0000130007	Short	782	1998-07-30	36.2829	1998-08-18	34.7889	4.12%
112	FR0000130007	Short	967	1998-08-28	28.5080	1998-10-08	14.7327	48.32%
113	FR0000130007	Long	2547	1998-10-22	17.0438	1998-11-12	17.6841	3.76%
114	FR0000130007	Long	2381	1998-11-17	18.8732	1998-11-20	19.3305	2.42%
115	FR0000130007	Long	2209	1998-11-24	21.2819	1998-12-11	19.8489	-6.73%
116	FR0000130007	Short	2165	1998-12-17	19.6659	1998-12-28	21.3429	-8.53%
117	FR0000130007	Long	1757	1999-01-05	22.4000	1999-01-18	21.1000	-5.80%
118	FR0000130007	Short	1952	1999-01-25	19.2000	1999-02-04	20.2400	-5.42%
119	FR0000130007	Short	1870	1999-02-08	19.2000	1999-02-09	19.8000	-3.12%
120	FR0000130007	Long	1610	1999-02-25	20.5000	1999-03-02	19.7000	-3.90%
121	FR0000130007	Long	1591	1999-03-03	21.0000	1999-03-24	20.9600	-0.19%
122	FR0000130007	Short	1485	1999-03-26	21.3000	1999-03-29	21.6600	-1.69%
123	FR0000130007	Short	1488	1999-04-01	21.2000	1999-04-07	22.4400	-5.85%
124	FR0000130007	Long	1296	1999-04-15	23.1600	1999-04-27	23.9400	3.37%
125	FR0000130007	Long	1270	1999-04-28	24.4200	1999-04-30	23.6000	-3.36%
126	FR0000130007	Short	1316	1999-05-18	22.9800	1999-05-20	23.7000	-3.13%
127	FR0000130007	Short	1283	1999-06-02	22.4000	1999-06-03	22.6600	-1.16%
128	FR0000130007	Long	1160	1999-06-10	24.6000	1999-07-09	26.4600	7.56%
129	FR0000130007	Long	1137	1999-07-12	27.0000	1999-07-13	26.6000	-1.48%
130	FR0000130007	Short	1152	1999-07-23	26.0000	1999-07-26	26.6200	-2.38%
131	FR0000130007	Long	1020	1999-08-04	28.8000	1999-08-06	27.0800	-5.97%
132	FR0000130007	Long	957	1999-08-26	29.2200	1999-09-03	28.1000	-3.83%
133	FR0000130007	Short	953	1999-09-15	27.9000	1999-09-23	26.7200	4.23%
134	FR0000130007	Short	1047	1999-09-24	26.1000	1999-10-07	26.8000	-2.68%
135	FR0000130007	Long	1021	1999-10-20	26.5200	1999-10-22	26.8000	1.06%
136	FR0000130007	Long	989	1999-10-25	27.6000	1999-10-27	27.8000	0.72%
137	FR0000130007	Long	974	1999-10-28	28.5600	1999-12-17	40.6000	42.16%
138	FR0000130007	Long	862	2000-01-03	46.8000	2000-01-05	42.2000	-9.83%
139	FR0000130007	Long	823	2000-01-06	42.4400	2000-01-10	43.9800	3.63%
140	FR0000130007	Short	896	2000-01-21	40.2800	2000-01-28	41.3000	-2.53%
141	FR0000130007	Short	865	2000-01-31	40.6000	2000-02-01	41.5800	-2.41%
142	FR0000130007	Long	704	2000-02-04	50.1000	2000-02-22	47.7800	-4.63%
143	FR0000130007	Short	737	2000-02-25	46.4000	2000-03-08	49.4000	-6.47%
144	FR0000130007	Short	682	2000-03-23	45.6200	2000-03-24	45.6000	0.04%
145	FR0000130007	Short	674	2000-03-31	47.0000	2000-04-03	46.3000	1.49%
146	FR0000130007	Short	729	2000-04-04	46.3000	2000-04-05	43.0200	7.08%
147	FR0000130007	Short	812	2000-04-06	40.8600	2000-04-07	40.8600	0.00%
148	FR0000130007	Short	789	2000-04-10	48.6000	2000-04-11	45.4400	6.50%
149	FR0000130007	Short	834	2000-04-17	42.0000	2000-04-20	45.7000	-8.81%
150	FR0000130007	Long	652	2000-05-02	52.0000	2000-05-04	50.7200	-2.46%
151	FR0000130007	Long	645	2000-05-05	51.9600	2000-05-22	53.0000	2.00%
152	FR0000130007	Short	650	2000-05-26	50.5500	2000-05-31	60.0000	-18.69%
153	FR0000130007	Long	415	2000-06-05	64.9000	2000-06-06	64.1000	-1.23%
154	FR0000130007	Long	415	2000-06-09	64.0000	2000-06-30	65.4000	2.19%
155	FR0000130007	Long	346	2000-07-21	76.6000	2000-07-26	81.8000	6.79%
156	FR0000130007	Long	360	2000-07-28	79.2500	2000-07-31	77.4000	-2.33%
157	FR0000130007	Long	351	2000-08-24	81.6000	2000-09-12	87.0000	6.62%
158	FR0000130007	Short	385	2000-09-22	74.0000	2000-10-13	68.0000	8.11%
159	FR0000130007	Short	432	2000-10-16	78.8000	2000-10-17	77.0000	2.28%
160	FR0000130007	Short	524	2000-11-14	65.5000	2000-12-04	60.0000	8.40%
161	FR0000130007	Long	493	2000-12-11	75.0500	2000-12-15	67.8000	-9.66%
162	FR0000130007	Short	534	2000-12-28	61.7500	2001-01-10	61.7500	0.00%
163	FR0000130007	Short	533	2001-01-11	61.5000	2001-01-12	64.0500	-4.15%
164	FR0000130007	Long	454	2001-01-16	68.4500	2001-01-26	61.3500	-10.37%
165	FR0000130007	Short	466	2001-02-06	60.4000	2001-03-15	40.5000	32.95%
166	FR0000130007	Short	1014	2001-03-20	38.3000	2001-03-21	37.2000	2.87%
167	FR0000130007	Short	1039	2001-03-23	39.1000	2001-04-12	35.7500	8.57%
168	FR0000130007	Short	1165	2001-04-17	33.5100	2001-04-23	35.3000	-5.34%
169	FR0000130007	Long	1086	2001-05-02	38.0000	2001-05-04	36.7500	-3.29%
170	FR0000130007	Long	1002	2001-05-09	37.2500	2001-05-10	37.0200	-0.62%
171	FR0000130007	Long	1029	2001-05-16	36.3000	2001-05-17	36.9000	1.65%
172	FR0000130007	Short	1075	2001-05-23	35.9000	2001-06-11	29.3500	18.25%
173	FR0000130007	Short	1625	2001-06-13	28.5000	2001-07-30	19.1500	32.81%
174	FR0000130007	Long	2902	2001-08-02	21.5000	2001-08-08	20.3000	-5.58%
175	FR0000130007	Long	3043	2001-08-15	18.8900	2001-08-16	18.1100	-4.13%
176	FR0000130007	Short	3241	2001-08-20	17.0500	2001-08-30	18.2500	-7.04%
177	FR0000130007	Short	3022	2001-09-04	17.5900	2001-10-03	12.0000	31.78%
178	FR0000130007	Short	5885	2001-10-04	12.5000	2001-10-05	11.7500	6.00%
179	FR0000130007	Long	5173	2001-10-12	15.0000	2001-11-02	17.3700	15.80%
180	FR0000130007	Long	4898	2001-11-05	17.2100	2001-11-13	18.5800	7.96%
181	FR0000130007	Long	4541	2001-11-15	20.7500	2001-11-27	21.6400	4.29%
182	FR0000130007	Short	5092	2001-12-28	18.7900	2002-01-04	21.5000	-14.42%
183	FR0000130007	Short	4903	2002-01-24	17.0500	2002-02-01	17.9200	-5.10%
184	FR0000130007	Short	4742	2002-02-06	16.3000	2002-02-08	16.5000	-1.23%
185	FR0000130007	Short	4792	2002-02-19	15.7500	2002-02-26	15.7000	0.32%
186	FR0000130007	Short	4789	2002-03-04	16.6000	2002-03-05	17.2500	-3.92%
187	FR0000130007	Long	4084	2002-03-08	17.8100	2002-03-18	16.7000	-6.23%
188	FR0000130007	Short	4226	2002-03-28	16.2000	2002-04-04	16.0700	0.80%
189	FR0000130007	Short	4658	2002-04-09	15.3900	2002-04-16	15.4500	-0.39%
190	FR0000130007	Short	4721	2002-04-23	14.8300	2002-04-25	14.6000	1.55%
191	FR0000130007	Short	4939	2002-04-26	14.4000	2002-04-29	14.1500	1.74%
192	FR0000130007	Short	5177	2002-05-02	14.0000	2002-05-17	14.1300	-0.93%
193	FR0000130007	Short	6033	2002-06-06	11.9500	2002-07-19	6.7500	43.51%
194	FR0000130007	Short	18958	2002-07-26	5.2500	2002-08-01	5.4300	-3.43%
195	FR0000130007	Short	21508	2002-08-06	4.5000	2002-08-13	4.8400	-7.56%
196	FR0000130007	Long	14717	2002-08-23	6.2700	2002-09-02	5.2100	-16.91%
197	FR0000130007	Short	17526	2002-09-11	4.4000	2002-10-10	2.3700	46.14%
198	FR0000130007	Long	36661	2002-10-14	3.0000	2002-11-11	4.7100	57.00%
199	FR0000130007	Long	35112	2002-11-13	4.9700	2002-11-20	4.9300	-0.80%
200	FR0000130007	Long	29092	2002-11-29	5.9500	2002-12-06	5.5900	-6.05%
201	FR0000130007	Short	36140	2002-12-13	4.6400	2002-12-18	4.7200	-1.72%
202	FR0000130007	Short	35418	2002-12-19	4.5500	2003-01-06	4.7500	-4.40%
203	FR0000130007	Long	22716	2003-01-15	6.8400	2003-02-04	6.2000	-9.36%
204	FR0000130007	Long	18664	2003-02-18	7.4000	2003-02-21	6.7000	-9.46%
205	FR0000130007	Short	19662	2003-03-06	6.4300	2003-03-17	6.1900	3.73%
206	FR0000130007	Long	16963	2003-04-17	7.5500	2003-05-02	7.3200	-3.05%
207	FR0000130007	Long	16453	2003-05-06	7.7000	2003-05-08	7.5300	-2.21%
208	FR0000130007	Short	16836	2003-05-13	7.3400	2003-05-14	7.2000	1.91%
209	FR0000130007	Short	17042	2003-05-16	7.4000	2003-05-19	7.2000	2.70%
210	FR0000130007	Short	18537	2003-05-21	6.8800	2003-05-29	7.1200	-3.49%
211	FR0000130007	Long	15375	2003-06-03	7.7500	2003-06-04	7.6000	-1.94%
212	FR0000130007	Long	14851	2003-06-09	8.0400	2003-06-23	8.2200	2.24%
213	FR0000130007	Short	16436	2003-07-02	7.8100	2003-07-04	7.8500	-0.51%
214	FR0000130007	Long	15005	2003-07-16	8.2200	2003-07-17	7.9500	-3.28%
215	FR0000130007	Long	13458	2003-08-01	8.8400	2003-09-24	10.8900	23.19%
216	FR0000130007	Short	14488	2003-09-29	10.1000	2003-09-30	10.4100	-3.07%
217	FR0000130007	Short	14075	2003-10-01	10.2100	2003-10-03	10.6700	-4.51%
218	FR0000130007	Long	11957	2003-10-16	11.3100	2003-10-20	11.0800	-2.03%
219	FR0000130007	Short	12852	2003-10-24	10.5200	2003-10-27	10.8400	-3.04%
220	FR0000130007	Long	11704	2003-11-14	11.0600	2003-11-18	10.6900	-3.35%
221	FR0000130007	Short	11904	2003-11-20	10.7200	2003-11-21	10.5000	2.05%
222	FR0000130007	Short	11915	2003-11-25	10.8900	2003-11-26	10.9000	-0.09%
223	FR0000130007	Short	12388	2003-12-17	10.3900	2003-12-31	10.2600	1.25%
224	FR0000130007	Long	10709	2004-01-09	12.2500	2004-02-04	12.7600	4.16%
225	FR0000130007	Short	11151	2004-02-09	12.2600	2004-02-12	13.0000	-6.04%
226	FR0000130007	Short	10079	2004-02-23	12.5900	2004-02-24	12.4600	1.03%
227	FR0000130007	Long	9854	2004-02-27	13.2000	2004-03-08	14.7300	11.59%