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How To Read The New TradeStation 2000i Performance Report RINA Systems, Inc., © Copyright 1999 CONTENTS HOW TO READ THE NEW TRADESTATION 2000I PERFORMANCE REPORT............................ 1 DISCLAIMER................................................................................................................................................ 3 INTRODUCTION.......................................................................................................................................... 4 SECTION ONE: PERFORMANCE RATIOS............................................................................................ 6 SHARPE RATIO ............................................................................................................................................. 6 RETURN RETRACEMENT RATIO ................................................................................................................... 7 K - RATIO .................................................................................................................................................... 7 RINA INDEX ............................................................................................................................................... 7 SECTION TWO: TRADE ANALYSIS ....................................................................................................... 9 DRAWDOWN ANALYSIS ............................................................................................................................... 9 RUN-UP ANALYSIS ..................................................................................................................................... 10 MAXIMUM ADVERSE EXCURSION .............................................................................................................. 10 MAXIMUM FAVORABLE EXCURSION ...............................................................