SOME DETAILED BACKTESTING DATA

Backtest sample output 

Pos.Qty Con.Mult Ccy.Mult Pos.Value Pos.Avg.Cost Txn.Value
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2012-02-01     627        1        1  10339.23        15.45      0.00
2012-02-02     627        1        1  10151.13        15.45      0.00
2012-02-03     627        1        1  10376.85        15.45      0.00
2012-02-06     627        1        1  10245.18        15.45      0.00
2012-02-07     627        1        1  10151.13        15.45      0.00
2012-02-08     627        1        1  10345.50        15.45      0.00
2012-02-09     627        1        1  10401.93        15.45      0.00
Period.Realized.PL Period.Unrealized.PL Gross.Trading.PL Txn.Fees
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2012-02-01               0.00               363.66           363.66        0
2012-02-02               0.00              -188.10          -188.10        0
2012-02-03               0.00               225.72           225.72        0
2012-02-06               0.00              -131.67          -131.67        0
2012-02-07               0.00               -94.05           -94.05        0
2012-02-08               0.00               194.37           194.37        0
2012-02-09               0.00                56.43            56.43        0
Net.Trading.PL
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2012-02-01         363.66
2012-02-02        -188.10
2012-02-03         225.72
2012-02-06        -131.67
2012-02-07         -94.05
2012-02-08         194.37
2012-02-09          56.43
Pos.Qty Con.Mult Ccy.Mult Pos.Value Pos.Avg.Cost Txn.Value
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2012-02-01     627        1        1  10339.23        15.45      0.00
2012-02-02     627        1        1  10151.13        15.45      0.00
2012-02-03     627        1        1  10376.85        15.45      0.00
2012-02-06     627        1        1  10245.18        15.45      0.00
2012-02-07     627        1        1  10151.13        15.45      0.00
2012-02-08     627        1        1  10345.50        15.45      0.00
2012-02-09     627        1        1  10401.93        15.45      0.00
Period.Realized.PL Period.Unrealized.PL Gross.Trading.PL Txn.Fees
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2012-02-01               0.00               363.66           363.66        0
2012-02-02               0.00              -188.10          -188.10        0
2012-02-03               0.00               225.72           225.72        0
2012-02-06               0.00              -131.67          -131.67        0
2012-02-07               0.00               -94.05           -94.05        0
2012-02-08               0.00               194.37           194.37        0
2012-02-09               0.00                56.43            56.43        0
Net.Trading.PL
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2012-02-01         363.66
2012-02-02        -188.10
2012-02-03         225.72
2012-02-06        -131.67
2012-02-07         -94.05
2012-02-08         194.37
2012-02-09          56.43
Long.Value Short.Value Net.Value Gross.Value Realized.PL
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2012-02-01   10339.23           0  10339.23    10339.23        0.00
2012-02-02   10151.13           0  10151.13    10151.13        0.00
2012-02-03   10376.85           0  10376.85    10376.85        0.00
2012-02-06   10245.18           0  10245.18    10245.18        0.00
2012-02-07   10151.13           0  10151.13    10151.13        0.00
2012-02-08   10345.50           0  10345.50    10345.50        0.00
2012-02-09   10401.93           0  10401.93    10401.93        0.00
Unrealized.PL Gross.Trading.PL Txn.Fees Net.Trading.PL
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2012-02-01        363.66           363.66        0         363.66
2012-02-02       -188.10          -188.10        0        -188.10
2012-02-03        225.72           225.72        0         225.72
2012-02-06       -131.67          -131.67        0        -131.67
2012-02-07        -94.05           -94.05        0         -94.05
2012-02-08        194.37           194.37        0         194.37
2012-02-09         56.43            56.43        0          56.43
Long.Value Short.Value Net.Value Gross.Value Realized.PL
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2012-02-01   10339.23           0  10339.23    10339.23        0.00
2012-02-02   10151.13           0  10151.13    10151.13        0.00
2012-02-03   10376.85           0  10376.85    10376.85        0.00
2012-02-06   10245.18           0  10245.18    10245.18        0.00
2012-02-07   10151.13           0  10151.13    10151.13        0.00
2012-02-08   10345.50           0  10345.50    10345.50        0.00
2012-02-09   10401.93           0  10401.93    10401.93        0.00
Unrealized.PL Gross.Trading.PL Txn.Fees Net.Trading.PL
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2012-02-01        363.66           363.66        0         363.66
2012-02-02       -188.10          -188.10        0        -188.10
2012-02-03        225.72           225.72        0         225.72
2012-02-06       -131.67          -131.67        0        -131.67
2012-02-07        -94.05           -94.05        0         -94.05
2012-02-08        194.37           194.37        0         194.37
2012-02-09         56.43            56.43        0          56.43
2012-02-01         0           0        0.00        363.66          0
2012-02-02         0           0        0.00       -188.10          0
2012-02-03         0           0        0.00        225.72          0
2012-02-06         0           0        0.00       -131.67          0
2012-02-07         0           0        0.00        -94.05          0
2012-02-08         0           0        0.00        194.37          0
2012-02-09         0           0        0.00         56.43          0
Gross.Trading.PL Txn.Fees Net.Trading.PL Advisory.Fees
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2012-02-01           363.66        0         363.66             0
2012-02-02          -188.10        0        -188.10             0
2012-02-03           225.72        0         225.72             0
2012-02-06          -131.67        0        -131.67             0
2012-02-07           -94.05        0         -94.05             0
2012-02-08           194.37        0         194.37             0
2012-02-09            56.43        0          56.43             0
Net.Performance   End.Eq
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2012-02-01          363.66 10348.95
2012-02-02         -188.10 10160.85
2012-02-03          225.72 10386.57
2012-02-06         -131.67 10254.90
2012-02-07          -94.05 10160.85
2012-02-08          194.37 10355.22
2012-02-09           56.43 10411.65

GGS AMRB GFA LZB VASC ACE CNVO NPO EQT FOSL LIME SMSC UNH METR OFIX SNCR BNHN BKI FARO CBOU AEGR MGAM ENG SVM PGH BNCL ZQK FLR CNK WRLD OMCL TXT APA FNSR PAA QCOM EDU EBSB M GCOM MYRG HBC NDAQ LSCC OIIM TCK ACM USPH TGI TEL WMB SPW APOG GEO VIA AIMC VOXX CLDX DVA BMRN TESO SNMX GEOI TWI MDRX MET UNP MCGC FIRE MTOX MMR SUSS HCCI DVOX F SPN ATRC SPG GM AVNR PIR PSTB JBL MHGC NXTM OXY OIS FCX MOD SJI AAPL ARG PNK CVGI CROX MPEL WSTL ASTM AOS GOOG MSCC TRIB NVAX GD SPTN KBR SCS MOFG CRH LBTYA ENS CYCC CYBX JDAS ACCL CORT DGII ATVI NICE CPA GTXI FDEF ALC HSTM LGCY KNL MEAS APD KSS PGI EVEP AVEO ANEN WCC AVGO SLW TNB OPLK MMS RS PODD HON DEO HTGC FISI APL ESS BRY COV SIRO TAL NBL PWE HLS ALOG SNX AGO OC DHR TRIT INMD KFRC ISSI MDCA LINE JMP SLP RYAAY SRI HRS BANR AET BHP CNX ARE CBST CSV DW CHTP LMIA CKSW SYK WBCO ATI PSTI CYTK VRML MNTA EEQ ARTNA MDVN NM MCHX SSRX OZM HOTT GTI COH HSFT UN CSH STAA MSA SFE KMR TYC CYNO ENSG THRX PRU BSFT CRAY RRTS OMN TSU RSG LAD DHX GLF SWHC IXYS ENR MCD AMP SNPS HSNI NE MRK CCL FMX CPN PRSC OGXI END ZOLL USAK CSL MENT VOLC IP WLP ELGX TMO OGE ICON CVG AIR ECPG ICA APH VIP TWX ITUB PII CS CSX GGC HMIN ARQL CXW BBBY LTXC EMC VRX RTEC ALKS E PRX BLTI CBI WFC ATML SBGI HAL BCRX EFII SIMO MAT ORBC CXPO VCI LXU JBHT EXLP TOBC BIN CMCSA PFE ARI DLR PKG ORB HW TPX CMRG BCO CCIX ALXN UFPT INWK FINL EXAS CNH HLF ALLT LOPE TSN MHP UPS PMTC STLY NVR CVCY WPPGY HI TI MWE LVS GSM CSE ICGE MGI EXXI ABX HA DY BLX PHH HAR SIX IFSIA ELOS TRP MTG BLL ANR SIMG USEG MW LDR DSW LXRX TIVO GRA AVT SLB TD SGMS CECE IOC NKE AKRX PKD TBI PVH CMCO NPSP CCI DWSN POWR MA AUY CVI GPRE INCY CLSN ODFL GMAN ASH FSII CAR NTES CASC JCI SHOO MGM RSOL AEC EMN FVE CRS NGG RIGL DD SCLN BHI ALNY ARB ESRX HFWA ITC BA DNR SU DLLR LAZ NTRI UL CBZ ROLL DAL FMC GILD SPSC KEX ETE RSYS GPK CMN AXP MCK GPOR INHX GCO AFSI TTEC RGA FST RDK TZOO ARIA MCBI TITN CLUB RRD IRS MATW DX SCI CFK NVS CAT NEI RDWR CEVA ANW RUSHA IVZ CUTR PCYC TYPE SVN SFLY ABB VRA GG EXBD EQIX SPR MSPD CSII ONCY GDI STM TPC CRNT FCFS UTHR IRDM MHLD PSO CACH PWRD SEAC BEAV NUAN EXLS ACIW PKE NWL KEYN PETD HWCC ABV ST ORCL OFG BIOS STXS IPCI BMTC CCOI VR DGIT GTLS URI MCRS BRFS SIGA BBRG VICL CAM EDE DCTH MAN KFN FUN VPHM MHR SWK NOV CR ARCC DCO HURN SXCI WCRX CVVT KELYA HOT VMI MU BRCM SIRI HAYN CZZ BIDU PPO AXE JEC ABC SWKS TRW TAST CRBC DECK ZIOP CRZO FMCN ROG OXM RDEA SFI AMT NTLS ESV IPG KNOL PDS POT YUM FCEL MRCY SIG PG CPRX IRWD SOHU WLL NRP ABD CHRS CTSH QLTY PCP LOCM PCLN ICE JMBA IT SRLS ARW JLL BDC GBX ABCO USHS SMP PGNX HTHT PT JPM CRM WBC ADES CVS ONNN PQ GIII KO WX IPHS RDNT SCHL KLAC LCC APC CLF AMCC FXEN IRIS AMCN CSTR BRKR SMTC SYT CYOU BTU KRO IPGP PNC ACTG RUE BPI AFFY MWV DAN SAPE DTLK CVX CBE BTE EEFT WFT CATM GE SODA PNNT LXP CPO EPD OCN NRIM MALL SNSS SMA ACAS KEG CRMT CPWM OI SOA KWR NWSA FACE BR CYMI MELA NIHD SUSQ SNTS PRO TEVA LIOX KMX TGA HES SLXP RP SURG CTL ISNS RIO LCRY CELG CAH MVC SNDK MMYT CETV BAX SYMC AYR LOGM SBAC BLK EZCH MPAA WWWW MTSC SQI TRS MRTN JHX MITI TBBK BPOP SPRD CCJ CAS FNGN ELNK SI BEBE NGLS ESIO UTX SM FDX ACHN BIIB CRME ICUI CERS STEI ECL DLX TRCR BHLB NBIX ARGN GEL CRIS ADTN MMSI BUD MTX MGLN BZ PWR ITMN VRTU DSGX ACPW ESL TW UHS CTB STNG STAN MTN LYV AIRM ATU AON SCOR TKR CELL MXWL TSON NAV COHR NXPI PRIM