The document provides performance statistics for various automated trading strategies for crude oil futures contracts from April 2012 to June 2012. It includes the profit/loss, percentage of profitable trades, Sharpe ratio, number of trades, and net profits for each strategy on a monthly and year-to-date basis. The final section shows the daily performance statistics for June 19-29, 2012 of additional strategies, as well as their total results for that time period.

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AUTOMATIC TRADING
TTVS21X- TRADING TOTAL ROBOTIC SYSTEM

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CL CRUDE OIL FULL SIZED
STRATEGIES
 ANT20
 ANT20BE20
 ANT20BE30
 CAN21
 CAN21MTF
 SNIPERM21
 ULTRAMOMENTUM
 GAMA
 LASER

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CL ANT 20 .
PnL % Profitable Sharpe # Trades NET PROFIT IB NET PROFIT MIRUS
CL0412 4120 3134.4 2.18 279 2836.6 2446
CL0512 4600 32.1 2.43 302 3210.8 2788
CL0612 -4200 30 1.98 262 -5405.2 -5772
CL0712 7360 37 2.19 275 6095 5710
CL0812 0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
TOTAL 11880 1118 6737.2 5172

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CL ANT 20BE20
PnL % Profitable Sharpe # Trades NET PROFIT IB NET PROFIT MIRUS
CL0412 4040 49.7 1.28 153 3336.2 3122
CL0512 -950 46.5 1.08 157 -1672.2 -1892
CL0612 3640 52 1.19 124 3069.6 2896
CL0712 1000 47 1.19 142 346.8 148
CL0812 0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
TOTAL 7730 576 5080.4 4274

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CL ANT 20BE30 3
PnL % Profitable Sharpe # Trades NET PROFIT IB NET PROFIT MIRUS
CL0412 5210 40.3 1.77 283 3908.2 3512
CL0512 2470 35 2.01 306 1062.4 634
CL0612 -3670 37 1.5 263 -4879.8 -5248
CL0712 5790 38 1.94 284 4483.6 4086
CL0812 0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
TOTAL 9800 1136 4574.4 2984

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CL CAN 21
PnL % Profitable Sharpe # Trades NET PROFIT IB NET PROFIT MIRUS
CL0412 5290 32.9 2.66 155 4577 4360
CL0512 1910 29.71 2.61 155 1197 980
CL0612 1720 29.8 2.63 131 1117.4 934
CL0712 950 29.5 2.5 163 200.2 -28
CL0812 0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
TOTAL 9870 604 7091.6 6246

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CL CAN 21 MTF
PnL % Profitable Sharpe # Trades NET PROFIT IB NET PROFIT MIRUS
CL0412 460 28 2.65 74 119.6 16
CL0512 -1600 25 2.47 75 -1945 -2050
CL0612 2170 35 2.48 54 1921.6 1846
CL0712 750 30 2.47 66 446.4 354
CL0812 0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
TOTAL 1780 269 542.6 166

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CL SNIPER
PnL % Profitable Sharpe # Trades NET PROFIT IB NET PROFIT MIRUS
CL0412 6090 52.6 1.21 194 5197.6 4926
CL0512 4870 55.4 1.05 186 4014.4 3754
CL0612 -4190 49 0.8 170 -4972 -5210
CL0712 3070 46 1.38 148 2389.2 2182
CL0812 0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
TOTAL 9840 698 6629.2 5652

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CL GAMMA
PnL % Profitable Sharpe # Trades NET PROFIT IB NET PROFIT MIRUS
CL0412 3620 49.4 1.23 176 2810.4 2564
CL0512 390 48.3 1.09 178 -428.8 -678
CL0612 1020 51 1.03 149 334.6 126
CL0712 740 46 1.18 180 -88 -340
CL0812 0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
TOTAL 5770 683 2628.2 1672

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CL LASER
PnL % Profitable Sharpe # Trades NET PROFIT IB NET PROFIT MIRUS
CL0412 4340 39 2.01 192 3456.8 3188
CL0512 1010 40.7 1.55 189 140.6 -124
CL0612 3270 40 1.9 155 2557 2340
CL0712 -1090 30 2.13 199 -2005.4 -2284
CL0812 0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
TOTAL 7530 735 4149 3120

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CL 08 12 06/19/2012-06/29/2012
FRIDAY 29 June 2012 PnL BATTING AVERAGE SHARPE #TRADES MAX PROFIT MIN PROFIT CL 08-12( 06/19/2012-DATE)
ANT20 1730 42 2.67 19 1730 330 ANT20 4600.00
ANT20BE20 880 56 1.71 9 1080 160 ANT20BE20 -150.00
ANT20BE30 1330 41 2.32 22 1330 130 ANT20BE30 3540.00
CAN21MTF 980 50 2.4 8 980 160 CAN21MTF 1100.00
SNIPER M21 800 67 1.43 6 800 150 SNIPER M21 4290.00
ULTRAMOMENTUM 1870 67 5.58 3 2060 560 ULTRAMOMENTUM 1700.00
GAMA 0 44 1.25 9 300 -300 GAMA -1400.00
LASER 720 46 2.06 13 820 90 LASER 300.00
BREAKOUT 1240 0.33 3.74 24 1640 600 BREAKOUT 2100.00
SLOPE 980 44 2.58 18 1170 430 SLOPE 2350.00
LIGHTSPEEDTREND 2170 55 8.07 11 2230 630 LIGHTSPEEDTREND 2070.00
LIGHTSPEEDTREND2 2020 46 3.86 26 2140 80 LIGHTSPEEDTREND2 40.00
THUNDER LIGHT -300 27 2.17 26 50 -840 THUNDER LIGHT 550.00
TOTAL RETEST -190 30 0.9 10 -30 -190 TOTAL RETEST -760.00
CAN 21 280 33 2.43 12 680 -40 CAN 21 530.00
F22 30 31 2.29 13 500 -530 F22 4560.00
ANT 20V2000 30 31 2.31 13 500 -530 ANT 20V2000 540.00
TOTALL 14570 TOTAL ACUM 25960.00