2Y:1D

Strategy report
Symbol: /ES:XCME
Work Time: 2/15/17 - 9/21/18


Id;Strategy;Side;Quantity;Amount;Price;Date/Time;Trade P/L;P/L;Position;
1;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,328.25;2/15/17;$650.00;$1,112.50;50.0;
2;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,341.25;2/15/17;;$650.00;0.0;
3;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,363.50;3/1/17;$1,362.50;$2,100.00;50.0;
4;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,390.75;3/1/17;;$2,012.50;0.0;
5;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,389.50;5/8/17;$225.00;$2,275.00;50.0;
6;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,394.00;5/8/17;;$2,237.50;0.0;
7;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,434.25;6/5/17;$100.00;$2,287.50;50.0;
8;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,436.25;6/5/17;;$2,337.50;0.0;
9;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,480.25;9/12/17;$525.00;$3,062.50;50.0;
10;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,490.75;9/12/17;;$2,862.50;0.0;
11;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,552.75;10/20/17;$837.50;$3,900.00;50.0;
12;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,569.50;10/20/17;;$3,700.00;0.0;
13;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,587.50;11/8/17;($12.50);$3,850.00;50.0;
14;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,587.25;11/8/17;;$3,687.50;0.0;
15;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,658.25;12/12/17;$487.50;$4,200.00;50.0;
16;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,668.00;12/12/17;;$4,175.00;0.0;
17;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,760.50;1/12/18;$987.50;$5,612.50;50.0;
18;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,780.25;1/12/18;;$5,162.50;0.0;
19;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,792.50;7/13/18;$450.00;$5,750.00;50.0;
20;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,801.50;7/13/18;;$5,612.50;0.0;
21;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,840.50;8/17/18;$225.00;$6,250.00;50.0;
22;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,845.00;8/17/18;;$5,837.50;0.0;
23;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,893.50;8/28/18;$312.50;$6,150.00;50.0;
24;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,899.75;8/28/18;;$6,150.00;0.0;
25;From_BombaFett_on_Dec_07(VWAP Target Hit);Buy to Close;1;50.0;$2,931.50;9/21/18;$425.00;$6,187.50;50.0;
26;From_BombaFett_on_Dec_07(Enter Short);Sell to Open;-1;-50.0;$2,940.00;9/21/18;;$6,575.00;0.0;


Max trade P/L: $1,362.50;

Total P/L: $6,575.00;

Total order(s): 13;