I cannot find a way to upload an Excel spreadsheet here. If anyone knows how please let me know, or I can email the spreadsheet to you and you can upload it if that would be better.

Meanwhile, here are some stats from Market System Analyzer:

================================================== ===========================================
PERFORMANCE STATISTICS
================================================== ===========================================

TRADING PARAMETERS........................................ ...................................
Initial Account Equity: $2,500.00
Trading Vehicle: Futures
Initial Margin: $500.00
Round-turn slippage per contract: $0.00
Round-turn commissions and fees per contract: $0.00
Position Sizing Method: None
No. Contracts: From input data

PROFIT SUMMARY........................................... ....................................
Total Net Profit: $16,173.40
Gross Profit: $22,262.00
Gross Loss: -$6,088.60
Profit Factor: 3.6563
Highest Closed Trade Equity: $18,673.40
Lowest Closed Trade Equity: $1,966.00
Final Account Equity: $18,673.40
Return on Starting Equity: 646.94%

TRADE RESULTS........................................... .....................................
Number of Trades: 96
Number of Winning Trades: 49
Number of Losing Trades: 47
Percent Profitable: 51.04%
Max Number of Contracts: 1
Minimum Number of Contracts: 1
Average Number of Contracts: 1
Largest Winning Trade ($): $7,040.00 (92.47%)
Largest Winnning Trade (%): 121.11% ($3,520.00)
Average Winning Trade ($): $454.33
Average Winning Trade (%): 8.20%
Max Number Consecutive Wins: 5
Largest Losing Trade ($): -$800.00 (-9.51%)
Largest Losing Trade (%): -14.00% (-$320.00)
Average Losing Trade ($): -$129.54
Average Losing Trade (%): -2.49%
Max Number Consecutive Losses: 5
Average Trade ($): $168.47
Average Trade (%): 2.96%
Trade Standard Deviation ($): $865.22
Trade Standard Deviation (%): 16.43%
Win/Loss Ratio ($/$): 3.5071
Win/Loss Ratio (%/%): 3.2910
Return/Drawdown Ratio: 26.8520
Modified Sharpe Ratio: 0.1804

DRAWDOWNS......................................... ...........................................
Number of Closed Trade Drawdowns: 20
Average Drawdown ($): -$299.89
Average Drawdown (%): 5.49%
Average Number of Trades in Drawdowns: 2
Worst Case Drawdown ($): -$1,325.00 (14.82%)
Trade Number at Trough: 76
Number of Trades in Drawdown: 3
Worst Case Drawdown (%): 24.09% (-$624.00)
Trade Number at Trough: 10
Number of Trades in Drawdown: 5