Before you dive into the following graphs and numbers let me give you a few explanations about the reports.
To keep things simple here, no commissions or slippage/spread are included and a limit-order is considered filled if price (MID price, ((BID+ASK)/2) touched the limit price on that day, even if it didn't trade through. This is the case only in about 2% of all the trades shown and our real-world experience shows that if you're trading only a few contracts you'll get filled much more often than not. Remember we're looking at daily charts here, so the odds of gettings filled at a daily high/low aren't that bad.
Regarding commissions and slippage you can simply substract the commissions you'd pay at your broker from the results. Slippage is not a big issue trading Ambush as it's using limit-orders for all entries and a time based exit for most trades. This allows you to also use a limit order to exit the trades avoiding extensive slippage. This is a huge advantage to entering/exiting with stop-market orders where you often get significant slippage especially in the less liquid markets.
If you have any questions about the performance or Ambush in general, don't hesitate to send me an email.