| Total Net Profit: | $222,170.00 | Max Drawdown: | ($20,735.00) | |||
| Gross Profit: | $695,710.00 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($473,540.00) | As % of Total Equity: | 6.80% | |||
| Profit Factor: | 1.469 | Max Drawdown Date: | 4/24/2020 | |||
| Pessimistic RR: | 1.348 | Max Intraday Drawdown: | ($21,370.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 25.77% | |||
| Total Trades: | 1092 | As % of Total Equity: | 7.00% | |||
| Winning Trades: | 552 | Max Intraday Drawdown Date: | 4/24/2020 | |||
| Losing Trades: | 534 | Longest Drawdown: | 628 days | |||
| Even Trades: | 6 | Recovery Factor: | 10.71 | |||
| % Profitable: | 50.55% | NP/MaxDD | 10.71 | |||
| Avg. Trade Net Profit: | $203.45 | NP/Intraday MaxDD | 10.40 | |||
| Avg. Winning Trade: | $1,260.34 | Avg. Worst 5 DD: | ($19,350.00) | |||
| Avg. Losing Trade: | ($886.78) | As % of Initial Equity: | 23.33% | |||
| Ratio Ave Win:Ave Loss: | 1.421 | |||||
| Max Runup: | $231,905.00 | |||||
| Largest Win: | $17,285.00, 2.48% | As % of Initial Equity: | 279.61% | |||
| Largest Loss: | ($1,525.00), -0.32% | As % of Total Equity: | 76.01% | |||
| Max Cons. Winners: | 9 | Max Runup Date: | 4/9/2025 | |||
| Max Cons. Losers: | 8 | Longest Runup: | 6334 days | |||
| Trading Period: | 6335 | Initial Capital: | $82,940.00 | |||
| 1/29/2008 - 6/2/2025 | Margin Requirements: | $4,000.00 | ||||
| Total Trading Days: | 1092 | Return on Initial Capital: | 267.87% | |||
| Longest Flat Period: | 71 days | Annual Rate of Return: | 15.43% | |||
| Max Futures Contracts: | 1.0 | Avg. Monthly Return: | $1,066.72, 1.29% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $3,363.13 | |||
| Max Shares: | 0 | % Profitable Months: | 64.71% | |||
| Total Systems: | 1 | |||||
| Total Commission: | $5,460.00 | Sharpe Ratio: | 0.341 | |||
| Total Slippage: | $21,840.00 | Sortino Ratio: | 0.408 | |||
| Sterling Ratio: | 0.026 | |||||
| MAR Ratio: | 0.595 | |||||
| Efficiency Factor: | 0.319 | |||||