Total Net Profit: | $195,025.00 | Max Drawdown: | ($16,765.00) | |||
Gross Profit: | $526,650.00 | As % of Initial Equity: | 25.00% | |||
Gross Loss: | ($331,625.00) | As % of Total Equity: | 6.40% | |||
Profit Factor: | 1.588 | Max Drawdown Date: | 4/24/2023 | |||
Pessimistic RR: | 1.447 | Max Intraday Drawdown: | ($19,570.00) | |||
Open Position P/L | $0.00 | As % of Initial Equity: | 29.18% | |||
Total Trades: | 928 | As % of Total Equity: | 7.47% | |||
Winning Trades: | 499 | Max Intraday Drawdown Date: | 4/24/2023 | |||
Losing Trades: | 423 | Longest Drawdown: | 565 days | |||
Even Trades: | 6 | Recovery Factor: | 11.63 | |||
% Profitable: | 53.77% | NP/MaxDD | 11.63 | |||
Avg. Trade Net Profit: | $210.16 | NP/Intraday MaxDD | 9.97 | |||
Avg. Winning Trade: | $1,055.41 | Avg. Worst 5 DD: | ($15,520.00) | |||
Avg. Losing Trade: | ($783.98) | As % of Initial Equity: | 23.14% | |||
Ratio Ave Win:Ave Loss: | 1.346 | |||||
Max Runup: | $195,495.00 | |||||
Largest Win: | $8,030.00, 1.52% | As % of Initial Equity: | 291.52% | |||
Largest Loss: | ($1,525.00), -0.46% | As % of Total Equity: | 74.59% | |||
Max Cons. Winners: | 9 | Max Runup Date: | 8/29/2023 | |||
Max Cons. Losers: | 7 | Longest Runup: | 5884 days | |||
Trading Period: | 6061 | Initial Capital: | $67,060.00 | |||
1/25/2007 - 8/29/2023 | Margin Requirements: | $4,000.00 | ||||
Total Trading Days: | 928 | Return on Initial Capital: | 290.82% | |||
Longest Flat Period: | 176 days | Annual Rate of Return: | 17.51% | |||
Max Futures Contracts: | 1.0 | Avg. Monthly Return: | $978.72, 1.46% | |||
Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $3,074.83 | |||
Max Shares: | 0 | % Profitable Months: | 66.32% | |||
Total Systems: | 1 | |||||
Total Commission: | $4,640.00 | Sharpe Ratio: | 0.370 | |||
Total Slippage: | $18,560.00 | Sortino Ratio: | 0.479 | |||
Sterling Ratio: | 0.030 | |||||
MAR Ratio: | 0.684 | |||||
Efficiency Factor: | 0.370 | |||||