| Total Net Profit: | $253,935.00 | Max Drawdown: | ($14,740.00) | |||
| Gross Profit: | $706,815.00 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($452,880.00) | As % of Total Equity: | 4.71% | |||
| Profit Factor: | 1.561 | Max Drawdown Date: | 3/18/2020 | |||
| Pessimistic RR: | 1.429 | Max Intraday Drawdown: | ($16,595.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 28.15% | |||
| Total Trades: | 1048 | As % of Total Equity: | 5.30% | |||
| Winning Trades: | 584 | Max Intraday Drawdown Date: | 3/24/2020 | |||
| Losing Trades: | 458 | Longest Drawdown: | 585 days | |||
| Even Trades: | 6 | Recovery Factor: | 17.23 | |||
| % Profitable: | 55.73% | NP/MaxDD | 17.23 | |||
| Avg. Trade Net Profit: | $242.30 | NP/Intraday MaxDD | 15.30 | |||
| Avg. Winning Trade: | $1,210.30 | Avg. Worst 5 DD: | ($13,461.00) | |||
| Avg. Losing Trade: | ($988.82) | As % of Initial Equity: | 22.83% | |||
| Ratio Ave Win:Ave Loss: | 1.224 | |||||
| Max Runup: | $255,140.00 | |||||
| Largest Win: | $8,030.00, 1.14% | As % of Initial Equity: | 432.73% | |||
| Largest Loss: | ($3,025.00), -0.67% | As % of Total Equity: | 81.54% | |||
| Max Cons. Winners: | 10 | Max Runup Date: | 10/15/2024 | |||
| Max Cons. Losers: | 8 | Longest Runup: | 6124 days | |||
| Trading Period: | 6125 | Initial Capital: | $58,960.00 | |||
| 1/24/2008 - 10/30/2024 | Margin Requirements: | $4,000.00 | ||||
| Total Trading Days: | 1024 | Return on Initial Capital: | 430.69% | |||
| Longest Flat Period: | 83 days | Annual Rate of Return: | 25.67% | |||
| Max Futures Contracts: | 1 | Avg. Monthly Return: | $1,261.04, 2.14% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $3,521.86 | |||
| Max Shares: | 0 | % Profitable Months: | 64.95% | |||
| Total Systems: | 1 | |||||
| Total Commission: | $5,240.00 | Sharpe Ratio: | 0.403 | |||
| Total Slippage: | $20,960.00 | Sortino Ratio: | 0.514 | |||
| Sterling Ratio: | 0.035 | |||||
| MAR Ratio: | 1.013 | |||||
| Efficiency Factor: | 0.359 | |||||