| Total Net Profit: | $204,080.00 | Max Drawdown: | ($9,310.00) | |||
| Gross Profit: | $444,890.00 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($240,810.00) | As % of Total Equity: | 3.86% | |||
| Profit Factor: | 1.847 | Max Drawdown Date: | 5/23/2022 | |||
| Pessimistic RR: | 1.616 | Max Intraday Drawdown: | ($11,310.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 30.37% | |||
| Total Trades: | 464 | As % of Total Equity: | 4.69% | |||
| Winning Trades: | 192 | Max Intraday Drawdown Date: | 5/26/2022 | |||
| Losing Trades: | 272 | Longest Drawdown: | 259 days | |||
| Even Trades: | 0 | Recovery Factor: | 21.92 | |||
| % Profitable: | 41.38% | NP/MaxDD | 21.92 | |||
| Avg. Trade Net Profit: | $439.83 | NP/Intraday MaxDD | 18.04 | |||
| Avg. Winning Trade: | $2,317.14 | Avg. Worst 5 DD: | ($7,692.00) | |||
| Avg. Losing Trade: | ($885.33) | As % of Initial Equity: | 20.66% | |||
| Ratio Ave Win:Ave Loss: | 2.617 | |||||
| Max Runup: | $210,780.00 | |||||
| Largest Win: | $3,920.00, 0.88% | As % of Initial Equity: | 566.00% | |||
| Largest Loss: | ($1,905.00), -0.79% | As % of Total Equity: | 87.34% | |||
| Max Cons. Winners: | 5 | Max Runup Date: | 1/18/2024 | |||
| Max Cons. Losers: | 12 | Longest Runup: | 5026 days | |||
| Trading Period: | 5055 | Initial Capital: | $37,240.00 | |||
| 4/29/2010 - 2/29/2024 | Margin Requirements: | $6,463.00 | ||||
| Total Trading Days: | 464 | Return on Initial Capital: | 548.01% | |||
| Longest Flat Period: | 106 days | Annual Rate of Return: | 39.57% | |||
| Max Futures Contracts: | 1.0 | Avg. Monthly Return: | $1,227.98, 3.30% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $2,960.93 | |||
| Max Shares: | 0 | % Profitable Months: | 64.00% | |||
| Total Systems: | 1 | |||||
| Total Commission: | $2,320.00 | Sharpe Ratio: | 0.438 | |||
| Total Slippage: | $11,600.00 | Sortino Ratio: | 0.439 | |||
| Sterling Ratio: | 0.050 | |||||
| MAR Ratio: | 1.461 | |||||
| Efficiency Factor: | 0.459 | |||||