| Total Net Profit: | $247,705.00 | Max Drawdown: | ($9,375.00) | |||
| Gross Profit: | $522,555.00 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($274,850.00) | As % of Total Equity: | 3.29% | |||
| Profit Factor: | 1.901 | Max Drawdown Date: | 11/23/2018 | |||
| Pessimistic RR: | 1.660 | Max Intraday Drawdown: | ($10,075.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 26.87% | |||
| Total Trades: | 435 | As % of Total Equity: | 3.53% | |||
| Winning Trades: | 213 | Max Intraday Drawdown Date: | 11/27/2018 | |||
| Losing Trades: | 222 | Longest Drawdown: | 728 days | |||
| Even Trades: | 0 | Recovery Factor: | 26.42 | |||
| % Profitable: | 48.97% | NP/MaxDD | 26.42 | |||
| Avg. Trade Net Profit: | $569.44 | NP/Intraday MaxDD | 24.59 | |||
| Avg. Winning Trade: | $2,453.31 | Avg. Worst 5 DD: | ($8,149.00) | |||
| Avg. Losing Trade: | ($1,238.06) | As % of Initial Equity: | 21.73% | |||
| Ratio Ave Win:Ave Loss: | 1.982 | |||||
| Max Runup: | $251,885.00 | |||||
| Largest Win: | $3,890.00, 0.74% | As % of Initial Equity: | 671.69% | |||
| Largest Loss: | ($1,295.00), -0.47% | As % of Total Equity: | 88.32% | |||
| Max Cons. Winners: | 6 | Max Runup Date: | 9/15/2025 | |||
| Max Cons. Losers: | 8 | Longest Runup: | 6086 days | |||
| Trading Period: | 6109 | Initial Capital: | $37,500.00 | |||
| 1/2/2009 - 9/23/2025 | Margin Requirements: | $4,000.00 | ||||
| Total Trading Days: | 427 | Return on Initial Capital: | 660.55% | |||
| Longest Flat Period: | 246 days | Annual Rate of Return: | 39.47% | |||
| Max Futures Contracts: | 1.0 | Avg. Monthly Return: | $1,233.32, 3.29% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $2,970.40 | |||
| Max Shares: | 0 | % Profitable Months: | 63.10% | |||
| Total Systems: | 1 | |||||
| Total Commission: | $2,175.00 | Sharpe Ratio: | 0.396 | |||
| Total Slippage: | $8,700.00 | Sortino Ratio: | 0.375 | |||
| Sterling Ratio: | 0.048 | |||||
| MAR Ratio: | 1.592 | |||||
| Efficiency Factor: | 0.474 | |||||