Performance Summary    ( Portfolio Analyst Professional - build_20250919.1 )
                  
Total Net Profit:    $1,378,875.00      Max Drawdown:    ($29,345.00)
Gross Profit:    $2,702,465.00      As % of Initial Equity:    10.33%
Gross Loss:    ($1,323,590.00)      As % of Total Equity:    1.76%
Profit Factor:    2.042      Max Drawdown Date:    7/31/2025
Pessimistic RR:    1.919      Max Intraday Drawdown:    ($32,780.00)
Open Position P/L    $0.00      As % of Initial Equity:    11.54%
Total Trades:    2261      As % of Total Equity:    1.97%
Winning Trades:    784      Max Intraday Drawdown Date:    10/10/2019
Losing Trades:    1477      Longest Drawdown:    538 days
Even Trades:    0      Recovery Factor:    46.99
% Profitable:    34.67%      NP/MaxDD    46.99
Avg. Trade Net Profit:    $609.85      NP/Intraday MaxDD    42.06
Avg. Winning Trade:    $3,447.02      Avg. Worst 5 DD:    ($27,176.00)
Avg. Losing Trade:    ($896.13)      As % of Initial Equity:    9.57%
Ratio Ave Win:Ave Loss:    3.847            
        Max Runup:    $1,389,480.00
Largest Win:    $6,725.00, 0.25%      As % of Initial Equity:    489.12%
Largest Loss:    ($5,765.00), -0.44%      As % of Total Equity:    83.55%
Max Cons. Winners:    12      Max Runup Date:    9/15/2025
Max Cons. Losers:    22      Longest Runup:    6086 days
                  
Trading Period:    6109      Initial Capital:    $284,080.00
     1/2/2009 - 9/23/2025      Margin Requirements:    $20,000.00
Total Trading Days:    868      Return on Initial Capital:    485.38%
Longest Flat Period:    101 days      Annual Rate of Return:    29.00%
Max Futures Contracts:    5.0      Avg. Monthly Return:    $6,865.41, 2.42%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $12,645.94
Max Shares:    0      % Profitable Months:    67.88%
Total Systems:    5            
Total Commission:    $11,305.00     
Sharpe Ratio:
  
0.481
Total Slippage:    $22,610.00      Sortino Ratio:    0.612
            Sterling Ratio:    0.088
            MAR Ratio:    2.764
            Efficiency Factor:    0.510