| Total Net Profit: | $132,240.00 | Max Drawdown: | ($6,150.00) | |||
| Gross Profit: | $276,195.00 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($143,955.00) | As % of Total Equity: | 3.92% | |||
| Profit Factor: | 1.919 | Max Drawdown Date: | 8/10/2022 | |||
| Pessimistic RR: | 1.700 | Max Intraday Drawdown: | ($6,150.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 25.00% | |||
| Total Trades: | 552 | As % of Total Equity: | 3.92% | |||
| Winning Trades: | 317 | Max Intraday Drawdown Date: | 8/10/2022 | |||
| Losing Trades: | 235 | Longest Drawdown: | 343 days | |||
| Even Trades: | 0 | Recovery Factor: | 21.50 | |||
| % Profitable: | 57.43% | NP/MaxDD | 21.50 | |||
| Avg. Trade Net Profit: | $239.57 | NP/Intraday MaxDD | 21.50 | |||
| Avg. Winning Trade: | $871.28 | Avg. Worst 5 DD: | ($5,525.00) | |||
| Avg. Losing Trade: | ($612.57) | As % of Initial Equity: | 22.46% | |||
| Ratio Ave Win:Ave Loss: | 1.422 | |||||
| Max Runup: | $135,190.00 | |||||
| Largest Win: | $9,175.00, 3.32% | As % of Initial Equity: | 549.55% | |||
| Largest Loss: | ($1,825.00), -1.27% | As % of Total Equity: | 86.20% | |||
| Max Cons. Winners: | 10 | Max Runup Date: | 10/25/2023 | |||
| Max Cons. Losers: | 8 | Longest Runup: | 6069 days | |||
| Trading Period: | 6154 | Initial Capital: | $24,600.00 | |||
| 3/28/2007 - 1/31/2024 | Margin Requirements: | $8,100.00 | ||||
| Total Trading Days: | 545 | Return on Initial Capital: | 537.56% | |||
| Longest Flat Period: | 98 days | Annual Rate of Return: | 31.88% | |||
| Max Futures Contracts: | 1.0 | Avg. Monthly Return: | $653.61, 2.66% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $1,651.85 | |||
| Max Shares: | 0 | % Profitable Months: | 64.65% | |||
| Total Systems: | 1 | |||||
| Total Commission: | $2,760.00 | Sharpe Ratio: | 0.348 | |||
| Total Slippage: | $11,040.00 | Sortino Ratio: | 0.354 | |||
| Sterling Ratio: | 0.040 | |||||
| MAR Ratio: | 1.219 | |||||
| Efficiency Factor: | 0.479 | |||||