| Total Net Profit: | $91,065.50 | Max Drawdown: | ($8,122.50) | |||
| Gross Profit: | $234,905.50 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($143,840.00) | As % of Total Equity: | 6.57% | |||
| Profit Factor: | 1.633 | Max Drawdown Date: | 7/20/2020 | |||
| Pessimistic RR: | 1.454 | Max Intraday Drawdown: | ($8,402.50) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 25.86% | |||
| Total Trades: | 592 | As % of Total Equity: | 6.80% | |||
| Winning Trades: | 289 | Max Intraday Drawdown Date: | 7/29/2020 | |||
| Losing Trades: | 303 | Longest Drawdown: | 617 days | |||
| Even Trades: | 0 | Recovery Factor: | 11.21 | |||
| % Profitable: | 48.82% | NP/MaxDD | 11.21 | |||
| Avg. Trade Net Profit: | $153.83 | NP/Intraday MaxDD | 10.84 | |||
| Avg. Winning Trade: | $812.82 | Avg. Worst 5 DD: | ($7,863.50) | |||
| Avg. Losing Trade: | ($474.72) | As % of Initial Equity: | 24.20% | |||
| Ratio Ave Win:Ave Loss: | 1.712 | |||||
| Max Runup: | $98,005.00 | |||||
| Largest Win: | $4,645.00, 1.98% | As % of Initial Equity: | 301.65% | |||
| Largest Loss: | ($1,667.50), -1.16% | As % of Total Equity: | 79.32% | |||
| Max Cons. Winners: | 7 | Max Runup Date: | 8/19/2024 | |||
| Max Cons. Losers: | 10 | Longest Runup: | 5936 days | |||
| Trading Period: | 6211 | Initial Capital: | $32,490.00 | |||
| 1/3/2008 - 1/3/2025 | Margin Requirements: | $6,463.00 | ||||
| Total Trading Days: | 592 | Return on Initial Capital: | 280.29% | |||
| Longest Flat Period: | 299 days | Annual Rate of Return: | 16.47% | |||
| Max Futures Contracts: | 1.0 | Avg. Monthly Return: | $445.97, 1.37% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $1,707.18 | |||
| Max Shares: | 0 | % Profitable Months: | 63.95% | |||
| Total Systems: | 1 | |||||
| Total Commission: | $2,960.00 | Sharpe Ratio: | 0.352 | |||
| Total Slippage: | $14,800.00 | Sortino Ratio: | 0.544 | |||
| Sterling Ratio: | 0.038 | |||||
| MAR Ratio: | 0.623 | |||||
| Efficiency Factor: | 0.388 | |||||