| Total Net Profit: | $586,340.00 | Max Drawdown: | ($22,585.00) | |||
| Gross Profit: | $1,443,078.00 | As % of Initial Equity: | 15.62% | |||
| Gross Loss: | ($856,738.00) | As % of Total Equity: | 3.09% | |||
| Profit Factor: | 1.684 | Max Drawdown Date: | 10/29/2024 | |||
| Pessimistic RR: | 1.607 | Max Intraday Drawdown: | ($21,947.50) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 15.18% | |||
| Total Trades: | 3625 | As % of Total Equity: | 3.00% | |||
| Winning Trades: | 1680 | Max Intraday Drawdown Date: | 10/29/2024 | |||
| Losing Trades: | 1937 | Longest Drawdown: | 836 days | |||
| Even Trades: | 8 | Recovery Factor: | 25.96 | |||
| % Profitable: | 46.34% | NP/MaxDD | 25.96 | |||
| Avg. Trade Net Profit: | $161.75 | NP/Intraday MaxDD | 26.72 | |||
| Avg. Winning Trade: | $858.98 | Avg. Worst 5 DD: | ($19,331.00) | |||
| Avg. Losing Trade: | ($442.30) | As % of Initial Equity: | 13.37% | |||
| Ratio Ave Win:Ave Loss: | 1.942 | |||||
| Max Runup: | $592,335.00 | |||||
| Largest Win: | $8,035.00, 0.56% | As % of Initial Equity: | 409.67% | |||
| Largest Loss: | ($1,825.00), -0.21% | As % of Total Equity: | 81.04% | |||
| Max Cons. Winners: | 14 | Max Runup Date: | 1/3/2025 | |||
| Max Cons. Losers: | 18 | Longest Runup: | 5936 days | |||
| Trading Period: | 6211 | Initial Capital: | $144,590.00 | |||
| 1/3/2008 - 1/3/2025 | Margin Requirements: | $20,926.00 | ||||
| Total Trading Days: | 1617 | Return on Initial Capital: | 405.52% | |||
| Longest Flat Period: | 27 days | Annual Rate of Return: | 23.83% | |||
| Max Futures Contracts: | 4.0 | Avg. Monthly Return: | $2,871.44, 1.99% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $6,662.88 | |||
| Max Shares: | 0 | % Profitable Months: | 66.83% | |||
| Total Systems: | 4 | |||||
| Total Commission: | $18,125.00 | Sharpe Ratio: | 0.471 | |||
| Total Slippage: | $77,965.00 | Sortino Ratio: | 0.720 | |||
| Sterling Ratio: | 0.055 | |||||
| MAR Ratio: | 1.538 | |||||
| Efficiency Factor: | 0.406 | |||||