Performance Summary    ( Portfolio Analyst Professional - build_20241202.1 )
                  
Total Net Profit:    $260,840.00      Max Drawdown:    ($11,295.00)
Gross Profit:    $598,775.00      As % of Initial Equity:    25.00%
Gross Loss:    ($337,935.00)      As % of Total Equity:    3.69%
Profit Factor:    1.772      Max Drawdown Date:    11/1/2023
Pessimistic RR:    1.642      Max Intraday Drawdown:    ($13,660.00)
Open Position P/L    $0.00      As % of Initial Equity:    30.23%
Total Trades:    1413      As % of Total Equity:    4.46%
Winning Trades:    619      Max Intraday Drawdown Date:    11/2/2023
Losing Trades:    790      Longest Drawdown:    719 days
Even Trades:    4      Recovery Factor:    23.09
% Profitable:    43.81%      NP/MaxDD    23.09
Avg. Trade Net Profit:    $184.60      NP/Intraday MaxDD    19.10
Avg. Winning Trade:    $967.33      Avg. Worst 5 DD:    ($10,552.00)
Avg. Losing Trade:    ($427.77)      As % of Initial Equity:    23.36%
Ratio Ave Win:Ave Loss:    2.261            
        Max Runup:    $262,100.00
Largest Win:    $7,990.00, 1.33%      As % of Initial Equity:    580.12%
Largest Loss:    ($1,825.00), -0.54%      As % of Total Equity:    85.65%
Max Cons. Winners:    8      Max Runup Date:    1/3/2025
Max Cons. Losers:    10      Longest Runup:    6135 days
                  
Trading Period:    6211      Initial Capital:    $45,180.00
     1/3/2008 - 1/3/2025      Margin Requirements:    $4,000.00
Total Trading Days:    1413      Return on Initial Capital:    577.34%
Longest Flat Period:    27 days      Annual Rate of Return:    33.93%
Max Futures Contracts:    1.0      Avg. Monthly Return:    $1,277.39, 2.83%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $2,879.90
Max Shares:    0      % Profitable Months:    67.80%
Total Systems:    1            
Total Commission:    $7,065.00     
Sharpe Ratio:
  
0.466
Total Slippage:    $28,260.00      Sortino Ratio:    0.587
            Sterling Ratio:    0.038
            MAR Ratio:    1.283
            Efficiency Factor:    0.436