| Total Net Profit: | $120,317.50 | Max Drawdown: | ($7,082.50) | |||
| Gross Profit: | $198,010.00 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($77,692.50) | As % of Total Equity: | 4.76% | |||
| Profit Factor: | 2.549 | Max Drawdown Date: | 1/19/2022 | |||
| Pessimistic RR: | 2.207 | Max Intraday Drawdown: | ($8,473.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 29.91% | |||
| Total Trades: | 404 | As % of Total Equity: | 5.70% | |||
| Winning Trades: | 258 | Max Intraday Drawdown Date: | 2/28/2022 | |||
| Losing Trades: | 146 | Longest Drawdown: | 590 days | |||
| Even Trades: | 0 | Recovery Factor: | 16.99 | |||
| % Profitable: | 63.86% | NP/MaxDD | 16.99 | |||
| Avg. Trade Net Profit: | $297.82 | NP/Intraday MaxDD | 14.20 | |||
| Avg. Winning Trade: | $767.48 | Avg. Worst 5 DD: | ($6,340.00) | |||
| Avg. Losing Trade: | ($532.14) | As % of Initial Equity: | 22.38% | |||
| Ratio Ave Win:Ave Loss: | 1.442 | |||||
| Max Runup: | $120,902.50 | |||||
| Largest Win: | $5,932.50, 3.00% | As % of Initial Equity: | 426.76% | |||
| Largest Loss: | ($2,230.00), -2.87% | As % of Total Equity: | 81.34% | |||
| Max Cons. Winners: | 10 | Max Runup Date: | 2/29/2024 | |||
| Max Cons. Losers: | 4 | Longest Runup: | 8892 days | |||
| Trading Period: | 8922 | Initial Capital: | $28,330.00 | |||
| 9/27/1999 - 2/29/2024 | Margin Requirements: | $6,463.00 | ||||
| Total Trading Days: | 404 | Return on Initial Capital: | 424.70% | |||
| Longest Flat Period: | 210 days | Annual Rate of Return: | 17.37% | |||
| Max Futures Contracts: | 1.0 | Avg. Monthly Return: | $410.18, 1.45% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $1,451.86 | |||
| Max Shares: | 0 | % Profitable Months: | 69.74% | |||
| Total Systems: | 1 | |||||
| Total Commission: | $2,020.00 | Sharpe Ratio: | 0.365 | |||
| Total Slippage: | $10,100.00 | Sortino Ratio: | 0.411 | |||
| Sterling Ratio: | 0.035 | |||||
| MAR Ratio: | 0.653 | |||||
| Efficiency Factor: | 0.608 | |||||