| Total Net Profit: | $151,885.00 | Max Drawdown: | ($7,635.00) | |||
| Gross Profit: | $267,820.00 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($115,935.00) | As % of Total Equity: | 4.19% | |||
| Profit Factor: | 2.310 | Max Drawdown Date: | 2/26/2001 | |||
| Pessimistic RR: | 1.996 | Max Intraday Drawdown: | ($9,110.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 29.83% | |||
| Total Trades: | 389 | As % of Total Equity: | 4.99% | |||
| Winning Trades: | 246 | Max Intraday Drawdown Date: | 2/26/2001 | |||
| Losing Trades: | 143 | Longest Drawdown: | 1541 days | |||
| Even Trades: | 0 | Recovery Factor: | 19.89 | |||
| % Profitable: | 63.24% | NP/MaxDD | 19.89 | |||
| Avg. Trade Net Profit: | $390.45 | NP/Intraday MaxDD | 16.67 | |||
| Avg. Winning Trade: | $1,088.70 | Avg. Worst 5 DD: | ($7,180.00) | |||
| Avg. Losing Trade: | ($810.73) | As % of Initial Equity: | 23.51% | |||
| Ratio Ave Win:Ave Loss: | 1.343 | |||||
| Max Runup: | $154,185.00 | |||||
| Largest Win: | $10,385.00, 3.88% | As % of Initial Equity: | 504.86% | |||
| Largest Loss: | ($2,225.00), -1.92% | As % of Total Equity: | 84.52% | |||
| Max Cons. Winners: | 12 | Max Runup Date: | 2/22/2024 | |||
| Max Cons. Losers: | 7 | Longest Runup: | 8806 days | |||
| Trading Period: | 8807 | Initial Capital: | $30,540.00 | |||
| 1/20/2000 - 2/29/2024 | Margin Requirements: | $4,000.00 | ||||
| Total Trading Days: | 389 | Return on Initial Capital: | 497.33% | |||
| Longest Flat Period: | 397 days | Annual Rate of Return: | 20.61% | |||
| Max Futures Contracts: | 1.0 | Avg. Monthly Return: | $524.56, 1.72% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $2,130.46 | |||
| Max Shares: | 0 | % Profitable Months: | 65.78% | |||
| Total Systems: | 1 | |||||
| Total Commission: | $1,945.00 | Sharpe Ratio: | 0.314 | |||
| Total Slippage: | $7,780.00 | Sortino Ratio: | 0.429 | |||
| Sterling Ratio: | 0.040 | |||||
| MAR Ratio: | 0.796 | |||||
| Efficiency Factor: | 0.567 | |||||