| Total Net Profit: | $304,490.00 | Max Drawdown: | ($14,055.00) | |||
| Gross Profit: | $390,130.00 | As % of Initial Equity: | 24.95% | |||
| Gross Loss: | ($85,640.00) | As % of Total Equity: | 3.90% | |||
| Profit Factor: | 4.555 | Max Drawdown Date: | 2/27/2020 | |||
| Pessimistic RR: | 3.729 | Max Intraday Drawdown: | ($14,083.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 25.00% | |||
| Total Trades: | 249 | As % of Total Equity: | 3.90% | |||
| Winning Trades: | 193 | Max Intraday Drawdown Date: | 2/27/2020 | |||
| Losing Trades: | 56 | Longest Drawdown: | 642 days | |||
| Even Trades: | 0 | Recovery Factor: | 21.66 | |||
| % Profitable: | 77.51% | NP/MaxDD | 21.66 | |||
| Avg. Trade Net Profit: | $1,222.85 | NP/Intraday MaxDD | 21.62 | |||
| Avg. Winning Trade: | $2,021.40 | Avg. Worst 5 DD: | ($9,095.00) | |||
| Avg. Losing Trade: | ($1,529.29) | As % of Initial Equity: | 16.14% | |||
| Ratio Ave Win:Ave Loss: | 1.322 | |||||
| Max Runup: | $306,215.00 | |||||
| Largest Win: | $10,450.00, 2.68% | As % of Initial Equity: | 543.51% | |||
| Largest Loss: | ($7,030.00), -8.21% | As % of Total Equity: | 84.86% | |||
| Max Cons. Winners: | 19 | Max Runup Date: | 11/1/2024 | |||
| Max Cons. Losers: | 4 | Longest Runup: | 5971 days | |||
| Trading Period: | 6125 | Initial Capital: | $56,340.00 | |||
| 1/31/2008 - 11/6/2024 | Margin Requirements: | $13,338.00 | ||||
| Total Trading Days: | 162 | Return on Initial Capital: | 540.45% | |||
| Longest Flat Period: | 455 days | Annual Rate of Return: | 32.21% | |||
| Max Futures Contracts: | 2.0 | Avg. Monthly Return: | $1,512.09, 2.68% | |||
| Max Forex Contracts: | 0 | Std. Deviation of Monthly Return: | $5,209.52 | |||
| Max Shares: | 0 | % Profitable Months: | 77.88% | |||
| Total Systems: | 2 | |||||
| Total Commission: | $1,245.00 | Sharpe Ratio: | 0.361 | |||
| Total Slippage: | $5,590.00 | Sortino Ratio: | 0.375 | |||
| Sterling Ratio: | 0.058 | |||||
| MAR Ratio: | 1.354 | |||||
| Efficiency Factor: | 0.780 | |||||