Performance Summary    ( Created: 6/5/2018 12:10:12 )
                  
Total Net Profit:    $123,342.50      Max Drawdown:    ($6,475.00)
Gross Profit:    $314,730.00      As % of Initial Equity:    24.64 %
Gross Loss:    ($191,387.50)      As % of Total Equity:    4.33 %
Profit Factor:    1.644      Max Drawdown Date:    5/24/2018
Pessimistic RR:    1.515      Max Intraday Drawdown:    ($6,570.50)
            As % of Initial Equity:    25.00 %
Total Trades:    1229      As % of Total Equity:    4.39 %
Winning Trades:    744      Max Intraday Drawdown Date:    5/24/2018
Losing Trades:    485      Longest Drawdown:    936 days
Even Trades:    0      Recovery Factor:    19.05
% Profitable:    60.54%      NP/MaxDD    19.05
            NP/Intraday MaxDD    18.77
                  
            Max Runup:    $129,602.50
Avg. Trade Net Profit:    $100.36      As % of Initial Equity:    493.12 %
Avg. Winning Trade:    $423.02      As % of Total Equity:    86.62 %
Avg. Losing Trade:    ($394.61)      Max Runup Date:    4/2/2018
Ratio Ave Win:Ave Loss:    1.072      Longest Runup:    7220 days
                  
Largest Win:    $1,170.00, 0.37 %      Initial Capital:    $26,282.00
Largest Loss:    ($1,780.00), -0.93 %      Margin Requirements:    $6,000.00
Max Cons. Winners:    12      Return on Initial Capital:    469.30 %
Max Cons. Losers:    9      Annual Rate of Return:    22.91 %
            Avg. Monthly Return:    $501.69, 1.91 %
Trading Period:    7478      Std. Deviation of Monthly Return:    $1,279.33
     12/11/1997 - 6/1/2018      % Profitable Months:    63.60 %
Total Trading Days:    1195            
Longest Flat Period:    117 days      Sharpe Ratio:    0.40
            Sortino Ratio:    1.12
Max Futures Contracts:    1.0      Sterling Ratio:    0.09
Max Forex Contracts:    0      MAR Ratio:    0.97
Max Shares:    0      Efficiency Factor:    0.39
            Total Commission:    $6,145.00
            Total Slippage:    $30,725.00
 
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