Performance Summary    ( Trading Period: 3/21/2007 - 7/16/2019    Created: 9/22/2019 19:46:09    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $106,650.00      Max Drawdown:    ($3,750.00)
Gross Profit:    $155,025.00      As % of Initial Equity:    37.50%
Gross Loss:    ($48,375.00)      As % of Total Equity:    3.21%
Profit Factor:    3.205      Max Drawdown Date:    4/23/2008
Pessimistic RR:    2.721      Max Intraday Drawdown:    ($3,935.00)
Open Position P/L    $0.00      As % of Initial Equity:    39.35%
Total Trades:    324      As % of Total Equity:    3.37%
Winning Trades:    221      Max Intraday Drawdown Date:    4/28/2008
Losing Trades:    103      Longest Drawdown:    357 days
Even Trades:    0      Recovery Factor:    28.44
% Profitable:    68.21%      NP/MaxDD    28.44
            NP/Intraday MaxDD    27.10
                  
            Max Runup:    $108,455.00
Avg. Trade Net Profit:    $329.17      As % of Initial Equity:    1,084.55%
Avg. Winning Trade:    $701.47      As % of Total Equity:    92.97%
Avg. Losing Trade:    ($469.66)      Max Runup Date:    1/16/2019
Ratio Ave Win:Ave Loss:    1.494      Longest Runup:    4500 days
                  
Largest Win:    $5,385.00, 3.47%      Initial Capital:    $10,000.00
Largest Loss:    ($3,525.00), -7.29%      Margin Requirements:    $7,700.00
Max Cons. Winners:    11      Return on Initial Capital:    1,066.50%
Max Cons. Losers:    6      Annual Rate of Return:    86.49%
            Avg. Monthly Return:    $720.71, 7.21%
Trading Period:    4501      Std. Deviation of Monthly Return:    $1,602.50
     3/21/2007 - 7/16/2019      % Profitable Months:    75.38%
Total Trading Days:    324            
Longest Flat Period:    98 days      Sharpe Ratio:    0.51
            Sortino Ratio:    1.98
Max Futures Contracts:    1.00      Sterling Ratio:    0.13
Max Forex Contracts:    0      MAR Ratio:    2.19
Max Shares:    0      Efficiency Factor:    0.69
            Total Commission:    $1,620.00
            Total Slippage:    $6,480.00