Performance Summary    ( Trading Period: 3/21/2007 - 4/26/2019    Created: 6/7/2019 18:14:52    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $105,910.00      Max Drawdown:    ($3,750.00)
Gross Profit:    $154,000.00      As % of Initial Equity:    37.50%
Gross Loss:    ($48,090.00)      As % of Total Equity:    3.24%
Profit Factor:    3.202      Max Drawdown Date:    4/23/2008
Pessimistic RR:    2.716      Max Intraday Drawdown:    ($3,935.00)
Open Position P/L    $0.00      As % of Initial Equity:    39.35%
Total Trades:    318      As % of Total Equity:    3.39%
Winning Trades:    216      Max Intraday Drawdown Date:    4/28/2008
Losing Trades:    102      Longest Drawdown:    357 days
Even Trades:    0      Recovery Factor:    28.24
% Profitable:    67.92%      NP/MaxDD    28.24
            NP/Intraday MaxDD    26.91
                  
            Max Runup:    $108,190.00
Avg. Trade Net Profit:    $333.05      As % of Initial Equity:    1,081.90%
Avg. Winning Trade:    $712.96      As % of Total Equity:    93.34%
Avg. Losing Trade:    ($471.47)      Max Runup Date:    1/16/2019
Ratio Ave Win:Ave Loss:    1.512      Longest Runup:    4419 days
                  
Largest Win:    $5,385.00, 3.50%      Initial Capital:    $10,000.00
Largest Loss:    ($3,525.00), -7.33%      Margin Requirements:    $7,700.00
Max Cons. Winners:    11      Return on Initial Capital:    1,059.10%
Max Cons. Losers:    6      Annual Rate of Return:    87.46%
            Avg. Monthly Return:    $728.83, 7.29%
Trading Period:    4420      Std. Deviation of Monthly Return:    $1,613.76
     3/21/2007 - 4/26/2019      % Profitable Months:    75.00%
Total Trading Days:    318            
Longest Flat Period:    98 days      Sharpe Ratio:    0.51
            Sortino Ratio:    1.98
Max Futures Contracts:    1.00      Sterling Ratio:    0.12
Max Forex Contracts:    0      MAR Ratio:    2.17
Max Shares:    0      Efficiency Factor:    0.69
            Total Commission:    $1,590.00
            Total Slippage:    $6,360.00