| | | | | | |
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 |
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