| 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 | |||||