| Total Net Profit: | $124,167.50 | Max Drawdown: | ($12,682.50) | |||
| Gross Profit: | $363,942.50 | As % of Initial Equity: | 126.83% | |||
| Gross Loss: | ($239,775.00) | As % of Total Equity: | 9.45% | |||
| Profit Factor: | 1.518 | Max Drawdown Date: | 5/10/2019 | |||
| Pessimistic RR: | 1.405 | Max Intraday Drawdown: | ($12,997.50) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 129.98% | |||
| Total Trades: | 1384 | As % of Total Equity: | 9.69% | |||
| Winning Trades: | 829 | Max Intraday Drawdown Date: | 1/3/2019 | |||
| Losing Trades: | 555 | Longest Drawdown: | 936 days | |||
| Even Trades: | 0 | Recovery Factor: | 9.79 | |||
| % Profitable: | 59.90% | NP/MaxDD | 9.79 | |||
| NP/Intraday MaxDD | 9.55 | |||||
| Max Runup: | $131,332.50 | |||||
| Avg. Trade Net Profit: | $89.72 | As % of Initial Equity: | 1,313.33% | |||
| Avg. Winning Trade: | $439.01 | As % of Total Equity: | 97.89% | |||
| Avg. Losing Trade: | ($432.03) | Max Runup Date: | 4/2/2018 | |||
| Ratio Ave Win:Ave Loss: | 1.016 | Longest Runup: | 7674 days | |||
| Largest Win: | $1,170.00, 0.32% | Initial Capital: | $10,000.00 | |||
| Largest Loss: | ($1,780.00), -0.74% | Margin Requirements: | $6,463.00 | |||
| Max Cons. Winners: | 17 | Return on Initial Capital: | 1,241.68% | |||
| Max Cons. Losers: | 9 | Annual Rate of Return: | 57.14% | |||
| Avg. Monthly Return: | $476.14, 4.76% | |||||
| Trading Period: | 7932 | Std. Deviation of Monthly Return: | $1,395.54 | |||
| 12/11/1997 - 8/29/2019 | % Profitable Months: | 62.45% | ||||
| Total Trading Days: | 1333 | |||||
| Longest Flat Period: | 117 days | Sharpe Ratio: | 0.35 | |||
| Sortino Ratio: | 0.81 | |||||
| Max Futures Contracts: | 1.00 | Sterling Ratio: | 0.01 | |||
| Max Forex Contracts: | 0 | MAR Ratio: | 0.45 | |||
| Max Shares: | 0 | Efficiency Factor: | 0.34 | |||
| Total Commission: | $6,920.00 | |||||
| Total Slippage: | $34,600.00 | |||||