Performance Summary    ( Trading Period: 12/11/1997 - 2/25/2019    Created: 4/12/2019 19:02:12    Portfolio Analyst Cloud Version - 20190213.1 )
                  
Total Net Profit:    $120,317.00      Max Drawdown:    ($12,097.50)
Gross Profit:    $347,987.50      As % of Initial Equity:    120.98%
Gross Loss:    ($227,670.50)      As % of Total Equity:    9.28%
Profit Factor:    1.528      Max Drawdown Date:    1/2/2019
Pessimistic RR:    1.413      Max Intraday Drawdown:    ($12,997.50)
Open Position P/L    $0.00      As % of Initial Equity:    129.98%
Total Trades:    1324      As % of Total Equity:    9.97%
Winning Trades:    795      Max Intraday Drawdown Date:    1/3/2019
Losing Trades:    529      Longest Drawdown:    936 days
Even Trades:    0      Recovery Factor:    9.95
% Profitable:    60.05%      NP/MaxDD    9.95
            NP/Intraday MaxDD    9.26
                  
            Max Runup:    $131,332.50
Avg. Trade Net Profit:    $90.87      As % of Initial Equity:    1,313.33%
Avg. Winning Trade:    $437.72      As % of Total Equity:    100.78%
Avg. Losing Trade:    ($430.38)      Max Runup Date:    4/2/2018
Ratio Ave Win:Ave Loss:    1.017      Longest Runup:    7489 days
                  
Largest Win:    $1,170.00, 0.34%      Initial Capital:    $10,000.00
Largest Loss:    ($1,780.00), -0.78%      Margin Requirements:    $6,463.00
Max Cons. Winners:    17      Return on Initial Capital:    1,203.17%
Max Cons. Losers:    9      Annual Rate of Return:    56.69%
            Avg. Monthly Return:    $472.39, 4.72%
Trading Period:    7747      Std. Deviation of Monthly Return:    $1,362.81
     12/11/1997 - 2/25/2019      % Profitable Months:    62.75%
Total Trading Days:    1276            
Longest Flat Period:    117 days      Sharpe Ratio:    0.36
            Sortino Ratio:    0.81
Max Futures Contracts:    1.00      Sterling Ratio:    0.01
Max Forex Contracts:    0      MAR Ratio:    0.46
Max Shares:    0      Efficiency Factor:    0.35
            Total Commission:    $6,620.00
            Total Slippage:    $33,100.00