Performance Summary    ( Trading Period: 12/11/1997 - 8/29/2019    Created: 9/22/2019 19:42:04    Portfolio Analyst Cloud Version - 20190512.1 )
                  
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