| Total Net Profit: | $106,162.50 | Max Drawdown: | ($5,157.50) | |||
| Gross Profit: | $202,030.00 | As % of Initial Equity: | 51.58% | |||
| Gross Loss: | ($95,867.50) | As % of Total Equity: | 4.44% | |||
| Profit Factor: | 2.107 | Max Drawdown Date: | 10/29/2018 | |||
| Pessimistic RR: | 1.851 | Max Intraday Drawdown: | ($8,055.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 80.55% | |||
| Total Trades: | 485 | As % of Total Equity: | 6.93% | |||
| Winning Trades: | 289 | Max Intraday Drawdown Date: | 3/20/2020 | |||
| Losing Trades: | 196 | Longest Drawdown: | 1357 days | |||
| Even Trades: | 0 | Recovery Factor: | 20.58 | |||
| % Profitable: | 59.59% | NP/MaxDD | 20.58 | |||
| NP/Intraday MaxDD | 13.18 | |||||
| Max Runup: | $109,102.50 | |||||
| Avg. Trade Net Profit: | $218.89 | As % of Initial Equity: | 1,091.03% | |||
| Avg. Winning Trade: | $699.07 | As % of Total Equity: | 93.92% | |||
| Avg. Losing Trade: | ($489.12) | Max Runup Date: | 10/7/2020 | |||
| Ratio Ave Win:Ave Loss: | 1.429 | Longest Runup: | 7243 days | |||
| Largest Win: | $6,220.00, 3.08% | Initial Capital: | $10,000.00 | |||
| Largest Loss: | ($2,280.00), -2.38% | Margin Requirements: | $6,463.00 | |||
| Max Cons. Winners: | 12 | Return on Initial Capital: | 1,061.63% | |||
| Max Cons. Losers: | 6 | Annual Rate of Return: | 53.50% | |||
| Avg. Monthly Return: | $445.82, 4.46% | |||||
| Trading Period: | 7243 | Std. Deviation of Monthly Return: | $1,398.07 | |||
| 1/24/2001 - 11/23/2020 | % Profitable Months: | 68.24% | ||||
| Total Trading Days: | 485 | |||||
| Longest Flat Period: | 410 days | Sharpe Ratio: | 0.45 | |||
| Sortino Ratio: | 1.60 | |||||
| Max Futures Contracts: | 1.00 | Sterling Ratio: | 0.20 | |||
| Max Forex Contracts: | 0 | MAR Ratio: | 1.03 | |||
| Max Shares: | 0 | Efficiency Factor: | 0.53 | |||
| Total Commission: | $2,425.00 | |||||
| Total Slippage: | $12,125.00 | |||||