| Total Net Profit: | $83,317.50 | Max Drawdown: | ($5,157.50) | |||
| Gross Profit: | $150,507.50 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($67,190.00) | As % of Total Equity: | 4.96% | |||
| Profit Factor: | 2.240 | Max Drawdown Date: | 10/29/2018 | |||
| Pessimistic RR: | 1.944 | Max Intraday Drawdown: | ($6,613.50) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 32.06% | |||
| Total Trades: | 409 | As % of Total Equity: | 6.36% | |||
| Winning Trades: | 251 | Max Intraday Drawdown Date: | 10/30/2018 | |||
| Losing Trades: | 158 | Longest Drawdown: | 1357 days | |||
| Even Trades: | 0 | Recovery Factor: | 16.15 | |||
| % Profitable: | 61.37% | NP/MaxDD | 16.15 | |||
| NP/Intraday MaxDD | 12.60 | |||||
| Max Runup: | $83,652.50 | |||||
| Avg. Trade Net Profit: | $203.71 | As % of Initial Equity: | 405.49% | |||
| Avg. Winning Trade: | $599.63 | As % of Total Equity: | 80.48% | |||
| Avg. Losing Trade: | ($425.25) | Max Runup Date: | 8/14/2019 | |||
| Ratio Ave Win:Ave Loss: | 1.410 | Longest Runup: | 6778 days | |||
| Largest Win: | $4,182.50, 2.78% | Initial Capital: | $20,630.00 | |||
| Largest Loss: | ($2,030.00), -3.02% | Margin Requirements: | $6,463.00 | |||
| Max Cons. Winners: | 12 | Return on Initial Capital: | 403.87% | |||
| Max Cons. Losers: | 6 | Annual Rate of Return: | 21.75% | |||
| Avg. Monthly Return: | $373.84, 1.81% | |||||
| Trading Period: | 6779 | Std. Deviation of Monthly Return: | $1,159.00 | |||
| 1/24/2001 - 8/16/2019 | % Profitable Months: | 68.39% | ||||
| Total Trading Days: | 409 | |||||
| Longest Flat Period: | 410 days | Sharpe Ratio: | 0.46 | |||
| Sortino Ratio: | 1.40 | |||||
| Max Futures Contracts: | 1.00 | Sterling Ratio: | 0.10 | |||
| Max Forex Contracts: | 0 | MAR Ratio: | 0.85 | |||
| Max Shares: | 0 | Efficiency Factor: | 0.55 | |||
| Total Commission: | $2,045.00 | |||||
| Total Slippage: | $10,225.00 | |||||