Performance Summary    ( Trading Period: 1/24/2001 - 3/23/2020    Created: 3/24/2020 21:55:39    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $103,882.50      Max Drawdown:    ($5,157.50)
Gross Profit:    $177,610.00      As % of Initial Equity:    25.00%
Gross Loss:    ($73,727.50)      As % of Total Equity:    4.14%
Profit Factor:    2.409      Max Drawdown Date:    10/29/2018
Pessimistic RR:    2.101      Max Intraday Drawdown:    ($7,080.50)
Open Position P/L    $0.00      As % of Initial Equity:    34.32%
Total Trades:    441      As % of Total Equity:    5.69%
Winning Trades:    273      Max Intraday Drawdown Date:    3/20/2020
Losing Trades:    168      Longest Drawdown:    1357 days
Even Trades:    0      Recovery Factor:    20.14
% Profitable:    61.90%      NP/MaxDD    20.14
            NP/Intraday MaxDD    14.67
                  
            Max Runup:    $104,137.50
Avg. Trade Net Profit:    $235.56      As % of Initial Equity:    504.79%
Avg. Winning Trade:    $650.59      As % of Total Equity:    83.64%
Avg. Losing Trade:    ($438.85)      Max Runup Date:    3/23/2020
Ratio Ave Win:Ave Loss:    1.482      Longest Runup:    6998 days
                  
Largest Win:    $4,182.50, 2.35%      Initial Capital:    $20,630.00
Largest Loss:    ($2,280.00), -3.09%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    503.55%
Max Cons. Losers:    6      Annual Rate of Return:    26.26%
            Avg. Monthly Return:    $451.46, 2.19%
Trading Period:    6999      Std. Deviation of Monthly Return:    $1,589.27
     1/24/2001 - 3/23/2020      % Profitable Months:    68.52%
Total Trading Days:    441            
Longest Flat Period:    410 days      Sharpe Ratio:    0.40
            Sortino Ratio:    1.69
Max Futures Contracts:    1.00      Sterling Ratio:    0.19
Max Forex Contracts:    0      MAR Ratio:    1.01
Max Shares:    0      Efficiency Factor:    0.58
            Total Commission:    $2,205.00
            Total Slippage:    $11,025.00