| Total Net Profit: | $87,395.00 | Max Drawdown: | ($5,157.50) | |||
| Gross Profit: | $157,242.50 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($69,847.50) | As % of Total Equity: | 4.77% | |||
| Profit Factor: | 2.251 | Max Drawdown Date: | 10/29/2018 | |||
| Pessimistic RR: | 1.958 | Max Intraday Drawdown: | ($6,613.50) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 32.06% | |||
| Total Trades: | 421 | As % of Total Equity: | 6.12% | |||
| Winning Trades: | 259 | Max Intraday Drawdown Date: | 10/30/2018 | |||
| Losing Trades: | 162 | Longest Drawdown: | 1357 days | |||
| Even Trades: | 0 | Recovery Factor: | 16.95 | |||
| % Profitable: | 61.52% | NP/MaxDD | 16.95 | |||
| NP/Intraday MaxDD | 13.21 | |||||
| Max Runup: | $88,272.50 | |||||
| Avg. Trade Net Profit: | $207.59 | As % of Initial Equity: | 427.88% | |||
| Avg. Winning Trade: | $607.11 | As % of Total Equity: | 81.71% | |||
| Avg. Losing Trade: | ($431.16) | Max Runup Date: | 10/8/2019 | |||
| Ratio Ave Win:Ave Loss: | 1.408 | Longest Runup: | 6833 days | |||
| Largest Win: | $4,182.50, 2.66% | Initial Capital: | $20,630.00 | |||
| Largest Loss: | ($2,030.00), -2.91% | Margin Requirements: | $6,463.00 | |||
| Max Cons. Winners: | 12 | Return on Initial Capital: | 423.63% | |||
| Max Cons. Losers: | 6 | Annual Rate of Return: | 22.63% | |||
| Avg. Monthly Return: | $388.98, 1.89% | |||||
| Trading Period: | 6834 | Std. Deviation of Monthly Return: | $1,182.72 | |||
| 1/24/2001 - 10/10/2019 | % Profitable Months: | 68.15% | ||||
| Total Trading Days: | 421 | |||||
| Longest Flat Period: | 410 days | Sharpe Ratio: | 0.47 | |||
| Sortino Ratio: | 1.46 | |||||
| Max Futures Contracts: | 1.00 | Sterling Ratio: | 0.12 | |||
| Max Forex Contracts: | 0 | MAR Ratio: | 0.89 | |||
| Max Shares: | 0 | Efficiency Factor: | 0.56 | |||
| Total Commission: | $2,105.00 | |||||
| Total Slippage: | $10,525.00 | |||||