Performance Summary    ( Trading Period: 1/24/2001 - 1/3/2020    Created: 1/3/2020 11:31:04    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $88,662.50      Max Drawdown:    ($5,157.50)
Gross Profit:    $158,627.50      As % of Initial Equity:    25.00%
Gross Loss:    ($69,965.00)      As % of Total Equity:    4.74%
Profit Factor:    2.267      Max Drawdown Date:    10/29/2018
Pessimistic RR:    1.973      Max Intraday Drawdown:    ($6,613.50)
Open Position P/L    ($415.00)      As % of Initial Equity:    32.06%
Total Trades:    425      As % of Total Equity:    6.08%
Winning Trades:    262      Max Intraday Drawdown Date:    10/30/2018
Losing Trades:    163      Longest Drawdown:    1357 days
Even Trades:    0      Recovery Factor:    17.19
% Profitable:    61.65%      NP/MaxDD    17.19
            NP/Intraday MaxDD    13.41
                  
            Max Runup:    $88,917.50
Avg. Trade Net Profit:    $208.62      As % of Initial Equity:    431.01%
Avg. Winning Trade:    $605.45      As % of Total Equity:    81.68%
Avg. Losing Trade:    ($429.23)      Max Runup Date:    1/2/2020
Ratio Ave Win:Ave Loss:    1.411      Longest Runup:    6918 days
                  
Largest Win:    $4,182.50, 2.64%      Initial Capital:    $20,630.00
Largest Loss:    ($2,030.00), -2.90%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    429.77%
Max Cons. Losers:    6      Annual Rate of Return:    22.67%
            Avg. Monthly Return:    $389.77, 1.89%
Trading Period:    6919      Std. Deviation of Monthly Return:    $1,172.52
     1/24/2001 - 1/3/2020      % Profitable Months:    68.13%
Total Trading Days:    426            
Longest Flat Period:    410 days      Sharpe Ratio:    0.47
            Sortino Ratio:    1.46
Max Futures Contracts:    1.00      Sterling Ratio:    0.11
Max Forex Contracts:    0      MAR Ratio:    0.86
Max Shares:    0      Efficiency Factor:    0.56
            Total Commission:    $2,125.00
            Total Slippage:    $10,625.00