Performance Summary    ( Trading Period: 1/24/2001 - 11/23/2020    Created: 11/24/2020 07:03:34    Portfolio Analyst Cloud Version - 20200928.1 )
                  
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