Performance Summary    ( Trading Period: 1/24/2001 - 5/20/2021    Created: 5/21/2021 07:15:13    Portfolio Analyst Cloud Version - 20200928.1 )
                  
Total Net Profit:    $121,430.00      Max Drawdown:    ($6,202.50)
Gross Profit:    $227,470.00      As % of Initial Equity:    62.03%
Gross Loss:    ($106,040.00)      As % of Total Equity:    4.72%
Profit Factor:    2.145      Max Drawdown Date:    12/21/2020
Pessimistic RR:    1.893      Max Intraday Drawdown:    ($7,588.50)
Open Position P/L    $0.00      As % of Initial Equity:    75.89%
Total Trades:    519      As % of Total Equity:    5.77%
Winning Trades:    306      Max Intraday Drawdown Date:    1/27/2021
Losing Trades:    213      Longest Drawdown:    1767 days
Even Trades:    0      Recovery Factor:    19.58
% Profitable:    58.96%      NP/MaxDD    19.58
            NP/Intraday MaxDD    16.00
                  
            Max Runup:    $121,585.00
Avg. Trade Net Profit:    $233.97      As % of Initial Equity:    1,215.85%
Avg. Winning Trade:    $743.37      As % of Total Equity:    92.51%
Avg. Losing Trade:    ($497.84)      Max Runup Date:    5/20/2021
Ratio Ave Win:Ave Loss:    1.493      Longest Runup:    7421 days
                  
Largest Win:    $6,220.00, 2.73%      Initial Capital:    $10,000.00
Largest Loss:    ($2,380.00), -2.24%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    1,214.30%
Max Cons. Losers:    6      Annual Rate of Return:    59.72%
            Avg. Monthly Return:    $497.64, 4.98%
Trading Period:    7422      Std. Deviation of Monthly Return:    $1,929.17
     1/24/2001 - 5/20/2021      % Profitable Months:    68.36%
Total Trading Days:    519            
Longest Flat Period:    410 days      Sharpe Ratio:    0.36
            Sortino Ratio:    1.53
Max Futures Contracts:    1.00      Sterling Ratio:    0.20
Max Forex Contracts:    0      MAR Ratio:    0.93
Max Shares:    0      Efficiency Factor:    0.53
            Total Commission:    $2,595.00
            Total Slippage:    $12,975.00