| Total Net Profit: | $83,732.50 | Max Drawdown: | ($5,157.50) | |||
| Gross Profit: | $147,867.50 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($64,135.00) | As % of Total Equity: | 4.94% | |||
| Profit Factor: | 2.306 | Max Drawdown Date: | 10/29/2018 | |||
| Pessimistic RR: | 1.997 | Max Intraday Drawdown: | ($6,613.50) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 32.06% | |||
| Total Trades: | 401 | As % of Total Equity: | 6.34% | |||
| Winning Trades: | 249 | Max Intraday Drawdown Date: | 10/30/2018 | |||
| Losing Trades: | 152 | Longest Drawdown: | 1357 days | |||
| Even Trades: | 0 | Recovery Factor: | 16.24 | |||
| % Profitable: | 62.09% | NP/MaxDD | 16.24 | |||
| NP/Intraday MaxDD | 12.66 | |||||
| Max Runup: | $83,987.50 | |||||
| Avg. Trade Net Profit: | $208.81 | As % of Initial Equity: | 407.11% | |||
| Avg. Winning Trade: | $593.85 | As % of Total Equity: | 80.48% | |||
| Avg. Losing Trade: | ($421.94) | Max Runup Date: | 6/4/2019 | |||
| Ratio Ave Win:Ave Loss: | 1.407 | Longest Runup: | 6705 days | |||
| Largest Win: | $4,182.50, 2.83% | Initial Capital: | $20,630.00 | |||
| Largest Loss: | ($1,617.50), -2.52% | Margin Requirements: | $6,463.00 | |||
| Max Cons. Winners: | 12 | Return on Initial Capital: | 405.88% | |||
| Max Cons. Losers: | 6 | Annual Rate of Return: | 22.09% | |||
| Avg. Monthly Return: | $379.79, 1.84% | |||||
| Trading Period: | 6706 | Std. Deviation of Monthly Return: | $1,174.28 | |||
| 1/24/2001 - 6/4/2019 | % Profitable Months: | 68.63% | ||||
| Total Trading Days: | 401 | |||||
| Longest Flat Period: | 410 days | Sharpe Ratio: | 0.47 | |||
| Sortino Ratio: | 1.44 | |||||
| Max Futures Contracts: | 1.00 | Sterling Ratio: | 0.11 | |||
| Max Forex Contracts: | 0 | MAR Ratio: | 0.85 | |||
| Max Shares: | 0 | Efficiency Factor: | 0.57 | |||
| Total Commission: | $2,005.00 | |||||
| Total Slippage: | $10,025.00 | |||||