| | | | | | |
Total Net Profit: | | $104,610.00 | | Max Drawdown: | | ($6,190.00) |
Gross Profit: | | $207,205.00 | | As % of Initial Equity: | | 61.90% |
Gross Loss: | | ($102,595.00) | | As % of Total Equity: | | 5.40% |
Profit Factor: | | 2.020 | | Max Drawdown Date: | | 12/21/2020 |
Pessimistic RR: | | 1.777 | | Max Intraday Drawdown: | | ($8,055.00) |
Open Position P/L | | $0.00 | | As % of Initial Equity: | | 80.55% |
Total Trades: | | 498 | | As % of Total Equity: | | 7.03% |
Winning Trades: | | 294 | | Max Intraday Drawdown Date: | | 3/20/2020 |
Losing Trades: | | 204 | | Longest Drawdown: | | 1357 days |
Even Trades: | | 0 | | Recovery Factor: | | 16.90 |
% Profitable: | | 59.04% | | NP/MaxDD | | 16.90 |
| | | | NP/Intraday MaxDD | | 12.99 |
| | | | | | |
| | | | Max Runup: | | $109,027.50 |
Avg. Trade Net Profit: | | $210.06 | | As % of Initial Equity: | | 1,090.28% |
Avg. Winning Trade: | | $704.78 | | As % of Total Equity: | | 95.13% |
Avg. Losing Trade: | | ($502.92) | | Max Runup Date: | | 10/7/2020 |
Ratio Ave Win:Ave Loss: | | 1.401 | | Longest Runup: | | 7313 days |
| | | | | | |
Largest Win: | | $6,220.00, 3.00% | | Initial Capital: | | $10,000.00 |
Largest Loss: | | ($2,280.00), -2.22% | | Margin Requirements: | | $6,463.00 |
Max Cons. Winners: | | 12 | | Return on Initial Capital: | | 1,046.10% |
Max Cons. Losers: | | 6 | | Annual Rate of Return: | | 52.20% |
| | | | Avg. Monthly Return: | | $435.04, 4.35% |
Trading Period: | | 7314 | | Std. Deviation of Monthly Return: | | $1,417.51 |
| | 1/24/2001 - 2/1/2021 | | % Profitable Months: | | 67.63% |
Total Trading Days: | | 498 | | | | |
Longest Flat Period: | | 410 days | | Sharpe Ratio: | | 0.43 |
| | | | Sortino Ratio: | | 1.35 |
Max Futures Contracts: | | 1.00 | | Sterling Ratio: | | 0.16 |
Max Forex Contracts: | | 0 | | MAR Ratio: | | 0.80 |
Max Shares: | | 0 | | Efficiency Factor: | | 0.50 |
| | | | Total Commission: | | $2,490.00 |
| | | | Total Slippage: | | $12,450.00 |
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