Performance Summary    ( Trading Period: 1/24/2001 - 6/21/2021    Created: 7/10/2021 04:36:37    Portfolio Analyst Cloud Version - 20200928.1 )
                  
Total Net Profit:    $123,422.50      Max Drawdown:    ($6,202.50)
Gross Profit:    $229,717.50      As % of Initial Equity:    62.03%
Gross Loss:    ($106,295.00)      As % of Total Equity:    4.65%
Profit Factor:    2.161      Max Drawdown Date:    12/21/2020
Pessimistic RR:    1.908      Max Intraday Drawdown:    ($7,588.50)
Open Position P/L    $0.00      As % of Initial Equity:    75.89%
Total Trades:    523      As % of Total Equity:    5.69%
Winning Trades:    309      Max Intraday Drawdown Date:    1/27/2021
Losing Trades:    214      Longest Drawdown:    1767 days
Even Trades:    0      Recovery Factor:    19.90
% Profitable:    59.08%      NP/MaxDD    19.90
            NP/Intraday MaxDD    16.26
                  
            Max Runup:    $123,577.50
Avg. Trade Net Profit:    $235.99      As % of Initial Equity:    1,235.78%
Avg. Winning Trade:    $743.42      As % of Total Equity:    92.62%
Avg. Losing Trade:    ($496.71)      Max Runup Date:    6/21/2021
Ratio Ave Win:Ave Loss:    1.497      Longest Runup:    7453 days
                  
Largest Win:    $6,220.00, 2.71%      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:    1,234.23%
Max Cons. Losers:    6      Annual Rate of Return:    60.44%
            Avg. Monthly Return:    $503.64, 5.04%
Trading Period:    7454      Std. Deviation of Monthly Return:    $1,927.00
     1/24/2001 - 6/21/2021      % Profitable Months:    68.54%
Total Trading Days:    523            
Longest Flat Period:    410 days      Sharpe Ratio:    0.36
            Sortino Ratio:    1.57
Max Futures Contracts:    1.00      Sterling Ratio:    0.21
Max Forex Contracts:    0      MAR Ratio:    0.95
Max Shares:    0      Efficiency Factor:    0.54
            Total Commission:    $2,615.00
            Total Slippage:    $13,075.00