| 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 | |||||