| Total Net Profit: | $88,662.50 | Max Drawdown: | ($5,157.50) | |||
| Gross Profit: | $158,627.50 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($69,965.00) | As % of Total Equity: | 4.74% | |||
| Profit Factor: | 2.267 | Max Drawdown Date: | 10/29/2018 | |||
| Pessimistic RR: | 1.973 | Max Intraday Drawdown: | ($6,613.50) | |||
| Open Position P/L | ($415.00) | As % of Initial Equity: | 32.06% | |||
| Total Trades: | 425 | As % of Total Equity: | 6.08% | |||
| Winning Trades: | 262 | Max Intraday Drawdown Date: | 10/30/2018 | |||
| Losing Trades: | 163 | Longest Drawdown: | 1357 days | |||
| Even Trades: | 0 | Recovery Factor: | 17.19 | |||
| % Profitable: | 61.65% | NP/MaxDD | 17.19 | |||
| NP/Intraday MaxDD | 13.41 | |||||
| Max Runup: | $88,917.50 | |||||
| Avg. Trade Net Profit: | $208.62 | As % of Initial Equity: | 431.01% | |||
| Avg. Winning Trade: | $605.45 | As % of Total Equity: | 81.68% | |||
| Avg. Losing Trade: | ($429.23) | Max Runup Date: | 1/2/2020 | |||
| Ratio Ave Win:Ave Loss: | 1.411 | Longest Runup: | 6918 days | |||
| Largest Win: | $4,182.50, 2.64% | Initial Capital: | $20,630.00 | |||
| Largest Loss: | ($2,030.00), -2.90% | Margin Requirements: | $6,463.00 | |||
| Max Cons. Winners: | 12 | Return on Initial Capital: | 429.77% | |||
| Max Cons. Losers: | 6 | Annual Rate of Return: | 22.67% | |||
| Avg. Monthly Return: | $389.77, 1.89% | |||||
| Trading Period: | 6919 | Std. Deviation of Monthly Return: | $1,172.52 | |||
| 1/24/2001 - 1/3/2020 | % Profitable Months: | 68.13% | ||||
| Total Trading Days: | 426 | |||||
| Longest Flat Period: | 410 days | Sharpe Ratio: | 0.47 | |||
| Sortino Ratio: | 1.46 | |||||
| Max Futures Contracts: | 1.00 | Sterling Ratio: | 0.11 | |||
| Max Forex Contracts: | 0 | MAR Ratio: | 0.86 | |||
| Max Shares: | 0 | Efficiency Factor: | 0.56 | |||
| Total Commission: | $2,125.00 | |||||
| Total Slippage: | $10,625.00 | |||||