Performance Summary    ( Trading Period: 1/24/2001 - 9/17/2020    Created: 9/21/2020 23:42:09    Portfolio Analyst Cloud Version - 20200914.1 )
                  
Total Net Profit:    $105,760.00      Max Drawdown:    ($5,157.50)
Gross Profit:    $184,997.50      As % of Initial Equity:    51.58%
Gross Loss:    ($79,237.50)      As % of Total Equity:    4.46%
Profit Factor:    2.335      Max Drawdown Date:    10/29/2018
Pessimistic RR:    2.039      Max Intraday Drawdown:    ($8,055.00)
Open Position P/L    $0.00      As % of Initial Equity:    80.55%
Total Trades:    448      As % of Total Equity:    6.96%
Winning Trades:    273      Max Intraday Drawdown Date:    3/20/2020
Losing Trades:    175      Longest Drawdown:    1357 days
Even Trades:    0      Recovery Factor:    20.51
% Profitable:    60.94%      NP/MaxDD    20.51
            NP/Intraday MaxDD    13.13
                  
            Max Runup:    $109,547.50
Avg. Trade Net Profit:    $236.07      As % of Initial Equity:    1,095.48%
Avg. Winning Trade:    $677.65      As % of Total Equity:    94.63%
Avg. Losing Trade:    ($452.79)      Max Runup Date:    9/3/2020
Ratio Ave Win:Ave Loss:    1.497      Longest Runup:    7176 days
                  
Largest Win:    $6,220.00, 3.36%      Initial Capital:    $10,000.00
Largest Loss:    ($2,280.00), -2.88%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    1,057.60%
Max Cons. Losers:    6      Annual Rate of Return:    53.79%
            Avg. Monthly Return:    $448.22, 4.48%
Trading Period:    7177      Std. Deviation of Monthly Return:    $1,391.91
     1/24/2001 - 9/17/2020      % Profitable Months:    68.90%
Total Trading Days:    448            
Longest Flat Period:    410 days      Sharpe Ratio:    0.46
            Sortino Ratio:    1.69
Max Futures Contracts:    1.00      Sterling Ratio:    0.21
Max Forex Contracts:    0      MAR Ratio:    1.03
Max Shares:    0      Efficiency Factor:    0.57
            Total Commission:    $2,240.00
            Total Slippage:    $11,200.00