Performance Summary    ( Trading Period: 1/24/2001 - 10/10/2019    Created: 10/10/2019 14:00:41    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $87,395.00      Max Drawdown:    ($5,157.50)
Gross Profit:    $157,242.50      As % of Initial Equity:    25.00%
Gross Loss:    ($69,847.50)      As % of Total Equity:    4.77%
Profit Factor:    2.251      Max Drawdown Date:    10/29/2018
Pessimistic RR:    1.958      Max Intraday Drawdown:    ($6,613.50)
Open Position P/L    $0.00      As % of Initial Equity:    32.06%
Total Trades:    421      As % of Total Equity:    6.12%
Winning Trades:    259      Max Intraday Drawdown Date:    10/30/2018
Losing Trades:    162      Longest Drawdown:    1357 days
Even Trades:    0      Recovery Factor:    16.95
% Profitable:    61.52%      NP/MaxDD    16.95
            NP/Intraday MaxDD    13.21
                  
            Max Runup:    $88,272.50
Avg. Trade Net Profit:    $207.59      As % of Initial Equity:    427.88%
Avg. Winning Trade:    $607.11      As % of Total Equity:    81.71%
Avg. Losing Trade:    ($431.16)      Max Runup Date:    10/8/2019
Ratio Ave Win:Ave Loss:    1.408      Longest Runup:    6833 days
                  
Largest Win:    $4,182.50, 2.66%      Initial Capital:    $20,630.00
Largest Loss:    ($2,030.00), -2.91%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    423.63%
Max Cons. Losers:    6      Annual Rate of Return:    22.63%
            Avg. Monthly Return:    $388.98, 1.89%
Trading Period:    6834      Std. Deviation of Monthly Return:    $1,182.72
     1/24/2001 - 10/10/2019      % Profitable Months:    68.15%
Total Trading Days:    421            
Longest Flat Period:    410 days      Sharpe Ratio:    0.47
            Sortino Ratio:    1.46
Max Futures Contracts:    1.00      Sterling Ratio:    0.12
Max Forex Contracts:    0      MAR Ratio:    0.89
Max Shares:    0      Efficiency Factor:    0.56
            Total Commission:    $2,105.00
            Total Slippage:    $10,525.00