Performance Summary    ( Trading Period: 1/24/2001 - 8/16/2019    Created: 8/19/2019 09:01:04    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $83,317.50      Max Drawdown:    ($5,157.50)
Gross Profit:    $150,507.50      As % of Initial Equity:    25.00%
Gross Loss:    ($67,190.00)      As % of Total Equity:    4.96%
Profit Factor:    2.240      Max Drawdown Date:    10/29/2018
Pessimistic RR:    1.944      Max Intraday Drawdown:    ($6,613.50)
Open Position P/L    $0.00      As % of Initial Equity:    32.06%
Total Trades:    409      As % of Total Equity:    6.36%
Winning Trades:    251      Max Intraday Drawdown Date:    10/30/2018
Losing Trades:    158      Longest Drawdown:    1357 days
Even Trades:    0      Recovery Factor:    16.15
% Profitable:    61.37%      NP/MaxDD    16.15
            NP/Intraday MaxDD    12.60
                  
            Max Runup:    $83,652.50
Avg. Trade Net Profit:    $203.71      As % of Initial Equity:    405.49%
Avg. Winning Trade:    $599.63      As % of Total Equity:    80.48%
Avg. Losing Trade:    ($425.25)      Max Runup Date:    8/14/2019
Ratio Ave Win:Ave Loss:    1.410      Longest Runup:    6778 days
                  
Largest Win:    $4,182.50, 2.78%      Initial Capital:    $20,630.00
Largest Loss:    ($2,030.00), -3.02%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    403.87%
Max Cons. Losers:    6      Annual Rate of Return:    21.75%
            Avg. Monthly Return:    $373.84, 1.81%
Trading Period:    6779      Std. Deviation of Monthly Return:    $1,159.00
     1/24/2001 - 8/16/2019      % Profitable Months:    68.39%
Total Trading Days:    409            
Longest Flat Period:    410 days      Sharpe Ratio:    0.46
            Sortino Ratio:    1.40
Max Futures Contracts:    1.00      Sterling Ratio:    0.10
Max Forex Contracts:    0      MAR Ratio:    0.85
Max Shares:    0      Efficiency Factor:    0.55
            Total Commission:    $2,045.00
            Total Slippage:    $10,225.00