Performance Summary    ( Trading Period: 1/24/2001 - 6/24/2020    Created: 6/30/2020 05:45:14    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $104,850.00      Max Drawdown:    ($5,157.50)
Gross Profit:    $186,180.00      As % of Initial Equity:    25.00%
Gross Loss:    ($81,330.00)      As % of Total Equity:    4.11%
Profit Factor:    2.289      Max Drawdown Date:    10/29/2018
Pessimistic RR:    2.003      Max Intraday Drawdown:    ($7,080.50)
Open Position P/L    $0.00      As % of Initial Equity:    34.32%
Total Trades:    460      As % of Total Equity:    5.64%
Winning Trades:    279      Max Intraday Drawdown Date:    3/20/2020
Losing Trades:    181      Longest Drawdown:    1357 days
Even Trades:    0      Recovery Factor:    20.33
% Profitable:    60.65%      NP/MaxDD    20.33
            NP/Intraday MaxDD    14.81
                  
            Max Runup:    $107,497.50
Avg. Trade Net Profit:    $227.93      As % of Initial Equity:    521.07%
Avg. Winning Trade:    $667.31      As % of Total Equity:    85.67%
Avg. Losing Trade:    ($449.34)      Max Runup Date:    4/1/2020
Ratio Ave Win:Ave Loss:    1.485      Longest Runup:    7091 days
                  
Largest Win:    $4,182.50, 2.25%      Initial Capital:    $20,630.00
Largest Loss:    ($2,280.00), -2.80%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    508.24%
Max Cons. Losers:    6      Annual Rate of Return:    26.16%
            Avg. Monthly Return:    $449.69, 2.18%
Trading Period:    7092      Std. Deviation of Monthly Return:    $1,624.49
     1/24/2001 - 6/24/2020      % Profitable Months:    68.48%
Total Trading Days:    460            
Longest Flat Period:    410 days      Sharpe Ratio:    0.39
            Sortino Ratio:    1.66
Max Futures Contracts:    1.00      Sterling Ratio:    0.20
Max Forex Contracts:    0      MAR Ratio:    1.02
Max Shares:    0      Efficiency Factor:    0.56
            Total Commission:    $2,300.00
            Total Slippage:    $11,500.00