Performance Summary    ( Trading Period: 1/24/2001 - 2/1/2021    Created: 2/16/2021 18:23:26    Portfolio Analyst Cloud Version - 20200928.1 )
                  
Total Net Profit:    $104,610.00      Max Drawdown:    ($6,190.00)
Gross Profit:    $207,205.00      As % of Initial Equity:    61.90%
Gross Loss:    ($102,595.00)      As % of Total Equity:    5.40%
Profit Factor:    2.020      Max Drawdown Date:    12/21/2020
Pessimistic RR:    1.777      Max Intraday Drawdown:    ($8,055.00)
Open Position P/L    $0.00      As % of Initial Equity:    80.55%
Total Trades:    498      As % of Total Equity:    7.03%
Winning Trades:    294      Max Intraday Drawdown Date:    3/20/2020
Losing Trades:    204      Longest Drawdown:    1357 days
Even Trades:    0      Recovery Factor:    16.90
% Profitable:    59.04%      NP/MaxDD    16.90
            NP/Intraday MaxDD    12.99
                  
            Max Runup:    $109,027.50
Avg. Trade Net Profit:    $210.06      As % of Initial Equity:    1,090.28%
Avg. Winning Trade:    $704.78      As % of Total Equity:    95.13%
Avg. Losing Trade:    ($502.92)      Max Runup Date:    10/7/2020
Ratio Ave Win:Ave Loss:    1.401      Longest Runup:    7313 days
                  
Largest Win:    $6,220.00, 3.00%      Initial Capital:    $10,000.00
Largest Loss:    ($2,280.00), -2.22%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    1,046.10%
Max Cons. Losers:    6      Annual Rate of Return:    52.20%
            Avg. Monthly Return:    $435.04, 4.35%
Trading Period:    7314      Std. Deviation of Monthly Return:    $1,417.51
     1/24/2001 - 2/1/2021      % Profitable Months:    67.63%
Total Trading Days:    498            
Longest Flat Period:    410 days      Sharpe Ratio:    0.43
            Sortino Ratio:    1.35
Max Futures Contracts:    1.00      Sterling Ratio:    0.16
Max Forex Contracts:    0      MAR Ratio:    0.80
Max Shares:    0      Efficiency Factor:    0.50
            Total Commission:    $2,490.00
            Total Slippage:    $12,450.00