| Total Net Profit: | $103,882.50 | Max Drawdown: | ($5,157.50) | |||
| Gross Profit: | $177,610.00 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($73,727.50) | As % of Total Equity: | 4.14% | |||
| Profit Factor: | 2.409 | Max Drawdown Date: | 10/29/2018 | |||
| Pessimistic RR: | 2.101 | Max Intraday Drawdown: | ($7,080.50) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 34.32% | |||
| Total Trades: | 441 | As % of Total Equity: | 5.69% | |||
| Winning Trades: | 273 | Max Intraday Drawdown Date: | 3/20/2020 | |||
| Losing Trades: | 168 | Longest Drawdown: | 1357 days | |||
| Even Trades: | 0 | Recovery Factor: | 20.14 | |||
| % Profitable: | 61.90% | NP/MaxDD | 20.14 | |||
| NP/Intraday MaxDD | 14.67 | |||||
| Max Runup: | $104,137.50 | |||||
| Avg. Trade Net Profit: | $235.56 | As % of Initial Equity: | 504.79% | |||
| Avg. Winning Trade: | $650.59 | As % of Total Equity: | 83.64% | |||
| Avg. Losing Trade: | ($438.85) | Max Runup Date: | 3/23/2020 | |||
| Ratio Ave Win:Ave Loss: | 1.482 | Longest Runup: | 6998 days | |||
| Largest Win: | $4,182.50, 2.35% | Initial Capital: | $20,630.00 | |||
| Largest Loss: | ($2,280.00), -3.09% | Margin Requirements: | $6,463.00 | |||
| Max Cons. Winners: | 12 | Return on Initial Capital: | 503.55% | |||
| Max Cons. Losers: | 6 | Annual Rate of Return: | 26.26% | |||
| Avg. Monthly Return: | $451.46, 2.19% | |||||
| Trading Period: | 6999 | Std. Deviation of Monthly Return: | $1,589.27 | |||
| 1/24/2001 - 3/23/2020 | % Profitable Months: | 68.52% | ||||
| Total Trading Days: | 441 | |||||
| Longest Flat Period: | 410 days | Sharpe Ratio: | 0.40 | |||
| Sortino Ratio: | 1.69 | |||||
| Max Futures Contracts: | 1.00 | Sterling Ratio: | 0.19 | |||
| Max Forex Contracts: | 0 | MAR Ratio: | 1.01 | |||
| Max Shares: | 0 | Efficiency Factor: | 0.58 | |||
| Total Commission: | $2,205.00 | |||||
| Total Slippage: | $11,025.00 | |||||