Performance Summary    ( Trading Period: 1/24/2001 - 6/4/2019    Created: 6/7/2019 18:13:56    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $83,732.50      Max Drawdown:    ($5,157.50)
Gross Profit:    $147,867.50      As % of Initial Equity:    25.00%
Gross Loss:    ($64,135.00)      As % of Total Equity:    4.94%
Profit Factor:    2.306      Max Drawdown Date:    10/29/2018
Pessimistic RR:    1.997      Max Intraday Drawdown:    ($6,613.50)
Open Position P/L    $0.00      As % of Initial Equity:    32.06%
Total Trades:    401      As % of Total Equity:    6.34%
Winning Trades:    249      Max Intraday Drawdown Date:    10/30/2018
Losing Trades:    152      Longest Drawdown:    1357 days
Even Trades:    0      Recovery Factor:    16.24
% Profitable:    62.09%      NP/MaxDD    16.24
            NP/Intraday MaxDD    12.66
                  
            Max Runup:    $83,987.50
Avg. Trade Net Profit:    $208.81      As % of Initial Equity:    407.11%
Avg. Winning Trade:    $593.85      As % of Total Equity:    80.48%
Avg. Losing Trade:    ($421.94)      Max Runup Date:    6/4/2019
Ratio Ave Win:Ave Loss:    1.407      Longest Runup:    6705 days
                  
Largest Win:    $4,182.50, 2.83%      Initial Capital:    $20,630.00
Largest Loss:    ($1,617.50), -2.52%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    405.88%
Max Cons. Losers:    6      Annual Rate of Return:    22.09%
            Avg. Monthly Return:    $379.79, 1.84%
Trading Period:    6706      Std. Deviation of Monthly Return:    $1,174.28
     1/24/2001 - 6/4/2019      % Profitable Months:    68.63%
Total Trading Days:    401            
Longest Flat Period:    410 days      Sharpe Ratio:    0.47
            Sortino Ratio:    1.44
Max Futures Contracts:    1.00      Sterling Ratio:    0.11
Max Forex Contracts:    0      MAR Ratio:    0.85
Max Shares:    0      Efficiency Factor:    0.57
            Total Commission:    $2,005.00
            Total Slippage:    $10,025.00