| 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 | |||||