| Total Net Profit: | $60,375.00 | Max Drawdown: | ($10,375.00) | |||
| Gross Profit: | $191,975.00 | As % of Initial Equity: | 103.75% | |||
| Gross Loss: | ($131,600.00) | As % of Total Equity: | 14.74% | |||
| Profit Factor: | 1.459 | Max Drawdown Date: | 10/3/2018 | |||
| Pessimistic RR: | 1.308 | Max Intraday Drawdown: | ($11,685.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 116.85% | |||
| Total Trades: | 683 | As % of Total Equity: | 16.60% | |||
| Winning Trades: | 383 | Max Intraday Drawdown Date: | 10/15/2018 | |||
| Losing Trades: | 294 | Longest Drawdown: | 1648 days | |||
| Even Trades: | 6 | Recovery Factor: | 5.82 | |||
| % Profitable: | 56.08% | NP/MaxDD | 5.82 | |||
| NP/Intraday MaxDD | 5.17 | |||||
| Max Runup: | $68,850.00 | |||||
| Avg. Trade Net Profit: | $88.40 | As % of Initial Equity: | 688.50% | |||
| Avg. Winning Trade: | $501.24 | As % of Total Equity: | 97.83% | |||
| Avg. Losing Trade: | ($447.62) | Max Runup Date: | 1/4/2019 | |||
| Ratio Ave Win:Ave Loss: | 1.120 | Longest Runup: | 6805 days | |||
| Largest Win: | $5,825.00, 3.03% | Initial Capital: | $10,000.00 | |||
| Largest Loss: | ($2,685.00), -2.04% | Margin Requirements: | $4,000.00 | |||
| Max Cons. Winners: | 9 | Return on Initial Capital: | 603.75% | |||
| Max Cons. Losers: | 8 | Annual Rate of Return: | 32.38% | |||
| Avg. Monthly Return: | $269.82, 2.70% | |||||
| Trading Period: | 6806 | Std. Deviation of Monthly Return: | $1,314.79 | |||
| 7/5/2001 - 2/21/2020 | % Profitable Months: | 63.24% | ||||
| Total Trading Days: | 683 | |||||
| Longest Flat Period: | 405 days | Sharpe Ratio: | 0.25 | |||
| Sortino Ratio: | 0.51 | |||||
| Max Futures Contracts: | 1.00 | Sterling Ratio: | 0.03 | |||
| Max Forex Contracts: | 0 | MAR Ratio: | 0.29 | |||
| Max Shares: | 0 | Efficiency Factor: | 0.31 | |||
| Total Commission: | $3,415.00 | |||||
| Total Slippage: | $13,660.00 | |||||