Performance Summary    ( Trading Period: 7/5/2001 - 6/17/2019    Created: 6/18/2019 09:00:50    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $64,045.00      Max Drawdown:    ($10,375.00)
Gross Profit:    $174,715.00      As % of Initial Equity:    103.75%
Gross Loss:    ($110,670.00)      As % of Total Equity:    14.01%
Profit Factor:    1.579      Max Drawdown Date:    10/3/2018
Pessimistic RR:    1.408      Max Intraday Drawdown:    ($11,685.00)
Open Position P/L    $0.00      As % of Initial Equity:    116.85%
Total Trades:    625      As % of Total Equity:    15.78%
Winning Trades:    356      Max Intraday Drawdown Date:    10/15/2018
Losing Trades:    263      Longest Drawdown:    1648 days
Even Trades:    6      Recovery Factor:    6.17
% Profitable:    56.96%      NP/MaxDD    6.17
            NP/Intraday MaxDD    5.48
                  
            Max Runup:    $68,850.00
Avg. Trade Net Profit:    $102.47      As % of Initial Equity:    688.50%
Avg. Winning Trade:    $490.77      As % of Total Equity:    92.98%
Avg. Losing Trade:    ($420.80)      Max Runup Date:    1/4/2019
Ratio Ave Win:Ave Loss:    1.166      Longest Runup:    6556 days
                  
Largest Win:    $5,825.00, 3.33%      Initial Capital:    $10,000.00
Largest Loss:    ($1,525.00), -1.38%      Margin Requirements:    $4,000.00
Max Cons. Winners:    9      Return on Initial Capital:    640.45%
Max Cons. Losers:    8      Annual Rate of Return:    35.65%
            Avg. Monthly Return:    $297.09, 2.97%
Trading Period:    6557      Std. Deviation of Monthly Return:    $1,312.53
     7/5/2001 - 6/17/2019      % Profitable Months:    64.41%
Total Trading Days:    625            
Longest Flat Period:    405 days      Sharpe Ratio:    0.28
            Sortino Ratio:    0.59
Max Futures Contracts:    1.00      Sterling Ratio:    0.04
Max Forex Contracts:    0      MAR Ratio:    0.32
Max Shares:    0      Efficiency Factor:    0.37
            Total Commission:    $3,125.00
            Total Slippage:    $12,500.00