Performance Summary    ( Trading Period: 7/5/2001 - 1/28/2020    Created: 1/28/2020 15:01:16    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $61,430.00      Max Drawdown:    ($10,375.00)
Gross Profit:    $189,250.00      As % of Initial Equity:    103.75%
Gross Loss:    ($127,820.00)      As % of Total Equity:    14.52%
Profit Factor:    1.481      Max Drawdown Date:    10/3/2018
Pessimistic RR:    1.327      Max Intraday Drawdown:    ($11,685.00)
Open Position P/L    $0.00      As % of Initial Equity:    116.85%
Total Trades:    677      As % of Total Equity:    16.36%
Winning Trades:    380      Max Intraday Drawdown Date:    10/15/2018
Losing Trades:    291      Longest Drawdown:    1648 days
Even Trades:    6      Recovery Factor:    5.92
% Profitable:    56.13%      NP/MaxDD    5.92
            NP/Intraday MaxDD    5.26
                  
            Max Runup:    $68,850.00
Avg. Trade Net Profit:    $90.74      As % of Initial Equity:    688.50%
Avg. Winning Trade:    $498.03      As % of Total Equity:    96.39%
Avg. Losing Trade:    ($439.24)      Max Runup Date:    1/4/2019
Ratio Ave Win:Ave Loss:    1.134      Longest Runup:    6781 days
                  
Largest Win:    $5,825.00, 3.08%      Initial Capital:    $10,000.00
Largest Loss:    ($2,685.00), -2.10%      Margin Requirements:    $4,000.00
Max Cons. Winners:    9      Return on Initial Capital:    614.30%
Max Cons. Losers:    8      Annual Rate of Return:    33.06%
            Avg. Monthly Return:    $275.51, 2.76%
Trading Period:    6782      Std. Deviation of Monthly Return:    $1,318.75
     7/5/2001 - 1/28/2020      % Profitable Months:    63.59%
Total Trading Days:    677            
Longest Flat Period:    405 days      Sharpe Ratio:    0.25
            Sortino Ratio:    0.52
Max Futures Contracts:    1.00      Sterling Ratio:    0.03
Max Forex Contracts:    0      MAR Ratio:    0.30
Max Shares:    0      Efficiency Factor:    0.32
            Total Commission:    $3,385.00
            Total Slippage:    $13,540.00