Performance Summary    ( Trading Period: 7/5/2001 - 2/21/2020    Created: 6/29/2020 02:49:08    Portfolio Analyst Cloud Version - 20190512.1 )
                  
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