Performance Summary    ( Trading Period: 7/5/2001 - 12/6/2019    Created: 12/6/2019 13:31:03    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $60,945.00      Max Drawdown:    ($10,375.00)
Gross Profit:    $187,185.00      As % of Initial Equity:    103.75%
Gross Loss:    ($126,240.00)      As % of Total Equity:    14.56%
Profit Factor:    1.483      Max Drawdown Date:    10/3/2018
Pessimistic RR:    1.328      Max Intraday Drawdown:    ($11,685.00)
Open Position P/L    $342.50      As % of Initial Equity:    116.85%
Total Trades:    669      As % of Total Equity:    16.39%
Winning Trades:    376      Max Intraday Drawdown Date:    10/15/2018
Losing Trades:    287      Longest Drawdown:    1648 days
Even Trades:    6      Recovery Factor:    5.87
% Profitable:    56.20%      NP/MaxDD    5.87
            NP/Intraday MaxDD    5.22
                  
            Max Runup:    $68,850.00
Avg. Trade Net Profit:    $91.10      As % of Initial Equity:    688.50%
Avg. Winning Trade:    $497.83      As % of Total Equity:    96.60%
Avg. Losing Trade:    ($439.86)      Max Runup Date:    1/4/2019
Ratio Ave Win:Ave Loss:    1.132      Longest Runup:    6728 days
                  
Largest Win:    $5,825.00, 3.11%      Initial Capital:    $10,000.00
Largest Loss:    ($2,685.00), -2.13%      Margin Requirements:    $4,000.00
Max Cons. Winners:    9      Return on Initial Capital:    609.45%
Max Cons. Losers:    8      Annual Rate of Return:    33.06%
            Avg. Monthly Return:    $275.49, 2.75%
Trading Period:    6729      Std. Deviation of Monthly Return:    $1,321.56
     7/5/2001 - 12/6/2019      % Profitable Months:    63.93%
Total Trading Days:    670            
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:    0.31
Max Shares:    0      Efficiency Factor:    0.33
            Total Commission:    $3,345.00
            Total Slippage:    $13,380.00