Performance Summary    ( Trading Period: 7/5/2001 - 8/16/2019    Created: 8/19/2019 09:01:20    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $63,090.00      Max Drawdown:    ($10,375.00)
Gross Profit:    $180,540.00      As % of Initial Equity:    103.75%
Gross Loss:    ($117,450.00)      As % of Total Equity:    14.19%
Profit Factor:    1.537      Max Drawdown Date:    10/3/2018
Pessimistic RR:    1.373      Max Intraday Drawdown:    ($11,685.00)
Open Position P/L    $0.00      As % of Initial Equity:    116.85%
Total Trades:    642      As % of Total Equity:    15.99%
Winning Trades:    363      Max Intraday Drawdown Date:    10/15/2018
Losing Trades:    273      Longest Drawdown:    1648 days
Even Trades:    6      Recovery Factor:    6.08
% Profitable:    56.54%      NP/MaxDD    6.08
            NP/Intraday MaxDD    5.40
                  
            Max Runup:    $68,850.00
Avg. Trade Net Profit:    $98.27      As % of Initial Equity:    688.50%
Avg. Winning Trade:    $497.36      As % of Total Equity:    94.20%
Avg. Losing Trade:    ($430.22)      Max Runup Date:    1/4/2019
Ratio Ave Win:Ave Loss:    1.156      Longest Runup:    6616 days
                  
Largest Win:    $5,825.00, 3.23%      Initial Capital:    $10,000.00
Largest Loss:    ($1,525.00), -1.30%      Margin Requirements:    $4,000.00
Max Cons. Winners:    9      Return on Initial Capital:    630.90%
Max Cons. Losers:    8      Annual Rate of Return:    34.80%
            Avg. Monthly Return:    $290.01, 2.90%
Trading Period:    6617      Std. Deviation of Monthly Return:    $1,329.48
     7/5/2001 - 8/16/2019      % Profitable Months:    64.80%
Total Trading Days:    642            
Longest Flat Period:    405 days      Sharpe Ratio:    0.27
            Sortino Ratio:    0.55
Max Futures Contracts:    1.00      Sterling Ratio:    0.04
Max Forex Contracts:    0      MAR Ratio:    0.32
Max Shares:    0      Efficiency Factor:    0.35
            Total Commission:    $3,210.00
            Total Slippage:    $12,840.00