| | | | | | |
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 |
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