Performance Summary    ( Trading Period: 3/6/2000 - 8/16/2018    Created: 8/20/2018 03:02:49    Portfolio Analyst Cloud Version - 20180820.1 )
                  
Total Net Profit:    $145,297.50      Max Drawdown:    ($4,230.00)
Gross Profit:    $307,135.00      As % of Initial Equity:    25.00%
Gross Loss:    ($161,837.50)      As % of Total Equity:    2.61%
Profit Factor:    1.898      Max Drawdown Date:    6/29/2018
Pessimistic RR:    1.735      Max Intraday Drawdown:    ($4,890.50)
Open Position P/L    $0.00      As % of Initial Equity:    28.90%
Total Trades:    1023      As % of Total Equity:    3.01%
Winning Trades:    623      Max Intraday Drawdown Date:    6/29/2018
Losing Trades:    400      Longest Drawdown:    1132 days
Even Trades:    0      Recovery Factor:    34.35
% Profitable:    60.90%      NP/MaxDD    34.35
            NP/Intraday MaxDD    29.71
                  
            Max Runup:    $149,387.50
Avg. Trade Net Profit:    $142.03      As % of Initial Equity:    882.90%
Avg. Winning Trade:    $492.99      As % of Total Equity:    92.09%
Avg. Losing Trade:    ($404.59)      Max Runup Date:    5/4/2018
Ratio Ave Win:Ave Loss:    1.218      Longest Runup:    6735 days
                  
Largest Win:    $4,182.50, 1.36%      Initial Capital:    $16,920.00
Largest Loss:    ($2,530.00), -1.56%      Margin Requirements:    $6,463.00
Max Cons. Winners:    14      Return on Initial Capital:    858.73%
Max Cons. Losers:    6      Annual Rate of Return:    46.52%
            Avg. Monthly Return:    $655.90, 3.88%
Trading Period:    6738      Std. Deviation of Monthly Return:    $1,675.54
     3/6/2000 - 8/16/2018      % Profitable Months:    67.34%
Total Trading Days:    1018            
Longest Flat Period:    238 days      Sharpe Ratio:    0.44
            Sortino Ratio:    1.49
Max Futures Contracts:    1.00      Sterling Ratio:    0.15
Max Forex Contracts:    0      MAR Ratio:    1.81
Max Shares:    0      Efficiency Factor:    0.47
            Total Commission:    $5,115.00
            Total Slippage:    $25,575.00