Performance Summary    ( Trading Period: 3/6/2000 - 11/12/2018    Created: 11/13/2018 13:00:42    Portfolio Analyst Cloud Version - 20181026.1 )
                  
Total Net Profit:    $150,137.50      Max Drawdown:    ($5,607.50)
Gross Profit:    $316,300.00      As % of Initial Equity:    25.00%
Gross Loss:    ($166,162.50)      As % of Total Equity:    3.25%
Profit Factor:    1.904      Max Drawdown Date:    10/1/2018
Pessimistic RR:    1.743      Max Intraday Drawdown:    ($6,381.00)
Open Position P/L    $0.00      As % of Initial Equity:    28.45%
Total Trades:    1050      As % of Total Equity:    3.70%
Winning Trades:    630      Max Intraday Drawdown Date:    10/1/2018
Losing Trades:    420      Longest Drawdown:    1132 days
Even Trades:    0      Recovery Factor:    26.77
% Profitable:    60.00%      NP/MaxDD    26.77
            NP/Intraday MaxDD    23.53
                  
            Max Runup:    $152,557.50
Avg. Trade Net Profit:    $142.99      As % of Initial Equity:    680.15%
Avg. Winning Trade:    $502.06      As % of Total Equity:    88.40%
Avg. Losing Trade:    ($395.63)      Max Runup Date:    10/26/2018
Ratio Ave Win:Ave Loss:    1.269      Longest Runup:    6823 days
                  
Largest Win:    $4,182.50, 1.32%      Initial Capital:    $22,430.00
Largest Loss:    ($2,330.00), -1.40%      Margin Requirements:    $6,463.00
Max Cons. Winners:    14      Return on Initial Capital:    669.36%
Max Cons. Losers:    6      Annual Rate of Return:    35.79%
            Avg. Monthly Return:    $669.01, 2.98%
Trading Period:    6826      Std. Deviation of Monthly Return:    $1,685.16
     3/6/2000 - 11/12/2018      % Profitable Months:    68.32%
Total Trading Days:    1045            
Longest Flat Period:    238 days      Sharpe Ratio:    0.44
            Sortino Ratio:    1.60
Max Futures Contracts:    1.00      Sterling Ratio:    0.12
Max Forex Contracts:    0      MAR Ratio:    1.41
Max Shares:    0      Efficiency Factor:    0.47
            Total Commission:    $5,250.00
            Total Slippage:    $26,250.00