Performance Summary    ( Trading Period: 3/6/2000 - 2/22/2019    Created: 4/12/2019 19:04:18    Portfolio Analyst Cloud Version - 20190213.1 )
                  
Total Net Profit:    $148,450.00      Max Drawdown:    ($4,907.50)
Gross Profit:    $323,505.00      As % of Initial Equity:    25.00%
Gross Loss:    ($175,055.00)      As % of Total Equity:    2.92%
Profit Factor:    1.848      Max Drawdown Date:    1/2/2019
Pessimistic RR:    1.695      Max Intraday Drawdown:    ($6,307.50)
Open Position P/L    $0.00      As % of Initial Equity:    32.13%
Total Trades:    1085      As % of Total Equity:    3.75%
Winning Trades:    619      Max Intraday Drawdown Date:    1/3/2019
Losing Trades:    466      Longest Drawdown:    988 days
Even Trades:    0      Recovery Factor:    30.25
% Profitable:    57.05%      NP/MaxDD    30.25
            NP/Intraday MaxDD    23.54
                  
            Max Runup:    $153,047.50
Avg. Trade Net Profit:    $136.82      As % of Initial Equity:    779.66%
Avg. Winning Trade:    $522.63      As % of Total Equity:    91.06%
Avg. Losing Trade:    ($375.65)      Max Runup Date:    12/26/2018
Ratio Ave Win:Ave Loss:    1.391      Longest Runup:    6925 days
                  
Largest Win:    $5,157.50, 1.59%      Initial Capital:    $19,630.00
Largest Loss:    ($2,330.00), -1.33%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    756.24%
Max Cons. Losers:    6      Annual Rate of Return:    39.84%
            Avg. Monthly Return:    $651.75, 3.32%
Trading Period:    6928      Std. Deviation of Monthly Return:    $1,573.85
     3/6/2000 - 2/22/2019      % Profitable Months:    69.27%
Total Trading Days:    1078            
Longest Flat Period:    238 days      Sharpe Ratio:    0.46
            Sortino Ratio:    1.77
Max Futures Contracts:    1.00      Sterling Ratio:    0.16
Max Forex Contracts:    0      MAR Ratio:    1.51
Max Shares:    0      Efficiency Factor:    0.46
            Total Commission:    $5,425.00
            Total Slippage:    $27,125.00