| Total Net Profit: | $145,892.50 | Max Drawdown: | ($11,642.50) | |||
| Gross Profit: | $349,317.50 | As % of Initial Equity: | 25.00% | |||
| Gross Loss: | ($203,425.00) | As % of Total Equity: | 6.05% | |||
| Profit Factor: | 1.717 | Max Drawdown Date: | 10/10/2019 | |||
| Pessimistic RR: | 1.579 | Max Intraday Drawdown: | ($12,345.00) | |||
| Open Position P/L | $0.00 | As % of Initial Equity: | 26.51% | |||
| Total Trades: | 1154 | As % of Total Equity: | 6.41% | |||
| Winning Trades: | 664 | Max Intraday Drawdown Date: | 10/18/2019 | |||
| Losing Trades: | 490 | Longest Drawdown: | 1015 days | |||
| Even Trades: | 0 | Recovery Factor: | 12.53 | |||
| % Profitable: | 57.54% | NP/MaxDD | 12.53 | |||
| NP/Intraday MaxDD | 11.82 | |||||
| Max Runup: | $155,532.50 | |||||
| Avg. Trade Net Profit: | $126.42 | As % of Initial Equity: | 333.98% | |||
| Avg. Winning Trade: | $526.08 | As % of Total Equity: | 80.81% | |||
| Avg. Losing Trade: | ($415.15) | Max Runup Date: | 12/26/2018 | |||
| Ratio Ave Win:Ave Loss: | 1.267 | Longest Runup: | 7196 days | |||
| Largest Win: | $5,157.50, 1.48% | Initial Capital: | $46,570.00 | |||
| Largest Loss: | ($2,330.00), -1.15% | Margin Requirements: | $6,463.00 | |||
| Max Cons. Winners: | 12 | Return on Initial Capital: | 313.28% | |||
| Max Cons. Losers: | 8 | Annual Rate of Return: | 15.88% | |||
| Avg. Monthly Return: | $616.41, 1.32% | |||||
| Trading Period: | 7199 | Std. Deviation of Monthly Return: | $1,663.85 | |||
| 3/6/2000 - 11/20/2019 | % Profitable Months: | 66.82% | ||||
| Total Trading Days: | 1145 | |||||
| Longest Flat Period: | 238 days | Sharpe Ratio: | 0.41 | |||
| Sortino Ratio: | 1.34 | |||||
| Max Futures Contracts: | 1.00 | Sterling Ratio: | 0.03 | |||
| Max Forex Contracts: | 0 | MAR Ratio: | 0.63 | |||
| Max Shares: | 0 | Efficiency Factor: | 0.42 | |||
| Total Commission: | $5,770.00 | |||||
| Total Slippage: | $28,850.00 | |||||