Performance Summary    ( Trading Period: 3/6/2000 - 9/26/2019    Created: 10/18/2019 13:31:26    Portfolio Analyst Cloud Version - 20190512.1 )
                  
Total Net Profit:    $145,165.00      Max Drawdown:    ($10,557.50)
Gross Profit:    $344,462.50      As % of Initial Equity:    25.00%
Gross Loss:    ($199,297.50)      As % of Total Equity:    5.63%
Profit Factor:    1.728      Max Drawdown Date:    8/7/2019
Pessimistic RR:    1.588      Max Intraday Drawdown:    ($11,202.50)
Open Position P/L    $0.00      As % of Initial Equity:    26.53%
Total Trades:    1137      As % of Total Equity:    5.98%
Winning Trades:    655      Max Intraday Drawdown Date:    8/7/2019
Losing Trades:    482      Longest Drawdown:    1015 days
Even Trades:    0      Recovery Factor:    13.75
% Profitable:    57.61%      NP/MaxDD    13.75
            NP/Intraday MaxDD    12.96
                  
            Max Runup:    $155,532.50
Avg. Trade Net Profit:    $127.67      As % of Initial Equity:    368.30%
Avg. Winning Trade:    $525.90      As % of Total Equity:    83.00%
Avg. Losing Trade:    ($413.48)      Max Runup Date:    12/26/2018
Ratio Ave Win:Ave Loss:    1.272      Longest Runup:    7141 days
                  
Largest Win:    $5,157.50, 1.50%      Initial Capital:    $42,230.00
Largest Loss:    ($2,330.00), -1.17%      Margin Requirements:    $6,463.00
Max Cons. Winners:    12      Return on Initial Capital:    343.75%
Max Cons. Losers:    8      Annual Rate of Return:    17.57%
            Avg. Monthly Return:    $618.15, 1.46%
Trading Period:    7143      Std. Deviation of Monthly Return:    $1,666.76
     3/6/2000 - 9/26/2019      % Profitable Months:    66.51%
Total Trading Days:    1128            
Longest Flat Period:    238 days      Sharpe Ratio:    0.41
            Sortino Ratio:    1.37
Max Futures Contracts:    1.00      Sterling Ratio:    0.03
Max Forex Contracts:    0      MAR Ratio:    0.69
Max Shares:    0      Efficiency Factor:    0.42
            Total Commission:    $5,685.00
            Total Slippage:    $28,425.00