Performance Summary    ( Created: 6/5/2018 08:30:49 )
                  
Total Net Profit:    $143,272.50      Max Drawdown:    ($13,320.00)
Gross Profit:    $192,067.50      As % of Initial Equity:    25.00 %
Gross Loss:    ($48,795.00)      As % of Total Equity:    6.78 %
Profit Factor:    3.936      Max Drawdown Date:    4/2/2018
Pessimistic RR:    2.977      Max Intraday Drawdown:    ($13,320.00)
            As % of Initial Equity:    25.00 %
Total Trades:    123      As % of Total Equity:    6.78 %
Winning Trades:    94      Max Intraday Drawdown Date:    4/2/2018
Losing Trades:    29      Longest Drawdown:    412 days
Even Trades:    0      Recovery Factor:    10.76
% Profitable:    76.42%      NP/MaxDD    10.76
            NP/Intraday MaxDD    10.76
                  
            Max Runup:    $154,815.00
Avg. Trade Net Profit:    $1,164.82      As % of Initial Equity:    290.57 %
Avg. Winning Trade:    $2,043.27      As % of Total Equity:    78.77 %
Avg. Losing Trade:    ($1,682.59)      Max Runup Date:    1/30/2018
Ratio Ave Win:Ave Loss:    1.214      Longest Runup:    5762 days
                  
Largest Win:    $7,370.00, 3.84 %      Initial Capital:    $53,280.00
Largest Loss:    ($7,130.00), -14.61 %      Margin Requirements:    $6,000.00
Max Cons. Winners:    20      Return on Initial Capital:    268.90 %
Max Cons. Losers:    4      Annual Rate of Return:    16.40 %
            Avg. Monthly Return:    $728.13, 1.37 %
Trading Period:    5985      Std. Deviation of Monthly Return:    $2,176.15
     12/13/2001 - 5/2/2018      % Profitable Months:    76.99 %
Total Trading Days:    123            
Longest Flat Period:    190 days      Sharpe Ratio:    0.58
            Sortino Ratio:    1.18
Max Futures Contracts:    1.0      Sterling Ratio:    0.09
Max Forex Contracts:    0      MAR Ratio:    0.60
Max Shares:    0      Efficiency Factor:    0.75
            Total Commission:    $615.00
            Total Slippage:    $3,075.00
 
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