Performance Summary    ( Portfolio Analyst Professional - build_20230724.1 )
                  
Total Net Profit:    $1,350,775.00      Max Drawdown:    ($56,435.00)
Gross Profit:    $2,084,010.00      As % of Initial Equity:    10.25%
Gross Loss:    ($733,235.00)      As % of Total Equity:    2.95%
Profit Factor:    2.842      Max Drawdown Date:    11/9/2022
Pessimistic RR:    2.554      Max Intraday Drawdown:    ($48,603.00)
Open Position P/L    $13,560.50      As % of Initial Equity:    8.82%
Total Trades:    708      As % of Total Equity:    2.54%
Winning Trades:    409      Max Intraday Drawdown Date:    11/8/2022
Losing Trades:    299      Longest Drawdown:    453 days
Even Trades:    0      Recovery Factor:    23.94
% Profitable:    57.77%      NP/MaxDD    23.94
Avg. Trade Net Profit:    $1,907.87      NP/Intraday MaxDD    27.79
Avg. Winning Trade:    $5,095.38      Avg. Worst 5 DD:    ($46,651.00)
Avg. Losing Trade:    ($2,452.29)      As % of Initial Equity:    8.47%
Ratio Ave Win:Ave Loss:    2.078            
        Max Runup:    $1,394,550.00
Largest Win:    $169,750.00, 8.15%      As % of Initial Equity:    253.18%
Largest Loss:    ($21,085.00), -2.88%      As % of Total Equity:    72.82%
Max Cons. Winners:    10      Max Runup Date:    7/13/2023
Max Cons. Losers:    7      Longest Runup:    5404 days
                  
Trading Period:    5893      Initial Capital:    $550,810.00
     6/22/2007 - 8/9/2023      Margin Requirements:    $125,963.00
Total Trading Days:    675      Return on Initial Capital:    245.23%
Longest Flat Period:    90 days      Annual Rate of Return:    15.19%
Max Futures Contracts:    4.0      Avg. Monthly Return:    $6,972.01, 1.27%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $20,796.18
Max Shares:    0      % Profitable Months:    67.21%
Total Systems:    4            
Total Commission:    $3,540.00     
Sharpe Ratio:
  
0.399
Total Slippage:    $16,335.00      Sortino Ratio:    1.011
            Sterling Ratio:    0.067
            MAR Ratio:    1.422
            Efficiency Factor:    0.648