Performance Summary    ( Portfolio Analyst Professional - build_20230724.1 )
                  
Total Net Profit:    $1,789,897.50      Max Drawdown:    ($51,315.00)
Gross Profit:    $2,791,677.50      As % of Initial Equity:    6.15%
Gross Loss:    ($1,001,780.00)      As % of Total Equity:    1.94%
Profit Factor:    2.787      Max Drawdown Date:    11/9/2022
Pessimistic RR:    2.543      Max Intraday Drawdown:    ($49,915.00)
Open Position P/L    $17,208.50      As % of Initial Equity:    5.99%
Total Trades:    976      As % of Total Equity:    1.89%
Winning Trades:    578      Max Intraday Drawdown Date:    2/26/2021
Losing Trades:    398      Longest Drawdown:    343 days
Even Trades:    0      Recovery Factor:    34.88
% Profitable:    59.22%      NP/MaxDD    34.88
Avg. Trade Net Profit:    $1,833.91      NP/Intraday MaxDD    35.86
Avg. Winning Trade:    $4,829.89      Avg. Worst 5 DD:    ($41,186.00)
Avg. Losing Trade:    ($2,517.04)      As % of Initial Equity:    4.94%
Ratio Ave Win:Ave Loss:    1.919            
        Max Runup:    $1,819,672.50
Largest Win:    $169,750.00, 6.08%      As % of Initial Equity:    218.23%
Largest Loss:    ($21,085.00), -2.10%      As % of Total Equity:    68.90%
Max Cons. Winners:    13      Max Runup Date:    7/13/2023
Max Cons. Losers:    8      Longest Runup:    6666 days
                  
Trading Period:    6714      Initial Capital:    $833,820.00
     3/23/2005 - 8/9/2023      Margin Requirements:    $133,663.00
Total Trading Days:    905      Return on Initial Capital:    214.66%
Longest Flat Period:    91 days      Annual Rate of Return:    11.67%
Max Futures Contracts:    5.0      Avg. Monthly Return:    $8,108.83, 0.97%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $20,407.28
Max Shares:    0      % Profitable Months:    71.50%
Total Systems:    5            
Total Commission:    $4,880.00     
Sharpe Ratio:
  
0.458
Total Slippage:    $23,035.00      Sortino Ratio:    1.406
            Sterling Ratio:    0.090
            MAR Ratio:    1.853
            Efficiency Factor:    0.641