Performance Summary    ( Portfolio Analyst Professional - build_20230724.1 )
                  
Total Net Profit:    $1,975,871.28      Max Drawdown:    ($46,006.25)
Gross Profit:    $3,194,021.81      As % of Initial Equity:    5.14%
Gross Loss:    ($1,218,150.53)      As % of Total Equity:    1.59%
Profit Factor:    2.622      Max Drawdown Date:    11/9/2022
Pessimistic RR:    2.446      Max Intraday Drawdown:    ($48,274.00)
Open Position P/L    $18,162.00      As % of Initial Equity:    5.39%
Total Trades:    1704      As % of Total Equity:    1.67%
Winning Trades:    1049      Max Intraday Drawdown Date:    2/26/2021
Losing Trades:    655      Longest Drawdown:    405 days
Even Trades:    0      Recovery Factor:    42.95
% Profitable:    61.56%      NP/MaxDD    42.95
Avg. Trade Net Profit:    $1,159.55      NP/Intraday MaxDD    40.93
Avg. Winning Trade:    $3,044.83      Avg. Worst 5 DD:    ($38,400.50)
Avg. Losing Trade:    ($1,859.77)      As % of Initial Equity:    4.29%
Ratio Ave Win:Ave Loss:    1.637            
        Max Runup:    $2,002,326.86
Largest Win:    $169,750.00, 5.31%      As % of Initial Equity:    223.67%
Largest Loss:    ($21,085.00), -1.73%      As % of Total Equity:    69.31%
Max Cons. Winners:    17      Max Runup Date:    7/13/2023
Max Cons. Losers:    9      Longest Runup:    7490 days
                  
Trading Period:    7823      Initial Capital:    $895,200.08
     3/12/2002 - 8/11/2023      Margin Requirements:    $136,663.00
Total Trading Days:    1511      Return on Initial Capital:    220.72%
Longest Flat Period:    66 days      Annual Rate of Return:    10.30%
Max Futures Contracts:    6.0      Avg. Monthly Return:    $7,682.40, 0.86%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $19,029.04
Max Shares:    0      % Profitable Months:    72.11%
Total Systems:    6            
Total Commission:    $8,520.00     
Sharpe Ratio:
  
0.445
Total Slippage:    $44,875.00      Sortino Ratio:    1.534
            Sterling Ratio:    0.094
            MAR Ratio:    1.970
            Efficiency Factor:    0.619