Performance Summary    ( Portfolio Analyst Professional - build_20230724.1 )
                  
Total Net Profit:    $2,382,101.28      Max Drawdown:    ($63,263.75)
Gross Profit:    $3,842,556.81      As % of Initial Equity:    6.11%
Gross Loss:    ($1,460,455.53)      As % of Total Equity:    1.84%
Profit Factor:    2.631      Max Drawdown Date:    6/14/2023
Pessimistic RR:    2.466      Max Intraday Drawdown:    ($71,143.50)
Open Position P/L    $17,944.50      As % of Initial Equity:    6.88%
Total Trades:    1968      As % of Total Equity:    2.07%
Winning Trades:    1200      Max Intraday Drawdown Date:    9/29/2020
Losing Trades:    768      Longest Drawdown:    203 days
Even Trades:    0      Recovery Factor:    37.65
% Profitable:    60.98%      NP/MaxDD    37.65
Avg. Trade Net Profit:    $1,210.42      NP/Intraday MaxDD    33.48
Avg. Winning Trade:    $3,202.13      Avg. Worst 5 DD:    ($57,973.00)
Avg. Losing Trade:    ($1,901.63)      As % of Initial Equity:    5.60%
Ratio Ave Win:Ave Loss:    1.684            
        Max Runup:    $2,418,798.16
Largest Win:    $169,750.00, 4.42%      As % of Initial Equity:    233.78%
Largest Loss:    ($21,945.00), -1.50%      As % of Total Equity:    70.42%
Max Cons. Winners:    18      Max Runup Date:    3/14/2023
Max Cons. Losers:    9      Longest Runup:    7980 days
                  
Trading Period:    7999      Initial Capital:    $1,034,640.08
     9/17/2001 - 8/11/2023      Margin Requirements:    $140,663.00
Total Trading Days:    1714      Return on Initial Capital:    230.23%
Longest Flat Period:    67 days      Annual Rate of Return:    10.51%
Max Futures Contracts:    7.0      Avg. Monthly Return:    $9,058.08, 0.88%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $21,312.79
Max Shares:    0      % Profitable Months:    71.15%
Total Systems:    7            
Total Commission:    $9,840.00     
Sharpe Ratio:
  
0.447
Total Slippage:    $50,155.00      Sortino Ratio:    1.465
            Sterling Ratio:    0.080
            MAR Ratio:    1.661
            Efficiency Factor:    0.620