Performance Summary    ( Portfolio Analyst Professional - build_20230724.1 )
                  
Total Net Profit:    $2,652,192.53      Max Drawdown:    ($58,606.25)
Gross Profit:    $4,418,511.81      As % of Initial Equity:    5.22%
Gross Loss:    ($1,766,319.28)      As % of Total Equity:    1.55%
Profit Factor:    2.502      Max Drawdown Date:    6/14/2023
Pessimistic RR:    2.362      Max Intraday Drawdown:    ($70,441.25)
Open Position P/L    $17,944.50      As % of Initial Equity:    6.28%
Total Trades:    2551      As % of Total Equity:    1.86%
Winning Trades:    1619      Max Intraday Drawdown Date:    9/29/2020
Losing Trades:    932      Longest Drawdown:    309 days
Even Trades:    0      Recovery Factor:    45.25
% Profitable:    63.47%      NP/MaxDD    45.25
Avg. Trade Net Profit:    $1,039.67      NP/Intraday MaxDD    37.65
Avg. Winning Trade:    $2,729.16      Avg. Worst 5 DD:    ($51,865.50)
Avg. Losing Trade:    ($1,895.19)      As % of Initial Equity:    4.62%
Ratio Ave Win:Ave Loss:    1.440            
        Max Runup:    $2,680,912.53
Largest Win:    $169,750.00, 3.84%      As % of Initial Equity:    238.88%
Largest Loss:    ($21,945.00), -1.24%      As % of Total Equity:    70.69%
Max Cons. Winners:    17      Max Runup Date:    7/31/2023
Max Cons. Losers:    9      Longest Runup:    7980 days
                  
Trading Period:    7999      Initial Capital:    $1,122,270.08
     9/17/2001 - 8/11/2023      Margin Requirements:    $147,013.00
Total Trading Days:    2103      Return on Initial Capital:    236.32%
Longest Flat Period:    67 days      Annual Rate of Return:    10.78%
Max Futures Contracts:    8.0      Avg. Monthly Return:    $10,085.12, 0.90%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $21,399.12
Max Shares:    0      % Profitable Months:    74.81%
Total Systems:    8            
Total Commission:    $12,755.00     
Sharpe Ratio:
  
0.478
Total Slippage:    $64,730.00      Sortino Ratio:    1.550
            Sterling Ratio:    0.097
            MAR Ratio:    2.047
            Efficiency Factor:    0.600