Performance Summary    ( Portfolio Analyst Professional - build_20230724.1 )
                  
Total Net Profit:    $270,091.25      Max Drawdown:    ($21,907.50)
Gross Profit:    $575,955.00      As % of Initial Equity:    25.00%
Gross Loss:    ($305,863.75)      As % of Total Equity:    6.12%
Profit Factor:    1.883      Max Drawdown Date:    11/17/2005
Pessimistic RR:    1.661      Max Intraday Drawdown:    ($34,522.25)
Open Position P/L    $0.00      As % of Initial Equity:    39.40%
Total Trades:    583      As % of Total Equity:    9.65%
Winning Trades:    419      Max Intraday Drawdown Date:    5/31/2016
Losing Trades:    164      Longest Drawdown:    672 days
Even Trades:    0      Recovery Factor:    12.33
% Profitable:    71.87%      NP/MaxDD    12.33
Avg. Trade Net Profit:    $463.28      NP/Intraday MaxDD    7.82
Avg. Winning Trade:    $1,374.59      Avg. Worst 5 DD:    ($20,510.50)
Avg. Losing Trade:    ($1,865.02)      As % of Initial Equity:    23.41%
Ratio Ave Win:Ave Loss:    0.737            
        Max Runup:    $270,091.25
Largest Win:    $13,270.00, 2.30%      As % of Initial Equity:    308.22%
Largest Loss:    ($11,430.00), -3.74%      As % of Total Equity:    75.50%
Max Cons. Winners:    16      Max Runup Date:    7/14/2023
Max Cons. Losers:    4      Longest Runup:    7644 days
                  
Trading Period:    7652      Initial Capital:    $87,630.00
     8/9/2002 - 7/21/2023      Margin Requirements:    $6,350.00
Total Trading Days:    583      Return on Initial Capital:    308.22%
Longest Flat Period:    159 days      Annual Rate of Return:    14.70%
Max Futures Contracts:    1.0      Avg. Monthly Return:    $1,073.61, 1.23%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $4,301.84
Max Shares:    0      % Profitable Months:    65.31%
Total Systems:    1            
Total Commission:    $2,915.00     
Sharpe Ratio:
  
0.264
Total Slippage:    $14,575.00      Sortino Ratio:    0.246
            Sterling Ratio:    0.025
            MAR Ratio:    0.560
            Efficiency Factor:    0.469