Performance Summary    ( Portfolio Analyst Professional - build_20230724.1 )
                  
Total Net Profit:    $353,100.00      Max Drawdown:    ($31,617.50)
Gross Profit:    $688,560.00      As % of Initial Equity:    25.00%
Gross Loss:    ($335,460.00)      As % of Total Equity:    6.56%
Profit Factor:    2.053      Max Drawdown Date:    3/2/2022
Pessimistic RR:    1.792      Max Intraday Drawdown:    ($39,830.50)
Open Position P/L    $2,673.00      As % of Initial Equity:    31.49%
Total Trades:    435      As % of Total Equity:    8.26%
Winning Trades:    223      Max Intraday Drawdown Date:    3/8/2022
Losing Trades:    212      Longest Drawdown:    1072 days
Even Trades:    0      Recovery Factor:    11.17
% Profitable:    51.26%      NP/MaxDD    11.17
Avg. Trade Net Profit:    $811.72      NP/Intraday MaxDD    8.87
Avg. Winning Trade:    $3,087.71      Avg. Worst 5 DD:    ($27,422.00)
Avg. Losing Trade:    ($1,582.36)      As % of Initial Equity:    21.68%
Ratio Ave Win:Ave Loss:    1.951            
        Max Runup:    $367,360.50
Largest Win:    $25,645.00, 3.72%      As % of Initial Equity:    290.47%
Largest Loss:    ($12,417.50), -3.70%      As % of Total Equity:    76.18%
Max Cons. Winners:    9      Max Runup Date:    8/8/2023
Max Cons. Losers:    12      Longest Runup:    5017 days
                  
Trading Period:    5893      Initial Capital:    $126,470.00
     6/22/2007 - 8/9/2023      Margin Requirements:    $6,463.00
Total Trading Days:    436      Return on Initial Capital:    279.20%
Longest Flat Period:    90 days      Annual Rate of Return:    17.29%
Max Futures Contracts:    1.0      Avg. Monthly Return:    $1,822.52, 1.44%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $6,701.70
Max Shares:    0      % Profitable Months:    61.85%
Total Systems:    1            
Total Commission:    $2,175.00     
Sharpe Ratio:
  
0.407
Total Slippage:    $10,875.00      Sortino Ratio:    0.440
            Sterling Ratio:    0.032
            MAR Ratio:    0.662
            Efficiency Factor:    0.513