Performance Summary    ( Portfolio Analyst Professional - build_20230724.1 )
                  
Total Net Profit:    $406,230.00      Max Drawdown:    ($34,860.00)
Gross Profit:    $648,535.00      As % of Initial Equity:    25.00%
Gross Loss:    ($242,305.00)      As % of Total Equity:    6.39%
Profit Factor:    2.677      Max Drawdown Date:    8/11/2023
Pessimistic RR:    2.247      Max Intraday Drawdown:    ($61,810.00)
Open Position P/L    ($217.50)      As % of Initial Equity:    44.33%
Total Trades:    264      As % of Total Equity:    11.33%
Winning Trades:    151      Max Intraday Drawdown Date:    10/12/2020
Losing Trades:    113      Longest Drawdown:    1225 days
Even Trades:    0      Recovery Factor:    11.65
% Profitable:    57.20%      NP/MaxDD    11.65
Avg. Trade Net Profit:    $1,538.75      NP/Intraday MaxDD    6.57
Avg. Winning Trade:    $4,294.93      Avg. Worst 5 DD:    ($25,940.00)
Avg. Losing Trade:    ($2,144.29)      As % of Initial Equity:    18.60%
Ratio Ave Win:Ave Loss:    2.003            
        Max Runup:    $445,425.00
Largest Win:    $47,870.00, 7.38%      As % of Initial Equity:    319.44%
Largest Loss:    ($21,945.00), -9.06%      As % of Total Equity:    81.66%
Max Cons. Winners:    11      Max Runup Date:    3/6/2023
Max Cons. Losers:    7      Longest Runup:    7940 days
                  
Trading Period:    7999      Initial Capital:    $139,440.00
     9/17/2001 - 8/11/2023      Margin Requirements:    $4,000.00
Total Trading Days:    265      Return on Initial Capital:    291.33%
Longest Flat Period:    253 days      Annual Rate of Return:    13.29%
Max Futures Contracts:    1.0      Avg. Monthly Return:    $1,544.71, 1.11%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $9,293.87
Max Shares:    0      % Profitable Months:    59.31%
Total Systems:    1            
Total Commission:    $1,320.00     
Sharpe Ratio:
  
0.321
Total Slippage:    $5,280.00      Sortino Ratio:    0.274
            Sterling Ratio:    0.023
            MAR Ratio:    0.506
            Efficiency Factor:    0.626