Performance Summary    ( Portfolio Analyst Professional - build_20230724.1 )
                  
Total Net Profit:    $185,973.78      Max Drawdown:    ($15,345.02)
Gross Profit:    $402,344.31      As % of Initial Equity:    25.00%
Gross Loss:    ($216,370.53)      As % of Total Equity:    6.22%
Profit Factor:    1.860      Max Drawdown Date:    8/31/2022
Pessimistic RR:    1.670      Max Intraday Drawdown:    ($15,724.27)
Open Position P/L    ($658.50)      As % of Initial Equity:    25.62%
Total Trades:    728      As % of Total Equity:    6.37%
Winning Trades:    471      Max Intraday Drawdown Date:    9/2/2022
Losing Trades:    257      Longest Drawdown:    1225 days
Even Trades:    0      Recovery Factor:    12.12
% Profitable:    64.70%      NP/MaxDD    12.12
Avg. Trade Net Profit:    $255.46      NP/Intraday MaxDD    11.83
Avg. Winning Trade:    $854.23      Avg. Worst 5 DD:    ($13,218.89)
Avg. Losing Trade:    ($841.91)      As % of Initial Equity:    21.54%
Ratio Ave Win:Ave Loss:    1.015            
        Max Runup:    $188,796.24
Largest Win:    $8,215.00, 2.04%      As % of Initial Equity:    307.59%
Largest Loss:    ($4,035.00), -1.86%      As % of Total Equity:    76.54%
Max Cons. Winners:    13      Max Runup Date:    5/12/2023
Max Cons. Losers:    5      Longest Runup:    7484 days
                  
Trading Period:    7823      Initial Capital:    $61,380.08
     3/12/2002 - 8/11/2023      Margin Requirements:    $3,000.00
Total Trading Days:    729      Return on Initial Capital:    302.99%
Longest Flat Period:    72 days      Annual Rate of Return:    14.14%
Max Futures Contracts:    1.0      Avg. Monthly Return:    $723.09, 1.18%
Max Forex Contracts:    0      Std. Deviation of Monthly Return:    $2,564.21
Max Shares:    0      % Profitable Months:    62.18%
Total Systems:    1            
Total Commission:    $3,640.00     
Sharpe Ratio:
  
0.324
Total Slippage:    $21,840.00      Sortino Ratio:    0.344
            Sterling Ratio:    0.023
            MAR Ratio:    0.549
            Efficiency Factor:    0.462