Strategy Performance Summary
	All Trades	Long Trades	Short Trades
Net Profit	$14 731.70	$14 731.70	n/a
Gross Profit	$108 802.70	$108 802.70	n/a
Gross Loss	-$94 071.00	-$94 071.00	n/a
Adjusted Net Profit	$8 986.69	$8 986.69	n/a
Adjusted Gross Profit	$105 642.02	$105 642.02	n/a
Adjusted Gross Loss	-$96 655.33	-$96 655.33	n/a
Select Net Profit	$31 053.87	$31 053.87	n/a
Select Gross Profit	$94 050.16	$94 050.16	n/a
Select Gross Loss	-$62 996.29	-$62 996.29	n/a
Account Size Required	$3 162.13	$3 162.13	n/a
Return on Account	465.88%	465.88%	n/a
Return on Initial Capital	1473170.00%	1473170.00%	n/a
Max Strategy Drawdown	-$3 576.57	-$3 576.57	n/a
Max Strategy Drawdown (%)	-899.57%	-899.57%	n/a
Max Close To Close Drawdown	-$3 162.13	-$3 162.13	n/a
Max Close To Close Drawdown (%)	-42354.00%	-42354.00%	n/a
Return on Max Strategy Drawdown	4.118946365	4.118946365	n/a
Profit Factor	1.156601928	1.156601928	n/a
Adjusted Profit Factor	1.092976675	1.092976675	n/a
Select Profit Factor	1.492947601	1.492947601	n/a
Max # Contracts Held	1	1	0
Slippage Paid	$ 0.00	$ 0.00	n/a
Commission Paid	$6 475.80	$6 475.80	n/a
Open Position P/L	n/a	n/a	n/a
Annual Rate of Return	51852.06%	51852.06%	n/a
Monthly Rate of Return	4321.01%	4321.01%	n/a
Buy & Hold Return	$ 2.78	$ 2.78	n/a
Avg Monthly Return	$ 43.08	$ 43.08	$ 43.08
Monthly Return StdDev	$ 269.34	$ 269.34	$ 269.34
Total # of Trades	2510	2510	0
% Profitable	47.21%	47.21%	0.00%
Performance Ratios
Upside Potential Ratio	-0.00014437
Sharpe Ratio	-0.052846606
Annualized Sharpe Ratio	-0.183066012
Sortino Ratio	-0.036379661
Fouse Ratio	-1404.182098
Calmar Ratio	0.004756954
Sterling Ratio	0.000105267
RINA Index	2647.691184
Net Profit as % of Largest loss	1928.66%
Net Profit as % of Max Trade Drawdown	1261.77%
Net Profit as % of Max Strategy Drawdown	411.89%
Select Net Profit as % of Largest loss	4065.55%
Select Net Profit as % of Max Trade Drawdown	2659.77%
Select Net Profit as % of Max Strategy Drawdown	868.26%
Adj Net Profit as % of Largest loss	1176.53%
Adj Net Profit as % of Max Trade Drawdown	769.71%
Adj Net Profit as % of Max Strategy Drawdown	251.27%
Time Analysis
Trading Period	28 Yrs, 5 Mths, 28 Dys, 3 Hrs
Time in the Market	4 Yrs, 10 Mths, 3 Dys, 45 Mins
Percent in the Market	16.96%
Longest flat period	3 Mths, 19 Dys, 5 Hrs
Max Run-up Date	09/11/2020
Max Drawdown Date	07/04/2025
Max Strategy Drawdown Date	07/04/2025 09:30
Max Close To Close Drawdown Date	21/04/2025 13:30
Equity Curve Detailed
Equity Curve Detailed with DrawDown
Equity Curve Detailed Long
Equity Curve Detailed Short
Equity Run-up & Drawdown
Equity Run-up & Drawdown (%)
Equity Curve Close To Close
Equity Curve Close To Close With Drawdown
Buy & Hold Return
Value Added Monthly Index