WFO Performance Summary (DC Rocks US ES5)

Performance Summary 1997/09/18 – 2016/11/21
Total Net Profit $340,998.72
Gross Profit $687,768.50 Gross Loss $-346,769.78
Total # of trades 1364 Percent profitable 60.78%
Number winning trades 829 Number losing trades 535
Largest winning trade $6,353.41 Largest losing trade $-4,321.60
Average winning trade $829.64 Average losing trade $-648.17
Ratio avg win/avg loss $1.28 Avg trade (win & loss) $250.00
Median trade $203.41 Std.Deviation $997.62
Max consec. winners 13 Max consec. losers 9
Avg # bars in winners 58 Avg # bars in losers 55
Max intraday drawdown $-14,179.78 Profit Factor 1.98
Max intraday drawdown % 14.18% Return on Initial Capital 341.00%
Drawdown % based on Initial capital