| Starting Account Balance: | $200,000 |
| Profit: | $1,985,154 |
| Ending Balance: | $2,185,154 |
| Annualized Return: | 32.22% |
| Average Annualized Return: | 40.06% |
| Largest Drawdown: | 45.13% |
| Largest Drawdown Duration: | 532 Days |
| Avg of 5 Largest Drawdowns: | 33.93% |
| Avg of 5 Largest Drawdown Duration: | 291.4 Days |
| Number of Trades: | 587 |
| Winning Percentage: | 50.94% |
| Total Contracts Traded: | 7,905 |
| Commissions and Slippage Deducted: | $201,063 |
| Avg Profit Per Trade: | $3,382 |
| Avg Profit Per Contract: | $251 |
| Sharpe Ratio: | 0.78 |