Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 21.8% |
Max drawdown -4.0% |
Sharpe ratio 2.31 |
MAR ratio 5.44 |
|
Win rate 70.4% |
Completed trades 179 |
Net modeled P/L $131,564 |
P&L / net liquidity
Net liquidity · end of day
Monthly P&L
Daily change in modeled net liquidity, including open positions. 🟩 positive; 🟥 negative; $0 no monthly change. The study includes every month through September 2026. Amounts are rounded to the nearest dollar.
Jan–Jun
| Year | Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|---|
| 2022 | · | · | · | · | · | $0 |
| 2023 | 🟩 +$5,781 | 🟥 −$1,709 | 🟩 +$3,835 | 🟩 +$5,480 | 🟩 +$4,108 | 🟩 +$7,431 |
| 2024 | 🟥 −$2,177 | 🟩 +$6,373 | 🟩 +$5,354 | 🟥 −$1,911 | 🟩 +$378 | 🟩 +$4,347 |
| 2025 | 🟩 +$3,233 | 🟩 +$5,602 | 🟩 +$2,029 | $0 | 🟩 +$3,671 | 🟩 +$4,310 |
| 2026 | 🟥 −$4,855 | 🟩 +$3,669 | 🟥 −$1,147 | 🟩 +$10,691 | 🟩 +$5,309 | 🟩 +$2,768 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟩 +$2,948 | 🟩 +$3,821 | $0 | $0 | 🟩 +$421 | 🟥 −$714 |
| 2023 | 🟩 +$4,835 | 🟩 +$2,425 | 🟩 +$938 | 🟩 +$895 | 🟩 +$6,520 | 🟩 +$3,339 |
| 2024 | 🟩 +$8,242 | 🟩 +$3,752 | 🟥 −$918 | 🟩 +$2,912 | 🟩 +$4,040 | 🟩 +$2,345 |
| 2025 | 🟩 +$562 | 🟩 +$1,573 | 🟩 +$1,925 | 🟩 +$1,463 | 🟩 +$2,692 | 🟩 +$3,948 |
| 2026 | 🟩 +$2,030 | 🟥 −$2,252 | 🟩 +$1,252 | · | · | · |
Additional analysis
Profitable active months: 40 of 48 · Worst month: 2026-01 (−$4,855) · Median closed trade: +$878.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$6,476 |
| 2023 | +$43,878 |
| 2024 | +$32,737 |
| 2025 | +$31,007 |
| 2026 · partial year | +$17,466 |
Recent trade examples
Ten most recently closed, consecutive non-ignored trade-log rows; gains and losses are left as recorded.
| Closed | Outcome | Net modeled P/L |
|---|---|---|
| 2026-09-30 | Loss | −$1,769.40 |
| 2026-09-25 | Gain | +$218.80 |
| 2026-09-03 | Gain | +$2,802.80 |
| 2026-08-28 | Loss | −$1,724.40 |
| 2026-08-27 | Gain | +$1,286.80 |
| 2026-08-07 | Loss | −$1,814.40 |
| 2026-07-28 | Loss | −$694.20 |
| 2026-07-21 | Gain | +$597.80 |
| 2026-07-09 | Gain | +$2,126.80 |
| 2026-06-30 | Gain | +$2,063.80 |
Historical results are simulated and do not predict future performance.