Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 21.4% |
Max drawdown -7.1% |
Sharpe ratio 1.51 |
MAR ratio 3.00 |
|
Win rate 64.9% |
Completed trades 211 |
Net modeled P/L $32,091 |
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 | 🟥 −$854 | 🟩 +$2,855 | 🟩 +$752 | 🟥 −$445 | 🟥 −$213 | 🟩 +$1,219 |
| 2024 | 🟩 +$1,173 | 🟩 +$409 | 🟩 +$1,420 | 🟩 +$806 | 🟩 +$8 | 🟩 +$1,411 |
| 2025 | 🟩 +$3,341 | 🟩 +$1,659 | 🟩 +$1,387 | 🟩 +$519 | 🟩 +$1,203 | 🟩 +$281 |
| 2026 | 🟩 +$483 | 🟩 +$652 | 🟩 +$1,785 | 🟩 +$599 | 🟥 −$244 | 🟩 +$2,709 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟩 +$896 | 🟥 −$388 | 🟥 −$593 | 🟩 +$2,412 | 🟩 +$362 | 🟥 −$85 |
| 2023 | 🟥 −$378 | 🟩 +$1,455 | 🟥 −$832 | 🟩 +$574 | 🟥 −$434 | 🟩 +$1,317 |
| 2024 | 🟥 −$722 | 🟩 +$468 | 🟩 +$909 | 🟩 +$647 | 🟥 −$995 | 🟥 −$638 |
| 2025 | 🟩 +$509 | 🟩 +$2,825 | 🟩 +$620 | 🟥 −$1,525 | 🟥 −$1,796 | 🟩 +$2,272 |
| 2026 | 🟩 +$1,439 | 🟩 +$1,388 | 🟥 −$541 | · | · | · |
Additional analysis
Profitable active months: 35 of 51 · Worst month: 2025-11 (−$1,796) · Median closed trade: +$226.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$2,604 |
| 2023 | +$5,018 |
| 2024 | +$4,900 |
| 2025 | +$11,297 |
| 2026 · partial year | +$8,272 |
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 |
|---|---|---|
| 2026-09-25 | Gain | +$307.12 |
| 2026-09-18 | Loss | −$361.88 |
| 2026-09-11 | Loss | −$218.88 |
| 2026-09-04 | Loss | −$266.88 |
| 2026-08-28 | Gain | +$672.12 |
| 2026-08-21 | Gain | +$90.12 |
| 2026-08-14 | Gain | +$7.12 |
| 2026-08-07 | Gain | +$619.12 |
| 2026-07-31 | Gain | +$531.12 |
| 2026-07-24 | Loss | −$69.88 |
Historical results are simulated and do not predict future performance.