Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 32.0% |
Max drawdown -5.5% |
Sharpe ratio 1.77 |
MAR ratio 5.79 |
|
Win rate 63.4% |
Completed trades 145 |
Net modeled P/L $56,513 |
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 | 🟥 −$1,427 | 🟩 +$1,998 | 🟥 −$1,122 | $0 | 🟥 −$307 | 🟩 +$1,547 |
| 2024 | $0 | $0 | $0 | 🟩 +$1,842 | $0 | $0 |
| 2025 | 🟩 +$3,888 | 🟩 +$757 | 🟥 −$826 | 🟩 +$1,813 | 🟩 +$5,751 | 🟩 +$1,365 |
| 2026 | 🟥 −$537 | 🟩 +$7,652 | 🟩 +$1,434 | 🟩 +$3,518 | 🟩 +$2,602 | 🟥 −$320 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟩 +$2,710 | 🟩 +$2,288 | 🟩 +$2,474 | $0 | 🟩 +$724 | 🟩 +$2,245 |
| 2023 | $0 | $0 | $0 | 🟩 +$3,514 | $0 | $0 |
| 2024 | 🟩 +$1,585 | 🟩 +$589 | 🟥 −$1,712 | 🟩 +$3,964 | $0 | 🟥 −$249 |
| 2025 | $0 | 🟩 +$1,938 | 🟥 −$956 | 🟩 +$1,025 | 🟩 +$2,494 | 🟩 +$630 |
| 2026 | 🟩 +$2,936 | 🟩 +$17 | 🟩 +$664 | · | · | · |
Additional analysis
Profitable active months: 28 of 37 · Worst month: 2024-09 (−$1,712) · Median closed trade: +$614.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$10,443 |
| 2023 | +$4,204 |
| 2024 | +$6,020 |
| 2025 | +$17,880 |
| 2026 · partial year | +$17,966 |
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 |
|---|---|---|
| 2026-09-28 | Gain | +$664.12 |
| 2026-08-07 | Gain | +$1,229.12 |
| 2026-08-05 | Loss | −$1,211.88 |
| 2026-07-28 | Gain | +$805.12 |
| 2026-07-24 | Gain | +$1,821.12 |
| 2026-07-23 | Gain | +$2,193.12 |
| 2026-07-17 | Gain | +$62.12 |
| 2026-07-09 | Loss | −$1,426.88 |
| 2026-07-08 | Loss | −$1,151.88 |
| 2026-07-07 | Gain | +$633.12 |
Historical results are simulated and do not predict future performance.