Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 13.5% |
Max drawdown -11.1% |
Sharpe ratio 1.01 |
MAR ratio 1.22 |
|
Win rate 79.1% |
Completed trades 215 |
Net modeled P/L $17,930 |
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 | 🟩 +$1,442 | 🟥 −$182 | 🟩 +$852 | 🟥 −$42 | 🟩 +$865 | 🟩 +$165 |
| 2024 | 🟥 −$772 | 🟩 +$515 | 🟩 +$930 | 🟩 +$1,072 | 🟩 +$928 | 🟩 +$425 |
| 2025 | 🟩 +$838 | 🟥 −$328 | 🟥 −$170 | 🟩 +$1,602 | 🟩 +$310 | 🟩 +$480 |
| 2026 | 🟩 +$1,685 | 🟥 −$388 | 🟥 −$2,708 | 🟩 +$2,685 | 🟩 +$698 | 🟩 +$615 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟩 +$898 | 🟥 −$540 | 🟥 −$368 | 🟩 +$595 | 🟩 +$88 | 🟥 −$800 |
| 2023 | 🟩 +$612 | 🟩 +$135 | 🟩 +$968 | 🟩 +$75 | 🟩 +$18 | 🟩 +$895 |
| 2024 | 🟩 +$915 | 🟥 −$265 | 🟩 +$1,225 | 🟩 +$752 | 🟩 +$662 | 🟥 −$335 |
| 2025 | 🟩 +$795 | 🟩 +$1,588 | 🟩 +$1,160 | 🟥 −$762 | 🟥 −$468 | 🟥 −$620 |
| 2026 | 🟥 −$1,962 | 🟩 +$302 | 🟩 +$850 | · | · | · |
Additional analysis
Profitable active months: 35 of 51 · Worst month: 2026-03 (−$2,708) · Median closed trade: +$235.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | −$128 |
| 2023 | +$5,802 |
| 2024 | +$6,052 |
| 2025 | +$4,425 |
| 2026 · partial year | +$1,778 |
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 | −$75.00 |
| 2026-09-30 | Gain | +$350.00 |
| 2026-09-23 | Loss | −$90.00 |
| 2026-09-11 | Gain | +$320.00 |
| 2026-09-04 | Gain | +$345.00 |
| 2026-08-31 | Gain | +$315.00 |
| 2026-08-26 | Loss | −$587.50 |
| 2026-08-14 | Gain | +$255.00 |
| 2026-08-11 | Gain | +$320.00 |
| 2026-07-31 | Gain | +$320.00 |
Historical results are simulated and do not predict future performance.