Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 40.7% |
Max drawdown -42.6% |
Sharpe ratio 0.90 |
MAR ratio 0.95 |
|
Win rate 98.5% |
Completed trades 327 |
Net modeled P/L $81,922 |
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 | · | · | · | · | · | 🟥 −$45 |
| 2023 | 🟩 +$5,391 | 🟥 −$1,589 | 🟩 +$8,660 | 🟥 −$1,106 | 🟩 +$7,273 | 🟩 +$6,452 |
| 2024 | 🟩 +$673 | 🟩 +$1,526 | 🟩 +$744 | 🟥 −$1,111 | 🟩 +$3,028 | 🟩 +$906 |
| 2025 | 🟩 +$2,840 | 🟥 −$1,786 | 🟥 −$6,225 | 🟩 +$5,121 | 🟩 +$8,884 | 🟩 +$4,323 |
| 2026 | 🟩 +$1,690 | 🟥 −$4,961 | 🟥 −$12,462 | 🟩 +$32,209 | 🟩 +$2,149 | 🟩 +$4,571 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟩 +$2,421 | 🟥 −$4,206 | 🟥 −$5,684 | 🟩 +$3,708 | 🟩 +$3,875 | 🟥 −$5,070 |
| 2023 | 🟩 +$204 | 🟩 +$638 | 🟥 −$3,378 | 🟥 −$3,341 | 🟩 +$9,075 | 🟩 +$2,295 |
| 2024 | 🟥 −$1,413 | 🟩 +$713 | 🟩 +$2,881 | 🟩 +$5 | 🟩 +$2,688 | 🟥 −$272 |
| 2025 | 🟩 +$1,475 | 🟥 −$203 | 🟩 +$3,098 | 🟩 +$1,566 | 🟩 +$1,460 | 🟥 −$2,572 |
| 2026 | 🟥 −$8,330 | 🟩 +$7,583 | 🟩 +$5,550 | · | · | · |
Additional analysis
Profitable active months: 34 of 52 · Worst month: 2026-03 (−$12,462) · Median closed trade: +$214.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | −$5,000 |
| 2023 | +$30,574 |
| 2024 | +$10,369 |
| 2025 | +$17,980 |
| 2026 · partial year | +$27,998 |
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 | −$1,763.24 |
| 2026-09-30 | Loss | −$1,086.24 |
| 2026-09-30 | Loss | −$736.24 |
| 2026-09-30 | Loss | −$70.24 |
| 2026-09-30 | Gain | +$373.76 |
| 2026-09-22 | Gain | +$418.76 |
| 2026-09-14 | Gain | +$380.76 |
| 2026-09-11 | Gain | +$368.76 |
| 2026-09-03 | Gain | +$387.76 |
| 2026-08-28 | Gain | +$393.76 |
Historical results are simulated and do not predict future performance.