Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 9.2% |
Max drawdown -3.2% |
Sharpe ratio 1.40 |
MAR ratio 2.92 |
|
Win rate 73.6% |
Completed trades 208 |
Net modeled P/L $11,429 |
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 | 🟩 +$1,056 | 🟥 −$270 | 🟥 −$114 | 🟩 +$451 | 🟩 +$186 | 🟩 +$635 |
| 2024 | $0 | 🟩 +$215 | 🟩 +$375 | 🟩 +$170 | 🟩 +$350 | 🟩 +$210 |
| 2025 | 🟩 +$116 | 🟩 +$255 | 🟩 +$231 | 🟩 +$390 | 🟥 −$14 | 🟥 −$144 |
| 2026 | 🟩 +$510 | 🟩 +$5 | $0 | 🟩 +$1,011 | $0 | 🟩 +$355 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟩 +$756 | 🟩 +$1 | 🟩 +$170 | 🟩 +$335 | 🟩 +$320 | 🟩 +$90 |
| 2023 | 🟩 +$156 | 🟥 −$375 | 🟥 −$300 | 🟩 +$95 | 🟩 +$745 | 🟩 +$200 |
| 2024 | 🟥 −$110 | 🟩 +$326 | 🟥 −$179 | 🟩 +$466 | 🟩 +$342 | 🟩 +$222 |
| 2025 | 🟩 +$290 | 🟩 +$486 | 🟥 −$70 | 🟩 +$326 | 🟩 +$197 | 🟩 +$888 |
| 2026 | 🟩 +$311 | 🟥 −$349 | 🟩 +$110 | · | · | · |
Additional analysis
Profitable active months: 38 of 48 · Worst month: 2023-08 (−$375) · Median closed trade: +$148.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$1,672 |
| 2023 | +$2,466 |
| 2024 | +$2,388 |
| 2025 | +$2,950 |
| 2026 · partial year | +$1,954 |
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 | Loss | −$239.88 |
| 2026-09-24 | Gain | +$175.12 |
| 2026-09-22 | Gain | +$175.12 |
| 2026-08-27 | Gain | +$50.12 |
| 2026-08-07 | Loss | −$14.88 |
| 2026-08-06 | Loss | −$259.88 |
| 2026-08-05 | Loss | −$299.88 |
| 2026-08-03 | Gain | +$175.12 |
| 2026-07-16 | Loss | −$299.88 |
| 2026-07-14 | Gain | +$200.12 |
Historical results are simulated and do not predict future performance.