Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 33.9% |
Max drawdown -12.0% |
Sharpe ratio 1.87 |
MAR ratio 2.83 |
|
Win rate 74.7% |
Completed trades 384 |
Net modeled P/L $61,518 |
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 | · | · | · | · | · | 🟩 +$903 |
| 2023 | 🟩 +$923 | $0 | 🟩 +$1,895 | $0 | $0 | $0 |
| 2024 | 🟥 −$1,818 | 🟩 +$1,748 | 🟩 +$2,432 | 🟥 −$154 | 🟩 +$377 | 🟥 −$407 |
| 2025 | 🟩 +$2,214 | 🟥 −$376 | 🟩 +$4,784 | 🟩 +$4,700 | 🟩 +$4,536 | 🟩 +$326 |
| 2026 | 🟩 +$117 | 🟩 +$3,459 | 🟩 +$971 | 🟩 +$41 | 🟥 −$1,180 | 🟩 +$887 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟩 +$2,268 | 🟩 +$5,067 | 🟩 +$422 | 🟩 +$4,081 | 🟥 −$1,840 | 🟩 +$1,211 |
| 2023 | $0 | $0 | $0 | 🟩 +$1,471 | 🟩 +$412 | $0 |
| 2024 | 🟩 +$2,078 | 🟩 +$907 | 🟩 +$5,350 | 🟩 +$2,215 | 🟩 +$2,725 | 🟥 −$1,214 |
| 2025 | 🟩 +$2,154 | 🟩 +$473 | 🟩 +$1,053 | 🟩 +$3,328 | 🟩 +$2,588 | 🟩 +$99 |
| 2026 | 🟩 +$1,468 | 🟩 +$806 | 🟥 −$1,982 | · | · | · |
Additional analysis
Profitable active months: 36 of 44 · Worst month: 2026-09 (−$1,982) · Median closed trade: +$458.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$12,112 |
| 2023 | +$4,702 |
| 2024 | +$14,238 |
| 2025 | +$25,878 |
| 2026 · partial year | +$4,588 |
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 | −$1,981.88 |
| 2026-08-05 | Gain | +$68.12 |
| 2026-08-04 | Gain | +$738.12 |
| 2026-07-31 | Gain | +$658.12 |
| 2026-07-16 | Gain | +$743.12 |
| 2026-07-14 | Gain | +$548.12 |
| 2026-07-13 | Gain | +$583.12 |
| 2026-07-09 | Gain | +$493.12 |
| 2026-07-08 | Gain | +$713.12 |
| 2026-07-02 | Loss | −$1,646.88 |
Historical results are simulated and do not predict future performance.