Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 22.8% |
Max drawdown -6.4% |
Sharpe ratio 1.97 |
MAR ratio 3.55 |
|
Win rate 71.1% |
Completed trades 363 |
Net modeled P/L $34,835 |
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 | 🟥 −$635 | 🟩 +$386 | 🟥 −$453 | 🟩 +$1,612 | 🟩 +$1,212 | 🟩 +$1,443 |
| 2024 | 🟩 +$137 | 🟥 −$96 | 🟩 +$840 | 🟩 +$1,049 | 🟥 −$1,014 | 🟥 −$91 |
| 2025 | 🟩 +$2,205 | 🟥 −$607 | $0 | 🟩 +$338 | 🟩 +$1,387 | 🟩 +$887 |
| 2026 | 🟩 +$1,766 | 🟩 +$1,556 | 🟩 +$196 | 🟩 +$1,297 | 🟥 −$619 | 🟥 −$374 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟩 +$2,085 | 🟩 +$509 | 🟩 +$1,254 | 🟩 +$999 | 🟩 +$514 | 🟩 +$897 |
| 2023 | 🟥 −$502 | 🟩 +$1,768 | 🟩 +$694 | 🟩 +$1,027 | 🟩 +$249 | 🟩 +$735 |
| 2024 | 🟩 +$2,356 | 🟩 +$1,526 | 🟥 −$895 | 🟩 +$611 | 🟩 +$137 | 🟩 +$515 |
| 2025 | 🟩 +$1,717 | 🟩 +$2,248 | 🟩 +$699 | 🟩 +$1,722 | 🟩 +$1,116 | 🟥 −$1,569 |
| 2026 | 🟩 +$802 | 🟩 +$549 | 🟩 +$649 | · | · | · |
Additional analysis
Profitable active months: 39 of 50 · Worst month: 2025-12 (−$1,569) · Median closed trade: +$295.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$6,257 |
| 2023 | +$7,538 |
| 2024 | +$5,074 |
| 2025 | +$10,143 |
| 2026 · partial year | +$5,823 |
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 | Gain | +$295.24 |
| 2026-09-29 | Gain | +$254.12 |
| 2026-09-25 | Gain | +$320.24 |
| 2026-09-22 | Loss | −$30.88 |
| 2026-09-21 | Gain | +$460.24 |
| 2026-09-18 | Loss | −$616.88 |
| 2026-09-17 | Loss | −$661.88 |
| 2026-09-15 | Gain | +$320.24 |
| 2026-09-11 | Loss | −$661.88 |
| 2026-09-04 | Gain | +$315.24 |
Historical results are simulated and do not predict future performance.