Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 33.3% |
Max drawdown -9.2% |
Sharpe ratio 1.13 |
MAR ratio 3.63 |
|
Win rate 20.4% |
Completed trades 343 |
Net modeled P/L $60,127 |
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 | 🟩 +$2,220 | 🟩 +$1,259 | 🟩 +$3,561 | 🟥 −$532 | 🟥 −$1,076 | 🟥 −$521 |
| 2024 | 🟩 +$1,054 | 🟥 −$262 | 🟥 −$931 | 🟩 +$10,518 | 🟥 −$724 | 🟥 −$680 |
| 2025 | 🟩 +$2,496 | 🟩 +$3,796 | 🟩 +$1,887 | $0 | 🟥 −$845 | 🟥 −$870 |
| 2026 | 🟥 −$447 | 🟩 +$7,390 | $0 | 🟥 −$1,801 | 🟥 −$1,026 | 🟩 +$1,321 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | $0 | $0 | $0 | $0 | $0 | $0 |
| 2023 | 🟩 +$2,687 | 🟩 +$1,565 | 🟥 −$162 | 🟥 −$1,215 | 🟥 −$685 | 🟩 +$5,784 |
| 2024 | 🟩 +$156 | 🟩 +$2,359 | 🟩 +$1,287 | 🟥 −$732 | 🟥 −$743 | 🟩 +$10,083 |
| 2025 | 🟥 −$983 | 🟥 −$609 | 🟥 −$1,876 | 🟩 +$9,863 | 🟩 +$13,695 | 🟥 −$1,541 |
| 2026 | 🟥 −$1,798 | 🟥 −$769 | 🟥 −$2,028 | · | · | · |
Additional analysis
Profitable active months: 19 of 43 · Worst month: 2026-09 (−$2,028) · Median closed trade: −$142.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$0 |
| 2023 | +$12,887 |
| 2024 | +$21,385 |
| 2025 | +$25,014 |
| 2026 · partial year | +$841 |
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 |
|---|---|---|
| 2026-09-29 | Loss | −$271.72 |
| 2026-09-28 | Loss | −$207.44 |
| 2026-09-25 | Loss | −$237.44 |
| 2026-09-23 | Loss | −$22.44 |
| 2026-09-18 | Loss | −$197.44 |
| 2026-09-17 | Loss | −$341.72 |
| 2026-09-16 | Loss | −$232.44 |
| 2026-09-15 | Loss | −$92.44 |
| 2026-09-09 | Loss | −$202.44 |
| 2026-09-08 | Loss | −$222.44 |
Historical results are simulated and do not predict future performance.