Study window: 2022-06-30 to 2026-09-30
Performance summary
|
Annualized return 34.1% |
Max drawdown -9.8% |
Sharpe ratio 2.64 |
MAR ratio 3.49 |
|
Win rate 81.8% |
Completed trades 303 |
Net modeled P/L $62,094 |
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 | · | · | · | · | · | 🟩 +$280 |
| 2023 | 🟥 −$355 | 🟩 +$1,492 | 🟩 +$2,043 | 🟥 −$581 | 🟥 −$1,173 | $0 |
| 2024 | 🟥 −$230 | 🟥 −$1,191 | 🟥 −$215 | 🟩 +$3,782 | 🟥 −$465 | $0 |
| 2025 | 🟩 +$3,696 | 🟩 +$2,366 | 🟩 +$2,885 | 🟩 +$913 | 🟩 +$827 | 🟩 +$619 |
| 2026 | 🟩 +$430 | 🟩 +$2,790 | 🟩 +$2,973 | 🟩 +$175 | 🟩 +$916 | 🟩 +$1,516 |
Jul–Dec
| Year | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|
| 2022 | 🟥 −$15 | 🟩 +$1,847 | 🟩 +$3,521 | 🟩 +$2,661 | 🟥 −$1,346 | 🟩 +$2,327 |
| 2023 | $0 | 🟩 +$1,748 | 🟩 +$486 | 🟩 +$3,496 | 🟥 −$2,366 | $0 |
| 2024 | 🟩 +$2,409 | 🟩 +$3,345 | 🟩 +$1,780 | 🟩 +$1,117 | 🟩 +$1,579 | 🟩 +$1,696 |
| 2025 | 🟥 −$220 | 🟩 +$652 | 🟩 +$1,301 | 🟩 +$2,070 | 🟩 +$2,143 | 🟩 +$1,282 |
| 2026 | 🟩 +$2,888 | 🟩 +$1,092 | 🟩 +$3,106 | · | · | · |
Additional analysis
Profitable active months: 37 of 48 · Worst month: 2023-11 (−$2,366) · Median closed trade: +$285.
Annual P&L
| Year | Modeled P&L |
|---|---|
| 2022 · partial year | +$9,274 |
| 2023 | +$4,791 |
| 2024 | +$13,608 |
| 2025 | +$18,534 |
| 2026 · partial year | +$15,887 |
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 | −$30.24 |
| 2026-09-30 | Loss | −$5.24 |
| 2026-09-28 | Gain | +$309.76 |
| 2026-09-24 | Gain | +$294.76 |
| 2026-09-18 | Gain | +$304.76 |
| 2026-09-17 | Gain | +$279.76 |
| 2026-09-16 | Gain | +$334.76 |
| 2026-09-16 | Gain | +$284.76 |
| 2026-09-14 | Gain | +$319.76 |
| 2026-09-11 | Gain | +$329.76 |
Historical results are simulated and do not predict future performance.