| Overall Summary | ||
|---|---|---|
| Model | Benchmark | |
| Start Date | 2000-01-01 | 2000-01-01 |
| End Date | 2026-03-06 | 2026-03-06 |
| Time Elapsed | 26 years, 2 months | 26 years, 2 months |
| Starting Equity | $100,000.00 | $100,000.00 |
| Ending Equity | $1,084,987.94 | $400,292.37 |
| CAGR % | 9.54% | 5.44% |
| Max % Drawdown | (74.94%) | (23.72%) |
| Standard Deviation | 6.04% | 1.87% |
| Annualized Sharpe | 0.40 | 0.39 |
| MAR Ratio | 0.13 | 0.23 |
| Win Rate % | 0.0% | 0.0% |
| Avg Win / Loss Ratio | — | — |
| Expectancy | — | — |
| Avg Win % | 0.00% | 0.00% |
| Avg Loss % | 0.00% | 0.00% |
| Longest Drawdown Duration | 73.8 months | 53.4 months |
| Avg Trades Per Year | 0.00 | 0.00 |
| Equity Breakdown | ||
|---|---|---|
| Model | Benchmark | |
| Starting Equity | $100,000.00 | $100,000.00 |
| Ending Equity | $1,084,987.94 | $400,292.37 |
| Open Equity | $984,446.24 | $300,292.37 |
| Gross Profit | $0.00 | $0.00 |
| Gross Loss | $0.00 | $0.00 |
| Net Profit | $0.00 | $0.00 |
| Net Long Profit | $0.00 | $0.00 |
| Net Short Profit | $0.00 | $0.00 |
| Net Long Profit as % of Net Profit | — | — |
| Net Short Profit as % of Net Profit | — | — |
| Earned Dividends | $0.00 | $0.00 |
| Earned Interest | $541.70 | $0.00 |
| Margin Interest | $0.00 | $0.00 |
| Total Slippage | $0.00 | $0.00 |
| Total Forex Carry | $0.00 | $0.00 |
| Total Commissions | $0.00 | $0.00 |
| Expenses | ||
|---|---|---|
| Model | Benchmark | |
| Margin Interest | $0.00 | $0.00 |
| Total Commissions | $0.00 | $0.00 |
| Round Turns | 0.0 | 0.0 |
| Commissions Per Round Turn | $0.00 | $0.00 |
| Slippage Per Round Turn | $0.00 | $0.00 |
| Risk / Reward | ||
|---|---|---|
| Model | Benchmark | |
| MAR Ratio | 0.13 | 0.23 |
| Calmar Ratio | 0.14 | 0.25 |
| Modified Sharpe Ratio | 0.54 | 0.85 |
| Robust Sharpe Ratio | 0.40 | 0.84 |
| R-Squared | 0.8890 | 0.9416 |
| Profit Expectation | ||
|---|---|---|
| Model | Benchmark | |
| CAGR % | 9.54% | 5.44% |
| RAR | 8.34% | 5.41% |
| Profit Factor | 0.00 | 0.00 |
| Percent Profit Factor | 0.00 | 0.00 |
| Expectancy | — | — |
| Percentage Expectancy | 0.00 | 0.00 |
| Total Equity Drawdowns | ||
|---|---|---|
| Model | Benchmark | |
| Max % Drawdown | (74.94%) | (23.72%) |
| Longest Drawdown Duration | 73.8 months | 53.4 months |
| Max Monthly % Drawdown | (70.33%) | (21.83%) |
| Avg of Top-5 Max % Drawdowns | (37.87%) | (13.21%) |
| Avg Duration of Top-5 Longest Drawdowns | 35.1 months | 20.3 months |
| Avg of All % Drawdowns | (3.25%) | (0.91%) |
| Std Dev of All % Drawdowns | 7.97% | 1.62% |
| Closed Equity Drawdowns | ||
|---|---|---|
| Model | Benchmark | |
| Closed-Equity Max % Drawdown | 0.00% | 0.00% |
| Closed-Equity Max Monthly % Drawdown | 0.00% | 0.00% |
| Closed-Equity Avg of All % Drawdown | 0.00% | 0.00% |
| Closed-Equity Std Dev of All % Drawdown | 0.00% | 0.00% |
| Trades | ||
|---|---|---|
| Model | Benchmark | |
| Win Rate % | 0.0% | 0.0% |
| Lose Rate % | 0.0% | 0.0% |
| Winning Trades | 0 | 0 |
| Losing Trades | 0 | 0 |
| Total Trades | 0 | 0 |
| Max Consecutive Wins | 0 | 0 |
| Max Consecutive Losses | 0 | 0 |
| Avg Trade Duration | 0.0 days | 0.0 days |
| Avg Winning Trade Duration | 0.0 days | 0.0 days |
| Avg Losing Trade Duration | 0.0 days | 0.0 days |
| Largest Winning Trade | $0.00 | $0.00 |
| Largest Losing Trade | $0.00 | $0.00 |
| Largest Win as % of Net Profit | — | — |
| Avg Win | $0.00 | $0.00 |
| Avg Loss | $0.00 | $0.00 |
| Avg Win / Loss Ratio | — | — |
| Avg Trade | $0.00 | $0.00 |
| Avg Win % | 0.00% | 0.00% |
| Avg Loss % | 0.00% | 0.00% |
| Avg Trade % | 0.00% | 0.00% |
| Avg Risk % | 0.00% | 0.00% |
| Avg Trades Per Year | 0.00 | 0.00 |
| Avg Trades Per Month | 0.00 | 0.00 |
| Avg Trades Per Day | 0.00 | 0.00 |
| Monthly Win / Loss Profile | ||
|---|---|---|
| Model | Benchmark | |
| Winning Months % | 61.6% | 62.2% |
| Losing Months % | 38.4% | 37.8% |
| Winning Months | 194 | 196 |
| Losing Months | 121 | 119 |
| Total Months | 315 | 315 |
| Max Consecutive Winning Months | 14 | 10 |
| Max Consecutive Losing Months | 4 | 6 |
| Yearly Win / Loss Profile | ||
|---|---|---|
| Model | Benchmark | |
| Winning Years % | 81.5% | 81.5% |
| Losing Years % | 18.5% | 18.5% |
| Winning Years | 22 | 22 |
| Losing Years | 5 | 5 |
| Total Years | 27 | 27 |
| Max Consecutive Winning Years | 9 | 13 |
| Max Consecutive Losing Years | 2 | 2 |
| Rolling Periods | ||
|---|---|---|
| Model | Benchmark | |
| Rolling 3-Month Win Rate | 65.8% | 69.6% |
| Rolling 6-Month Win Rate | 71.0% | 75.2% |
| Rolling 12-Month Win Rate | 76.6% | 84.2% |
| Rolling 3-Year Win Rate | 84.0% | 88.0% |
| Rolling 5-Year Win Rate | 87.0% | 91.3% |
| Rolling 10-Year Win Rate | 100.0% | 100.0% |
| Rolling 3-Month Periods | 313 | 313 |
| Rolling 6-Month Periods | 310 | 310 |
| Rolling 12-Month Periods | 304 | 304 |
| Rolling 3-Year Periods | 25 | 25 |
| Rolling 5-Year Periods | 23 | 23 |
| Rolling 10-Year Periods | 18 | 18 |
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