| Overall Summary | ||
|---|---|---|
| Model | Benchmark | |
| Start Date | 2000-01-01 | 2000-01-01 |
| End Date | 2026-11-06 | 2026-11-06 |
| Time Elapsed | 26 years, 10 months | 26 years, 10 months |
| Starting Equity | $100,000.00 | $100,000.00 |
| Ending Equity | $216,203.68 | $812,267.30 |
| CAGR % | 2.91% | 8.12% |
| Max % Drawdown | (41.31%) | (54.82%) |
| Standard Deviation | 3.00% | 4.33% |
| Annualized Sharpe | 0.04 | 0.40 |
| MAR Ratio | 0.07 | 0.15 |
| Win Rate % | 77.8% | 0.0% |
| Avg Win / Loss Ratio | 0.75 | — |
| Expectancy | $0.36 | — |
| Avg Win % | 7.99% | 0.00% |
| Avg Loss % | (12.13%) | 0.00% |
| Longest Drawdown Duration | 202.6 months | 73.5 months |
| Avg Trades Per Year | 1.01 | 0.00 |
| Equity Breakdown | ||
|---|---|---|
| Model | Benchmark | |
| Starting Equity | $100,000.00 | $100,000.00 |
| Ending Equity | $216,203.68 | $812,267.30 |
| Open Equity | $0.00 | $712,267.30 |
| Gross Profit | $187,101.28 | $0.00 |
| Gross Loss | ($70,897.60) | $0.00 |
| Net Profit | $116,203.68 | $0.00 |
| Net Long Profit | $116,203.68 | $0.00 |
| Net Short Profit | $0.00 | $0.00 |
| Net Long Profit as % of Net Profit | 100.0% | — |
| Net Short Profit as % of Net Profit | 0.0% | — |
| Earned Dividends | $0.00 | $0.00 |
| Earned Interest | $0.00 | $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 | 868.0 | 0.0 |
| Commissions Per Round Turn | $0.00 | $0.00 |
| Slippage Per Round Turn | $0.00 | $0.00 |
| Risk / Reward | ||
|---|---|---|
| Model | Benchmark | |
| MAR Ratio | 0.07 | 0.15 |
| Calmar Ratio | 0.08 | 0.16 |
| Modified Sharpe Ratio | 0.33 | 0.60 |
| Robust Sharpe Ratio | 0.29 | 0.63 |
| R-Squared | 0.6631 | 0.8963 |
| Profit Expectation | ||
|---|---|---|
| Model | Benchmark | |
| CAGR % | 2.91% | 8.12% |
| RAR | 3.01% | 9.49% |
| Profit Factor | 2.64 | 0.00 |
| Percent Profit Factor | 2.31 | 0.00 |
| Expectancy | $0.36 | — |
| Percentage Expectancy | 0.04 | 0.00 |
| Total Equity Drawdowns | ||
|---|---|---|
| Model | Benchmark | |
| Max % Drawdown | (41.31%) | (54.82%) |
| Longest Drawdown Duration | 202.6 months | 73.5 months |
| Max Monthly % Drawdown | (38.17%) | (50.54%) |
| Avg of Top-5 Max % Drawdowns | (19.07%) | (35.85%) |
| Avg Duration of Top-5 Longest Drawdowns | 51.2 months | 33.2 months |
| Avg of All % Drawdowns | (2.33%) | (1.94%) |
| Std Dev of All % Drawdowns | 5.29% | 5.19% |
| Closed Equity Drawdowns | ||
|---|---|---|
| Model | Benchmark | |
| Closed-Equity Max % Drawdown | (29.90%) | 0.00% |
| Closed-Equity Max Monthly % Drawdown | (29.90%) | 0.00% |
| Closed-Equity Avg of All % Drawdown | (17.27%) | 0.00% |
| Closed-Equity Std Dev of All % Drawdown | 17.86% | 0.00% |
| Trades | ||
|---|---|---|
| Model | Benchmark | |
| Win Rate % | 77.8% | 0.0% |
| Lose Rate % | 22.2% | 0.0% |
| Winning Trades | 21 | 0 |
| Losing Trades | 6 | 0 |
| Total Trades | 27 | 0 |
| Max Consecutive Wins | 10 | 0 |
| Max Consecutive Losses | 3 | 0 |
| Avg Trade Duration | 184.1 days | 0.0 days |
| Avg Winning Trade Duration | 184.1 days | 0.0 days |
| Avg Losing Trade Duration | 184.0 days | 0.0 days |
| Largest Winning Trade | $37,286.08 | $0.00 |
| Largest Losing Trade | ($28,267.54) | $0.00 |
| Largest Win as % of Net Profit | 32.09% | — |
| Avg Win | $8,909.58 | $0.00 |
| Avg Loss | ($11,816.27) | $0.00 |
| Avg Win / Loss Ratio | 0.75 | — |
| Avg Trade | $4,303.84 | $0.00 |
| Avg Win % | 7.99% | 0.00% |
| Avg Loss % | (12.13%) | 0.00% |
| Avg Trade % | 3.52% | 0.00% |
| Avg Risk % | (98.03%) | 0.00% |
| Avg Trades Per Year | 1.01 | 0.00 |
| Avg Trades Per Month | 0.08 | 0.00 |
| Avg Trades Per Day | 0.00 | 0.00 |
| Monthly Win / Loss Profile | ||
|---|---|---|
| Model | Benchmark | |
| Winning Months % | 80.2% | 64.1% |
| Losing Months % | 19.8% | 35.9% |
| Winning Months | 259 | 207 |
| Losing Months | 64 | 116 |
| Total Months | 323 | 323 |
| Max Consecutive Winning Months | 23 | 15 |
| Max Consecutive Losing Months | 5 | 5 |
| Yearly Win / Loss Profile | ||
|---|---|---|
| Model | Benchmark | |
| Winning Years % | 77.8% | 77.8% |
| Losing Years % | 22.2% | 22.2% |
| Winning Years | 21 | 21 |
| Losing Years | 6 | 6 |
| Total Years | 27 | 27 |
| Max Consecutive Winning Years | 10 | 9 |
| Max Consecutive Losing Years | 3 | 3 |
| Rolling Periods | ||
|---|---|---|
| Model | Benchmark | |
| Rolling 3-Month Win Rate | 75.1% | 69.5% |
| Rolling 6-Month Win Rate | 70.1% | 72.6% |
| Rolling 12-Month Win Rate | 74.0% | 78.2% |
| Rolling 3-Year Win Rate | 72.0% | 80.0% |
| Rolling 5-Year Win Rate | 73.9% | 87.0% |
| Rolling 10-Year Win Rate | 83.3% | 94.4% |
| Rolling 3-Month Periods | 321 | 321 |
| Rolling 6-Month Periods | 318 | 318 |
| Rolling 12-Month Periods | 312 | 312 |
| Rolling 3-Year Periods | 25 | 25 |
| Rolling 5-Year Periods | 23 | 23 |
| Rolling 10-Year Periods | 18 | 18 |
© Copyright 2013 - 2026
Extrategic Investing, LLC.
All rights reserved.
