| Overall Summary | ||
|---|---|---|
| Model | Benchmark | |
| Start Date | 2000-01-01 | 2000-01-01 |
| End Date | 2026-02-13 | 2026-02-13 |
| Time Elapsed | 26 years, 1 month | 26 years, 1 month |
| Starting Equity | $100,000.00 | $100,000.00 |
| Ending Equity | $2,616,045.85 | $604,314.79 |
| CAGR % | 13.32% | 7.13% |
| Max % Drawdown | (69.79%) | (33.47%) |
| Standard Deviation | 6.28% | 3.11% |
| Annualized Sharpe | 0.55 | 0.42 |
| MAR Ratio | 0.19 | 0.21 |
| Win Rate % | 0.0% | 76.0% |
| Avg Win / Loss Ratio | — | 1.17 |
| Expectancy | — | $0.65 |
| Avg Win % | 0.00% | 11.39% |
| Avg Loss % | 0.00% | (8.58%) |
| Longest Drawdown Duration | 63.2 months | 41.8 months |
| Avg Trades Per Year | 0.00 | 0.96 |
| Equity Breakdown | ||
|---|---|---|
| Model | Benchmark | |
| Starting Equity | $100,000.00 | $100,000.00 |
| Ending Equity | $2,616,045.85 | $604,314.79 |
| Open Equity | $2,516,045.85 | $63,614.13 |
| Gross Profit | $0.00 | $525,846.57 |
| Gross Loss | $0.00 | ($142,169.87) |
| Net Profit | $0.00 | $383,676.70 |
| Net Long Profit | $0.00 | $383,676.70 |
| 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 | $57,023.96 |
| 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 | 947.0 |
| Commissions Per Round Turn | $0.00 | $0.00 |
| Slippage Per Round Turn | $0.00 | $0.00 |
| Risk / Reward | ||
|---|---|---|
| Model | Benchmark | |
| MAR Ratio | 0.19 | 0.21 |
| Calmar Ratio | 0.21 | 0.27 |
| Modified Sharpe Ratio | 0.68 | 0.69 |
| Robust Sharpe Ratio | 0.53 | 0.62 |
| R-Squared | 0.9222 | 0.9670 |
| Profit Expectation | ||
|---|---|---|
| Model | Benchmark | |
| CAGR % | 13.32% | 7.13% |
| RAR | 11.53% | 6.66% |
| Profit Factor | 0.00 | 3.70 |
| Percent Profit Factor | 0.00 | 4.20 |
| Expectancy | — | $0.65 |
| Percentage Expectancy | 0.00 | 0.07 |
| Total Equity Drawdowns | ||
|---|---|---|
| Model | Benchmark | |
| Max % Drawdown | (69.79%) | (33.47%) |
| Longest Drawdown Duration | 63.2 months | 41.8 months |
| Max Monthly % Drawdown | (64.91%) | (26.06%) |
| Avg of Top-5 Max % Drawdowns | (41.07%) | (23.64%) |
| Avg Duration of Top-5 Longest Drawdowns | 35.0 months | 24.3 months |
| Avg of All % Drawdowns | (2.56%) | (2.24%) |
| Std Dev of All % Drawdowns | 7.21% | 4.56% |
| Closed Equity Drawdowns | ||
|---|---|---|
| Model | Benchmark | |
| Closed-Equity Max % Drawdown | 0.00% | (15.43%) |
| Closed-Equity Max Monthly % Drawdown | 0.00% | (15.43%) |
| Closed-Equity Avg of All % Drawdown | 0.00% | (10.15%) |
| Closed-Equity Std Dev of All % Drawdown | 0.00% | 5.03% |
| Trades | ||
|---|---|---|
| Model | Benchmark | |
| Win Rate % | 0.0% | 76.0% |
| Lose Rate % | 0.0% | 24.0% |
| Winning Trades | 0 | 19 |
| Losing Trades | 0 | 6 |
| Total Trades | 0 | 25 |
| Max Consecutive Wins | 0 | 6 |
| Max Consecutive Losses | 0 | 2 |
| Avg Trade Duration | 0.0 days | 181.3 days |
| Avg Winning Trade Duration | 0.0 days | 181.3 days |
| Avg Losing Trade Duration | 0.0 days | 181.3 days |
| Largest Winning Trade | $0.00 | $81,648.82 |
| Largest Losing Trade | $0.00 | ($53,296.88) |
| Largest Win as % of Net Profit | — | 21.28% |
| Avg Win | $0.00 | $27,676.14 |
| Avg Loss | $0.00 | ($23,694.98) |
| Avg Win / Loss Ratio | — | 1.17 |
| Avg Trade | $0.00 | $15,347.07 |
| Avg Win % | 0.00% | 11.39% |
| Avg Loss % | 0.00% | (8.58%) |
| Avg Trade % | 0.00% | 6.60% |
| Avg Risk % | 0.00% | (98.64%) |
| Avg Trades Per Year | 0.00 | 0.96 |
| Avg Trades Per Month | 0.00 | 0.08 |
| Avg Trades Per Day | 0.00 | 0.00 |
| Monthly Win / Loss Profile | ||
|---|---|---|
| Model | Benchmark | |
| Winning Months % | 60.2% | 78.3% |
| Losing Months % | 39.8% | 21.7% |
| Winning Months | 189 | 246 |
| Losing Months | 125 | 68 |
| Total Months | 314 | 314 |
| Max Consecutive Winning Months | 13 | 14 |
| Max Consecutive Losing Months | 10 | 4 |
| Yearly Win / Loss Profile | ||
|---|---|---|
| Model | Benchmark | |
| Winning Years % | 77.8% | 81.5% |
| Losing Years % | 22.2% | 18.5% |
| Winning Years | 21 | 22 |
| Losing Years | 6 | 5 |
| Total Years | 27 | 27 |
| Max Consecutive Winning Years | 7 | 9 |
| Max Consecutive Losing Years | 2 | 1 |
| Rolling Periods | ||
|---|---|---|
| Model | Benchmark | |
| Rolling 3-Month Win Rate | 62.5% | 77.2% |
| Rolling 6-Month Win Rate | 65.0% | 71.5% |
| Rolling 12-Month Win Rate | 68.3% | 76.9% |
| Rolling 3-Year Win Rate | 92.0% | 96.0% |
| Rolling 5-Year Win Rate | 87.0% | 100.0% |
| Rolling 10-Year Win Rate | 100.0% | 100.0% |
| Rolling 3-Month Periods | 312 | 312 |
| Rolling 6-Month Periods | 309 | 309 |
| Rolling 12-Month Periods | 303 | 303 |
| Rolling 3-Year Periods | 25 | 25 |
| Rolling 5-Year Periods | 23 | 23 |
| Rolling 10-Year Periods | 18 | 18 |
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