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Buy and Hold US Gov Bond 10Y — 2000 to 2024

Last Update: Oct. 12, 2024 9:53 p.m. (2 days, 13 hours ago)
NOT AN INVESTMENT ADVICE. RESULTS ARE HYPOTHETICAL AND SIMULATED. READ OUR DISCLAIMER.

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Logarithmic Equity Curve with Drawdown

Linear Equity Curve with Drawdown

Underwater Equity Curve

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Yearly Percent Returns

Yearly Percent Returns Distribution

Yearly Performance Summary

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Monthly Percent Returns

Monthly Percent Returns Distribution

Percent Returns Heatmap

Monthly Performance Summary

Overall Summary
Model Benchmark
Start Date 2000-01-01
End Date 2024-10-11
Time Elapsed 24 years, 9 months
Starting Equity $100,000.00
Ending Equity $263,409.38
CAGR % 3.99%
Max % Drawdown (20.79%)
Standard Deviation 1.80%
Annualized Sharpe 0.18
MAR Ratio 0.19
Win Rate % 0.0%
Avg Win / Loss Ratio
Expectancy
Avg Win % 0.00%
Avg Loss % 0.00%
Longest Drawdown Duration 50.2 months
Avg Trades Per Year 0.00
Equity Breakdown
Model Benchmark
Starting Equity $100,000.00
Ending Equity $263,409.38
Open Equity $163,409.38
Gross Profit $0.00
Gross Loss $0.00
Net Profit $0.00
Net Long Profit $0.00
Net Short Profit $0.00
Net Long Profit as % of Net Profit
Net Short Profit as % of Net Profit
Earned Dividends $0.00
Earned Interest $0.00
Margin Interest $0.00
Total Slippage $0.00
Total Forex Carry $0.00
Total Commissions $0.00
Expenses
Model Benchmark
Margin Interest $0.00
Total Commissions $0.00
Round Turns 0.0
Commissions Per Round Turn $0.00
Slippage Per Round Turn $0.00
Risk / Reward
Model Benchmark
MAR Ratio 0.19
Calmar Ratio 0.20
Modified Sharpe Ratio 0.66
Robust Sharpe Ratio 0.62
R-Squared 0.8989
Profit Expectation
Model Benchmark
CAGR % 3.99%
RAR 3.86%
Profit Factor 0.00
Percent Profit Factor 0.00
Expectancy
Percentage Expectancy 0.00
Total Equity Drawdowns
Model Benchmark
Max % Drawdown (20.79%)
Longest Drawdown Duration 50.2 months
Max Monthly % Drawdown (19.92%)
Avg of Top-5 Max % Drawdowns (11.43%)
Avg Duration of Top-5 Longest Drawdowns 30.0 months
Avg of All % Drawdowns (1.40%)
Std Dev of All % Drawdowns 1.95%
Closed Equity Drawdowns
Model Benchmark
Closed-Equity Max % Drawdown 0.00%
Closed-Equity Max Monthly % Drawdown 0.00%
Closed-Equity Avg of All % Drawdown 0.00%
Closed-Equity Std Dev of All % Drawdown 0.00%
Trades
Model Benchmark
Win Rate % 0.0%
Lose Rate % 0.0%
Winning Trades 0
Losing Trades 0
Total Trades 0
Max Consecutive Wins 0
Max Consecutive Losses 0
Avg Trade Duration 0.0 days
Avg Winning Trade Duration 0.0 days
Avg Losing Trade Duration 0.0 days
Largest Winning Trade $0.00
Largest Losing Trade $0.00
Largest Win as % of Net Profit
Avg Win $0.00
Avg Loss $0.00
Avg Win / Loss Ratio
Avg Trade $0.00
Avg Win % 0.00%
Avg Loss % 0.00%
Avg Trade % 0.00%
Avg Risk % 0.00%
Avg Trades Per Year 0.00
Avg Trades Per Month 0.00
Avg Trades Per Day 0.00
Monthly Win / Loss Profile
Model Benchmark
Winning Months % 56.7%
Losing Months % 43.3%
Winning Months 169
Losing Months 129
Total Months 298
Max Consecutive Winning Months 8
Max Consecutive Losing Months 6
Yearly Win / Loss Profile
Model Benchmark
Winning Years % 84.0%
Losing Years % 16.0%
Winning Years 21
Losing Years 4
Total Years 25
Max Consecutive Winning Years 9
Max Consecutive Losing Years 2
Rolling Periods
Model Benchmark
Rolling 3-Month Win Rate 62.2%
Rolling 6-Month Win Rate 66.2%
Rolling 12-Month Win Rate 71.1%
Rolling 3-Year Win Rate 87.0%
Rolling 5-Year Win Rate 95.2%
Rolling 10-Year Win Rate 100.0%
Rolling 3-Month Periods 296
Rolling 6-Month Periods 293
Rolling 12-Month Periods 287
Rolling 3-Year Periods 23
Rolling 5-Year Periods 21
Rolling 10-Year Periods 16
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Trade By Trade Chart
Instrument


Profit % Distribution

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Last Available Instrument Data

Current Open Positions

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New Open Orders

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