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Buy and Hold US Gov Bond 30Y — 2000 to 2024

Last Update: Nov. 2, 2024 9:27 p.m. (6 days, 1 hour ago)
NOT AN INVESTMENT ADVICE. RESULTS ARE HYPOTHETICAL AND SIMULATED. READ OUR DISCLAIMER.

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Current Positions and Signals

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Last Six Months
Last Three Years

Last 10 Trades
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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 with Benchmark

Monthly Percent Returns Distribution

Percent Returns Heatmap

Monthly Performance Summary

Overall Summary
Model Benchmark
Start Date 2000-01-01 2000-01-01
End Date 2024-11-01 2024-11-01
Time Elapsed 24 years, 10 months 24 years, 10 months
Starting Equity $100,000.00 $100,000.00
Ending Equity $350,385.05 $983,592.87
CAGR % 5.18% 9.64%
Max % Drawdown (41.00%) (74.94%)
Standard Deviation 3.51% 6.14%
Annualized Sharpe 0.23 0.40
MAR Ratio 0.13 0.13
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 55.7 months 73.8 months
Avg Trades Per Year 0.00 0.00
Equity Breakdown
Model Benchmark
Starting Equity $100,000.00 $100,000.00
Ending Equity $350,385.05 $983,592.87
Open Equity $250,385.05 $883,122.85
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 $0.00 $470.02
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 0.13
Calmar Ratio 0.14 0.14
Modified Sharpe Ratio 0.47 0.54
Robust Sharpe Ratio 0.46 0.40
R-Squared 0.8990 0.8811
Profit Expectation
Model Benchmark
CAGR % 5.18% 9.64%
RAR 5.64% 8.56%
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 (41.00%) (74.94%)
Longest Drawdown Duration 55.7 months 73.8 months
Max Monthly % Drawdown (38.14%) (70.33%)
Avg of Top-5 Max % Drawdowns (22.98%) (37.87%)
Avg Duration of Top-5 Longest Drawdowns 33.7 months 32.1 months
Avg of All % Drawdowns (3.01%) (3.11%)
Std Dev of All % Drawdowns 4.35% 7.70%
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 % 56.2% 61.9%
Losing Months % 43.8% 38.1%
Winning Months 168 185
Losing Months 131 114
Total Months 299 299
Max Consecutive Winning Months 6 14
Max Consecutive Losing Months 7 4
Yearly Win / Loss Profile
Model Benchmark
Winning Years % 72.0% 80.0%
Losing Years % 28.0% 20.0%
Winning Years 18 20
Losing Years 7 5
Total Years 25 25
Max Consecutive Winning Years 9 9
Max Consecutive Losing Years 2 2
Rolling Periods
Model Benchmark
Rolling 3-Month Win Rate 59.6% 66.0%
Rolling 6-Month Win Rate 61.2% 71.4%
Rolling 12-Month Win Rate 70.8% 76.4%
Rolling 3-Year Win Rate 87.0% 82.6%
Rolling 5-Year Win Rate 81.0% 85.7%
Rolling 10-Year Win Rate 100.0% 100.0%
Rolling 3-Month Periods 297 297
Rolling 6-Month Periods 294 294
Rolling 12-Month Periods 288 288
Rolling 3-Year Periods 23 23
Rolling 5-Year Periods 21 21
Rolling 10-Year Periods 16 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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