| Overall Summary | ||
|---|---|---|
| Model | Benchmark | |
| Start Date | 2000-01-01 | 2000-01-01 |
| End Date | 2026-02-20 | 2026-02-20 |
| Time Elapsed | 26 years, 1 month | 26 years, 1 month |
| Starting Equity | $100,000.00 | $100,000.00 |
| Ending Equity | $363,536.90 | $156,346.12 |
| CAGR % | 5.06% | 1.72% |
| Max % Drawdown | (41.00%) | (88.50%) |
| Standard Deviation | 3.47% | 6.45% |
| Annualized Sharpe | 0.22 | 0.06 |
| MAR Ratio | 0.12 | 0.02 |
| 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 | 71.4 months | 211.5 months |
| Avg Trades Per Year | 0.00 | 0.00 |
| Equity Breakdown | ||
|---|---|---|
| Model | Benchmark | |
| Starting Equity | $100,000.00 | $100,000.00 |
| Ending Equity | $363,536.90 | $156,346.12 |
| Open Equity | $263,536.90 | $56,346.12 |
| 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 | $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 | 0.12 | 0.02 |
| Calmar Ratio | 0.13 | 0.02 |
| Modified Sharpe Ratio | 0.47 | 0.19 |
| Robust Sharpe Ratio | 0.43 | (0.10) |
| R-Squared | 0.8612 | 0.2238 |
| Profit Expectation | ||
|---|---|---|
| Model | Benchmark | |
| CAGR % | 5.06% | 1.72% |
| RAR | 5.17% | (2.31%) |
| 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%) | (88.50%) |
| Longest Drawdown Duration | 71.4 months | 211.5 months |
| Max Monthly % Drawdown | (38.14%) | (87.18%) |
| Avg of Top-5 Max % Drawdowns | (22.98%) | (40.24%) |
| Avg Duration of Top-5 Longest Drawdowns | 36.8 months | 56.1 months |
| Avg of All % Drawdowns | (3.01%) | (4.19%) |
| Std Dev of All % Drawdowns | 4.35% | 6.80% |
| 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 % | 56.1% | 56.1% |
| Losing Months % | 43.9% | 43.9% |
| Winning Months | 176 | 176 |
| Losing Months | 138 | 138 |
| Total Months | 314 | 314 |
| Max Consecutive Winning Months | 6 | 8 |
| Max Consecutive Losing Months | 7 | 8 |
| Yearly Win / Loss Profile | ||
|---|---|---|
| Model | Benchmark | |
| Winning Years % | 74.1% | 63.0% |
| Losing Years % | 25.9% | 37.0% |
| Winning Years | 20 | 17 |
| Losing Years | 7 | 10 |
| Total Years | 27 | 27 |
| Max Consecutive Winning Years | 9 | 4 |
| Max Consecutive Losing Years | 2 | 3 |
| Rolling Periods | ||
|---|---|---|
| Model | Benchmark | |
| Rolling 3-Month Win Rate | 59.0% | 57.1% |
| Rolling 6-Month Win Rate | 60.8% | 59.2% |
| Rolling 12-Month Win Rate | 70.6% | 55.1% |
| Rolling 3-Year Win Rate | 84.0% | 64.0% |
| Rolling 5-Year Win Rate | 73.9% | 47.8% |
| Rolling 10-Year Win Rate | 94.4% | 44.4% |
| 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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