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Buy and Hold US Gov Bond 30Y — 2000 to 2022

Last Update: May 21, 2022 8:08 p.m. (2 days, 5 hours 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 2022-05-20 2022-05-20
Time Elapsed 22 years, 4 months 22 years, 4 months
Starting Equity $100,000.00 $100,000.00
Ending Equity $202,635.16 $631,197.22
CAGR % 3.21% 8.58%
Max % Drawdown (9.10%) (44.61%)
Standard Deviation 1.04% 4.72%
Annualized Sharpe 0.07 0.40
MAR Ratio 0.35 0.19
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 32.4 months 106.5 months
Avg Trades Per Year 0.00 0.00
Equity Breakdown
Model Benchmark
Starting Equity $100,000.00 $100,000.00
Ending Equity $202,635.16 $631,197.22
Open Equity $102,635.16 $531,118.80
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 $78.42
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 0.35 0.19
Calmar Ratio 0.37 0.21
Modified Sharpe Ratio 0.89 0.59
Robust Sharpe Ratio 0.86 0.57
R-Squared 0.9116 0.8200
Profit Expectation
Model Benchmark
CAGR % 3.21% 8.58%
RAR 3.09% 9.28%
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 (9.10%) (44.61%)
Longest Drawdown Duration 32.4 months 106.5 months
Max Monthly % Drawdown (8.61%) (41.43%)
Avg of Top-5 Max % Drawdowns (6.00%) (26.68%)
Avg Duration of Top-5 Longest Drawdowns 22.9 months 37.9 months
Avg of All % Drawdowns (0.61%) (3.07%)
Std Dev of All % Drawdowns 0.93% 6.16%
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 % 59.9% 57.6%
Losing Months % 40.1% 42.4%
Winning Months 161 155
Losing Months 108 114
Total Months 269 269
Max Consecutive Winning Months 11 6
Max Consecutive Losing Months 6 6
Yearly Win / Loss Profile
Model Benchmark
Winning Years % 82.6% 73.9%
Losing Years % 17.4% 26.1%
Winning Years 19 17
Losing Years 4 6
Total Years 23 23
Max Consecutive Winning Years 9 12
Max Consecutive Losing Years 2 3
Rolling Periods
Model Benchmark
Rolling 3-Month Win Rate 65.2% 60.7%
Rolling 6-Month Win Rate 68.9% 67.8%
Rolling 12-Month Win Rate 77.5% 70.9%
Rolling 3-Year Win Rate 95.2% 81.0%
Rolling 5-Year Win Rate 100.0% 84.2%
Rolling 10-Year Win Rate 100.0% 100.0%
Rolling 3-Month Periods 267 267
Rolling 6-Month Periods 264 264
Rolling 12-Month Periods 258 258
Rolling 3-Year Periods 21 21
Rolling 5-Year Periods 19 19
Rolling 10-Year Periods 14 14
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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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