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Cumulative Equity Curve

Total Return 284.15%

Alpha Strategy
Benchmark (S&P 500)
JAN 2020JAN 2021JAN 2022JAN 2023JAN 2024
trending_up
Annualized Return (CAGR)
22.4%vs 10.2% S&P
Sharpe Ratio1.84Institutional Grade
Sortino Ratio2.15Downside Resilient
Max Drawdown-14.2%
warning

Monthly Return Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2024+2.1+5.4-1.2+0.8--------+7.1
2023+1.4-0.5+6.2+3.1-4.8+1.2+4.5-2.1+0.4+5.1+3.2+2.1+24.3
2022-2.4-3.5+1.2-1.1+4.1-5.2+2.3-0.8-6.4+7.1+1.8+0.5-2.1
Win Rate
64.2%
184 Wins / 287 Trades
Profit Factor
2.18EXCEPTIONAL
Expectancy per Tradebolt
$428.15

Deep Dive Analysis

Drawdown Distribution
Under 5%78%
5% – 10%18%
Over 10%4%
Trading Duration
Avg. Winning Trade4.2 Days
Avg. Losing Trade1.8 Days
Market Exposure68.2%
Risk Ratios
Omega Ratio1.45
Calmar Ratio1.58
Tail Ratio1.21
S&P 5005,420.32 (+0.8%)
Gold$2,342.10 (-0.2%)
US 10Y4.24% (+0.05)
Nasdaq 10018,456.21 (+1.2%)
Brent Oil$82.14 (-1.4%)
S&P 5005,420.32 (+0.8%)
Gold$2,342.10 (-0.2%)
US 10Y4.24% (+0.05)
Nasdaq 10018,456.21 (+1.2%)
Brent Oil$82.14 (-1.4%)