Equity Curve - vs Benchmarks

$52.6M
Final
16.9%
Backtest Result
-33.5%
Max Drawdown
2592
Trades
Annual Returns (25) - Click to expand
YearReturnTrades
20024.0%49
20030.7%285
2004-1.6%363
2005-6.2%370
2006-7.0%239
2007-2.6%286
200835.8%8
20093.1%71
201042.7%115
201117.8%111
20124.4%226
2013-6.4%69
201477.8%76
20156.4%50
201638.3%37
201710.5%4
201851.3%28
201924.1%88
20209.1%12
202240.0%34
2023-23.6%50
202424.7%8
202545.3%10
2026-6.8%3
202181.2%0

Top 10 Gainers

Top 10 Losers

META
Avg/Trade2.94%
Win Rate40.0%
Trades10
Avg Hold51d
Best+17.9%
Worst-4.1%
Buy DateSell DateHold DaysP&L%
2024-09-062024-10-2347d10.7%
2023-09-212023-10-2534d-0.7%
2019-08-132019-08-141d-4.1%
2016-08-022016-10-1372d2.9%
2016-05-042016-06-1037d-2.1%
2015-11-162015-12-1125d-3.2%
2014-12-012015-01-1545d-2.6%
2014-05-012014-10-10162d17.9%
2014-03-132014-03-207d-3.1%
2013-08-272013-11-1883d13.7%