Performance Metrics
Track our strategies' historical performance with comprehensive metrics across different time periods.
AVERAGE ANNUAL RETURN
+24.1%
Across all strategies since inception
SHARPE RATIO
2.19
Risk-adjusted performance
MAX DRAWDOWN
-11.1%
Largest peak-to-trough decline
CALMAR RATIO
2.17
Return-to-maximum drawdown
Cumulative Performance
Historical Performance
Annual Performance (2024)
| Strategy | Returns | Max Drawdown | Sharpe Ratio |
|---|---|---|---|
| Multi MACD | +574.09% | -3.56% | 0.36 |
| Liquidity | - | - | - |
| Momentum Breakout | - | - | - |
Quarterly Performance (Q4 2024)
| Strategy | Returns | Max Drawdown | Sharpe Ratio |
|---|---|---|---|
| Multi MACD | +12.93% | -3.05% | 0.34 |
| Liquidity | - | - | - |
| Momentum Breakout | - | - | - |
Monthly Performance (December 2024)
| Strategy | Returns | Max Drawdown | Sharpe Ratio |
|---|---|---|---|
| Multi MACD | +48.66% | -4.56% | 0.37 |
| Liquidity | +80.08% | -5.9% | 0.12 |
| Momentum Breakout | +38.74% | -2.26% | 0.5 |
Important Disclaimer
Past performance is not necessarily indicative of future results. The risk of loss in trading securities, options, futures and forex can be substantial. You should carefully consider whether such trading is suitable for you in light of your circumstances and financial resources.
All performance data presented has been calculated based on backtested and live trading results. Backtested performance is hypothetical and does not represent actual trading. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.