Total Return | CAGR | Drawdown | MAR | Sharpe | Sortino | Correlation | Beta | |
---|---|---|---|---|---|---|---|---|
Strategy | 149.3% | 25.4% | -15.4% | 1.65 | 1.37 | 1.42 | 0.42 | 0.41 |
S&P 500 | 43.3% | 9.3% | -25.4% | 0.37 | 0.50 | 0.70 |
Year | Trades | Return (Drawdown) | S&P 500 | |
---|---|---|---|---|
2021 | 1254 (98.5% win) | 19.6% (-4.9%) | 22.2% (-5.2%) | View |
2022 | 1802 (92.2% win) | 14.0% (-15.4%) | -19.4% (-25.4%) | View |
2023 | 1583 (63.0% win) | 51.0% (-7.6%) | 24.2% (-10.3%) | View |
2024 | 2426 (54.7% win) | 22.7% (-9.1%) | 23.3% (-8.5%) | View |
2025 | 483 (52.0% win) | -1.4% (-9.0%) | -4.8% (-9.3%) | View |