Statistics & Analysis

Updated (UTC)2026-02-23 UTC

Metric	2019	2020	2021	2022	2023	2024	2025	2026	Summary
Closed Trades	3	11	12	9	51	49	53	5	193
Total Return (R)	-0.42R	+13.3R	+39.69R	+8.75R	+117.13R	+157.03R	+119.04R	+24.53R	+479.05R
Win Rate (%)	33.3%	54.5%	75%	33.3%	62.7%	75.5%	62.3%	80%	64.8%
Avg Holding Time	6d3h	20d18h	35d23h	14d11h	13d5h	23d17h	21d21h	32d4h	20d13h
Avg Trades / Week	0.13	0.24	0.27	0.23	1.01	0.97	1.08	0.7	0.56
Expectancy per Trade (R)	-0.14R	+1.209R	+3.307R	+0.972R	+2.297R	+3.205R	+2.246R	+4.906R	+2.482R
Absolute Max Drawdown (R)	1R	0R	1R	0R	2R	1R	2R	0R	2R
Sharpe Ratio	-0.3	2.07	3.37	1.62	5.43	6.7	5.84	3.17	11.36
SQN	-0.3	2.07	3.37	1.62	5.43	6.7	5.84	3.17	11.36
Longest Losing Streak	1	0	1	0	1	1	2	0	2

Market (Trading Hours)	Instrument Share / Count	Trade Share / Count	Return Share / Net Return	Share Delta
US Stocks(5 x 6.5h)	90.5%3,054	66.3%128 trades	69.6%+333.26R	-3.2%
Crypto(7 x 24h)	1.7%58	18.7%36 trades	18.2%+87.21R	+0.4%
Forex(5 x 24h)	7%236	10.4%20 trades	6.2%+29.78R	+4.1%
Commodities(5 x ~23h)	0.8%28	4.7%9 trades	6%+28.8R	-1.3%

Closed in ProfitClosed in LossBest During Hold

Ordered left-to-right from oldest to newest. Swipe or scroll horizontally to inspect each trade.

Performance

Overview of the cumulative R curve

Click points on the curve to open trade charts. Hover this card to pause autoplay.

Underwater Drawdown

Depth from historical peaks to current equity

Shallower and faster-recovering drawdowns indicate a more stable system.

Monthly Net R

Monthly net return and trading cadence

Use this to evaluate consistency and volatility, not just total return.

Rolling Win Rate (20 trades)

Rolling win rate across the latest 20 trades

Helps spot regime shifts earlier than using only the overall win rate.

Rolling Avg R (20 trades)

Rolling average-R change across the latest 20 trades

Often reacts earlier than equity when edge expands or contracts.

Recent Trade R Multiples

R distribution of the latest 60 trades in sequence

Shows trade-level volatility, loss streaks, and clustering.

R-Multiple Distribution

Return shape and tail-risk profile

A right-skewed distribution with controlled left tail suggests healthier payoff structure.

Direction vs Outcome

Outcome structure by Long/Short direction

If one direction dominates, it can be prioritized for optimization.

Asset Class Contribution

Net-R contribution by asset class

Shows which markets and categories contribute most to system edge.

Outcome Mix

Composition of Win / Loss / BE

Use together with win rate to identify whether payoff skews toward small-win/big-loss, or the reverse.