1,180 trades · 5.2 years · $100K starting capital · $10K position size
Net P&L
$11,748.22
+11.76%
Win Rate
50.9%
601W / 549L
Profit Factor
1.16
Sharpe Ratio
0.56
Sortino: 0.67
Max Drawdown
-12.01%
$12,092.11
Expectancy
$9.97
Per trade
Annualized Return
+2.25%
Ending Equity
$111,764.24
Profit Factor
1.16
Gross profit / gross loss
Sharpe Ratio
0.56
Annualized risk-adjusted return
Sortino Ratio
0.67
Downside-only risk adjustment
Calmar Ratio
0.19
Annual return / max drawdown
Payoff Ratio
1.06
Avg win / avg loss
Recovery Factor
0.97
Net profit / max drawdown
Max Drawdown %
12.01%
$12,092.11
Max Consec. Wins
14
Max Consec. Losses
11
Best Trade
ETH — $3,405.24
2026-08-22
Worst Trade
WTI — $-1,419.63
2026-08-17