Research Archive
Strategy equity curve
+8334.62%
Since 8 Jan 2026 · 1291690.9% annualised
8 Jan 202628 Jun 2026
- Net returnTotal change in account equity over the full period shown on the chart.
- +8334.62%
- 1291690.9% a year, compounded
- Max drawdownThe largest peak-to-trough fall in equity. The note shows how long it took to get back to the previous peak.
- −10.68%
- Recovered in 13 days
- Sharpe ratioReturn per unit of volatility, annualised from daily results. Sortino counts downside volatility only.
- 9.89
- Sortino 38.31
- Win rateShare of closed trades that finished in profit. Expectancy is the average result per trade, measured in units of initial risk (R).
- 85.04%
- — expectancy per trade
| Month | Trades | Wins | Losses | Net P&L | Return |
|---|---|---|---|---|---|
| 2026-01 | 37 | 33 | 4 | 1444.35 | 144.44% |
| 2026-02 | 38 | 35 | 3 | 7275.94 | 297.66% |
| 2026-03 | 15 | 14 | 1 | 4632.08 | 47.65% |
| 2026-04 | 41 | 34 | 7 | 10198.48 | 71.06% |
| 2026-05 | 57 | 44 | 13 | 19140.50 | 77.96% |
| 2026-06 | 66 | 56 | 10 | 45446.74 | 104.02% |
Phase 5 Combined · TEST is a historical simulation, not paper or live trading. Past performance does not predict future returns.