Total Out of Sample Period: 2021-01-01 - 2024-12-30
2021-01-01 - 2024-12-30
Assets with Signals: 66
Buy Orders: 652 ยท Sell Orders: 304
| Trades | PF | Net PF* | Initial K | %K per trade | K Accum | Yield (%) | Max Active | Max Drawdown |
|---|---|---|---|---|---|---|---|---|
| 956 | 2.67 | 2.62 | 10,000$ | 8% | 23,722.7 | 137.2% | 22 trades | 5.1% |
*PFn: Profit Factor After deducting commissions and margins
| Year | PL$ | Opened | Accum. K | Yield (%) | Active Trades | Profit Factor |
|---|---|---|---|---|---|---|
| 2021 | 4159.14 | 270 | 14159.14 | 41.59 | 22 | 3.4 |
| 2022 | 1328.00 | 235 | 15487.14 | 13.28 | 21 | 1.4 |
| 2023 | 4242.53 | 225 | 19729.67 | 42.43 | 21 | 3.7 |
| 2024 | 3992.99 | 226 | 23722.66 | 39.93 | 19 | 3.6 |
| Quarter | PL$ | Opened | Accum. K | Yield (%) | Active Trades | Net Profit Factor |
|---|---|---|---|---|---|---|
| 2021 | ||||||
| 2021Q1 | 248.84 | 63 | 10248.84 | 2.49 | 21 | 1.5 |
| 2021Q2 | 1556.14 | 61 | 11804.98 | 15.56 | 17 | 7.6 |
| 2021Q3 | 725.31 | 75 | 12530.29 | 7.25 | 22 | 2.7 |
| 2021Q4 | 1628.85 | 71 | 14159.14 | 16.29 | 21 | 4.2 |
| 2022 | ||||||
| 2022Q1 | 94.46 | 67 | 14253.60 | 0.94 | 21 | 1.1 |
| 2022Q2 | 385.86 | 57 | 14639.46 | 3.86 | 14 | 1.4 |
| 2022Q3 | 110.25 | 49 | 14749.71 | 1.10 | 12 | 1.1 |
| 2022Q4 | 737.43 | 62 | 15487.14 | 7.37 | 21 | 3.0 |
| 2023 | ||||||
| 2023Q1 | 820.35 | 45 | 16307.49 | 8.20 | 17 | 2.8 |
| 2023Q2 | 1210.93 | 54 | 17518.42 | 12.11 | 19 | 4.1 |
| 2023Q3 | 896.37 | 65 | 18414.79 | 8.96 | 21 | 3.4 |
| 2023Q4 | 1314.88 | 61 | 19729.67 | 13.15 | 16 | 4.5 |
| 2024 | ||||||
| 2024Q1 | 896.49 | 53 | 20626.16 | 8.96 | 17 | 3.8 |
| 2024Q2 | 1023.94 | 67 | 21650.10 | 10.24 | 19 | 4.2 |
| 2024Q3 | 1056.17 | 71 | 22706.27 | 10.56 | 17 | 2.3 |
| 2024Q4 | 1016.39 | 35 | 23722.66 | 10.16 | 19 | 10.0 |