Track record
Performance
All results are out-of-sample, validated on data the system never saw during development. Figures are net of realistic execution costs including spread, slippage, and commissions.
Key Figures
0
Sharpe Ratio
0
Mean Return
0
Avg Max Drawdown
0
Worst Drawdown
1,300
Total Trades
4 / 4
Profitable Years
Year-by-Year Results
Out-of-sample · 12 months each
| Period | Return | Max DD | Sharpe | Trades | Win Rate |
|---|---|---|---|---|---|
| Year 1 | +27.50% | 9.36% | 2.098 | 145 | 49.7% |
| Year 2 | +21.70% | 9.37% | 1.666 | 162 | 42.0% |
| Year 3 | +119.27% | 6.20% | 5.120 | 549 | 52.3% |
| Year 4 | +70.08% | 9.19% | 3.449 | 444 | 51.8% |
By instrument
Diversified Across Markets
The system trades multiple uncorrelated instruments simultaneously, reducing concentration risk and smoothing the equity curve.
USDCHF
US Dollar / Swiss Franc
Sharpe3.45
Win Rate53.8%
Return / yr+51.5%
GBPUSD
British Pound / US Dollar
Sharpe1.20
Win Rate46.5%
Return / yr+6.2%
XAUUSD
Gold / US Dollar
Sharpe0.85
Win Rate35.4%
Return / yr+0.7%
Equity Curves
Real out-of-sample data per validation window
+27.5%