All Strategies Performance
Summary Statistics
Figures assume $20,000 starting capital.
0%
Avg. Trade ROI
0%
Winning Trades %
0%
Cumulative Account ROI
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Avg. Yearly Account ROI
Results as at: 30 September 2023. How we report performance >
Performance Summary
| Period | Total Trades | Winning Trades | Win Rate % | Cumulative Return | Monthly CAGR % | Avg. Trade Size | Avg. Days per Trade | Avg. P/L per Trade | Win:Loss Ratio | Max Draw- down | Max. Consec. Winners | Max. Consec. losers |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All | 544 | 405 | 74% | 363% | 2.1% | $393 | 34.2 | 34% | 2:1 | -10.9% | 15 | -4 |
| 2018 | 77 | 59 | 77% | 96% | 5.8% | $434 | 28.8 | 57% | 3:1 | -4.5% | 14 | -4 |
| 2019 | 73 | 47 | 64% | 46% | 3.2% | $405 | 32.7 | 31% | 1:1 | -5.9% | 10 | -3 |
| 2020 | 76 | 61 | 80% | 45% | 3.2% | $408 | 50.9 | 29% | 4:1 | -5.8% | 10 | -2 |
| 2021 | 110 | 82 | 75% | 99% | 5.9% | $417 | 34.9 | 43% | 2:1 | -10.9% | 15 | -4 |
| 2022 | 75 | 60 | 80% | 26% | 1.9% | $406 | 34.2 | 17% | 4:1 | -4.0% | 11 | -2 |
| 2023 | 133 | 96 | 72% | 50% | 3.5% | $326 | 28.2 | 23% | 2:1 | -4.8% | 12 | -4 |
Monthly Portfolio Returns
Non-compounded returns based on starting capital, reset each year. Results attributed to the month and year the trade was marked as closed.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 4.8% | 21.9% | 3.8% | 3.9% | 5.3% | -2.7% | 7.7% | 9.9% | 2.3% | 19.3% | 6.1% | 13.3% |
| 2019 | 1.7% | 14.2% | 2.2% | -3.1% | 10.0% | 0.9% | 2.1% | 4.1% | 8.2% | 0.6% | 1.2% | 4.3% |
| 2020 | 11.2% | -0.3% | 4.7% | 0.3% | -2.2% | 2.6% | 2.6% | 10.2% | -0.5% | 2.5% | 5.6% | 8.8% |
| 2021 | 19.4% | 5.7% | 1.9% | 0.6% | -8.5% | -1.8% | 10.1% | 2.3% | 6.5% | 6.1% | 47.2% | 9.9% |
| 2022 | -1.1% | 2.5% | 6.1% | 3.2% | 1.3% | 4.8% | 1.7% | -1.8% | 5.3% | -0.4% | 1.5% | 2.5% |
| 2023 | 6.5% | 7.9% | 3.5% | 8.2% | 3.5% | 4.3% | 4.9% | 7.4% | 4.1% | 0.0% | 0.0% | 0.0% |
Monthly Trade Returns
Returns based on initial entry debit or net initial margin requirement if a credit position.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 42.4% | 131.3% | 44.8% | 33.1% | 115.9% | -21.5% | 89.1% | 88.7% | 63.7% | 54.7% | 39.2% | 57.0% |
| 2019 | 34.5% | 285.6% | 15.4% | -12.6% | 65.4% | 12.0% | 12.1% | 54.5% | 60.3% | 2.7% | 8.0% | 23.5% |
| 2020 | 71.0% | 4.6% | 55.0% | -25.2% | -21.5% | 52.4% | 12.5% | 44.4% | -9.0% | 18.9% | 39.5% | 46.0% |
| 2021 | 71.9% | 46.7% | 37.0% | 29.6% | -54.3% | -8.5% | 98.8% | 28.3% | 40.8% | 23.8% | 75.0% | 43.2% |
| 2022 | -4.9% | 20.5% | 33.9% | 22.6% | 56.5% | 29.3% | 21.7% | -17.8% | 20.4% | -7.2% | 12.1% | 38.2% |
| 2023 | 38.6% | 30.2% | 14.6% | 32.7% | 8.6% | 7.1% | 26.9% | 53.8% | 17.1% | 0.0% | 0.0% | 0.0% |
