Level Three Performance
Summary Statistics
Figures Assume $10,000 Starting Capital.
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Avg. Trade ROI
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Winning Trades
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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 | 480 | 365 | 76% | 704% | 2.9% | $410 | 34.9 | 36% | 3:1 | -21.7% | 17 | -4 |
| 2018 | 77 | 59 | 77% | 191% | 9.3% | $434 | 28.8 | 57% | 3:1 | -9.0% | 14 | -4 |
| 2019 | 73 | 47 | 64% | 93% | 5.6% | $405 | 32.7 | 31% | 1:1 | -11.7% | 10 | -3 |
| 2020 | 76 | 61 | 80% | 91% | 5.5% | $408 | 50.9 | 29% | 4:1 | -11.5% | 10 | -2 |
| 2021 | 110 | 82 | 75% | 199% | 9.5% | $417 | 34.9 | 43% | 2:1 | -21.7% | 15 | -4 |
| 2022 | 75 | 60 | 80% | 51% | 3.5% | $406 | 34.2 | 17% | 4:1 | -7.9% | 11 | -2 |
| 2023 | 69 | 56 | 81% | 79% | 5.0% | $388 | 27.3 | 30% | 4:1 | -5.6% | 17 | -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 | 9.5% | 43.8% | 7.6% | 7.9% | 10.5% | -5.3% | 15.4% | 19.8% | 4.6% | 38.5% | 21.3% | 26.6% |
| 2019 | 3.4% | 28.4% | 4.3% | -6.1% | 20.0% | 1.8% | 4.2% | 8.2% | 16.4% | 1.1% | 2.4% | 8.7% |
| 2020 | 22.3% | -0.6% | 9.4% | 0.6% | -4.3% | 5.2% | 5.1% | 20.4% | -1.1% | 5.0% | 11.2% | 17.6% |
| 2021 | 38.9% | 11.3% | 3.8% | 1.3% | -16.9% | -3.6% | 20.1% | 4.6% | 13.0% | 12.2% | 94.3% | 19.8% |
| 2022 | -2.1% | 4.9% | 12.3% | 6.4% | 2.6% | 9.6% | 3.4% | -3.6% | 10.7% | -0.7% | 3.0% | 5.1% |
| 2023 | 10.4% | 12.9% | 3.3% | 12.2% | 2.5% | 12.4% | 5.5% | 15.4% | 4.6% | 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 | 36.6% | 30.4% | 6.8% | 51.8% | 6.1% | 23.4% | 39.9% | 130.2% | 15.1% | 0.0% | 0.0% | 0.0% |
