Results are reported as percentages of capital at risk. Account sizes are not published.

Method

  • Return on capital at risk: profit or loss of each closed trade divided by its maximum possible loss.
  • Win rate: share of closed trades that ended in profit.
  • Average days held: from entry to close.
  • Largest drawdown: the deepest peak-to-trough decline over the period.

Shadow trades, which the system proposes but does not execute, are reported separately from live trades.

Figures

No results published yet.