Total Return
+24.7%
+$123,450
Sharpe Ratio
1.84
Risk-adjusted return
Max Drawdown
-8.2%
Peak to trough
Win Rate
68.4%
342 wins / 158 losses
Equity Curve
Monthly Returns
Asset Performance
EUR/USD
+12.4%
GBP/JPY
+8.7%
GOLD
+5.2%
BTC/USD
-2.1%
Best Trading Hours
Risk Metrics
Value at Risk (95%)
-$5,240
Expected Shortfall
-$8,910
Beta (vs Market)
0.84
Correlation
0.72
Detailed Statistics
| Metric | Value | Benchmark | Rating |
|---|---|---|---|
| Profit Factor | 1.84 | > 1.5 | Excellent |
| Recovery Factor | 3.2 | > 2.0 | Good |
| Expected Value | $247 | > $100 | Excellent |
| Ulcer Index | 4.2 | < 5.0 | Good |
| Calmar Ratio | 0.68 | > 0.5 | Average |
| K-Ratio | 1.24 | > 1.0 | Good |