VESTROS

Performance report

RC1744051: nested-keep-incumbent (5 components)

BybitETHUSDT1d candles15 Mar 2021 to 31 Dec 2025, UTCEvidence: Modeled backtest

Summary and evidence classification

Initial equity 10,000.00 USDT
Final equity 1,965,760.06 USDT
Net result +1,955,760.06 USDT
Net return 19557.60% B&H60.54%
Max drawdown 42.85% B&H79.36%
Closed trades 90
Win rate 68.89% Net after fees
Profit factor 6.44 Net after fees
Sharpe 2.21 1753 daily returns
Sortino 3.72 Annualized

Equity curve

USDT
The solid blue balance line excludes unrealised PnL. Balance began at 10,000.00 and ended at 1,961,414.21 USDT. The dashed orange equity line includes unrealised PnL, before additional closing costs. Both lines share the same linear scale. 2.3m1.7m1.1m448,606-158,423Mar 21Feb 22Nov 22Sept 23Jul 24Mar 25Dec 25
Balance (excl. UPNL)Equity (incl. UPNL)
Start 10,000.00 USDT Balance 1,961,414.21 USDT Equity (incl. UPNL) 1,965,760.06 USDT Balance low 9,994.01 USDT Balance high 2,048,614.64 USDT Open PnL at end +4,345.86 USDT (+0.22%)

Drawdown

Raw account equity, observed marks
The maximum observed drawdown was 42.85%. The curve uses retained account valuations; summary metrics use all recorded valuations. Underwater means time in drawdown below previous account equity highs, including unrealised PnL. 0.0%-14.3%-28.6%-42.9%Mar 21Feb 22Nov 22Sept 23Jul 24Mar 25Dec 25
Current 6.49% Maximum 42.85% Underwater 95.72% of observed time below previous equity highs

Position drawdown

Loss from average entry
Daily worst loss from each position’s average entry. Zero when flat or profitable. Candle lows apply to longs and highs to shorts while held. 0.0%-13.3%-26.7%-40.0%Mar 21Feb 22Nov 22Sept 23Jul 24Mar 25Dec 25
Current 0.00%Maximum 35.18% · 24 Jan 2022Daily worst · zero when flat or profitable

Existing candle lows and highs are used while held. Entry, exit and addition candles use recorded opens, fills and closes.

Modeled capital usage

UTC daily peak gross exposure ÷ marked equity

The detail scale runs from 0 to 200%. 0%50%100%150%200%Mar 21Feb 22Nov 22Sept 23Jul 24Mar 25Dec 25100% equity
Current 100.00% Maximum daily peak 183.66% 1,381 daily peaks 558 above 100%

UTC daily peaks remove short flat-position resets. Equity scale uses a 0 to 100% baseline so different tear sheets remain comparable. It expands in 100% bands only when gross exposure exceeds equity.

Monthly return (observed daily-close)

All reported years

Causal daily-close returns use the first complete valid causal mark at an exact internal UTC midnight, before later same-time modeled phases or fills. Without an exact complete mark, the latest valid prior mark is used. The interval belongs to the preceding UTC day; scored endpoints retain their causal opening and closing marks. This calendar projection is distinct from exact previous-report-close OOS.

2025
Jan20.04%
Feb52.84%
Mar5.97%
Apr23.20%
May31.03%
Jun2.27%
Jul3.90%
Aug21.70%
Sept0.27%
Oct6.10%
Nov11.26%
Dec1.66%
Year388.36%
2024
Jan16.34%
Feb46.55%
Mar17.77%
Apr3.08%
May31.18%
Jun11.70%
Jul1.95%
Aug-1.45%
Sept3.87%
Oct5.02%
Nov31.13%
Dec-8.32%
Year299.67%
2023
Jan8.15%
Feb2.06%
Mar-1.13%
Apr11.19%
May7.13%
Jun3.46%
Jul0.43%
Aug4.75%
Sept7.99%
Oct22.08%
Nov1.68%
Dec9.62%
Year107.91%
2022
Jan-16.35%
Feb0.00%
Mar14.38%
Apr-13.47%
May33.95%
Jun54.32%
Jul-37.48%
Aug7.99%
Sept38.71%
Oct20.52%
Nov1.24%
Dec7.13%
Year109.49%
2021
JanN/A
FebN/A
Mar0.00%
Apr0.00%
May12.12%
Jun13.81%
Jul6.98%
Aug31.20%
Sept-13.51%
Oct17.52%
Nov4.44%
Dec21.62%
Year131.24%

Returns

Total TWR19557.60%
Annualized TWR200.29%
Best month54.32%
Worst month-37.48%
Positive months48 / 58
View all

Risk

Maximum drawdown42.85%
Ulcer index11.44%
Volatility57.22%
Sharpe2.21
K-ratio2.64
Sortino3.72
View all

Trades

Closed trades90
Win rate68.89%
Average win / loss37,285.83 / -12,825.71 USDT
Expectancy21,695.58 USDT
Longest win / loss streak10 / 3
View all

Execution

Fees and rebates36,889.85 USDT
Slippage12,296.62 USDT
Total modeled costs49,186.47 USDT
Turnover6,148.31x
Average fill latencyN/A
View all
Model assumptions

Account value, growth, benchmark, and external flows

Account values share one currency view. Flow-adjusted strategy and benchmark growth share a separate normalized view.

Account value2.1m1.1m9,032.98Account value (USDT)EarlierLaterScored period9,032.98 to 2.1m USDT
Raw balanceRaw account equity
Balance: 10,000 to 2.0m USDTEquity: 10,000 to 2.0m USDTExternal flows: none
Flow-adjusted growth210.2237x105.5635x0.903298xGrowth multipleEarlierLaterScored period0.903298x to 210.2237x
Strategy growth
Strategy growth: 1.0000x to 196.5760xBenchmark: not declared
Initial / final balance10,000.00 USDT / 1,961,414.21 USDT
Peak observed balance2,048,614.64 USDT
Initial / final equity10,000.00 USDT / 1,965,760.06 USDT
Peak / minimum observed equity2,102,236.79 USDT / 9,032.98 USDT
Raw account change1,955,760.06 USDT
External contributions / withdrawals0.00 USDT / 0.00 USDT
Net external cash flow0.00 USDT
Flow-adjusted change1,955,760.06 USDT
Raw account return19557.60%
Time-weighted / annualized return19557.60% / 200.29%
Positive / negative / flat daily periods654 / 590 / 509
Positive daily-period rate37.31%
Best / worst daily period21.90% / -18.12%

Calendar returns and heatmap (observed daily-close)

Causal daily-close returns use the first complete valid causal mark at an exact internal UTC midnight, before later same-time modeled phases or fills. Without an exact complete mark, the latest valid prior mark is used. The interval belongs to the preceding UTC day; scored endpoints retain their causal opening and closing marks. This calendar projection is distinct from exact previous-report-close OOS.

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
202520.04%52.84%5.97%23.20%31.03%2.27%3.90%21.70%0.27%6.10%11.26%1.66%388.36%
202416.34%46.55%17.77%3.08%31.18%11.70%1.95%-1.45%3.87%5.02%31.13%-8.32%299.67%
20238.15%2.06%-1.13%11.19%7.13%3.46%0.43%4.75%7.99%22.08%1.68%9.62%107.91%
2022-16.35%0.00%14.38%-13.47%33.95%54.32%-37.48%7.99%38.71%20.52%1.24%7.13%109.49%
20210.00%0.00%12.12%13.81%6.98%31.20%-13.51%17.52%4.44%21.62%131.24%
Yearly, quarterly, weekly, and daily return series

Yearly returns

PeriodReturn
2025388.36%
2024299.67%
2023107.91%
2022109.49%
2021131.24%

Quarterly returns

PeriodReturn
2025-Q420.00%
2025-Q326.79%
2025-Q265.09%
2025-Q194.41%
2024-Q426.26%
2024-Q34.37%
2024-Q251.04%
2024-Q1100.81%
2023-Q436.07%
2023-Q313.61%
2023-Q223.24%
2023-Q19.14%
2022-Q430.72%
2022-Q3-6.36%
2022-Q278.87%
2022-Q1-4.32%
2021-Q449.28%
2021-Q321.39%
2021-Q227.61%
2021-Q10.00%

Weekly returns

PeriodReturn
2026-W010.71%
2025-W52-0.54%
2025-W510.00%
2025-W500.00%
2025-W491.49%
2025-W486.75%
2025-W47-9.48%
2025-W468.85%
2025-W457.34%
2025-W446.26%
2025-W43-5.29%
2025-W424.06%
2025-W419.49%
2025-W40-8.90%
2025-W396.79%
2025-W383.71%
2025-W37-6.81%
2025-W36-2.76%
2025-W35-7.99%
2025-W346.91%
2025-W335.21%
2025-W3214.25%
2025-W311.16%
2025-W303.43%
2025-W290.00%
2025-W28-1.17%
2025-W272.79%
2025-W263.11%
2025-W25-0.97%
2025-W241.52%
2025-W23-1.19%
2025-W22-5.38%
2025-W211.07%
2025-W20-0.73%
2025-W1941.94%
2025-W18-2.44%
2025-W1713.14%
2025-W16-2.99%
2025-W15-0.82%
2025-W1412.49%
2025-W1311.23%
2025-W12-6.48%
2025-W11-6.76%
2025-W1026.02%
2025-W096.49%
2025-W08-2.96%
2025-W076.02%
2025-W066.71%
2025-W0511.76%
2025-W04-0.58%
2025-W031.75%
2025-W0210.14%
2025-W019.46%
2024-W522.25%
2024-W51-17.25%
2024-W500.76%
2024-W498.01%
2024-W488.52%
2024-W47-0.31%
2024-W46-3.40%
2024-W4525.63%
2024-W446.01%
2024-W43-8.74%
2024-W425.32%
2024-W41-0.08%
2024-W403.15%
2024-W390.00%
2024-W3812.73%
2024-W370.79%
2024-W36-5.28%
2024-W35-4.11%
2024-W34-0.79%
2024-W332.27%
2024-W32-2.16%
2024-W31-1.89%
2024-W3010.06%
2024-W29-9.86%
2024-W28-8.75%
2024-W2714.70%
2024-W26-0.55%
2024-W256.07%
2024-W241.90%
2024-W233.40%
2024-W22-1.14%
2024-W2124.58%
2024-W200.00%
2024-W197.05%
2024-W180.00%
2024-W170.00%
2024-W16-2.94%
2024-W1512.12%
2024-W14-5.27%
2024-W131.49%
2024-W120.00%
2024-W11-0.08%
2024-W1011.16%
2024-W0912.09%
2024-W088.04%
2024-W0715.07%
2024-W069.56%
2024-W05-5.60%
2024-W048.18%
2024-W030.57%
2024-W0220.65%
2024-W01-5.84%
2023-W520.00%
2023-W51-0.34%
2023-W50-4.06%
2023-W497.26%
2023-W485.17%
2023-W472.49%
2023-W46-1.64%
2023-W45-3.99%
2023-W446.77%
2023-W437.22%
2023-W426.28%
2023-W414.87%
2023-W406.30%
2023-W391.61%
2023-W38-2.56%
2023-W373.04%
2023-W361.12%
2023-W351.22%
2023-W34-1.75%
2023-W337.53%
2023-W32-0.08%
2023-W31-1.66%
2023-W30-1.43%
2023-W29-1.76%
2023-W283.19%
2023-W271.04%
2023-W26-2.15%
2023-W25-1.52%
2023-W24-0.07%
2023-W237.18%
2023-W22-0.51%
2023-W212.84%
2023-W200.00%
2023-W19-0.08%
2023-W184.78%
2023-W170.11%
2023-W160.65%
2023-W159.78%
2023-W14-0.97%
2023-W13-1.32%
2023-W120.43%
2023-W11-1.31%
2023-W100.00%
2023-W090.34%
2023-W08-0.62%
2023-W070.00%
2023-W060.00%
2023-W056.14%
2023-W042.02%
2023-W030.00%
2023-W020.00%
2023-W014.56%
2022-W523.06%
2022-W514.34%
2022-W500.00%
2022-W49-1.42%
2022-W48-6.95%
2022-W47-3.98%
2022-W463.67%
2022-W4510.80%
2022-W440.00%
2022-W4314.73%
2022-W423.44%
2022-W411.16%
2022-W40-3.41%
2022-W391.36%
2022-W382.85%
2022-W3722.37%
2022-W3614.56%
2022-W357.47%
2022-W34-11.52%
2022-W33-1.46%
2022-W3213.68%
2022-W310.00%
2022-W300.00%
2022-W29-18.22%
2022-W28-16.24%
2022-W27-8.42%
2022-W2610.13%
2022-W25-5.32%
2022-W2414.51%
2022-W2321.26%
2022-W22-0.20%
2022-W2111.77%
2022-W205.32%
2022-W1912.76%
2022-W1811.60%
2022-W17-6.65%
2022-W16-1.94%
2022-W15-6.65%
2022-W14-9.16%
2022-W136.84%
2022-W1215.22%
2022-W11-2.72%
2022-W102.46%
2022-W090.00%
2022-W080.00%
2022-W070.00%
2022-W060.00%
2022-W050.00%
2022-W042.24%
2022-W03-24.09%
2022-W02-4.99%
2022-W0118.09%
2021-W526.04%
2021-W51-3.59%
2021-W505.70%
2021-W490.56%
2021-W4815.86%
2021-W470.98%
2021-W46-0.44%
2021-W45-2.01%
2021-W44-1.61%
2021-W43-1.37%
2021-W42-6.17%
2021-W4111.53%
2021-W40-0.12%
2021-W3911.83%
2021-W38-8.20%
2021-W37-3.21%
2021-W36-13.78%
2021-W3515.08%
2021-W342.44%
2021-W33-2.10%
2021-W329.89%
2021-W3117.94%
2021-W3016.58%
2021-W290.00%
2021-W280.00%
2021-W270.00%
2021-W266.22%
2021-W250.00%
2021-W240.00%
2021-W230.00%
2021-W2212.49%
2021-W21-1.08%
2021-W200.00%
2021-W190.00%
2021-W180.00%
2021-W170.00%
2021-W160.00%
2021-W150.00%
2021-W140.00%
2021-W130.00%
2021-W120.00%
2021-W110.00%

Daily returns by UTC day

PeriodReturn
31 Dec 2025-0.06%
30 Dec 20251.23%
29 Dec 2025-0.45%
28 Dec 20250.07%
27 Dec 20250.72%
26 Dec 20250.85%
25 Dec 2025-1.50%
24 Dec 2025-0.66%
23 Dec 20250.00%
22 Dec 20250.00%
21 Dec 20250.00%
20 Dec 20250.00%
19 Dec 20250.00%
18 Dec 20250.00%
17 Dec 20250.00%
16 Dec 20250.00%
15 Dec 20250.00%
14 Dec 20250.00%
13 Dec 20250.00%
12 Dec 20250.00%
11 Dec 20250.00%
10 Dec 20250.00%
9 Dec 20250.00%
8 Dec 20250.00%
7 Dec 2025-0.08%
6 Dec 20250.54%
5 Dec 2025-3.56%
4 Dec 2025-1.72%
3 Dec 20256.40%
2 Dec 20257.07%
1 Dec 2025-6.44%
30 Nov 20250.05%
29 Nov 2025-1.37%
28 Nov 20250.52%
27 Nov 2025-0.35%
26 Nov 20252.25%
25 Nov 20250.19%
24 Nov 20255.41%
23 Nov 20251.15%
22 Nov 20250.14%
21 Nov 2025-2.40%
20 Nov 2025-6.33%
19 Nov 2025-3.13%
18 Nov 20253.04%
17 Nov 2025-2.06%
16 Nov 2025-2.44%
15 Nov 2025-1.38%
14 Nov 20253.02%
13 Nov 20254.89%
12 Nov 20250.08%
11 Nov 20254.19%
10 Nov 20250.41%
9 Nov 2025-5.25%
8 Nov 20250.99%
7 Nov 2025-3.42%
6 Nov 20253.17%
5 Nov 2025-3.09%
4 Nov 20257.66%
3 Nov 20257.90%
2 Nov 2025-0.87%
1 Nov 2025-0.59%
31 Oct 2025-0.96%
30 Oct 20252.25%
29 Oct 20251.79%
28 Oct 20253.41%
27 Oct 20251.16%
26 Oct 2025-5.63%
25 Oct 2025-0.50%
24 Oct 2025-2.10%
23 Oct 2025-1.36%
22 Oct 20251.63%
21 Oct 20252.69%
20 Oct 20250.08%
19 Oct 2025-2.31%
18 Oct 2025-1.38%
17 Oct 20251.53%
16 Oct 20252.28%
15 Oct 20253.31%
14 Oct 20252.85%
13 Oct 2025-2.13%
12 Oct 2025-8.85%
11 Oct 20251.75%
10 Oct 202513.73%
9 Oct 20254.14%
8 Oct 2025-2.03%
7 Oct 20256.48%
6 Oct 2025-4.45%
5 Oct 2025-0.68%
4 Oct 20250.67%
3 Oct 2025-0.77%
2 Oct 2025-3.41%
1 Oct 2025-4.85%
30 Sept 20251.68%
29 Sept 2025-1.75%
28 Sept 2025-2.85%
27 Sept 20250.30%
26 Sept 2025-3.54%
25 Sept 20256.67%
24 Sept 20250.28%
23 Sept 20250.72%
22 Sept 20255.46%
21 Sept 20250.80%
20 Sept 2025-0.25%
19 Sept 20252.71%
18 Sept 20250.09%
17 Sept 2025-2.02%
16 Sept 20250.50%
15 Sept 20251.90%
14 Sept 20251.46%
13 Sept 20251.07%
12 Sept 2025-5.69%
11 Sept 2025-2.57%
10 Sept 2025-0.90%
9 Sept 2025-0.10%
8 Sept 2025-0.09%
7 Sept 2025-0.08%
6 Sept 2025-0.80%
5 Sept 20250.25%
4 Sept 2025-3.44%
3 Sept 20252.85%
2 Sept 20250.28%
1 Sept 2025-1.75%
31 Aug 20250.38%
30 Aug 20250.24%
29 Aug 20250.00%
28 Aug 20250.00%
27 Aug 20250.00%
26 Aug 2025-0.08%
25 Aug 2025-8.48%
24 Aug 20250.06%
23 Aug 2025-1.15%
22 Aug 202514.39%
21 Aug 2025-2.55%
20 Aug 20256.38%
19 Aug 2025-5.50%
18 Aug 2025-3.56%
17 Aug 20251.12%
16 Aug 2025-0.36%
15 Aug 2025-2.39%
14 Aug 2025-4.27%
13 Aug 20253.47%
12 Aug 20258.74%
11 Aug 2025-0.68%
10 Aug 2025-0.33%
9 Aug 2025-0.08%
8 Aug 20252.58%
7 Aug 20256.16%
6 Aug 20251.99%
5 Aug 2025-2.95%
4 Aug 20256.42%
3 Aug 20252.94%
2 Aug 20250.00%
1 Aug 20250.00%
31 Jul 2025-0.08%
30 Jul 20250.45%
29 Jul 2025-0.11%
28 Jul 2025-1.98%
27 Jul 20253.43%
26 Jul 20250.00%
25 Jul 20250.00%
24 Jul 20250.00%
23 Jul 20250.00%
22 Jul 20250.00%
21 Jul 20250.00%
20 Jul 20250.00%
19 Jul 20250.00%
18 Jul 20250.00%
17 Jul 20250.00%
16 Jul 20250.00%
15 Jul 20250.00%
14 Jul 20250.00%
13 Jul 20250.00%
12 Jul 20250.00%
11 Jul 20250.00%
10 Jul 20250.00%
9 Jul 20250.00%
8 Jul 2025-0.08%
7 Jul 2025-1.09%
6 Jul 20252.14%
5 Jul 20250.33%
4 Jul 2025-3.22%
3 Jul 20250.80%
2 Jul 20256.92%
1 Jul 2025-3.24%
30 Jun 2025-0.61%
29 Jun 20252.65%
28 Jun 20250.44%
27 Jun 20250.00%
26 Jun 20250.00%
25 Jun 20250.00%
24 Jun 20250.00%
23 Jun 20250.00%
22 Jun 20250.00%
21 Jun 20250.00%
20 Jun 20250.00%
19 Jun 2025-0.08%
18 Jun 20250.59%
17 Jun 2025-1.35%
16 Jun 2025-0.12%
15 Jun 20250.67%
14 Jun 2025-1.90%
13 Jun 2025-2.38%
12 Jun 2025-4.67%
11 Jun 2025-1.60%
10 Jun 20255.08%
9 Jun 20256.82%
8 Jun 2025-0.60%
7 Jun 20251.95%
6 Jun 20252.57%
5 Jun 2025-7.43%
4 Jun 20250.57%
3 Jun 2025-0.58%
2 Jun 20252.71%
1 Jun 20250.45%
31 May 2025-0.13%
30 May 2025-3.83%
29 May 2025-1.93%
28 May 20250.00%
27 May 20250.00%
26 May 20250.00%
25 May 20250.00%
24 May 2025-0.08%
23 May 2025-5.18%
22 May 20254.48%
21 May 20251.04%
20 May 2025-0.16%
19 May 20251.22%
18 May 20250.92%
17 May 2025-2.42%
16 May 2025-0.48%
15 May 2025-2.33%
14 May 2025-2.63%
13 May 20257.40%
12 May 2025-0.83%
11 May 2025-0.08%
10 May 202510.12%
9 May 20256.27%
8 May 202521.90%
7 May 2025-0.42%
6 May 20250.00%
5 May 20250.00%
4 May 2025-0.08%
3 May 20250.50%
2 May 2025-0.23%
1 May 2025-2.50%
30 Apr 20250.22%
29 Apr 20250.13%
28 Apr 2025-0.48%
27 Apr 20251.69%
26 Apr 2025-2.02%
25 Apr 2025-0.81%
24 Apr 20251.25%
23 Apr 20252.20%
22 Apr 202511.19%
21 Apr 2025-0.50%
20 Apr 2025-1.68%
19 Apr 20250.00%
18 Apr 20250.00%
17 Apr 20250.00%
16 Apr 20250.00%
15 Apr 2025-0.06%
14 Apr 2025-1.28%
13 Apr 20252.34%
12 Apr 2025-3.76%
11 Apr 2025-2.09%
10 Apr 20257.52%
9 Apr 2025-9.09%
8 Apr 20253.82%
7 Apr 20251.35%
6 Apr 202512.31%
5 Apr 20250.61%
4 Apr 20250.01%
3 Apr 2025-1.19%
2 Apr 20256.32%
1 Apr 2025-4.54%
31 Mar 2025-0.75%
30 Mar 20251.06%
29 Mar 20253.65%
28 Mar 20256.05%
27 Mar 20250.33%
26 Mar 20253.32%
25 Mar 20250.88%
24 Mar 2025-4.26%
23 Mar 2025-1.42%
22 Mar 2025-0.80%
21 Mar 20250.99%
20 Mar 20254.23%
19 Mar 2025-6.78%
18 Mar 2025-0.31%
17 Mar 2025-2.25%
16 Mar 2025-2.62%
15 Mar 20251.35%
14 Mar 20252.51%
13 Mar 2025-2.28%
12 Mar 2025-0.79%
11 Mar 20253.13%
10 Mar 2025-7.83%
9 Mar 20258.58%
8 Mar 2025-2.82%
7 Mar 20252.82%
6 Mar 20251.90%
5 Mar 2025-3.24%
4 Mar 2025-0.99%
3 Mar 202518.98%
2 Mar 2025-13.39%
1 Mar 20250.86%
28 Feb 20252.20%
27 Feb 20250.90%
26 Feb 20255.38%
25 Feb 20250.56%
24 Feb 202511.55%
23 Feb 2025-2.03%
22 Feb 2025-3.57%
21 Feb 20252.65%
20 Feb 2025-0.82%
19 Feb 2025-1.54%
18 Feb 20252.55%
17 Feb 2025-0.08%
16 Feb 20251.15%
15 Feb 20251.04%
14 Feb 20251.86%
13 Feb 2025-2.30%
12 Feb 20255.24%
11 Feb 2025-2.22%
10 Feb 20251.29%
9 Feb 2025-0.33%
8 Feb 2025-0.30%
7 Feb 20251.83%
6 Feb 20252.96%
5 Feb 2025-1.63%
4 Feb 20254.42%
3 Feb 2025-0.28%
2 Feb 20257.91%
1 Feb 20255.83%
31 Jan 2025-1.66%
30 Jan 2025-4.01%
29 Jan 2025-1.07%
28 Jan 20253.21%
27 Jan 20251.52%
26 Jan 20252.65%
25 Jan 2025-0.29%
24 Jan 20250.95%
23 Jan 2025-2.98%
22 Jan 20252.59%
21 Jan 2025-1.30%
20 Jan 2025-2.06%
19 Jan 20252.80%
18 Jan 20254.38%
17 Jan 2025-4.20%
16 Jan 20253.76%
15 Jan 2025-5.58%
14 Jan 2025-2.12%
13 Jan 20253.24%
12 Jan 20250.40%
11 Jan 2025-0.41%
10 Jan 2025-1.17%
9 Jan 20252.73%
8 Jan 20251.38%
7 Jan 20258.54%
6 Jan 2025-1.40%
5 Jan 20250.43%
4 Jan 20251.32%
3 Jan 20254.46%
2 Jan 20252.84%
1 Jan 20250.71%
31 Dec 2024-0.72%
30 Dec 20240.15%
29 Dec 2024-1.40%
28 Dec 20242.13%
27 Dec 2024-0.04%
26 Dec 2024-4.64%
25 Dec 20240.09%
24 Dec 20242.08%
23 Dec 20244.27%
22 Dec 2024-1.68%
21 Dec 2024-3.84%
20 Dec 20241.62%
19 Dec 2024-5.79%
18 Dec 2024-6.86%
17 Dec 2024-2.39%
16 Dec 20240.56%
15 Dec 2024-0.08%
14 Dec 2024-0.94%
13 Dec 20240.65%
12 Dec 20241.23%
11 Dec 20240.00%
10 Dec 20240.00%
9 Dec 2024-0.08%
8 Dec 20240.22%
7 Dec 2024-0.08%
6 Dec 20245.67%
5 Dec 2024-1.40%
4 Dec 20246.19%
3 Dec 2024-0.80%
2 Dec 2024-1.72%
1 Dec 20240.13%
30 Nov 20243.11%
29 Nov 20240.35%
28 Nov 2024-2.04%
27 Nov 20249.90%
26 Nov 2024-2.70%
25 Nov 20240.00%
24 Nov 20240.00%
23 Nov 20240.00%
22 Nov 20240.00%
21 Nov 2024-0.08%
20 Nov 2024-1.23%
19 Nov 2024-3.17%
18 Nov 20244.32%
17 Nov 2024-1.81%
16 Nov 20241.39%
15 Nov 20241.04%
14 Nov 2024-4.05%
13 Nov 2024-1.73%
12 Nov 2024-3.83%
11 Nov 20245.92%
10 Nov 20241.77%
9 Nov 2024-0.08%
8 Nov 20242.32%
7 Nov 20246.37%
6 Nov 202412.49%
5 Nov 20240.91%
4 Nov 20240.00%
3 Nov 20240.00%
2 Nov 20240.00%
1 Nov 20240.00%
31 Oct 2024-0.08%
30 Oct 20240.79%
29 Oct 20242.83%
28 Oct 20242.38%
27 Oct 20241.03%
26 Oct 20241.73%
25 Oct 2024-3.78%
24 Oct 20240.46%
23 Oct 2024-3.75%
22 Oct 2024-1.66%
21 Oct 2024-2.95%
20 Oct 20243.74%
19 Oct 20240.25%
18 Oct 20241.41%
17 Oct 2024-0.20%
16 Oct 20240.07%
15 Oct 20240.00%
14 Oct 20240.00%
13 Oct 20240.00%
12 Oct 20240.00%
11 Oct 20240.00%
10 Oct 20240.00%
9 Oct 20240.00%
8 Oct 20240.00%
7 Oct 2024-0.08%
6 Oct 20241.05%
5 Oct 20240.00%
4 Oct 20242.75%
3 Oct 2024-0.67%
2 Oct 20240.00%
1 Oct 20240.00%
30 Sept 20240.00%
29 Sept 20240.00%
28 Sept 20240.00%
27 Sept 20240.00%
26 Sept 20240.00%
25 Sept 20240.00%
24 Sept 20240.00%
23 Sept 20240.00%
22 Sept 2024-0.08%
21 Sept 20241.97%
20 Sept 20243.91%
19 Sept 20243.81%
18 Sept 20241.44%
17 Sept 20241.99%
16 Sept 2024-0.86%
15 Sept 2024-4.23%
14 Sept 2024-0.89%
13 Sept 20243.28%
12 Sept 20240.92%
11 Sept 2024-2.01%
10 Sept 20241.26%
9 Sept 20242.69%
8 Sept 20241.06%
7 Sept 20242.18%
6 Sept 2024-6.06%
5 Sept 2024-3.34%
4 Sept 20241.04%
3 Sept 2024-4.45%
2 Sept 20244.64%
1 Sept 2024-3.49%
31 Aug 2024-0.51%
30 Aug 2024-0.13%
29 Aug 20240.00%
28 Aug 20240.00%
27 Aug 20240.00%
26 Aug 20240.00%
25 Aug 20240.00%
24 Aug 20240.00%
23 Aug 20240.00%
22 Aug 2024-0.08%
21 Aug 2024-2.19%
20 Aug 20242.48%
19 Aug 2024-0.95%
18 Aug 2024-0.05%
17 Aug 20240.85%
16 Aug 20240.89%
15 Aug 2024-3.42%
14 Aug 2024-1.53%
13 Aug 2024-0.74%
12 Aug 20246.54%
11 Aug 2024-2.16%
10 Aug 20240.00%
9 Aug 20240.00%
8 Aug 20240.00%
7 Aug 20240.00%
6 Aug 20240.00%
5 Aug 20240.00%
4 Aug 20240.00%
3 Aug 20240.00%
2 Aug 20240.00%
1 Aug 2024-0.08%
31 Jul 2024-1.55%
30 Jul 20241.23%
29 Jul 2024-1.48%
28 Jul 2024-0.67%
27 Jul 20240.88%
26 Jul 2024-3.27%
25 Jul 20245.60%
24 Jul 20245.41%
23 Jul 2024-1.56%
22 Jul 20243.62%
21 Jul 2024-0.69%
20 Jul 2024-0.48%
19 Jul 2024-2.81%
18 Jul 2024-1.41%
17 Jul 20242.09%
16 Jul 20241.39%
15 Jul 2024-8.04%
14 Jul 2024-2.29%
13 Jul 2024-1.34%
12 Jul 2024-1.14%
11 Jul 20240.03%
10 Jul 2024-0.90%
9 Jul 2024-1.22%
8 Jul 2024-2.23%
7 Jul 20243.55%
6 Jul 2024-2.19%
5 Jul 20242.06%
4 Jul 20246.57%
3 Jul 20243.63%
2 Jul 20240.58%
1 Jul 2024-0.11%
30 Jun 2024-1.76%
29 Jun 20240.04%
28 Jun 20242.07%
27 Jun 2024-2.27%
26 Jun 20240.65%
25 Jun 2024-1.18%
24 Jun 20241.99%
23 Jun 20242.15%
22 Jun 20240.66%
21 Jun 2024-0.17%
20 Jun 20241.42%
19 Jun 2024-2.20%
18 Jun 20240.78%
17 Jun 20243.38%
16 Jun 2024-1.61%
15 Jun 2024-2.50%
14 Jun 2024-0.34%
13 Jun 20242.40%
12 Jun 2024-1.61%
11 Jun 20244.67%
10 Jun 20241.06%
9 Jun 2024-0.66%
8 Jun 2024-0.06%
7 Jun 20243.54%
6 Jun 20241.40%
5 Jun 2024-1.59%
4 Jun 20241.18%
3 Jun 2024-0.38%
2 Jun 2024-0.90%
1 Jun 20241.42%
31 May 20240.42%
30 May 2024-0.53%
29 May 2024-2.04%
28 May 2024-1.26%
27 May 20241.80%
26 May 20242.03%
25 May 20240.62%
24 May 2024-1.49%
23 May 20241.17%
22 May 2024-1.37%
21 May 20243.45%
20 May 202419.34%
19 May 20240.00%
18 May 20240.00%
17 May 20240.00%
16 May 20240.00%
15 May 20240.00%
14 May 20240.00%
13 May 20240.00%
12 May 20240.00%
11 May 2024-0.07%
10 May 20243.89%
9 May 2024-1.86%
8 May 20240.97%
7 May 20241.77%
6 May 20242.25%
5 May 20240.00%
4 May 20240.00%
3 May 20240.00%
2 May 20240.00%
1 May 20240.00%
30 Apr 20240.00%
29 Apr 20240.00%
28 Apr 20240.00%
27 Apr 20240.00%
26 Apr 20240.00%
25 Apr 20240.00%
24 Apr 20240.00%
23 Apr 20240.00%
22 Apr 20240.00%
21 Apr 20240.00%
20 Apr 20240.00%
19 Apr 2024-0.08%
18 Apr 20242.66%
17 Apr 2024-3.21%
16 Apr 2024-0.57%
15 Apr 2024-1.67%
14 Apr 20244.89%
13 Apr 20240.00%
12 Apr 20240.00%
11 Apr 20240.00%
10 Apr 20240.00%
9 Apr 2024-0.08%
8 Apr 20246.97%
7 Apr 20243.10%
6 Apr 20241.00%
5 Apr 2024-0.30%
4 Apr 20240.49%
3 Apr 20240.98%
2 Apr 2024-6.46%
1 Apr 2024-3.89%
31 Mar 20244.00%
30 Mar 2024-0.10%
29 Mar 2024-1.45%
28 Mar 20241.67%
27 Mar 2024-2.37%
26 Mar 2024-0.14%
25 Mar 20240.00%
24 Mar 20240.00%
23 Mar 20240.00%
22 Mar 20240.00%
21 Mar 20240.00%
20 Mar 20240.00%
19 Mar 20240.00%
18 Mar 20240.00%
17 Mar 20240.00%
16 Mar 20240.00%
15 Mar 20240.00%
14 Mar 20240.00%
13 Mar 20240.00%
12 Mar 20240.00%
11 Mar 2024-0.08%
10 Mar 2024-0.70%
9 Mar 20240.62%
8 Mar 20240.35%
7 Mar 20241.25%
6 Mar 20247.54%
5 Mar 2024-2.07%
4 Mar 20243.97%
3 Mar 20241.95%
2 Mar 2024-0.30%
1 Mar 20242.78%
29 Feb 2024-1.31%
28 Feb 20244.39%
27 Feb 20242.07%
26 Feb 20242.02%
25 Feb 20244.07%
24 Feb 20242.44%
23 Feb 2024-1.68%
22 Feb 20240.08%
21 Feb 2024-1.58%
20 Feb 20242.41%
19 Feb 20242.20%
18 Feb 20243.44%
17 Feb 2024-0.56%
16 Feb 2024-0.75%
15 Feb 20241.74%
14 Feb 20245.13%
13 Feb 2024-0.71%
12 Feb 20246.14%
11 Feb 20240.28%
10 Feb 20240.56%
9 Feb 20242.79%
8 Feb 2024-0.22%
7 Feb 20242.20%
6 Feb 20243.10%
5 Feb 20240.53%
4 Feb 2024-0.31%
3 Feb 2024-0.55%
2 Feb 20240.23%
1 Feb 20240.91%
31 Jan 2024-2.71%
30 Jan 2024-0.96%
29 Jan 2024-2.30%
28 Jan 20240.43%
27 Jan 20240.01%
26 Jan 2024-1.82%
25 Jan 20240.63%
24 Jan 20240.26%
23 Jan 20242.79%
22 Jan 20245.79%
21 Jan 20240.59%
20 Jan 20240.78%
19 Jan 2024-0.78%
18 Jan 20242.35%
17 Jan 20242.39%
16 Jan 2024-3.10%
15 Jan 2024-1.53%
14 Jan 20243.90%
13 Jan 20242.18%
12 Jan 2024-3.63%
11 Jan 20241.30%
10 Jan 202410.22%
9 Jan 20240.64%
8 Jan 20244.94%
7 Jan 2024-0.86%
6 Jan 2024-1.25%
5 Jan 20240.02%
4 Jan 20242.61%
3 Jan 2024-6.29%
2 Jan 20240.00%
1 Jan 20240.00%
31 Dec 20230.00%
30 Dec 20230.00%
29 Dec 20230.00%
28 Dec 20230.00%
27 Dec 20230.00%
26 Dec 20230.00%
25 Dec 20230.00%
24 Dec 20230.00%
23 Dec 20230.00%
22 Dec 20230.00%
21 Dec 2023-0.08%
20 Dec 2023-1.08%
19 Dec 20231.89%
18 Dec 2023-1.04%
17 Dec 20231.27%
16 Dec 20230.36%
15 Dec 2023-4.12%
14 Dec 20232.45%
13 Dec 20232.62%
12 Dec 2023-1.00%
11 Dec 2023-5.41%
10 Dec 20230.50%
9 Dec 2023-0.81%
8 Dec 20230.18%
7 Dec 20235.52%
6 Dec 2023-2.67%
5 Dec 20232.22%
4 Dec 20232.30%
3 Dec 20231.28%
2 Dec 20233.76%
1 Dec 20231.72%
30 Nov 20231.18%
29 Nov 2023-1.05%
28 Nov 2023-0.08%
27 Nov 2023-1.65%
26 Nov 2023-1.01%
25 Nov 20230.12%
24 Nov 20230.90%
23 Nov 2023-0.05%
22 Nov 20236.76%
21 Nov 2023-4.41%
20 Nov 20230.47%
19 Nov 20232.51%
18 Nov 20230.12%
17 Nov 2023-0.01%
16 Nov 2023-4.77%
15 Nov 20234.02%
14 Nov 2023-3.63%
13 Nov 20230.40%
12 Nov 2023-0.40%
11 Nov 2023-1.18%
10 Nov 2023-2.18%
9 Nov 2023-0.08%
8 Nov 20230.17%
7 Nov 2023-0.82%
6 Nov 20230.46%
5 Nov 20231.95%
4 Nov 20231.29%
3 Nov 20231.73%
2 Nov 2023-0.08%
1 Nov 20231.72%
31 Oct 20230.00%
30 Oct 20230.00%
29 Oct 20230.00%
28 Oct 20230.00%
27 Oct 20230.00%
26 Oct 20230.00%
25 Oct 2023-0.08%
24 Oct 20231.02%
23 Oct 20236.22%
22 Oct 20232.13%
21 Oct 20231.59%
20 Oct 20232.37%
19 Oct 20230.22%
18 Oct 2023-0.16%
17 Oct 20230.00%
16 Oct 20230.00%
15 Oct 20230.00%
14 Oct 2023-0.08%
13 Oct 2023-0.77%
12 Oct 20231.74%
11 Oct 20230.02%
10 Oct 20230.72%
9 Oct 20233.19%
8 Oct 20230.07%
7 Oct 20230.68%
6 Oct 2023-1.94%
5 Oct 20232.06%
4 Oct 20230.63%
3 Oct 20230.33%
2 Oct 20234.41%
1 Oct 2023-3.90%
30 Sept 20230.22%
29 Sept 20230.86%
28 Sept 20233.41%
27 Sept 20230.29%
26 Sept 20230.36%
25 Sept 20230.49%
24 Sept 2023-0.83%
23 Sept 20230.06%
22 Sept 20230.57%
21 Sept 2023-2.37%
20 Sept 2023-1.25%
19 Sept 20230.37%
18 Sept 20230.91%
17 Sept 2023-0.82%
16 Sept 20230.00%
15 Sept 20230.00%
14 Sept 20230.00%
13 Sept 20230.00%
12 Sept 2023-0.07%
11 Sept 20233.97%
10 Sept 20231.11%
9 Sept 20230.06%
8 Sept 20230.71%
7 Sept 2023-0.90%
6 Sept 20230.06%
5 Sept 2023-0.23%
4 Sept 20230.31%
3 Sept 20230.08%
2 Sept 2023-0.46%
1 Sept 20231.00%
31 Aug 20233.70%
30 Aug 20231.52%
29 Aug 2023-4.57%
28 Aug 20230.14%
27 Aug 20230.68%
26 Aug 2023-0.39%
25 Aug 2023-0.46%
24 Aug 2023-1.09%
23 Aug 20232.75%
22 Aug 2023-1.99%
21 Aug 2023-1.19%
20 Aug 2023-0.92%
19 Aug 2023-0.52%
18 Aug 20231.01%
17 Aug 20236.88%
16 Aug 20231.06%
15 Aug 20230.00%
14 Aug 20230.00%
13 Aug 20230.00%
12 Aug 20230.00%
11 Aug 20230.00%
10 Aug 20230.00%
9 Aug 20230.00%
8 Aug 20230.00%
7 Aug 2023-0.08%
6 Aug 2023-0.36%
5 Aug 20230.37%
4 Aug 2023-0.31%
3 Aug 2023-0.23%
2 Aug 2023-1.79%
1 Aug 20230.96%
31 Jul 2023-0.29%
30 Jul 2023-1.02%
29 Jul 20230.33%
28 Jul 20230.72%
27 Jul 2023-0.57%
26 Jul 20230.77%
25 Jul 20230.41%
24 Jul 2023-2.04%
23 Jul 20231.21%
22 Jul 2023-1.36%
21 Jul 2023-0.01%
20 Jul 20230.18%
19 Jul 2023-0.48%
18 Jul 2023-0.71%
17 Jul 2023-0.58%
16 Jul 2023-0.46%
15 Jul 2023-0.33%
14 Jul 2023-3.40%
13 Jul 20237.16%
12 Jul 2023-0.37%
11 Jul 2023-0.07%
10 Jul 20230.91%
9 Jul 2023-0.21%
8 Jul 20230.00%
7 Jul 20230.00%
6 Jul 2023-0.08%
5 Jul 20231.31%
4 Jul 20230.98%
3 Jul 2023-0.95%
2 Jul 2023-0.78%
1 Jul 20230.54%
30 Jun 2023-4.34%
29 Jun 2023-1.26%
28 Jun 20233.35%
27 Jun 2023-1.65%
26 Jun 20232.16%
25 Jun 2023-1.27%
24 Jun 20230.96%
23 Jun 2023-1.20%
22 Jun 20230.00%
21 Jun 20230.00%
20 Jun 20230.00%
19 Jun 20230.00%
18 Jun 20230.00%
17 Jun 20230.00%
16 Jun 20230.00%
15 Jun 20230.00%
14 Jun 20230.00%
13 Jun 20230.00%
12 Jun 2023-0.07%
11 Jun 2023-0.07%
10 Jun 20234.57%
9 Jun 20230.29%
8 Jun 2023-0.68%
7 Jun 20232.73%
6 Jun 2023-3.74%
5 Jun 20234.13%
4 Jun 20230.00%
3 Jun 20230.00%
2 Jun 20230.00%
1 Jun 20230.00%
31 May 2023-0.08%
30 May 20230.44%
29 May 2023-0.87%
28 May 20234.31%
27 May 20230.15%
26 May 20231.19%
25 May 20230.33%
24 May 2023-3.04%
23 May 20230.00%
22 May 20230.00%
21 May 20230.00%
20 May 20230.00%
19 May 20230.00%
18 May 20230.00%
17 May 20230.00%
16 May 20230.00%
15 May 20230.00%
14 May 20230.00%
13 May 20230.00%
12 May 20230.00%
11 May 20230.00%
10 May 20230.00%
9 May 20230.00%
8 May 2023-0.08%
7 May 20231.23%
6 May 2023-4.89%
5 May 20236.24%
4 May 2023-1.50%
3 May 20231.91%
2 May 20232.05%
1 May 20230.00%
30 Apr 20230.00%
29 Apr 20230.00%
28 Apr 20230.00%
27 Apr 20230.00%
26 Apr 2023-0.08%
25 Apr 20231.31%
24 Apr 2023-1.10%
23 Apr 2023-0.60%
22 Apr 20231.26%
21 Apr 20230.00%
20 Apr 20230.00%
19 Apr 20230.00%
18 Apr 20230.00%
17 Apr 20230.00%
16 Apr 20230.00%
15 Apr 2023-0.08%
14 Apr 20234.35%
13 Apr 20234.96%
12 Apr 20231.45%
11 Apr 2023-1.13%
10 Apr 20230.00%
9 Apr 20230.00%
8 Apr 20230.00%
7 Apr 20230.00%
6 Apr 20230.00%
5 Apr 20230.00%
4 Apr 2023-0.08%
3 Apr 2023-0.89%
2 Apr 20231.43%
1 Apr 20230.07%
31 Mar 2023-1.65%
30 Mar 2023-0.00%
29 Mar 2023-1.17%
28 Mar 2023-3.22%
27 Mar 20233.35%
26 Mar 2023-1.77%
25 Mar 20230.42%
24 Mar 20233.79%
23 Mar 2023-4.47%
22 Mar 20233.91%
21 Mar 2023-3.85%
20 Mar 20232.79%
19 Mar 2023-1.31%
18 Mar 20230.00%
17 Mar 20230.00%
16 Mar 20230.00%
15 Mar 20230.00%
14 Mar 20230.00%
13 Mar 20230.00%
12 Mar 20230.00%
11 Mar 20230.00%
10 Mar 20230.00%
9 Mar 20230.00%
8 Mar 20230.00%
7 Mar 20230.00%
6 Mar 20230.00%
5 Mar 20230.00%
4 Mar 20230.00%
3 Mar 2023-0.08%
2 Mar 2023-0.99%
1 Mar 20233.72%
28 Feb 2023-1.70%
27 Feb 2023-0.51%
26 Feb 20232.94%
25 Feb 2023-0.80%
24 Feb 2023-2.67%
23 Feb 20230.00%
22 Feb 20230.00%
21 Feb 20230.00%
20 Feb 20230.00%
19 Feb 20230.00%
18 Feb 20230.00%
17 Feb 20230.00%
16 Feb 20230.00%
15 Feb 20230.00%
14 Feb 20230.00%
13 Feb 20230.00%
12 Feb 20230.00%
11 Feb 20230.00%
10 Feb 20230.00%
9 Feb 20230.00%
8 Feb 20230.00%
7 Feb 20230.00%
6 Feb 20230.00%
5 Feb 2023-0.08%
4 Feb 20230.13%
3 Feb 20231.23%
2 Feb 20230.12%
1 Feb 20233.56%
31 Jan 20231.14%
30 Jan 2023-0.08%
29 Jan 20234.68%
28 Jan 2023-1.59%
27 Jan 2023-0.24%
26 Jan 2023-0.73%
25 Jan 20230.00%
24 Jan 20230.00%
23 Jan 20230.00%
22 Jan 20230.00%
21 Jan 20230.00%
20 Jan 20230.00%
19 Jan 20230.00%
18 Jan 20230.00%
17 Jan 20230.00%
16 Jan 20230.00%
15 Jan 20230.00%
14 Jan 20230.00%
13 Jan 20230.00%
12 Jan 20230.00%
11 Jan 20230.00%
10 Jan 20230.00%
9 Jan 20230.00%
8 Jan 20230.00%
7 Jan 20230.00%
6 Jan 20230.00%
5 Jan 2023-0.08%
4 Jan 20233.48%
3 Jan 20230.04%
2 Jan 20231.08%
1 Jan 20230.32%
31 Dec 2022-0.26%
30 Dec 2022-0.07%
29 Dec 20220.75%
28 Dec 20221.75%
27 Dec 20221.34%
26 Dec 2022-0.77%
25 Dec 20220.10%
24 Dec 2022-0.17%
23 Dec 20220.15%
22 Dec 20220.37%
21 Dec 2022-0.26%
20 Dec 20224.15%
19 Dec 20220.00%
18 Dec 20220.00%
17 Dec 20220.00%
16 Dec 20220.00%
15 Dec 20220.00%
14 Dec 20220.00%
13 Dec 20220.00%
12 Dec 20220.00%
11 Dec 2022-0.08%
10 Dec 2022-0.30%
9 Dec 20221.49%
8 Dec 2022-4.06%
7 Dec 20220.00%
6 Dec 2022-0.09%
5 Dec 20221.71%
4 Dec 2022-3.21%
3 Dec 20224.81%
2 Dec 2022-1.64%
1 Dec 20221.60%
30 Nov 2022-6.45%
29 Nov 2022-3.97%
28 Nov 20222.18%
27 Nov 20220.95%
26 Nov 2022-0.59%
25 Nov 20220.46%
24 Nov 2022-1.59%
23 Nov 2022-3.44%
22 Nov 2022-2.44%
21 Nov 20222.75%
20 Nov 20226.01%
19 Nov 20220.38%
18 Nov 20221.05%
17 Nov 2022-1.26%
16 Nov 2022-3.02%
15 Nov 20220.76%
14 Nov 2022-0.08%
13 Nov 2022-2.87%
12 Nov 2022-2.45%
11 Nov 2022-0.79%
10 Nov 202217.86%
9 Nov 20220.00%
8 Nov 20220.00%
7 Nov 20220.00%
6 Nov 20220.00%
5 Nov 20220.00%
4 Nov 20220.00%
3 Nov 20220.00%
2 Nov 20220.00%
1 Nov 20220.00%
31 Oct 20220.00%
30 Oct 20220.00%
29 Oct 20220.00%
28 Oct 20220.00%
27 Oct 2022-0.08%
26 Oct 20227.25%
25 Oct 20228.65%
24 Oct 2022-1.47%
23 Oct 20223.81%
22 Oct 20221.06%
21 Oct 20221.29%
20 Oct 2022-0.16%
19 Oct 2022-2.12%
18 Oct 20221.67%
17 Oct 2022-2.03%
16 Oct 2022-2.43%
15 Oct 20221.69%
14 Oct 2022-0.72%
13 Oct 20220.58%
12 Oct 2022-1.14%
11 Oct 20220.77%
10 Oct 20222.49%
9 Oct 2022-0.62%
8 Oct 20221.20%
7 Oct 20221.65%
6 Oct 2022-0.01%
5 Oct 20220.70%
4 Oct 2022-2.88%
3 Oct 2022-3.38%
2 Oct 20222.62%
1 Oct 20221.27%
30 Sept 20220.55%
29 Sept 20220.12%
28 Sept 2022-0.71%
27 Sept 20220.61%
26 Sept 2022-3.01%
25 Sept 20221.64%
24 Sept 20220.77%
23 Sept 2022-0.08%
22 Sept 2022-4.82%
21 Sept 20224.84%
20 Sept 20223.37%
19 Sept 2022-2.57%
18 Sept 20229.15%
17 Sept 2022-2.00%
16 Sept 20222.29%
15 Sept 202210.87%
14 Sept 2022-4.07%
13 Sept 20228.19%
12 Sept 2022-2.80%
11 Sept 2022-0.47%
10 Sept 20223.26%
9 Sept 20225.10%
8 Sept 20220.31%
7 Sept 20224.39%
6 Sept 20223.79%
5 Sept 2022-2.42%
4 Sept 2022-1.56%
3 Sept 2022-1.11%
2 Sept 2022-0.71%
1 Sept 20222.05%
31 Aug 20221.96%
30 Aug 2022-1.77%
29 Aug 20228.78%
28 Aug 2022-4.31%
27 Aug 2022-1.10%
26 Aug 2022-11.07%
25 Aug 20222.26%
24 Aug 2022-0.08%
23 Aug 20222.49%
22 Aug 20220.39%
21 Aug 20222.72%
20 Aug 2022-2.19%
19 Aug 20220.00%
18 Aug 20220.00%
17 Aug 20220.00%
16 Aug 2022-0.08%
15 Aug 2022-1.85%
14 Aug 2022-2.45%
13 Aug 20221.29%
12 Aug 20224.15%
11 Aug 20221.43%
10 Aug 20228.87%
9 Aug 2022-4.21%
8 Aug 20224.44%
7 Aug 20220.00%
6 Aug 20220.00%
5 Aug 20220.00%
4 Aug 20220.00%
3 Aug 20220.00%
2 Aug 20220.00%
1 Aug 20220.00%
31 Jul 20220.00%
30 Jul 20220.00%
29 Jul 20220.00%
28 Jul 20220.00%
27 Jul 20220.00%
26 Jul 20220.00%
25 Jul 20220.00%
24 Jul 20220.00%
23 Jul 20220.00%
22 Jul 20220.00%
21 Jul 20220.00%
20 Jul 20220.00%
19 Jul 2022-0.12%
18 Jul 2022-18.12%
17 Jul 20221.91%
16 Jul 2022-12.52%
15 Jul 2022-3.60%
14 Jul 2022-7.07%
13 Jul 2022-6.22%
12 Jul 20224.98%
11 Jul 20226.52%
10 Jul 20224.66%
9 Jul 2022-0.27%
8 Jul 20222.25%
7 Jul 2022-4.71%
6 Jul 2022-4.82%
5 Jul 20221.86%
4 Jul 2022-7.12%
3 Jul 2022-0.68%
2 Jul 2022-0.55%
1 Jul 20220.88%
30 Jun 20222.21%
29 Jun 20223.51%
28 Jun 20224.00%
27 Jun 20220.45%
26 Jun 20224.21%
25 Jun 2022-1.57%
24 Jun 2022-7.07%
23 Jun 2022-3.79%
22 Jun 20223.13%
21 Jun 20220.10%
20 Jun 20220.00%
19 Jun 2022-5.22%
18 Jun 20223.71%
17 Jun 2022-0.73%
16 Jun 20227.31%
15 Jun 2022-1.22%
14 Jun 20220.04%
13 Jun 202210.66%
12 Jun 20224.86%
11 Jun 20226.88%
10 Jun 20227.15%
9 Jun 20220.15%
8 Jun 20221.24%
7 Jun 20222.82%
6 Jun 2022-3.14%
5 Jun 2022-0.05%
4 Jun 2022-1.68%
3 Jun 20222.74%
2 Jun 2022-0.80%
1 Jun 20226.06%
31 May 20222.83%
30 May 2022-8.63%
29 May 2022-0.98%
28 May 2022-2.87%
27 May 20222.96%
26 May 20227.49%
25 May 20221.82%
24 May 2022-0.31%
23 May 20223.44%
22 May 2022-3.51%
21 May 2022-0.88%
20 May 20220.00%
19 May 2022-0.07%
18 May 20228.39%
17 May 2022-1.98%
16 May 20223.71%
15 May 2022-2.67%
14 May 2022-1.35%
13 May 2022-1.39%
12 May 20223.71%
11 May 20228.27%
10 May 2022-3.52%
9 May 20229.93%
8 May 20224.15%
7 May 20222.05%
6 May 20221.98%
5 May 20227.78%
4 May 2022-6.03%
3 May 20222.83%
2 May 2022-1.14%
1 May 2022-3.76%
30 Apr 2022-3.18%
29 Apr 2022-4.13%
28 Apr 20221.67%
27 Apr 20222.78%
26 Apr 20220.00%
25 Apr 20220.00%
24 Apr 2022-0.08%
23 Apr 2022-1.01%
22 Apr 2022-0.69%
21 Apr 2022-3.04%
20 Apr 2022-0.85%
19 Apr 20221.52%
18 Apr 20222.30%
17 Apr 2022-2.30%
16 Apr 20220.62%
15 Apr 20220.63%
14 Apr 2022-3.13%
13 Apr 20222.98%
12 Apr 20221.60%
11 Apr 2022-6.89%
10 Apr 2022-1.80%
9 Apr 20222.03%
8 Apr 2022-0.99%
7 Apr 20221.81%
6 Apr 2022-6.95%
5 Apr 2022-3.26%
4 Apr 2022-0.07%
3 Apr 20222.27%
2 Apr 2022-0.36%
1 Apr 20225.27%
31 Mar 2022-3.02%
30 Mar 2022-0.48%
29 Mar 20222.05%
28 Mar 20221.12%
27 Mar 20224.87%
26 Mar 20221.30%
25 Mar 2022-0.24%
24 Mar 20222.47%
23 Mar 20222.26%
22 Mar 20222.75%
21 Mar 20220.98%
20 Mar 2022-3.01%
19 Mar 20220.30%
18 Mar 20220.00%
17 Mar 20220.00%
16 Mar 20220.00%
15 Mar 20220.00%
14 Mar 20220.00%
13 Mar 20220.00%
12 Mar 2022-0.08%
11 Mar 2022-1.91%
10 Mar 2022-4.44%
9 Mar 20225.83%
8 Mar 20223.37%
7 Mar 20220.00%
6 Mar 20220.00%
5 Mar 20220.00%
4 Mar 20220.00%
3 Mar 20220.00%
2 Mar 20220.00%
1 Mar 20220.00%
28 Feb 20220.00%
27 Feb 20220.00%
26 Feb 20220.00%
25 Feb 20220.00%
24 Feb 20220.00%
23 Feb 20220.00%
22 Feb 20220.00%
21 Feb 20220.00%
20 Feb 20220.00%
19 Feb 20220.00%
18 Feb 20220.00%
17 Feb 20220.00%
16 Feb 20220.00%
15 Feb 20220.00%
14 Feb 20220.00%
13 Feb 20220.00%
12 Feb 20220.00%
11 Feb 20220.00%
10 Feb 20220.00%
9 Feb 20220.00%
8 Feb 20220.00%
7 Feb 20220.00%
6 Feb 20220.00%
5 Feb 20220.00%
4 Feb 20220.00%
3 Feb 20220.00%
2 Feb 20220.00%
1 Feb 20220.00%
31 Jan 20220.00%
30 Jan 2022-0.08%
29 Jan 20222.19%
28 Jan 20224.99%
27 Jan 2022-1.54%
26 Jan 20220.19%
25 Jan 20220.72%
24 Jan 2022-4.01%
23 Jan 20225.37%
22 Jan 2022-6.10%
21 Jan 2022-14.50%
20 Jan 2022-2.65%
19 Jan 2022-2.42%
18 Jan 2022-1.49%
17 Jan 2022-4.11%
16 Jan 20220.47%
15 Jan 2022-0.59%
14 Jan 2022-2.01%
13 Jan 20224.42%
12 Jan 2022-4.36%
11 Jan 2022-4.79%
10 Jan 20222.10%
9 Jan 2022-1.53%
8 Jan 20222.63%
7 Jan 20225.09%
6 Jan 20223.25%
5 Jan 20226.54%
4 Jan 2022-0.64%
3 Jan 20221.74%
2 Jan 2022-1.67%
1 Jan 2022-2.30%
31 Dec 20210.84%
30 Dec 2021-1.97%
29 Dec 20214.13%
28 Dec 20216.50%
27 Dec 20210.68%
26 Dec 20210.91%
25 Dec 2021-1.43%
24 Dec 20211.85%
23 Dec 2021-3.39%
22 Dec 20210.95%
21 Dec 2021-1.91%
20 Dec 2021-0.54%
19 Dec 20210.94%
18 Dec 2021-2.22%
17 Dec 20212.19%
16 Dec 20211.68%
15 Dec 2021-4.09%
14 Dec 2021-2.00%
13 Dec 20219.64%
12 Dec 2021-1.14%
11 Dec 2021-4.93%
10 Dec 20214.98%
9 Dec 20217.19%
8 Dec 2021-2.71%
7 Dec 20210.89%
6 Dec 2021-3.13%
5 Dec 2021-1.59%
4 Dec 20212.11%
3 Dec 20216.54%
2 Dec 20211.40%
1 Dec 2021-0.95%
30 Nov 20214.13%
29 Nov 20213.48%
28 Nov 20214.94%
27 Nov 20211.23%
26 Nov 2021-10.59%
25 Nov 20215.90%
24 Nov 2021-1.59%
23 Nov 20216.23%
22 Nov 2021-3.96%
21 Nov 2021-3.58%
20 Nov 20212.80%
19 Nov 20217.39%
18 Nov 2021-6.76%
17 Nov 20211.83%
16 Nov 2021-0.08%
15 Nov 2021-1.40%
14 Nov 2021-0.34%
13 Nov 2021-0.48%
12 Nov 2021-1.20%
11 Nov 20210.00%
10 Nov 20210.00%
9 Nov 20210.00%
8 Nov 20210.00%
7 Nov 2021-0.08%
6 Nov 20210.92%
5 Nov 2021-1.25%
4 Nov 2021-1.50%
3 Nov 20210.30%
2 Nov 20210.00%
1 Nov 20210.00%
31 Oct 20210.00%
30 Oct 20210.00%
29 Oct 20210.00%
28 Oct 20210.00%
27 Oct 2021-0.09%
26 Oct 20212.61%
25 Oct 2021-3.79%
24 Oct 20212.46%
23 Oct 2021-5.36%
22 Oct 20212.31%
21 Oct 20213.06%
20 Oct 2021-7.48%
19 Oct 2021-3.29%
18 Oct 20212.55%
17 Oct 2021-0.62%
16 Oct 2021-1.01%
15 Oct 20212.04%
14 Oct 20215.17%
13 Oct 20213.24%
12 Oct 2021-1.36%
11 Oct 20213.72%
10 Oct 2021-4.57%
9 Oct 20210.44%
8 Oct 2021-0.67%
7 Oct 20210.29%
6 Oct 20211.73%
5 Oct 20213.85%
4 Oct 2021-0.98%
3 Oct 20210.95%
2 Oct 20212.40%
1 Oct 202110.27%
30 Sept 20215.25%
29 Sept 20211.61%
28 Sept 2021-4.10%
27 Sept 2021-4.35%
26 Sept 20214.62%
25 Sept 2021-0.17%
24 Sept 2021-7.11%
23 Sept 20212.38%
22 Sept 202111.33%
21 Sept 2021-7.21%
20 Sept 2021-10.53%
19 Sept 2021-3.13%
18 Sept 20210.00%
17 Sept 20210.00%
16 Sept 20210.00%
15 Sept 20210.00%
14 Sept 20210.00%
13 Sept 2021-0.08%
12 Sept 20214.21%
11 Sept 20211.82%
10 Sept 2021-6.28%
9 Sept 2021-2.05%
8 Sept 20211.87%
7 Sept 2021-12.65%
6 Sept 2021-0.53%
5 Sept 20211.59%
4 Sept 2021-1.32%
3 Sept 20214.09%
2 Sept 2021-1.15%
1 Sept 202111.56%
31 Aug 20210.00%
30 Aug 20210.00%
29 Aug 20210.00%
28 Aug 20210.00%
27 Aug 20210.00%
26 Aug 20210.00%
25 Aug 20210.00%
24 Aug 2021-0.08%
23 Aug 20212.52%
22 Aug 20210.50%
21 Aug 2021-1.79%
20 Aug 20213.09%
19 Aug 20215.67%
18 Aug 2021-0.03%
17 Aug 2021-4.21%
16 Aug 2021-4.91%
15 Aug 20211.37%
14 Aug 2021-1.73%
13 Aug 20219.12%
12 Aug 2021-3.64%
11 Aug 20210.66%
10 Aug 2021-0.71%
9 Aug 20214.99%
8 Aug 2021-4.72%
7 Aug 20219.41%
6 Aug 20212.28%
5 Aug 20213.72%
4 Aug 20218.72%
3 Aug 2021-3.83%
2 Aug 20212.01%
1 Aug 20210.93%
31 Jul 20212.79%
30 Jul 20213.36%
29 Jul 20213.61%
28 Jul 20210.03%
27 Jul 20213.15%
26 Jul 20211.69%
25 Jul 20210.00%
24 Jul 20210.00%
23 Jul 20210.00%
22 Jul 20210.00%
21 Jul 20210.00%
20 Jul 20210.00%
19 Jul 20210.00%
18 Jul 20210.00%
17 Jul 20210.00%
16 Jul 20210.00%
15 Jul 20210.00%
14 Jul 20210.00%
13 Jul 20210.00%
12 Jul 20210.00%
11 Jul 20210.00%
10 Jul 20210.00%
9 Jul 20210.00%
8 Jul 20210.00%
7 Jul 20210.00%
6 Jul 20210.00%
5 Jul 20210.00%
4 Jul 20210.00%
3 Jul 20210.00%
2 Jul 2021-0.08%
1 Jul 2021-7.31%
30 Jun 20214.99%
29 Jun 20213.95%
28 Jun 20215.08%
27 Jun 20210.00%
26 Jun 20210.00%
25 Jun 20210.00%
24 Jun 20210.00%
23 Jun 20210.00%
22 Jun 20210.00%
21 Jun 20210.00%
20 Jun 20210.00%
19 Jun 20210.00%
18 Jun 20210.00%
17 Jun 20210.00%
16 Jun 20210.00%
15 Jun 20210.00%
14 Jun 20210.00%
13 Jun 20210.00%
12 Jun 20210.00%
11 Jun 20210.00%
10 Jun 20210.00%
9 Jun 20210.00%
8 Jun 20210.00%
7 Jun 20210.00%
6 Jun 20210.00%
5 Jun 2021-0.08%
4 Jun 2021-5.94%
3 Jun 20215.55%
2 Jun 20212.75%
1 Jun 2021-2.64%
31 May 202113.35%
30 May 20214.88%
29 May 2021-5.69%
28 May 20210.00%
27 May 20210.00%
26 May 20210.00%
25 May 20210.00%
24 May 20210.00%
23 May 20210.00%
22 May 20210.00%
21 May 20210.00%
20 May 20210.00%
19 May 20210.00%
18 May 20210.00%
17 May 20210.00%
16 May 20210.00%
15 May 20210.00%
14 May 20210.00%
13 May 20210.00%
12 May 20210.00%
11 May 20210.00%
10 May 20210.00%
9 May 20210.00%
8 May 20210.00%
7 May 20210.00%
6 May 20210.00%
5 May 20210.00%
4 May 20210.00%
3 May 20210.00%
2 May 20210.00%
1 May 20210.00%
30 Apr 20210.00%
29 Apr 20210.00%
28 Apr 20210.00%
27 Apr 20210.00%
26 Apr 20210.00%
25 Apr 20210.00%
24 Apr 20210.00%
23 Apr 20210.00%
22 Apr 20210.00%
21 Apr 20210.00%
20 Apr 20210.00%
19 Apr 20210.00%
18 Apr 20210.00%
17 Apr 20210.00%
16 Apr 20210.00%
15 Apr 20210.00%
14 Apr 20210.00%
13 Apr 20210.00%
12 Apr 20210.00%
11 Apr 20210.00%
10 Apr 20210.00%
9 Apr 20210.00%
8 Apr 20210.00%
7 Apr 20210.00%
6 Apr 20210.00%
5 Apr 20210.00%
4 Apr 20210.00%
3 Apr 20210.00%
2 Apr 20210.00%
1 Apr 20210.00%
31 Mar 20210.00%
30 Mar 20210.00%
29 Mar 20210.00%
28 Mar 20210.00%
27 Mar 20210.00%
26 Mar 20210.00%
25 Mar 20210.00%
24 Mar 20210.00%
23 Mar 20210.00%
22 Mar 20210.00%
21 Mar 20210.00%
20 Mar 20210.00%
19 Mar 20210.00%
18 Mar 20210.00%
17 Mar 20210.00%
16 Mar 20210.00%
15 Mar 20210.00%

Trade outcome profile

Net-after-fee outcomes show both the distribution of completed trades and their chronological winning and losing runs.

Net expectancy5.15%21,695.58 USDT average net outcome
Outlier PnL219.36%+1,744,423.03 USDT from 20 outliers
Longest win / loss streak10 / 3winning / losing trades
Average win / loss streak3.10 / 1.4020 winning / 20 losing runs

Net outcome distribution

Completed trades grouped into 24 symmetric bins around zero.

2311.50Trade countAverage loss -3.54%Average win 9.08%-38.4%-19.2%0.0%19.2%38.4%Net return on peak exposure
Losing tradesWinning tradesDashed lines show the average loss and average win.

Return on peak exposure is the default view. Outliers keep the net-PnL IQR basis shown in the summary. Complete per-trade excursion evidence supports the return values.

Winning and losing streaks

One chronological bar per completed trade.

38.4%0-38.4%Net return on peak exposure (%)123466890Closed trades, earlier to later
Winning tradesLosing tradesEach bar is one completed trade. Count rises within each run. Breakeven resets it to zero.

Return is net PnL divided by each trade's maximum observed gross exposure.

Drawdown and underwater analysis

Raw account and flow-adjusted views stay separate, with observed and daily-close coverage shown explicitly.

ViewCurrent amountCurrent fractionMaximum amountMaximum fractionMaximum durationTime underwaterCompleted episodesCoverage
Raw, maximum observed136,476.72 USDT6.49%443,752.29 USDT42.85%136.00 d95.72%167complete; 1754/1754 expected marks; 0 missing; expected cadence 1.00 d; observed median 1.00 d; maximum staleness 0 ms; maximum gap 1.00 d
Raw, daily close114,039.51 USDT5.48%367,810.96 USDT39.29%136.00 d90.64%102complete; 1754/1754 expected marks; 0 missing; expected cadence 1.00 d; observed median 1.00 d; maximum staleness 0 ms; maximum gap 1.00 d
Growth, maximum observed13.656.49%44.3842.85%136.00 d95.72%167complete; 1754/1754 expected marks; 0 missing; expected cadence 1.00 d; observed median 1.00 d; maximum staleness 0 ms; maximum gap 1.00 d
Growth, daily close11.405.48%36.7839.29%136.00 d90.64%102complete; 1754/1754 expected marks; 0 missing; expected cadence 1.00 d; observed median 1.00 d; maximum staleness 0 ms; maximum gap 1.00 d

Raw maximum-observed episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
14 Nov 2025, 00:00, UTC21 Nov 2025, 00:00, UTCnot recoveredunrecovered407,085.00 USDT19.36%48.00 dn/a

Completed episode summary

Completed episodes167
Average / median depth amount35,539.73 USDT / 7,544.63 USDT
Average / median depth8.87% / 7.18%
Average / maximum recovery time6.12 d / 122.00 d
Mean depth while underwater10.87%

Deepest observed episodes

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
16 Dec 2024, 00:00, UTC20 Dec 2024, 00:00, UTC9 Jan 2025, 00:00, UTCcompleted122,139.98 USDT24.61%24.00 d20.00 d
5 Jul 2024, 00:00, UTC6 Sept 2024, 00:00, UTC6 Nov 2024, 00:00, UTCcompleted99,133.64 USDT27.41%124.00 d61.00 d
30 Jun 2022, 00:00, UTC10 Aug 2022, 00:00, UTC25 Oct 2022, 00:00, UTCcompleted17,860.28 USDT42.64%117.00 d76.00 d
10 Jan 2022, 00:00, UTC24 Jan 2022, 00:00, UTC26 May 2022, 00:00, UTCcompleted12,034.60 USDT42.85%136.00 d122.00 d
3 Sept 2021, 00:00, UTC21 Sept 2021, 00:00, UTC3 Dec 2021, 00:00, UTCcompleted7,414.27 USDT35.17%91.00 d73.00 d

Raw daily-close episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
15 Nov 2025, 00:00, UTC22 Nov 2025, 00:00, UTCnot recoveredunrecovered291,448.93 USDT14.01%47.00 dn/a

Completed episode summary

Completed episodes102
Average / median depth amount20,941.78 USDT / 3,958.52 USDT
Average / median depth5.78% / 3.58%
Average / maximum recovery time7.95 d / 74.00 d
Mean depth while underwater8.86%

Deepest observed episodes

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
23 Aug 2025, 00:00, UTC7 Oct 2025, 00:00, UTC4 Nov 2025, 00:00, UTCcompleted367,810.96 USDT20.49%73.00 d28.00 d
8 Jul 2024, 00:00, UTC7 Sept 2024, 00:00, UTC7 Nov 2024, 00:00, UTCcompleted78,664.16 USDT22.45%122.00 d61.00 d
13 Jul 2022, 00:00, UTC29 Aug 2022, 00:00, UTC26 Oct 2022, 00:00, UTCcompleted15,868.03 USDT39.29%105.00 d58.00 d
11 Jan 2022, 00:00, UTC5 May 2022, 00:00, UTC27 May 2022, 00:00, UTCcompleted9,183.62 USDT34.29%136.00 d22.00 d
6 Sept 2021, 00:00, UTC22 Sept 2021, 00:00, UTC5 Dec 2021, 00:00, UTCcompleted6,332.26 USDT30.72%90.00 d74.00 d

Growth maximum-observed episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
14 Nov 2025, 00:00, UTC21 Nov 2025, 00:00, UTCnot recoveredunrecovered40.708519.36%48.00 dn/a

Completed episode summary

Completed episodes167
Average / median depth amount3.55 / 0.75
Average / median depth8.87% / 7.18%
Average / maximum recovery time6.12 d / 122.00 d
Mean depth while underwater10.87%

Deepest observed episodes

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
16 Dec 2024, 00:00, UTC20 Dec 2024, 00:00, UTC9 Jan 2025, 00:00, UTCcompleted12.214024.61%24.00 d20.00 d
5 Jul 2024, 00:00, UTC6 Sept 2024, 00:00, UTC6 Nov 2024, 00:00, UTCcompleted9.913427.41%124.00 d61.00 d
30 Jun 2022, 00:00, UTC10 Aug 2022, 00:00, UTC25 Oct 2022, 00:00, UTCcompleted1.786042.64%117.00 d76.00 d
10 Jan 2022, 00:00, UTC24 Jan 2022, 00:00, UTC26 May 2022, 00:00, UTCcompleted1.203542.85%136.00 d122.00 d
3 Sept 2021, 00:00, UTC21 Sept 2021, 00:00, UTC3 Dec 2021, 00:00, UTCcompleted0.74142735.17%91.00 d73.00 d

Growth daily-close episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
15 Nov 2025, 00:00, UTC22 Nov 2025, 00:00, UTCnot recoveredunrecovered29.144914.01%47.00 dn/a

Completed episode summary

Completed episodes102
Average / median depth amount2.09 / 0.40
Average / median depth5.78% / 3.58%
Average / maximum recovery time7.95 d / 74.00 d
Mean depth while underwater8.86%

Deepest observed episodes

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
23 Aug 2025, 00:00, UTC7 Oct 2025, 00:00, UTC4 Nov 2025, 00:00, UTCcompleted36.781120.49%73.00 d28.00 d
8 Jul 2024, 00:00, UTC7 Sept 2024, 00:00, UTC7 Nov 2024, 00:00, UTCcompleted7.866422.45%122.00 d61.00 d
13 Jul 2022, 00:00, UTC29 Aug 2022, 00:00, UTC26 Oct 2022, 00:00, UTCcompleted1.586839.29%105.00 d58.00 d
11 Jan 2022, 00:00, UTC5 May 2022, 00:00, UTC27 May 2022, 00:00, UTCcompleted0.91836234.29%136.00 d22.00 d
6 Sept 2021, 00:00, UTC22 Sept 2021, 00:00, UTC5 Dec 2021, 00:00, UTCcompleted0.63322630.72%90.00 d74.00 d

Risk and rolling metrics

Risk ratios use the declared utc-24x7-daily convention and 365 expected periods per year.

Risk metricValueObservations
Annualized volatility57.22%1,753
Annualized downside deviation33.94%1,753
Sharpe2.211,753
Sortino3.721,753
Calmar5.101,753
Omega1.491,753
Recovery factor497.801,753
K-ratio (kestner-2013-daily-v1)2.641,753
Ulcer index11.44%1,753
Skewness0.791,753
Excess kurtosis7.481,753
5% lower-tail return-4.01%1,753
5% expected shortfall-6.23%1,753
Tail ratio1.381,753

Trailing 30-day risk

Showing the latest 24 of 1724 windows. Algorithm: trailing-complete-daily-v1.

Observed growth drawdown uses every recorded complete valuation in the same interval, after exact external-flow adjustment. It does not infer losses between marks. Missing boundaries or partial evidence remain unavailable.

Period endNet returnAnnualized volatilitySharpeMaximum daily-close drawdownMaximum observed growth drawdown
1 Jan 2026, 00:00, UTC8.65%37.19%2.896.83%8.85%
132 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
31 Dec 2025, 00:00, UTC1.71%43.98%0.686.83%9.37%
132 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
30 Dec 2025, 00:00, UTC0.53%43.79%0.366.83%11.01%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
29 Dec 2025, 00:00, UTC-0.39%44.03%0.107.67%11.01%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
28 Dec 2025, 00:00, UTC0.06%44.07%0.237.67%12.30%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
27 Dec 2025, 00:00, UTC-1.01%44.02%-0.077.67%12.30%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
26 Dec 2025, 00:00, UTC0.37%44.63%0.317.67%12.30%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
25 Dec 2025, 00:00, UTC2.10%44.28%0.787.67%12.30%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
24 Dec 2025, 00:00, UTC8.34%47.90%2.277.67%12.30%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
23 Dec 2025, 00:00, UTC9.59%47.98%2.557.67%12.30%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
22 Dec 2025, 00:00, UTC9.74%47.97%2.597.67%12.30%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
21 Dec 2025, 00:00, UTC7.11%48.90%1.947.67%12.30%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
20 Dec 2025, 00:00, UTC0.33%54.04%0.338.58%14.44%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
19 Dec 2025, 00:00, UTC-2.82%55.17%-0.3611.44%16.14%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
18 Dec 2025, 00:00, UTC0.14%56.22%0.3011.44%17.33%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
17 Dec 2025, 00:00, UTC-1.92%56.70%-0.1411.44%18.69%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
16 Dec 2025, 00:00, UTC-4.32%57.32%-0.6612.81%19.33%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
15 Dec 2025, 00:00, UTC-5.64%57.49%-0.9514.01%19.33%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
14 Dec 2025, 00:00, UTC-2.79%58.55%-0.3114.01%19.36%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
13 Dec 2025, 00:00, UTC1.97%61.03%0.6814.01%19.36%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
12 Dec 2025, 00:00, UTC2.05%61.03%0.7014.01%19.36%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
11 Dec 2025, 00:00, UTC6.32%62.66%1.4914.01%19.36%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
10 Dec 2025, 00:00, UTC6.76%62.65%1.5714.01%19.36%
133 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
9 Dec 2025, 00:00, UTC1.16%65.54%0.5314.01%19.36%
133 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms

Trailing one-year K-ratio

Month-end samples from complete trailing 365-day windows. Showing the latest 24 samples.

Period endK-ratio
1 Jan 2026, 00:00, UTC2.97
31 Dec 2025, 00:00, UTC2.97
30 Nov 2025, 00:00, UTC3.40
31 Oct 2025, 00:00, UTC3.79
30 Sept 2025, 00:00, UTC4.74
31 Aug 2025, 00:00, UTC5.52
31 Jul 2025, 00:00, UTC4.43
30 Jun 2025, 00:00, UTC3.22
31 May 2025, 00:00, UTC2.61
30 Apr 2025, 00:00, UTC2.78
31 Mar 2025, 00:00, UTC2.90
28 Feb 2025, 00:00, UTC3.09
31 Jan 2025, 00:00, UTC2.83
31 Dec 2024, 00:00, UTC2.64
30 Nov 2024, 00:00, UTC2.78
31 Oct 2024, 00:00, UTC3.00
30 Sept 2024, 00:00, UTC3.77
31 Aug 2024, 00:00, UTC5.30
31 Jul 2024, 00:00, UTC5.76
30 Jun 2024, 00:00, UTC4.50
31 May 2024, 00:00, UTC3.42
30 Apr 2024, 00:00, UTC2.86
31 Mar 2024, 00:00, UTC2.58
29 Feb 2024, 00:00, UTC3.00

Trade analysis

Net-after-fee statistics are the headline view. Gross executed-price results remain available for comparison.

Trade lifecycles on market candles

ETHUSDT 1d · 1,753 confirmed candles · 275 modeled fill markers · 91 lifecycles

Use the chart controls to filter or jump between trades. Use the arrow keys to pan, plus and minus to zoom, Home to show all candles, End to fit the selected trade, and Shift with the left or right arrow to select the previous or next trade.

Long lifecycle Short lifecycle Filled entry Hollow exit Average entry
No trade selected
No trade selectedChoose a marker or use Previous trade and Next trade.
Entry
Not available
Exit
Not available
Quantity
Not available
Duration
Not available
Gross PnL
Not available
Net PnL
Not available
Fees
Not available
Slippage
Not available
MAE
Not available
MFE
Not available
Exit reason
Not available
Fill cause
Not available
Fill sequence
Not available
Closed trades90
Open trades1
Net wins / losses / breakeven62 / 28 / 0
Net win rate68.89%
Net profit / loss2,311,721.65 USDT / -359,119.74 USDT
Net expectancy21,695.58 USDT
Net profit factor6.44
Net average win / loss37,285.83 USDT / -12,825.71 USDT
Net median win / loss5,421.48 USDT / -1,681.47 USDT
Net payoff ratio2.91
Best / worst net trade461,276.37 USDT / -87,243.65 USDT
Maximum win / loss streak10 / 3
Gross wins / losses / breakeven62 / 28 / 0
Gross win rate68.89%
Gross profit / loss2,336,652.02 USDT / -348,338.97 USDT
Gross expectancy22,092.37 USDT
Gross profit factor6.71
Gross average win / loss37,687.94 USDT / -12,440.68 USDT
Gross median win / loss5,865.25 USDT / -1,607.14 USDT
Gross payoff ratio3.03
Best / worst gross trade464,228.12 USDT / -84,832.72 USDT
Average / median holding time13.06 d / 7.50 d
P90 / maximum holding time29.00 d / 69.00 d
Exposure67.48%
Maximum gross exposure2,104,287.42 USDT
Partial fills0
Worst MAE amount / fraction-353,322.08 USDT / 34.46%
Best MFE amount / fraction503,994.28 USDT / 45.54%
Trade ledger (91 rows)
Time / tradeStatusSideQuantityEntryExitExit reasonPartial fillsGross PnLNet after feesFeesSlippageMAE amount / fractionMFE amount / fractionHolding time
Open · …9bc266a370openlong661.74002,964.00openopen04,345.863,167.141,178.72392.83-51,407.17 / 2.54%61,414.31 / 3.04%open
Closed 7 Dec 2025, 00:00, UTC · …cc15d062ecclosedlong647.78003,167.013,036.05composition-target-transition0-84,832.72-87,243.652,410.93803.64-353,322.08 / 16.79%52,759.56 / 2.51%21.00 d
Closed 16 Nov 2025, 00:00, UTC · …b042527cf0closedshort663.58004,056.653,357.07composition-target-transition0464,228.12461,276.372,951.76983.94-184,640.59 / 9.05%503,994.28 / 24.70%69.00 d
Closed 7 Sept 2025, 00:00, UTC · …f369fdcee7closedlong372.46004,359.784,271.02composition-target-transition0-33,060.80-34,989.581,928.78642.92-55,787.72 / 3.33%50,896.00 / 3.04%8.00 d
Closed 26 Aug 2025, 00:00, UTC · …f8c8fc5e6aclosedlong371.77004,260.834,373.13composition-target-transition041,747.2439,821.341,925.91641.97-74,759.97 / 4.06%259,171.28 / 14.06%16.00 d
Closed 9 Aug 2025, 00:00, UTC · …e12ffdc7a7closedlong395.64003,393.384,008.09composition-target-transition0243,204.37241,447.381,756.99585.67-17,162.29 / 1.07%268,420.62 / 16.67%6.00 d
Closed 31 Jul 2025, 00:00, UTC · …d5af777f2bclosedlong352.92003,742.803,808.61composition-target-transition023,225.5621,626.541,599.03533.01-26,521.38 / 1.91%70,782.20 / 5.09%4.00 d
Closed 8 Jul 2025, 00:00, UTC · …5ef324a3f3closedlong520.52002,422.592,540.66composition-target-transition061,456.4159,906.331,550.08516.70-26,637.31 / 1.94%110,842.43 / 8.08%10.00 d
Closed 19 Jun 2025, 00:00, UTC · …f8bff28f48closedlong500.39002,680.872,523.18composition-target-transition0-78,904.20-80,466.631,562.43520.81-150,219.02 / 10.44%98,831.04 / 6.87%21.00 d
Closed 24 May 2025, 00:00, UTC · …7923727027closedlong531.88002,513.952,525.19composition-target-transition05,977.824,369.681,608.13536.04-105,074.32 / 7.21%119,453.50 / 8.20%12.00 d
Closed 11 May 2025, 00:00, UTC · …bd43510b95closedlong518.53001,816.732,581.13composition-target-transition0396,364.54394,996.281,368.26456.10-16,102.05 / 1.19%406,111.00 / 30.12%4.00 d
Closed 4 May 2025, 00:00, UTC · …43b826b923closedshort539.24001,793.811,832.89composition-target-transition0-21,071.24-22,244.641,173.40391.13-42,583.41 / 4.22%38,801.45 / 3.84%10.00 d
Closed 24 Apr 2025, 00:00, UTC · …444f57fdf9closedlong538.22001,612.761,793.65composition-target-transition097,354.6696,254.621,100.04366.68-41,808.36 / 4.24%119,805.29 / 12.14%4.00 d
Closed 15 Apr 2025, 00:00, UTC · …7108b036fdclosedshort432.20001,880.871,623.23composition-target-transition0111,348.42110,439.74908.68302.90-88,044.17 / 10.41%214,849.33 / 25.40%29.00 d
Closed 17 Mar 2025, 00:00, UTC · …36776304ccclosedlong402.61002,019.631,885.38composition-target-transition0-54,050.79-54,994.11943.32314.44-107,961.42 / 12.46%53,082.58 / 6.13%7.00 d
Closed 10 Mar 2025, 00:00, UTC · …d741028002closedshort350.10002,561.142,019.63composition-target-transition0189,582.90188,620.66962.24320.75-26,708.98 / 3.17%200,657.91 / 23.80%20.00 d
Closed 17 Feb 2025, 00:00, UTC · …8075d45535closedshort224.19002,723.832,660.48composition-target-transition014,200.9013,476.63724.26241.42-3,200.28 / 0.52%16,519.47 / 2.69%2.00 d
Closed 15 Feb 2025, 00:00, UTC · …c92cb4cc26closedlong224.51002,631.782,723.65composition-target-transition020,626.4819,905.07721.41240.47-25,543.91 / 4.07%36,837.50 / 5.88%6.00 d
Closed 9 Feb 2025, 00:00, UTC · …f6f7538cb4closedshort170.23003,538.202,656.09composition-target-transition0150,161.30149,528.62632.67210.90-10,894.00 / 2.07%239,204.10 / 45.54%35.00 d
Closed 5 Jan 2025, 00:00, UTC · …1057b9e153closedlong120.78003,961.893,655.31composition-target-transition0-37,029.22-37,581.23552.00184.00-104,099.34 / 20.96%18,040.64 / 3.63%20.00 d
Closed 15 Dec 2024, 00:00, UTC · …a9dc0d7048closedlong123.82003,832.453,869.27composition-target-transition04,559.013,986.83572.18190.73-4,536.31 / 0.92%19,505.82 / 3.95%3.00 d
Closed 9 Dec 2024, 00:00, UTC · …2e2bc8edb6closedlong118.55003,417.724,007.18composition-target-transition069,879.8969,351.76528.13176.05-19,475.80 / 4.01%79,933.12 / 16.48%13.00 d
Closed 21 Nov 2024, 00:00, UTC · …01b5ce413cclosedlong132.12003,128.793,070.49composition-target-transition0-7,702.58-8,194.01491.43163.81-15,132.45 / 3.32%42,401.85 / 9.30%11.00 d
Closed 9 Nov 2024, 00:00, UTC · …379ad9e8c7closedlong139.63002,398.352,963.62composition-target-transition078,928.3178,479.10449.21149.74-2,560.75 / 0.61%81,860.94 / 19.64%4.00 d
Closed 31 Oct 2024, 00:00, UTC · …28b0474140closedlong126.07002,606.842,659.46composition-target-transition06,633.396,235.04398.35132.78-28,495.76 / 8.16%20,653.89 / 5.91%15.00 d
Closed 7 Oct 2024, 00:00, UTC · …d6b0140162closedlong134.94002,363.082,438.43composition-target-transition010,167.699,778.94388.75129.58-7,357.27 / 2.22%12,694.81 / 3.83%4.00 d
Closed 22 Sept 2024, 00:00, UTC · …9ada834821closedlong122.29002,526.562,610.57composition-target-transition010,274.769,897.83376.93125.64-46,204.34 / 14.42%11,629.41 / 3.63%23.00 d
Closed 22 Aug 2024, 00:00, UTC · …7eddaa8512closedshort119.20002,612.952,629.65composition-target-transition0-1,990.46-2,365.41374.95124.98-9,780.68 / 3.04%9,538.06 / 2.97%4.00 d
Closed 18 Aug 2024, 00:00, UTC · …1ccabd4192closedlong119.29002,609.082,613.01composition-target-transition0469.0395.26373.77124.59-12,024.64 / 3.62%20,831.19 / 6.28%7.00 d
Closed 1 Aug 2024, 00:00, UTC · …b9a650e1bfclosedlong96.52003,277.793,230.98composition-target-transition0-4,517.31-4,894.24376.94125.65-6,377.60 / 1.97%6,964.36 / 2.15%1.00 d
Closed 31 Jul 2024, 00:00, UTC · …c8fb372149closedshort111.76003,636.423,280.96composition-target-transition039,726.5939,262.73463.85154.62-5,679.92 / 1.47%84,005.30 / 21.79%56.00 d
Closed 5 Jun 2024, 00:00, UTC · …145d997dc9closedlong72.69003,070.753,812.83composition-target-transition053,941.3053,641.08300.22100.08-1,796.46 / 0.62%66,160.95 / 22.88%16.00 d
Closed 11 May 2024, 00:00, UTC · …77fc178fa8closedshort66.50003,134.062,909.39composition-target-transition014,940.6414,699.51241.1380.38-5,806.58 / 2.71%17,181.81 / 8.02%5.00 d
Closed 19 Apr 2024, 00:00, UTC · …5cdbb8453bclosedlong68.18003,004.043,061.96composition-target-transition03,949.273,701.12248.1582.72-7,170.54 / 3.21%18,673.09 / 8.36%5.00 d
Closed 9 Apr 2024, 00:00, UTC · …9b73cae21aclosedlong55.46003,593.233,696.96composition-target-transition05,752.695,510.10242.5980.86-21,670.25 / 10.47%7,785.48 / 3.76%14.00 d
Closed 11 Mar 2024, 00:00, UTC · …2441b0655dclosedlong51.43002,342.133,880.31composition-target-transition079,108.8878,916.87192.0164.01-5,425.26 / 2.64%85,264.34 / 41.45%40.00 d
Closed 31 Jan 2024, 00:00, UTC · …cd29071f9aclosedshort48.91002,564.222,350.19composition-target-transition010,468.1010,323.89144.2248.07-2,010.54 / 1.66%18,580.63 / 15.38%17.00 d
Closed 14 Jan 2024, 00:00, UTC · …09e98c6306closedlong42.72002,357.602,578.52composition-target-transition09,437.749,311.22126.5242.17-13,397.05 / 11.54%15,470.37 / 13.32%11.00 d
Closed 21 Dec 2023, 00:00, UTC · …4c782e6288closedshort44.75002,229.322,204.21composition-target-transition01,123.821,004.78119.0439.68-1,767.89 / 1.74%5,021.58 / 4.95%4.00 d
Closed 17 Dec 2023, 00:00, UTC · …8212de4939closedlong44.78002,049.422,229.19composition-target-transition08,050.097,935.13114.9638.32-1,526.09 / 1.42%16,115.38 / 14.95%18.00 d
Closed 28 Nov 2023, 00:00, UTC · …c45e499511closedlong45.30002,124.342,028.71composition-target-transition0-4,332.20-4,445.08112.8837.63-9,960.13 / 10.27%708.73 / 0.73%18.00 d
Closed 9 Nov 2023, 00:00, UTC · …a7e66ee15aclosedlong51.00001,800.881,889.03composition-target-transition04,495.754,382.84112.9137.64-1,284.19 / 1.31%5,904.77 / 6.04%6.00 d
Closed 2 Nov 2023, 00:00, UTC · …626c379bdaclosedlong49.76001,816.171,848.04composition-target-transition01,585.711,476.31109.4036.47-1,660.65 / 1.79%2,310.70 / 2.49%1.00 d
Closed 25 Oct 2023, 00:00, UTC · …a1454b4df4closedlong50.71001,563.921,784.19composition-target-transition011,169.9111,068.04101.8733.96-1,208.56 / 1.28%14,760.02 / 15.69%7.00 d
Closed 14 Oct 2023, 00:00, UTC · …bba466973dclosedshort50.15001,659.891,551.62composition-target-transition05,429.495,332.8596.6332.21-4,738.69 / 5.99%7,212.83 / 9.12%13.00 d
Closed 1 Oct 2023, 00:00, UTC · …1c049d0b1bclosedlong44.35001,633.641,669.81composition-target-transition01,604.121,516.2287.9029.30-3,233.15 / 4.31%2,698.18 / 3.59%14.00 d
Closed 12 Sept 2023, 00:00, UTC · …07223ca312closedshort42.24001,656.551,551.12composition-target-transition04,453.234,371.9481.3027.10-3,646.86 / 5.08%5,385.90 / 7.51%15.00 d
Closed 28 Aug 2023, 00:00, UTC · …7eb96454f3closedlong41.16001,684.571,657.19composition-target-transition0-1,126.77-1,209.2982.5327.51-4,456.67 / 6.35%794.93 / 1.13%7.00 d
Closed 21 Aug 2023, 00:00, UTC · …0d13a02e95closedshort42.36001,799.941,684.57composition-target-transition04,887.344,798.7888.5629.52-110.56 / 0.15%12,788.60 / 17.79%5.00 d
Closed 7 Aug 2023, 00:00, UTC · …ebf40372e0closedlong35.30001,864.591,829.18composition-target-transition0-1,250.11-1,328.3478.2326.08-2,063.40 / 2.88%5,904.10 / 8.24%29.00 d
Closed 6 Jul 2023, 00:00, UTC · …1033130a71closedshort36.05001,870.611,913.83composition-target-transition0-1,558.26-1,640.1281.8627.29-3,851.01 / 5.40%2,017.57 / 2.83%13.00 d
Closed 12 Jun 2023, 00:00, UTC · …4f7b1acafeclosedshort33.33001,888.691,752.26composition-target-transition04,547.274,474.4672.8124.27-303.56 / 0.48%5,831.49 / 9.22%7.00 d
Closed 31 May 2023, 00:00, UTC · …9385cb39b2closedlong33.20001,854.161,899.44composition-target-transition01,503.271,428.5074.7724.92-3,199.51 / 4.99%2,576.29 / 4.02%7.00 d
Closed 8 May 2023, 00:00, UTC · …dd35fd13d0closedshort32.10001,895.121,869.61composition-target-transition0818.78746.2772.5124.17-1,211.75 / 1.95%923.22 / 1.49%1.00 d
Closed 7 May 2023, 00:00, UTC · …eb3fd40ae2closedlong32.12001,830.141,895.12composition-target-transition02,087.322,015.5271.7923.93-276.74 / 0.43%6,096.51 / 9.40%5.00 d
Closed 26 Apr 2023, 00:00, UTC · …697eca94a2closedlong31.56001,848.401,864.73composition-target-transition0515.29444.9870.3123.44-1,559.05 / 2.61%1,312.59 / 2.20%4.00 d
Closed 15 Apr 2023, 00:00, UTC · …16aff878f2closedlong27.83001,909.452,098.58composition-target-transition05,263.445,196.5266.9322.31-1,616.70 / 2.71%6,416.16 / 10.77%4.00 d
Closed 4 Apr 2023, 00:00, UTC · …db18c95209closedshort31.20001,757.951,811.03composition-target-transition0-1,656.01-1,722.8366.8122.27-3,118.80 / 5.38%2,283.48 / 3.94%16.00 d
Closed 3 Mar 2023, 00:00, UTC · …b83cb67ad1closedlong33.34001,650.221,647.57composition-target-transition0-88.34-154.3165.9721.99-3,130.63 / 5.60%915.52 / 1.64%7.00 d
Closed 5 Feb 2023, 00:00, UTC · …5e16dda716closedlong33.07001,566.231,665.63composition-target-transition03,286.953,222.8264.1321.38-491.53 / 0.86%5,233.88 / 9.18%5.00 d
Closed 30 Jan 2023, 00:00, UTC · …8413eada7fclosedlong31.53001,611.761,644.99composition-target-transition01,047.70986.0961.6120.54-2,050.15 / 3.91%1,605.44 / 3.06%4.00 d
Closed 5 Jan 2023, 00:00, UTC · …de58e62d33closedlong40.53001,190.291,256.05composition-target-transition02,665.282,605.7959.4919.83-414.95 / 0.80%3,336.10 / 6.47%7.00 d
Closed 29 Dec 2022, 00:00, UTC · …0540bb1421closedshort38.68001,219.261,190.33composition-target-transition01,118.711,062.7955.9218.64-548.17 / 1.15%1,477.45 / 3.10%5.00 d
Closed 24 Dec 2022, 00:00, UTC · …65fc2f1060closedlong38.71001,167.281,219.25composition-target-transition02,011.671,956.2455.4318.48-173.55 / 0.36%2,774.00 / 5.79%4.00 d
Closed 11 Dec 2022, 00:00, UTC · …ddbea5083fclosedshort37.85001,230.401,265.80composition-target-transition0-1,339.86-1,396.5556.6918.90-2,518.77 / 5.13%337.01 / 0.69%3.00 d
Closed 6 Dec 2022, 00:00, UTC · …2f004bc891closedshort41.28001,215.981,257.36composition-target-transition0-1,708.05-1,769.3161.2620.42-3,898.27 / 7.46%5,759.50 / 11.03%16.00 d
Closed 20 Nov 2022, 00:00, UTC · …a43aaa150eclosedlong39.79001,242.801,216.84composition-target-transition0-1,032.74-1,091.4758.7219.57-2,458.96 / 4.79%1,878.15 / 3.66%5.00 d
Closed 14 Nov 2022, 00:00, UTC · …0a58c4c214closedlong40.57001,100.971,220.26composition-target-transition04,839.424,782.9256.5018.83-692.54 / 1.26%10,157.91 / 18.53%4.00 d
Closed 27 Oct 2022, 00:00, UTC · …4af7917cf3closedlong28.61001,310.361,564.00composition-target-transition07,256.507,207.1649.3416.45-1,671.10 / 3.67%8,120.69 / 17.83%8.00 d
Closed 19 Oct 2022, 00:00, UTC · …72f494c586closedshort30.27001,580.871,310.36composition-target-transition08,188.138,135.6252.5117.50-760.83 / 1.87%12,197.21 / 30.05%36.00 d
Closed 13 Sept 2022, 00:00, UTC · …8824c1cf5fclosedlong17.12001,558.511,715.21composition-target-transition02,682.622,649.0033.6311.21-1,190.90 / 3.89%3,945.96 / 12.88%6.00 d
Closed 7 Sept 2022, 00:00, UTC · …3613e92fdcclosedshort17.19001,556.341,559.10composition-target-transition0-47.51-79.6432.1310.71-2,164.05 / 7.69%280.86 / 1.00%3.00 d
Closed 4 Sept 2022, 00:00, UTC · …377c29e874closedlong17.21001,655.631,556.37composition-target-transition0-1,708.25-1,741.4233.1711.06-4,044.02 / 13.65%1,136.19 / 3.83%10.00 d
Closed 24 Aug 2022, 00:00, UTC · …b954d5daa0closedlong17.15001,608.621,663.46composition-target-transition0940.53906.8633.6711.22-1,494.14 / 5.20%1,187.59 / 4.13%4.00 d
Closed 16 Aug 2022, 00:00, UTC · …65e9c1d23fclosedlong14.55001,699.791,897.42composition-target-transition02,875.522,844.1231.4010.47-697.53 / 2.36%4,795.83 / 16.24%8.00 d
Closed 19 Jul 2022, 00:00, UTC · …bcc97f4d4eclosedshort42.50001,441.151,458.08composition-target-transition0-719.51-793.4473.9324.64-4,122.00 / 8.40%16,310.89 / 33.26%59.00 d
Closed 19 May 2022, 00:00, UTC · …a44c05338cclosedshort11.27002,485.001,914.08composition-target-transition06,434.266,404.5129.759.92-1,697.05 / 7.14%6,673.95 / 28.07%18.00 d
Closed 1 May 2022, 00:00, UTC · …e5762a106eclosedlong7.03002,807.962,724.76composition-target-transition0-584.94-608.2823.347.78-674.70 / 3.22%1,209.08 / 5.77%4.00 d
Closed 24 Apr 2022, 00:00, UTC · …e3dec00488closedlong6.74002,938.092,929.46composition-target-transition0-58.12-81.8523.737.91-820.51 / 3.40%4,333.23 / 17.95%36.00 d
Closed 12 Mar 2022, 00:00, UTC · …029a99839bclosedlong7.76002,490.952,555.29composition-target-transition0499.28475.7923.507.83-96.99 / 0.45%2,191.05 / 10.18%4.00 d
Closed 30 Jan 2022, 00:00, UTC · …8dae1d7b4eclosedlong7.46003,324.512,598.33composition-target-transition0-5,417.34-5,443.8526.518.84-8,724.58 / 34.46%514.26 / 2.03%14.00 d
Closed 16 Jan 2022, 00:00, UTC · …6735a125declosedshort8.58004,033.323,332.92composition-target-transition06,009.505,971.5837.9212.64-315.07 / 1.11%9,136.40 / 32.16%45.00 d
Closed 2 Dec 2021, 00:00, UTC · …3167fe6382closedlong4.10004,208.844,586.38composition-target-transition01,547.921,526.2821.647.21-1,226.48 / 6.25%2,365.53 / 12.06%15.00 d
Closed 16 Nov 2021, 00:00, UTC · …663e97fe42closedlong3.79004,724.194,566.24composition-target-transition0-598.66-619.7921.137.04-804.22 / 4.41%323.88 / 1.78%4.00 d
Closed 7 Nov 2021, 00:00, UTC · …f63cdba4c7closedlong3.96004,588.874,520.10composition-target-transition0-272.34-293.9821.647.21-1,059.17 / 5.72%352.37 / 1.90%4.00 d
Closed 27 Oct 2021, 00:00, UTC · …ee52c8511cclosedshort5.16003,831.734,131.68composition-target-transition0-1,547.70-1,572.3624.658.22-2,911.62 / 12.84%1,085.84 / 4.79%10.00 d
Closed 17 Oct 2021, 00:00, UTC · …9b66ac1329closedlong5.16003,435.993,831.73composition-target-transition02,042.052,019.5522.507.50-4,081.49 / 19.87%2,806.59 / 13.67%28.00 d
Closed 13 Sept 2021, 00:00, UTC · …69c5e3c5c5closedlong5.22003,431.293,405.82composition-target-transition0-132.94-154.3521.417.14-2,460.11 / 11.66%3,178.53 / 15.07%12.00 d
Closed 24 Aug 2021, 00:00, UTC · …ffe426a994closedlong5.39002,189.693,323.29composition-target-transition06,110.096,092.2617.835.94-207.99 / 1.14%6,410.39 / 35.20%29.00 d
Closed 2 Jul 2021, 00:00, UTC · …1203de43a3closedlong5.61001,980.852,106.58composition-target-transition0705.36691.6013.764.59-108.25 / 0.84%1,724.26 / 13.43%4.00 d
Closed 5 Jun 2021, 00:00, UTC · …0b6a49c2a8closedlong4.14002,412.132,687.41composition-target-transition01,139.661,126.9912.674.22-961.03 / 8.03%1,977.96 / 16.53%7.00 d

Execution and cost analysis

Signals, decisions, goals, orders, fills, fees, costs, and observable latency.

Signals0
Decisions273
Goals247
Blocked goals0
Orders247
Amendments0
Cancellations0
Filled orders247
Fill events275
Partial fills0
Fill ratio100.00%
Rejections0
Rejection ratio0.00%
Fees and rebates36,889.85 USDT
Fee debits36,889.85 USDT
Rebates0.00 USDT
Other costs0.00 USDT
Slippage12,296.62 USDT
Turnover61,483,087.28 USDT
Average submit to acknowledgementunavailable: not-applicable (0 observations)
Median submit to acknowledgementunavailable: not-applicable (0 observations)
P90 submit to acknowledgementunavailable: not-applicable (0 observations)
Maximum submit to acknowledgementunavailable: not-applicable (0 observations)
Average submit to fillunavailable: not-applicable (0 observations)
Median submit to fillunavailable: not-applicable (0 observations)
P90 submit to fillunavailable: not-applicable (0 observations)
Maximum submit to fillunavailable: not-applicable (0 observations)

Fees by native currency

CurrencyNative costReport-currency cost
USDT36,889.8536,889.85 USDT

Trade breakdowns

The same closed trades grouped by direction, route, instrument, timeframe, weekday, hour, and policy.

Direction

DirectionClosedNet PnLGross PnLWin rate
Long63956,254.48982,284.1669.84%
Short27996,347.431,006,028.8866.67%

Route

RouteClosedNet PnLGross PnLWin rate
composition-33ae09457406027af8703478901,952,601.911,988,313.0468.89%

Instrument

InstrumentClosedNet PnLGross PnLWin rate
ETHUSDT901,952,601.911,988,313.0468.89%

Timeframe

TimeframeClosedNet PnLGross PnLWin rate
1d901,952,601.911,988,313.0468.89%

Entry weekday (UTC)

Entry weekday (UTC)ClosedNet PnLGross PnLWin rate
Sunday24490,008.63502,506.0562.50%
Monday13569,116.12576,921.0076.92%
Tuesday11361,872.66364,447.8490.91%
Wednesday17560,860.49564,446.9876.47%
Thursday10-77,737.08-73,734.9560.00%
Friday67,421.388,193.0633.33%
Saturday941,059.7245,533.0766.67%

Entry UTC hour

Entry UTC hourClosedNet PnLGross PnLWin rate
00:00901,952,601.911,988,313.0468.89%

Policy

PolicyClosedNet PnLGross PnLWin rate
Conditional Composite Target V1901,952,601.911,988,313.0468.89%

Benchmark comparison

Benchmarks are explicit. Missing aligned periods are never filled or inferred.

No benchmark declared.

Coverage, assumptions, limitations, and unavailable metrics

Evidence quality: Modeled backtest

complete, 1,754/1,754 boundaries, 0 missing. Capture: not-applicable. Scope: uncontaminated.

Sample

Trades: very-limited. Returns: stronger.

Observation coverage

Valuation coveragecomplete, 1,754/1,754 boundaries, 0 missing
Cash-flow coverageknown-none
Maximum valuation staleness0 ms
Maximum valuation gap1.00 d
Accepted movements0
Duplicate movements0
Duplicate valuations0
Unknown movements0
Source inputs0
Modeled outputs7,806
Excluded mirrors0
Benchmark missing periodsnot applicable

Report identity

Run IDsystem-scenario-13bf867d5706d488d76092a4cff9a321
Report hashafd925929f56b1f9eee618b694529b5d26323bc315a1023f9228b3f560229b49
Applicationdirectional-composition-scenario-v1
Application hash8e3922dc6e250d863db667a894f1fa0882f73e0bcd15bb31a9ecc64b8fdce42b
Policynet-position-delta-v1
Policy hashfa3ecf2278bd527c867b367e480a036a6aa9bd4d47ccc35a3993d9c4962553cc
Configuration hash9c87ea599a8076a1b8cb56dab62aaf71ec68492709720eb9d55d21afe5da1481
Execution-model hashaaa5132e17568c48114535b9fbe647261e8234b12bb55e4a90cea1620741f9f3
Source hash34bfc81ee22e8acea35a077db573fc06b3e602cf1188cf0a81e00ecf296971ab
Route hash33ae09457406027af8703478d0abae68387132e8d4745bdc862da59ba5114842
Toolkit hashe39786ebbd2ef1f6bb4334373971384f9ada839591eb40e0017e5a2880e44c16
Candidate hash6aa590de83b3d01231f14cd5baad3b75711a311dc3a8e5b1ea66ddb46ba4b0f1
Market providersbybit
Execution providernot retained
InstrumentsETHUSDT
Timeframes1d
Dataset hashesc8bfaf78bd77f7917023bddb799a5084da14d213adc393b4d05d127b4e7b14c9
Trace hash05f88fb9e1b57908923e4b7b65aba62116353f27b30a2bbe1cad9e4b7c8ef15c

Candle-path sensitivity

Open-high-low-close return19557.60%
Open-low-high-close return19557.60%
Worse result19557.60%
Absolute difference0.00%
Unavailable metrics

Unavailable metrics

MetricReasonObservations
execution.submissionToAcknowledgement.averageMsnot-applicable0
execution.submissionToAcknowledgement.maximumMsnot-applicable0
execution.submissionToAcknowledgement.medianMsnot-applicable0
execution.submissionToAcknowledgement.p90Msnot-applicable0
execution.submissionToFill.averageMsnot-applicable0
execution.submissionToFill.maximumMsnot-applicable0
execution.submissionToFill.medianMsnot-applicable0
execution.submissionToFill.p90Msnot-applicable0
risk.rolling30Daily.points[0].sharpezero-variance30
risk.rolling30Daily.points[1].sharpezero-variance30
risk.rolling30Daily.points[2].sharpezero-variance30
risk.rolling30Daily.points[3].sharpezero-variance30
risk.rolling30Daily.points[4].sharpezero-variance30
risk.rolling30Daily.points[5].sharpezero-variance30
risk.rolling30Daily.points[6].sharpezero-variance30
risk.rolling30Daily.points[7].sharpezero-variance30
risk.rolling30Daily.points[8].sharpezero-variance30
risk.rolling30Daily.points[9].sharpezero-variance30
risk.rolling30Daily.points[10].sharpezero-variance30
risk.rolling30Daily.points[11].sharpezero-variance30
risk.rolling30Daily.points[12].sharpezero-variance30
risk.rolling30Daily.points[13].sharpezero-variance30
risk.rolling30Daily.points[14].sharpezero-variance30
risk.rolling30Daily.points[15].sharpezero-variance30
risk.rolling30Daily.points[16].sharpezero-variance30
risk.rolling30Daily.points[17].sharpezero-variance30
risk.rolling30Daily.points[18].sharpezero-variance30
risk.rolling30Daily.points[19].sharpezero-variance30
risk.rolling30Daily.points[20].sharpezero-variance30
risk.rolling30Daily.points[21].sharpezero-variance30
risk.rolling30Daily.points[22].sharpezero-variance30
risk.rolling30Daily.points[23].sharpezero-variance30
risk.rolling30Daily.points[24].sharpezero-variance30
risk.rolling30Daily.points[25].sharpezero-variance30
risk.rolling30Daily.points[26].sharpezero-variance30
risk.rolling30Daily.points[27].sharpezero-variance30
risk.rolling30Daily.points[28].sharpezero-variance30
risk.rolling30Daily.points[29].sharpezero-variance30
risk.rolling30Daily.points[30].sharpezero-variance30
risk.rolling30Daily.points[31].sharpezero-variance30
risk.rolling30Daily.points[32].sharpezero-variance30
risk.rolling30Daily.points[33].sharpezero-variance30
risk.rolling30Daily.points[34].sharpezero-variance30
risk.rolling30Daily.points[35].sharpezero-variance30
risk.rolling30Daily.points[36].sharpezero-variance30
risk.rolling30Daily.points[37].sharpezero-variance30
risk.rolling30Daily.points[38].sharpezero-variance30
risk.rolling30Daily.points[39].sharpezero-variance30
risk.rolling30Daily.points[40].sharpezero-variance30
risk.rolling30Daily.points[41].sharpezero-variance30
risk.rolling30Daily.points[42].sharpezero-variance30
risk.rolling30Daily.points[43].sharpezero-variance30
risk.rolling30Daily.points[44].sharpezero-variance30
risk.rolling30Daily.points[45].sharpezero-variance30
risk.rolling30Daily.points[322].sharpezero-variance30
risk.rolling30Daily.points[323].sharpezero-variance30
risk.rolling30Daily.points[324].sharpezero-variance30
risk.rolling30Daily.points[325].sharpezero-variance30
risk.rolling30Daily.points[326].sharpezero-variance30
risk.rolling30Daily.points[327].sharpezero-variance30
risk.rolling30Daily.points[328].sharpezero-variance30

Assumptions

  • Manual historical scenario from a frozen public directional-composition design.
  • Source archive: 34bfc81ee22e8acea35a077db573fc06b3e602cf1188cf0a81e00ecf296971ab.
  • Scenario request: 8e3922dc6e250d863db667a894f1fa0882f73e0bcd15bb31a9ecc64b8fdce42b.
  • This result is separate from campaign, assessment, XP, materialization, and execution-authority evidence.
  • Inner archive management feeds a declared prearmed conditional-market composite. Atomic coordinate and generation goals execute with taker costs at raw observed trigger prices; this changes outer resting-order economics.
  • Composite sizing uses 100% gross exposure with compounding enabled.
  • Market buys add 0.0002 slippage and market sells subtract it.
  • O-H-L-C is retained as report identity.

Limitations

  • The pair and composition rules were selected after reviewing the source campaign.
  • Provider-history evidence cannot replace a new chronological assessment.
  • Market-open fills use bar OHLCV only. No order book, spread, depth, funding, or latency is modeled.

Warnings

None.

Engineering fixture, not a strategy endorsement.Not financial advice or a trading recommendation.