VESTROS

Performance report

RC1744062: nested-prefer-a (2 components)

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

Summary and evidence classification

Initial equity 10,000.00 USDT
Final equity 116,015.76 USDT
Net result +106,015.76 USDT
Net return 1060.16% B&H60.54%
Max drawdown 32.81% B&H79.36%
Closed trades 93
Win rate 65.59% Net after fees
Profit factor 2.38 Net after fees
Sharpe 1.65 1753 daily returns
Sortino 2.73 Annualized

Equity curve

USDT
The solid blue balance line excludes unrealised PnL. Balance began at 10,000.00 and ended at 108,667.93 USDT. The dashed orange equity line includes unrealised PnL, before additional closing costs. Both lines share the same linear scale. 131,78699,03066,27533,519763.85Mar 21Jan 22Jan 23Oct 23Jun 24Mar 25Dec 25
Balance (excl. UPNL)Equity (incl. UPNL)
Start 10,000.00 USDT Balance 108,667.93 USDT Equity (incl. UPNL) 116,015.76 USDT Balance low 9,994.01 USDT Balance high 115,405.78 USDT Open PnL at end +7,347.83 USDT (+6.76%)

Drawdown

Raw account equity, observed marks
The maximum observed drawdown was 32.81%. 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%-10.9%-21.9%-32.8%Mar 21Jan 22Jan 23Oct 23Jun 24Mar 25Dec 25
Current 5.49% Maximum 32.81% Underwater 90.99% 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%-10.0%-20.0%-30.0%Mar 21Jan 22Jan 23Oct 23Jun 24Mar 25Dec 25
Current 0.00%Maximum 26.12% · 23 May 2024Daily 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 21Jan 22Jan 23Oct 23Jun 24Mar 25Dec 25100% equity
Current 87.36% Maximum daily peak 170.93% 1,187 daily peaks 289 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
Jan18.41%
Feb17.80%
Mar-7.93%
Apr-0.49%
May0.00%
Jun2.15%
Jul15.67%
Aug-6.05%
Sept2.84%
Oct11.26%
Nov-5.78%
Dec6.70%
Year63.17%
2024
Jan-10.92%
Feb-1.97%
Mar6.19%
Apr31.85%
May-19.41%
Jun3.56%
Jul5.98%
Aug12.70%
Sept11.43%
Oct2.36%
Nov7.94%
Dec-1.70%
Year47.49%
2023
Jan-0.39%
Feb10.03%
Mar5.37%
Apr2.44%
May-0.70%
Jun-1.52%
Jul-1.22%
Aug9.19%
Sept0.79%
Oct1.05%
Nov8.25%
Dec12.02%
Year54.12%
2022
Jan24.62%
Feb10.75%
Mar0.64%
Apr-5.79%
May0.00%
Jun0.00%
Jul0.00%
Aug0.00%
Sept6.06%
Oct8.89%
Nov3.00%
Dec8.60%
Year69.07%
2021
JanN/A
FebN/A
Mar0.00%
Apr0.00%
May0.00%
Jun0.00%
Jul0.00%
Aug4.14%
Sept0.00%
Oct21.99%
Nov4.79%
Dec38.97%
Year85.00%

Returns

Total TWR1060.16%
Annualized TWR66.59%
Best month38.97%
Worst month-19.41%
Positive months34 / 58
View all

Risk

Maximum drawdown32.81%
Ulcer index8.24%
Volatility34.53%
Sharpe1.65
K-ratio2.26
Sortino2.73
View all

Trades

Closed trades93
Win rate65.59%
Average win / loss2,793.88 / -2,240.43 USDT
Expectancy1,061.65 USDT
Longest win / loss streak6 / 5
View all

Execution

Fees and rebates5,582.27 USDT
Slippage1,860.76 USDT
Total modeled costs7,443.03 USDT
Turnover930.38x
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 value122,75066,2759,799.84Account value (USDT)EarlierLaterScored period9,799.84 to 122,750 USDT
Raw balanceRaw account equity
Balance: 10,000 to 108,668 USDTEquity: 10,000 to 116,016 USDTExternal flows: none
Flow-adjusted growth12.2750x6.6275x0.979984xGrowth multipleEarlierLaterScored period0.979984x to 12.2750x
Strategy growth
Strategy growth: 1.0000x to 11.6016xBenchmark: not declared
Initial / final balance10,000.00 USDT / 108,667.93 USDT
Peak observed balance115,405.78 USDT
Initial / final equity10,000.00 USDT / 116,015.76 USDT
Peak / minimum observed equity122,749.69 USDT / 9,799.84 USDT
Raw account change106,015.76 USDT
External contributions / withdrawals0.00 USDT / 0.00 USDT
Net external cash flow0.00 USDT
Flow-adjusted change106,015.76 USDT
Raw account return1060.16%
Time-weighted / annualized return1060.16% / 66.59%
Positive / negative / flat daily periods328 / 337 / 1,088
Positive daily-period rate18.71%
Best / worst daily period12.42% / -18.66%

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
202518.41%17.80%-7.93%-0.49%0.00%2.15%15.67%-6.05%2.84%11.26%-5.78%6.70%63.17%
2024-10.92%-1.97%6.19%31.85%-19.41%3.56%5.98%12.70%11.43%2.36%7.94%-1.70%47.49%
2023-0.39%10.03%5.37%2.44%-0.70%-1.52%-1.22%9.19%0.79%1.05%8.25%12.02%54.12%
202224.62%10.75%0.64%-5.79%0.00%0.00%0.00%0.00%6.06%8.89%3.00%8.60%69.07%
20210.00%0.00%0.00%0.00%0.00%4.14%0.00%21.99%4.79%38.97%85.00%
Yearly, quarterly, weekly, and daily return series

Yearly returns

PeriodReturn
202563.17%
202447.49%
202354.12%
202269.07%
202185.00%

Quarterly returns

PeriodReturn
2025-Q411.85%
2025-Q311.75%
2025-Q21.65%
2025-Q128.42%
2024-Q48.60%
2024-Q333.09%
2024-Q210.04%
2024-Q1-7.27%
2023-Q422.53%
2023-Q38.71%
2023-Q20.18%
2023-Q115.49%
2022-Q421.81%
2022-Q36.06%
2022-Q2-5.79%
2022-Q138.90%
2021-Q477.64%
2021-Q34.14%
2021-Q20.00%
2021-Q10.00%

Weekly returns

PeriodReturn
2026-W01-0.61%
2025-W521.52%
2025-W511.84%
2025-W50-0.11%
2025-W493.95%
2025-W48-5.78%
2025-W470.00%
2025-W460.00%
2025-W450.00%
2025-W44-1.04%
2025-W435.62%
2025-W426.61%
2025-W418.15%
2025-W40-7.74%
2025-W396.73%
2025-W382.55%
2025-W37-5.97%
2025-W360.00%
2025-W350.00%
2025-W34-5.67%
2025-W33-0.08%
2025-W32-0.33%
2025-W310.00%
2025-W30-3.48%
2025-W294.51%
2025-W2814.67%
2025-W270.00%
2025-W260.00%
2025-W25-0.97%
2025-W240.59%
2025-W232.54%
2025-W220.00%
2025-W210.00%
2025-W200.00%
2025-W190.00%
2025-W180.00%
2025-W17-0.58%
2025-W160.17%
2025-W150.00%
2025-W140.73%
2025-W13-9.76%
2025-W121.20%
2025-W110.00%
2025-W100.00%
2025-W090.00%
2025-W08-0.07%
2025-W07-1.15%
2025-W065.63%
2025-W0518.33%
2025-W04-0.40%
2025-W031.27%
2025-W0211.30%
2025-W010.05%
2024-W52-1.48%
2024-W510.56%
2024-W50-5.62%
2024-W495.73%
2024-W488.64%
2024-W47-0.12%
2024-W46-0.52%
2024-W450.00%
2024-W440.00%
2024-W43-4.64%
2024-W423.83%
2024-W413.37%
2024-W400.00%
2024-W390.00%
2024-W3811.43%
2024-W370.00%
2024-W360.00%
2024-W350.00%
2024-W34-3.71%
2024-W33-1.30%
2024-W323.18%
2024-W3116.10%
2024-W307.96%
2024-W29-8.01%
2024-W28-7.94%
2024-W2714.75%
2024-W262.31%
2024-W25-2.51%
2024-W242.24%
2024-W232.07%
2024-W22-3.31%
2024-W21-23.70%
2024-W20-4.27%
2024-W196.45%
2024-W1813.28%
2024-W17-0.28%
2024-W160.18%
2024-W158.42%
2024-W1414.61%
2024-W13-2.93%
2024-W125.42%
2024-W11-6.24%
2024-W1010.69%
2024-W090.00%
2024-W084.57%
2024-W072.77%
2024-W06-8.53%
2024-W05-1.37%
2024-W04-3.57%
2024-W03-1.05%
2024-W02-5.61%
2024-W010.00%
2023-W52-0.48%
2023-W510.00%
2023-W504.96%
2023-W497.23%
2023-W480.00%
2023-W470.00%
2023-W460.08%
2023-W459.17%
2023-W440.12%
2023-W430.00%
2023-W420.00%
2023-W410.00%
2023-W400.00%
2023-W390.00%
2023-W380.00%
2023-W370.00%
2023-W36-0.45%
2023-W351.26%
2023-W342.51%
2023-W336.75%
2023-W32-0.22%
2023-W310.00%
2023-W300.00%
2023-W290.00%
2023-W280.00%
2023-W27-0.99%
2023-W26-2.08%
2023-W25-8.50%
2023-W241.54%
2023-W237.14%
2023-W220.29%
2023-W214.38%
2023-W200.00%
2023-W19-2.95%
2023-W18-1.47%
2023-W17-0.34%
2023-W1614.98%
2023-W15-10.60%
2023-W140.00%
2023-W130.00%
2023-W12-0.08%
2023-W117.85%
2023-W10-2.22%
2023-W090.00%
2023-W080.00%
2023-W0710.51%
2023-W06-1.60%
2023-W051.19%
2023-W040.00%
2023-W030.00%
2023-W020.00%
2023-W01-0.08%
2022-W521.46%
2022-W512.54%
2022-W508.67%
2022-W490.00%
2022-W481.86%
2022-W470.00%
2022-W460.00%
2022-W450.00%
2022-W44-3.16%
2022-W436.97%
2022-W424.83%
2022-W41-2.89%
2022-W400.00%
2022-W390.00%
2022-W380.00%
2022-W370.00%
2022-W366.06%
2022-W350.00%
2022-W340.00%
2022-W330.00%
2022-W320.00%
2022-W310.00%
2022-W300.00%
2022-W290.00%
2022-W280.00%
2022-W270.00%
2022-W260.00%
2022-W250.00%
2022-W240.00%
2022-W230.00%
2022-W220.00%
2022-W210.00%
2022-W200.00%
2022-W190.00%
2022-W180.00%
2022-W170.00%
2022-W160.00%
2022-W15-5.79%
2022-W140.00%
2022-W130.00%
2022-W120.00%
2022-W1110.27%
2022-W10-4.56%
2022-W09-4.37%
2022-W080.00%
2022-W0710.75%
2022-W060.00%
2022-W05-0.04%
2022-W04-1.12%
2022-W0317.14%
2022-W02-4.01%
2022-W0116.07%
2021-W525.93%
2021-W51-1.19%
2021-W500.00%
2021-W4913.62%
2021-W4821.42%
2021-W47-3.67%
2021-W46-7.47%
2021-W45-0.09%
2021-W449.39%
2021-W43-0.81%
2021-W420.00%
2021-W419.12%
2021-W40-1.06%
2021-W3913.92%
2021-W380.00%
2021-W370.00%
2021-W360.00%
2021-W350.00%
2021-W342.44%
2021-W331.66%
2021-W320.00%
2021-W310.00%
2021-W300.00%
2021-W290.00%
2021-W280.00%
2021-W270.00%
2021-W260.00%
2021-W250.00%
2021-W240.00%
2021-W230.00%
2021-W220.00%
2021-W210.00%
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 20250.05%
30 Dec 2025-1.05%
29 Dec 20250.39%
28 Dec 2025-0.06%
27 Dec 2025-0.61%
26 Dec 2025-0.71%
25 Dec 20251.29%
24 Dec 20250.50%
23 Dec 20251.32%
22 Dec 2025-0.20%
21 Dec 2025-0.73%
20 Dec 20250.04%
19 Dec 2025-4.25%
18 Dec 20250.15%
17 Dec 20253.76%
16 Dec 20250.07%
15 Dec 20252.98%
14 Dec 20251.56%
13 Dec 2025-0.89%
12 Dec 20254.87%
11 Dec 20252.83%
10 Dec 2025-0.20%
9 Dec 2025-5.94%
8 Dec 2025-1.97%
7 Dec 2025-0.64%
6 Dec 2025-0.49%
5 Dec 20253.44%
4 Dec 20251.64%
3 Dec 20250.00%
2 Dec 20250.00%
1 Dec 20250.00%
30 Nov 20250.00%
29 Nov 20250.00%
28 Nov 20250.00%
27 Nov 20250.00%
26 Nov 2025-0.09%
25 Nov 2025-0.22%
24 Nov 2025-5.49%
23 Nov 20250.00%
22 Nov 20250.00%
21 Nov 20250.00%
20 Nov 20250.00%
19 Nov 20250.00%
18 Nov 20250.00%
17 Nov 20250.00%
16 Nov 20250.00%
15 Nov 20250.00%
14 Nov 20250.00%
13 Nov 20250.00%
12 Nov 20250.00%
11 Nov 20250.00%
10 Nov 20250.00%
9 Nov 20250.00%
8 Nov 20250.00%
7 Nov 20250.00%
6 Nov 20250.00%
5 Nov 20250.00%
4 Nov 20250.00%
3 Nov 20250.00%
2 Nov 20250.00%
1 Nov 20250.00%
31 Oct 20250.00%
30 Oct 20250.00%
29 Oct 20250.00%
28 Oct 2025-0.08%
27 Oct 2025-0.96%
26 Oct 20255.21%
25 Oct 20250.38%
24 Oct 20250.00%
23 Oct 20250.00%
22 Oct 20250.00%
21 Oct 20250.00%
20 Oct 20250.00%
19 Oct 20250.00%
18 Oct 2025-0.06%
17 Oct 20251.24%
16 Oct 20251.84%
15 Oct 20252.88%
14 Oct 20252.47%
13 Oct 2025-1.85%
12 Oct 2025-7.78%
11 Oct 20251.54%
10 Oct 202511.85%
9 Oct 20253.55%
8 Oct 2025-1.75%
7 Oct 20255.53%
6 Oct 2025-3.82%
5 Oct 2025-0.59%
4 Oct 20250.57%
3 Oct 2025-0.66%
2 Oct 2025-2.95%
1 Oct 2025-4.21%
30 Sept 20251.46%
29 Sept 2025-1.52%
28 Sept 2025-2.48%
27 Sept 20250.26%
26 Sept 2025-3.10%
25 Sept 20255.79%
24 Sept 20250.25%
23 Sept 20250.72%
22 Sept 20255.47%
21 Sept 20250.64%
20 Sept 20250.25%
19 Sept 2025-2.56%
18 Sept 2025-0.08%
17 Sept 20251.82%
16 Sept 20250.53%
15 Sept 20252.00%
14 Sept 20251.54%
13 Sept 20251.13%
12 Sept 2025-5.98%
11 Sept 2025-2.60%
10 Sept 20250.00%
9 Sept 20250.00%
8 Sept 20250.00%
7 Sept 20250.00%
6 Sept 20250.00%
5 Sept 20250.00%
4 Sept 20250.00%
3 Sept 20250.00%
2 Sept 20250.00%
1 Sept 20250.00%
31 Aug 20250.00%
30 Aug 20250.00%
29 Aug 20250.00%
28 Aug 20250.00%
27 Aug 20250.00%
26 Aug 20250.00%
25 Aug 20250.00%
24 Aug 20250.00%
23 Aug 20250.00%
22 Aug 2025-0.08%
21 Aug 2025-2.55%
20 Aug 20256.38%
19 Aug 2025-5.50%
18 Aug 2025-3.64%
17 Aug 20250.00%
16 Aug 20250.00%
15 Aug 20250.00%
14 Aug 20250.00%
13 Aug 20250.00%
12 Aug 20250.00%
11 Aug 2025-0.08%
10 Aug 2025-0.33%
9 Aug 20250.00%
8 Aug 20250.00%
7 Aug 20250.00%
6 Aug 20250.00%
5 Aug 20250.00%
4 Aug 20250.00%
3 Aug 20250.00%
2 Aug 20250.00%
1 Aug 20250.00%
31 Jul 20250.00%
30 Jul 20250.00%
29 Jul 20250.00%
28 Jul 20250.00%
27 Jul 20250.00%
26 Jul 20250.00%
25 Jul 20250.00%
24 Jul 2025-0.08%
23 Jul 2025-3.14%
22 Jul 2025-0.42%
21 Jul 20250.15%
20 Jul 20254.51%
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 2025-0.08%
10 Jul 20256.60%
9 Jul 20255.88%
8 Jul 20252.88%
7 Jul 2025-1.17%
6 Jul 20250.00%
5 Jul 20250.00%
4 Jul 20250.00%
3 Jul 20250.00%
2 Jul 20250.00%
1 Jul 20250.00%
30 Jun 20250.00%
29 Jun 20250.00%
28 Jun 20250.00%
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 20250.59%
14 Jun 20250.00%
13 Jun 20250.00%
12 Jun 20250.00%
11 Jun 20250.00%
10 Jun 20250.00%
9 Jun 20250.00%
8 Jun 20250.00%
7 Jun 20250.00%
6 Jun 20250.00%
5 Jun 20250.00%
4 Jun 20250.00%
3 Jun 2025-0.08%
2 Jun 20252.63%
1 Jun 20250.00%
31 May 20250.00%
30 May 20250.00%
29 May 20250.00%
28 May 20250.00%
27 May 20250.00%
26 May 20250.00%
25 May 20250.00%
24 May 20250.00%
23 May 20250.00%
22 May 20250.00%
21 May 20250.00%
20 May 20250.00%
19 May 20250.00%
18 May 20250.00%
17 May 20250.00%
16 May 20250.00%
15 May 20250.00%
14 May 20250.00%
13 May 20250.00%
12 May 20250.00%
11 May 20250.00%
10 May 20250.00%
9 May 20250.00%
8 May 20250.00%
7 May 20250.00%
6 May 20250.00%
5 May 20250.00%
4 May 20250.00%
3 May 20250.00%
2 May 20250.00%
1 May 20250.00%
30 Apr 20250.00%
29 Apr 20250.00%
28 Apr 20250.00%
27 Apr 20250.00%
26 Apr 20250.00%
25 Apr 20250.00%
24 Apr 20250.00%
23 Apr 20250.00%
22 Apr 2025-0.08%
21 Apr 2025-0.50%
20 Apr 2025-1.60%
19 Apr 20251.56%
18 Apr 20250.23%
17 Apr 20250.00%
16 Apr 20250.00%
15 Apr 20250.00%
14 Apr 20250.00%
13 Apr 20250.00%
12 Apr 20250.00%
11 Apr 20250.00%
10 Apr 20250.00%
9 Apr 20250.00%
8 Apr 20250.00%
7 Apr 20250.00%
6 Apr 20250.00%
5 Apr 20250.00%
4 Apr 20250.00%
3 Apr 20250.00%
2 Apr 20250.00%
1 Apr 2025-0.08%
31 Mar 20250.81%
30 Mar 2025-1.13%
29 Mar 2025-3.61%
28 Mar 2025-5.41%
27 Mar 2025-0.08%
26 Mar 2025-2.74%
25 Mar 2025-0.71%
24 Mar 20253.75%
23 Mar 20251.20%
22 Mar 20250.00%
21 Mar 20250.00%
20 Mar 20250.00%
19 Mar 20250.00%
18 Mar 20250.00%
17 Mar 20250.00%
16 Mar 20250.00%
15 Mar 20250.00%
14 Mar 20250.00%
13 Mar 20250.00%
12 Mar 20250.00%
11 Mar 20250.00%
10 Mar 20250.00%
9 Mar 20250.00%
8 Mar 20250.00%
7 Mar 20250.00%
6 Mar 20250.00%
5 Mar 20250.00%
4 Mar 20250.00%
3 Mar 20250.00%
2 Mar 20250.00%
1 Mar 20250.00%
28 Feb 20250.00%
27 Feb 20250.00%
26 Feb 20250.00%
25 Feb 20250.00%
24 Feb 20250.00%
23 Feb 20250.00%
22 Feb 20250.00%
21 Feb 20250.00%
20 Feb 20250.00%
19 Feb 20250.00%
18 Feb 20250.00%
17 Feb 2025-0.07%
16 Feb 20251.10%
15 Feb 20251.15%
14 Feb 2025-1.72%
13 Feb 20252.22%
12 Feb 2025-4.59%
11 Feb 20252.02%
10 Feb 2025-1.15%
9 Feb 20250.17%
8 Feb 2025-0.37%
7 Feb 20252.25%
6 Feb 20253.57%
5 Feb 20250.00%
4 Feb 20250.00%
3 Feb 2025-0.06%
2 Feb 20257.09%
1 Feb 20255.42%
31 Jan 20251.65%
30 Jan 20254.32%
29 Jan 20251.18%
28 Jan 2025-3.45%
27 Jan 20251.19%
26 Jan 20252.16%
25 Jan 2025-0.23%
24 Jan 20250.74%
23 Jan 2025-2.34%
22 Jan 20252.10%
21 Jan 2025-1.06%
20 Jan 2025-1.68%
19 Jan 20252.29%
18 Jan 20254.26%
17 Jan 2025-4.10%
16 Jan 20253.66%
15 Jan 2025-5.45%
14 Jan 2025-2.07%
13 Jan 20253.16%
12 Jan 20250.39%
11 Jan 2025-0.40%
10 Jan 2025-1.14%
9 Jan 20252.67%
8 Jan 20251.34%
7 Jan 20258.23%
6 Jan 20250.00%
5 Jan 20250.00%
4 Jan 20250.00%
3 Jan 20250.00%
2 Jan 2025-0.08%
1 Jan 20250.71%
31 Dec 2024-0.72%
30 Dec 20240.15%
29 Dec 2024-1.48%
28 Dec 20240.00%
27 Dec 20240.00%
26 Dec 20240.00%
25 Dec 20240.00%
24 Dec 20240.00%
23 Dec 20240.00%
22 Dec 20240.00%
21 Dec 20240.00%
20 Dec 20240.00%
19 Dec 20240.00%
18 Dec 20240.00%
17 Dec 2024-0.08%
16 Dec 20240.64%
15 Dec 20242.35%
14 Dec 2024-0.94%
13 Dec 20240.56%
12 Dec 20240.00%
11 Dec 20240.00%
10 Dec 2024-0.08%
9 Dec 2024-7.36%
8 Dec 20240.22%
7 Dec 2024-0.08%
6 Dec 20245.59%
5 Dec 20240.00%
4 Dec 20240.00%
3 Dec 20240.00%
2 Dec 20240.00%
1 Dec 20240.00%
30 Nov 20240.00%
29 Nov 20240.00%
28 Nov 2024-0.08%
27 Nov 20249.90%
26 Nov 2024-2.62%
25 Nov 20241.60%
24 Nov 2024-1.05%
23 Nov 20240.00%
22 Nov 20240.00%
21 Nov 20240.00%
20 Nov 2024-0.08%
19 Nov 2024-3.16%
18 Nov 20244.32%
17 Nov 2024-1.81%
16 Nov 20241.31%
15 Nov 20240.00%
14 Nov 20240.00%
13 Nov 20240.00%
12 Nov 20240.00%
11 Nov 20240.00%
10 Nov 20240.00%
9 Nov 20240.00%
8 Nov 20240.00%
7 Nov 20240.00%
6 Nov 20240.00%
5 Nov 20240.00%
4 Nov 20240.00%
3 Nov 20240.00%
2 Nov 20240.00%
1 Nov 20240.00%
31 Oct 20240.00%
30 Oct 20240.00%
29 Oct 20240.00%
28 Oct 20240.00%
27 Oct 20240.00%
26 Oct 20240.00%
25 Oct 20240.00%
24 Oct 20240.00%
23 Oct 2024-0.08%
22 Oct 2024-1.66%
21 Oct 2024-2.95%
20 Oct 20243.74%
19 Oct 20240.17%
18 Oct 20240.00%
17 Oct 20240.00%
16 Oct 20240.00%
15 Oct 20240.00%
14 Oct 2024-0.08%
13 Oct 2024-0.30%
12 Oct 20241.50%
11 Oct 20242.15%
10 Oct 20240.00%
9 Oct 20240.00%
8 Oct 20240.00%
7 Oct 20240.00%
6 Oct 20240.00%
5 Oct 20240.00%
4 Oct 20240.00%
3 Oct 20240.00%
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 20240.00%
21 Sept 2024-0.08%
20 Sept 20243.91%
19 Sept 20243.81%
18 Sept 20241.44%
17 Sept 20241.91%
16 Sept 20240.00%
15 Sept 20240.00%
14 Sept 20240.00%
13 Sept 20240.00%
12 Sept 20240.00%
11 Sept 20240.00%
10 Sept 20240.00%
9 Sept 20240.00%
8 Sept 20240.00%
7 Sept 20240.00%
6 Sept 20240.00%
5 Sept 20240.00%
4 Sept 20240.00%
3 Sept 20240.00%
2 Sept 20240.00%
1 Sept 20240.00%
31 Aug 20240.00%
30 Aug 20240.00%
29 Aug 20240.00%
28 Aug 20240.00%
27 Aug 20240.00%
26 Aug 20240.00%
25 Aug 2024-0.05%
24 Aug 2024-0.12%
23 Aug 2024-3.28%
22 Aug 20240.17%
21 Aug 2024-1.35%
20 Aug 20241.51%
19 Aug 2024-0.58%
18 Aug 20240.07%
17 Aug 2024-0.51%
16 Aug 2024-0.53%
15 Aug 20242.16%
14 Aug 20240.99%
13 Aug 20240.48%
12 Aug 2024-3.86%
11 Aug 20241.27%
10 Aug 2024-0.25%
9 Aug 20242.00%
8 Aug 2024-7.50%
7 Aug 20242.68%
6 Aug 2024-0.93%
5 Aug 20246.42%
4 Aug 20245.39%
3 Aug 20242.20%
2 Aug 20245.84%
1 Aug 20240.81%
31 Jul 20241.26%
30 Jul 20241.10%
29 Jul 2024-1.33%
28 Jul 2024-0.59%
27 Jul 20240.72%
26 Jul 2024-2.67%
25 Jul 20244.53%
24 Jul 20244.32%
23 Jul 2024-1.25%
22 Jul 20242.88%
21 Jul 2024-0.55%
20 Jul 2024-0.38%
19 Jul 2024-2.25%
18 Jul 2024-1.13%
17 Jul 20241.67%
16 Jul 20241.11%
15 Jul 2024-6.54%
14 Jul 2024-1.87%
13 Jul 2024-1.10%
12 Jul 2024-0.93%
11 Jul 20240.04%
10 Jul 2024-0.90%
9 Jul 2024-1.22%
8 Jul 2024-2.23%
7 Jul 20243.56%
6 Jul 2024-2.19%
5 Jul 20242.06%
4 Jul 20246.58%
3 Jul 20243.63%
2 Jul 20240.50%
1 Jul 20240.00%
30 Jun 20240.00%
29 Jun 2024-0.08%
28 Jun 20241.96%
27 Jun 2024-0.08%
26 Jun 20240.59%
25 Jun 20240.00%
24 Jun 2024-0.08%
23 Jun 2024-2.14%
22 Jun 2024-0.65%
21 Jun 20240.17%
20 Jun 2024-1.50%
19 Jun 2024-1.91%
18 Jun 20240.68%
17 Jun 20242.91%
16 Jun 2024-1.39%
15 Jun 2024-2.17%
14 Jun 2024-0.32%
13 Jun 20242.31%
12 Jun 2024-1.54%
11 Jun 20244.47%
10 Jun 20241.02%
9 Jun 2024-0.64%
8 Jun 2024-0.05%
7 Jun 20243.68%
6 Jun 20241.45%
5 Jun 2024-1.48%
4 Jun 2024-1.20%
3 Jun 20240.39%
2 Jun 20240.94%
1 Jun 2024-1.43%
31 May 2024-0.58%
30 May 2024-0.53%
29 May 2024-2.04%
28 May 2024-1.26%
27 May 20241.59%
26 May 2024-3.02%
25 May 2024-0.90%
24 May 20242.28%
23 May 2024-1.74%
22 May 20242.10%
21 May 2024-4.86%
20 May 2024-18.66%
19 May 20241.68%
18 May 2024-0.99%
17 May 2024-4.44%
16 May 20242.68%
15 May 2024-4.43%
14 May 20242.08%
13 May 2024-0.67%
12 May 2024-0.49%
11 May 2024-0.07%
10 May 20243.89%
9 May 2024-1.86%
8 May 20240.97%
7 May 20241.77%
6 May 20242.17%
5 May 20240.62%
4 May 20240.47%
3 May 20243.90%
2 May 20240.31%
1 May 20241.23%
30 Apr 20246.21%
29 Apr 20240.00%
28 Apr 20240.00%
27 Apr 20240.00%
26 Apr 2024-0.07%
25 Apr 2024-0.39%
24 Apr 20242.09%
23 Apr 2024-0.52%
22 Apr 2024-1.36%
21 Apr 20240.20%
20 Apr 2024-2.50%
19 Apr 20240.20%
18 Apr 2024-1.97%
17 Apr 20242.53%
16 Apr 20240.46%
15 Apr 20241.37%
14 Apr 2024-3.73%
13 Apr 20246.21%
12 Apr 20247.50%
11 Apr 2024-0.08%
10 Apr 2024-1.21%
9 Apr 20240.00%
8 Apr 2024-0.08%
7 Apr 20243.10%
6 Apr 20241.00%
5 Apr 2024-0.30%
4 Apr 20240.34%
3 Apr 2024-0.87%
2 Apr 20246.47%
1 Apr 20244.23%
31 Mar 2024-4.00%
30 Mar 20240.10%
29 Mar 20241.50%
28 Mar 2024-1.83%
27 Mar 2024-2.37%
26 Mar 2024-0.06%
25 Mar 20243.90%
24 Mar 20243.65%
23 Mar 20240.21%
22 Mar 20244.40%
21 Mar 20240.61%
20 Mar 2024-9.19%
19 Mar 202410.14%
18 Mar 2024-3.39%
17 Mar 20243.44%
16 Mar 2024-5.87%
15 Mar 2024-3.70%
14 Mar 20240.00%
13 Mar 20240.00%
12 Mar 20240.00%
11 Mar 20240.00%
10 Mar 20240.00%
9 Mar 20240.00%
8 Mar 2024-0.08%
7 Mar 20241.25%
6 Mar 20247.54%
5 Mar 2024-2.07%
4 Mar 20243.88%
3 Mar 20240.00%
2 Mar 20240.00%
1 Mar 20240.00%
29 Feb 20240.00%
28 Feb 20240.00%
27 Feb 20240.00%
26 Feb 20240.00%
25 Feb 20240.00%
24 Feb 20240.00%
23 Feb 20240.00%
22 Feb 20240.00%
21 Feb 2024-0.08%
20 Feb 20242.40%
19 Feb 20242.20%
18 Feb 20243.43%
17 Feb 2024-0.64%
16 Feb 20240.00%
15 Feb 20240.00%
14 Feb 20240.00%
13 Feb 20240.00%
12 Feb 20240.00%
11 Feb 20240.00%
10 Feb 2024-0.09%
9 Feb 2024-3.05%
8 Feb 20240.25%
7 Feb 2024-2.32%
6 Feb 2024-3.06%
5 Feb 2024-0.52%
4 Feb 20240.30%
3 Feb 20240.55%
2 Feb 2024-0.23%
1 Feb 2024-0.89%
31 Jan 20242.62%
30 Jan 2024-1.08%
29 Jan 2024-2.58%
28 Jan 20240.48%
27 Jan 20240.01%
26 Jan 2024-2.04%
25 Jan 20240.71%
24 Jan 20240.29%
23 Jan 20242.97%
22 Jan 2024-5.80%
21 Jan 2024-0.62%
20 Jan 2024-0.96%
19 Jan 2024-0.90%
18 Jan 20240.00%
17 Jan 20240.00%
16 Jan 2024-0.08%
15 Jan 20241.53%
14 Jan 2024-4.06%
13 Jan 20242.18%
12 Jan 2024-3.71%
11 Jan 20240.00%
10 Jan 20240.00%
9 Jan 20240.00%
8 Jan 20240.00%
7 Jan 20240.00%
6 Jan 20240.00%
5 Jan 20240.00%
4 Jan 20240.00%
3 Jan 20240.00%
2 Jan 20240.00%
1 Jan 20240.00%
31 Dec 2023-0.08%
30 Dec 2023-0.40%
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 20230.00%
20 Dec 20230.00%
19 Dec 20230.00%
18 Dec 20230.00%
17 Dec 20230.00%
16 Dec 20230.00%
15 Dec 2023-0.08%
14 Dec 20232.45%
13 Dec 20232.54%
12 Dec 20230.00%
11 Dec 20230.00%
10 Dec 20230.00%
9 Dec 20230.00%
8 Dec 2023-0.08%
7 Dec 20235.52%
6 Dec 2023-2.67%
5 Dec 20232.22%
4 Dec 20232.22%
3 Dec 20230.00%
2 Dec 20230.00%
1 Dec 20230.00%
30 Nov 20230.00%
29 Nov 20230.00%
28 Nov 20230.00%
27 Nov 20230.00%
26 Nov 20230.00%
25 Nov 20230.00%
24 Nov 20230.00%
23 Nov 20230.00%
22 Nov 20230.00%
21 Nov 20230.00%
20 Nov 20230.00%
19 Nov 20230.00%
18 Nov 20230.00%
17 Nov 20230.00%
16 Nov 2023-0.08%
15 Nov 20234.02%
14 Nov 2023-3.71%
13 Nov 20230.00%
12 Nov 20230.00%
11 Nov 2023-0.08%
10 Nov 2023-2.10%
9 Nov 202312.42%
8 Nov 20230.17%
7 Nov 2023-0.90%
6 Nov 20230.00%
5 Nov 20230.00%
4 Nov 20230.00%
3 Nov 2023-0.08%
2 Nov 2023-2.59%
1 Nov 20231.80%
31 Oct 20230.33%
30 Oct 20230.72%
29 Oct 20230.00%
28 Oct 20230.00%
27 Oct 20230.00%
26 Oct 20230.00%
25 Oct 20230.00%
24 Oct 20230.00%
23 Oct 20230.00%
22 Oct 20230.00%
21 Oct 20230.00%
20 Oct 20230.00%
19 Oct 20230.00%
18 Oct 20230.00%
17 Oct 20230.00%
16 Oct 20230.00%
15 Oct 20230.00%
14 Oct 20230.00%
13 Oct 20230.00%
12 Oct 20230.00%
11 Oct 20230.00%
10 Oct 20230.00%
9 Oct 20230.00%
8 Oct 20230.00%
7 Oct 20230.00%
6 Oct 20230.00%
5 Oct 20230.00%
4 Oct 20230.00%
3 Oct 20230.00%
2 Oct 20230.00%
1 Oct 20230.00%
30 Sept 20230.00%
29 Sept 20230.00%
28 Sept 20230.00%
27 Sept 20230.00%
26 Sept 20230.00%
25 Sept 20230.00%
24 Sept 20230.00%
23 Sept 20230.00%
22 Sept 20230.00%
21 Sept 20230.00%
20 Sept 20230.00%
19 Sept 20230.00%
18 Sept 20230.00%
17 Sept 20230.00%
16 Sept 20230.00%
15 Sept 20230.00%
14 Sept 20230.00%
13 Sept 20230.00%
12 Sept 20230.00%
11 Sept 20230.00%
10 Sept 20230.00%
9 Sept 2023-0.08%
8 Sept 20230.71%
7 Sept 2023-0.90%
6 Sept 2023-0.09%
5 Sept 20230.23%
4 Sept 2023-0.31%
3 Sept 2023-0.08%
2 Sept 20230.32%
1 Sept 20231.00%
31 Aug 20233.72%
30 Aug 20231.53%
29 Aug 2023-4.75%
28 Aug 2023-0.30%
27 Aug 20230.54%
26 Aug 20230.33%
25 Aug 20230.39%
24 Aug 20230.95%
23 Aug 2023-2.27%
22 Aug 20231.70%
21 Aug 20230.89%
20 Aug 2023-0.78%
19 Aug 2023-0.43%
18 Aug 20231.04%
17 Aug 20236.95%
16 Aug 20230.00%
15 Aug 20230.00%
14 Aug 20230.00%
13 Aug 2023-0.08%
12 Aug 2023-0.14%
11 Aug 20230.00%
10 Aug 20230.00%
9 Aug 20230.00%
8 Aug 20230.00%
7 Aug 20230.00%
6 Aug 20230.00%
5 Aug 20230.00%
4 Aug 20230.00%
3 Aug 20230.00%
2 Aug 20230.00%
1 Aug 20230.00%
31 Jul 20230.00%
30 Jul 20230.00%
29 Jul 20230.00%
28 Jul 20230.00%
27 Jul 20230.00%
26 Jul 20230.00%
25 Jul 20230.00%
24 Jul 20230.00%
23 Jul 20230.00%
22 Jul 20230.00%
21 Jul 20230.00%
20 Jul 20230.00%
19 Jul 20230.00%
18 Jul 20230.00%
17 Jul 20230.00%
16 Jul 20230.00%
15 Jul 20230.00%
14 Jul 20230.00%
13 Jul 20230.00%
12 Jul 20230.00%
11 Jul 20230.00%
10 Jul 20230.00%
9 Jul 20230.00%
8 Jul 20230.00%
7 Jul 20230.00%
6 Jul 20230.00%
5 Jul 20230.00%
4 Jul 2023-0.08%
3 Jul 2023-0.91%
2 Jul 2023-0.75%
1 Jul 20230.52%
30 Jun 2023-4.19%
29 Jun 2023-1.22%
28 Jun 20233.23%
27 Jun 2023-1.59%
26 Jun 20232.08%
25 Jun 2023-1.22%
24 Jun 20230.92%
23 Jun 2023-1.08%
22 Jun 20230.90%
21 Jun 2023-4.82%
20 Jun 2023-2.64%
19 Jun 2023-0.76%
18 Jun 20230.32%
17 Jun 2023-0.47%
16 Jun 2023-2.38%
15 Jun 2023-0.74%
14 Jun 20234.33%
13 Jun 20230.10%
12 Jun 20230.50%
11 Jun 2023-0.07%
10 Jun 20234.50%
9 Jun 20230.28%
8 Jun 2023-0.67%
7 Jun 20232.68%
6 Jun 2023-3.68%
5 Jun 20234.14%
4 Jun 20230.11%
3 Jun 20230.69%
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 20230.07%
26 May 20230.00%
25 May 20230.00%
24 May 20230.00%
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 2023-0.08%
13 May 2023-0.67%
12 May 20230.71%
11 May 2023-2.52%
10 May 2023-0.39%
9 May 20230.00%
8 May 20230.00%
7 May 2023-0.08%
6 May 20235.29%
5 May 2023-5.98%
4 May 20231.48%
3 May 2023-1.82%
2 May 2023-1.95%
1 May 20231.96%
30 Apr 20232.02%
29 Apr 2023-0.88%
28 Apr 20230.92%
27 Apr 2023-2.16%
26 Apr 2023-0.01%
25 Apr 2023-1.21%
24 Apr 20231.04%
23 Apr 20230.57%
22 Apr 2023-1.25%
21 Apr 20234.96%
20 Apr 2023-0.43%
19 Apr 20239.85%
18 Apr 2023-1.67%
17 Apr 20232.54%
16 Apr 2023-1.61%
15 Apr 20230.50%
14 Apr 2023-4.80%
13 Apr 2023-5.04%
12 Apr 20230.00%
11 Apr 20230.00%
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 20230.00%
3 Apr 20230.00%
2 Apr 20230.00%
1 Apr 20230.00%
31 Mar 20230.00%
30 Mar 20230.00%
29 Mar 20230.00%
28 Mar 20230.00%
27 Mar 20230.00%
26 Mar 20230.00%
25 Mar 20230.00%
24 Mar 20230.00%
23 Mar 20230.00%
22 Mar 20230.00%
21 Mar 20230.00%
20 Mar 2023-0.08%
19 Mar 20231.23%
18 Mar 2023-1.74%
17 Mar 20236.98%
16 Mar 20231.35%
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 2023-0.08%
8 Mar 2023-1.90%
7 Mar 2023-0.24%
6 Mar 2023-0.01%
5 Mar 20230.00%
4 Mar 20230.00%
3 Mar 20230.00%
2 Mar 20230.00%
1 Mar 20230.00%
28 Feb 20230.00%
27 Feb 20230.00%
26 Feb 20230.00%
25 Feb 20230.00%
24 Feb 20230.00%
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 2023-0.08%
15 Feb 20237.73%
14 Feb 20233.31%
13 Feb 2023-0.63%
12 Feb 2023-1.60%
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 20230.00%
4 Feb 2023-0.08%
3 Feb 20231.23%
2 Feb 20230.04%
1 Feb 20230.00%
31 Jan 20230.00%
30 Jan 20230.00%
29 Jan 20230.00%
28 Jan 20230.00%
27 Jan 20230.00%
26 Jan 20230.00%
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 20230.00%
4 Jan 20230.00%
3 Jan 20230.00%
2 Jan 2023-0.08%
1 Jan 2023-0.31%
31 Dec 20220.26%
30 Dec 20220.07%
29 Dec 2022-0.87%
28 Dec 20221.76%
27 Dec 20221.35%
26 Dec 2022-0.78%
25 Dec 20220.10%
24 Dec 2022-0.01%
23 Dec 2022-0.15%
22 Dec 2022-0.37%
21 Dec 20220.10%
20 Dec 20224.23%
19 Dec 2022-1.31%
18 Dec 2022-0.45%
17 Dec 2022-1.35%
16 Dec 20227.40%
15 Dec 20223.03%
14 Dec 20220.00%
13 Dec 20220.00%
12 Dec 20220.00%
11 Dec 20220.00%
10 Dec 20220.00%
9 Dec 20220.00%
8 Dec 20220.00%
7 Dec 20220.00%
6 Dec 20220.00%
5 Dec 20220.00%
4 Dec 2022-0.08%
3 Dec 2022-4.23%
2 Dec 20221.49%
1 Dec 2022-1.40%
30 Nov 20226.37%
29 Nov 20220.00%
28 Nov 20220.00%
27 Nov 20220.00%
26 Nov 20220.00%
25 Nov 20220.00%
24 Nov 20220.00%
23 Nov 20220.00%
22 Nov 20220.00%
21 Nov 20220.00%
20 Nov 20220.00%
19 Nov 20220.00%
18 Nov 20220.00%
17 Nov 20220.00%
16 Nov 20220.00%
15 Nov 20220.00%
14 Nov 20220.00%
13 Nov 20220.00%
12 Nov 20220.00%
11 Nov 20220.00%
10 Nov 20220.00%
9 Nov 20220.00%
8 Nov 20220.00%
7 Nov 20220.00%
6 Nov 20220.00%
5 Nov 20220.00%
4 Nov 2022-0.08%
3 Nov 20220.86%
2 Nov 2022-3.92%
1 Nov 20220.00%
31 Oct 20220.00%
30 Oct 20220.00%
29 Oct 20220.00%
28 Oct 20220.00%
27 Oct 20220.00%
26 Oct 2022-0.08%
25 Oct 20228.65%
24 Oct 2022-1.47%
23 Oct 20223.81%
22 Oct 20220.98%
21 Oct 20220.00%
20 Oct 20220.00%
19 Oct 20220.00%
18 Oct 20220.00%
17 Oct 20220.00%
16 Oct 20220.00%
15 Oct 20220.00%
14 Oct 2022-0.08%
13 Oct 2022-0.57%
12 Oct 20221.14%
11 Oct 2022-0.81%
10 Oct 2022-2.57%
9 Oct 20220.00%
8 Oct 20220.00%
7 Oct 20220.00%
6 Oct 20220.00%
5 Oct 20220.00%
4 Oct 20220.00%
3 Oct 20220.00%
2 Oct 20220.00%
1 Oct 20220.00%
30 Sept 20220.00%
29 Sept 20220.00%
28 Sept 20220.00%
27 Sept 20220.00%
26 Sept 20220.00%
25 Sept 20220.00%
24 Sept 20220.00%
23 Sept 20220.00%
22 Sept 20220.00%
21 Sept 20220.00%
20 Sept 20220.00%
19 Sept 20220.00%
18 Sept 20220.00%
17 Sept 20220.00%
16 Sept 20220.00%
15 Sept 20220.00%
14 Sept 20220.00%
13 Sept 20220.00%
12 Sept 20220.00%
11 Sept 20220.00%
10 Sept 2022-0.08%
9 Sept 20225.09%
8 Sept 20220.31%
7 Sept 20224.55%
6 Sept 2022-3.69%
5 Sept 20220.00%
4 Sept 20220.00%
3 Sept 20220.00%
2 Sept 20220.00%
1 Sept 20220.00%
31 Aug 20220.00%
30 Aug 20220.00%
29 Aug 20220.00%
28 Aug 20220.00%
27 Aug 20220.00%
26 Aug 20220.00%
25 Aug 20220.00%
24 Aug 20220.00%
23 Aug 20220.00%
22 Aug 20220.00%
21 Aug 20220.00%
20 Aug 20220.00%
19 Aug 20220.00%
18 Aug 20220.00%
17 Aug 20220.00%
16 Aug 20220.00%
15 Aug 20220.00%
14 Aug 20220.00%
13 Aug 20220.00%
12 Aug 20220.00%
11 Aug 20220.00%
10 Aug 20220.00%
9 Aug 20220.00%
8 Aug 20220.00%
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 20220.00%
18 Jul 20220.00%
17 Jul 20220.00%
16 Jul 20220.00%
15 Jul 20220.00%
14 Jul 20220.00%
13 Jul 20220.00%
12 Jul 20220.00%
11 Jul 20220.00%
10 Jul 20220.00%
9 Jul 20220.00%
8 Jul 20220.00%
7 Jul 20220.00%
6 Jul 20220.00%
5 Jul 20220.00%
4 Jul 20220.00%
3 Jul 20220.00%
2 Jul 20220.00%
1 Jul 20220.00%
30 Jun 20220.00%
29 Jun 20220.00%
28 Jun 20220.00%
27 Jun 20220.00%
26 Jun 20220.00%
25 Jun 20220.00%
24 Jun 20220.00%
23 Jun 20220.00%
22 Jun 20220.00%
21 Jun 20220.00%
20 Jun 20220.00%
19 Jun 20220.00%
18 Jun 20220.00%
17 Jun 20220.00%
16 Jun 20220.00%
15 Jun 20220.00%
14 Jun 20220.00%
13 Jun 20220.00%
12 Jun 20220.00%
11 Jun 20220.00%
10 Jun 20220.00%
9 Jun 20220.00%
8 Jun 20220.00%
7 Jun 20220.00%
6 Jun 20220.00%
5 Jun 20220.00%
4 Jun 20220.00%
3 Jun 20220.00%
2 Jun 20220.00%
1 Jun 20220.00%
31 May 20220.00%
30 May 20220.00%
29 May 20220.00%
28 May 20220.00%
27 May 20220.00%
26 May 20220.00%
25 May 20220.00%
24 May 20220.00%
23 May 20220.00%
22 May 20220.00%
21 May 20220.00%
20 May 20220.00%
19 May 20220.00%
18 May 20220.00%
17 May 20220.00%
16 May 20220.00%
15 May 20220.00%
14 May 20220.00%
13 May 20220.00%
12 May 20220.00%
11 May 20220.00%
10 May 20220.00%
9 May 20220.00%
8 May 20220.00%
7 May 20220.00%
6 May 20220.00%
5 May 20220.00%
4 May 20220.00%
3 May 20220.00%
2 May 20220.00%
1 May 20220.00%
30 Apr 20220.00%
29 Apr 20220.00%
28 Apr 20220.00%
27 Apr 20220.00%
26 Apr 20220.00%
25 Apr 20220.00%
24 Apr 20220.00%
23 Apr 20220.00%
22 Apr 20220.00%
21 Apr 20220.00%
20 Apr 20220.00%
19 Apr 20220.00%
18 Apr 20220.00%
17 Apr 20220.00%
16 Apr 20220.00%
15 Apr 2022-0.08%
14 Apr 2022-3.13%
13 Apr 20222.98%
12 Apr 20221.60%
11 Apr 2022-6.97%
10 Apr 20220.00%
9 Apr 20220.00%
8 Apr 20220.00%
7 Apr 20220.00%
6 Apr 20220.00%
5 Apr 20220.00%
4 Apr 20220.00%
3 Apr 20220.00%
2 Apr 20220.00%
1 Apr 20220.00%
31 Mar 20220.00%
30 Mar 20220.00%
29 Mar 20220.00%
28 Mar 20220.00%
27 Mar 20220.00%
26 Mar 20220.00%
25 Mar 20220.00%
24 Mar 20220.00%
23 Mar 20220.00%
22 Mar 20220.00%
21 Mar 20220.00%
20 Mar 20220.00%
19 Mar 20220.00%
18 Mar 20220.00%
17 Mar 2022-0.08%
16 Mar 20225.99%
15 Mar 20221.05%
14 Mar 20223.04%
13 Mar 2022-2.25%
12 Mar 20220.00%
11 Mar 20220.00%
10 Mar 20220.00%
9 Mar 20220.00%
8 Mar 2022-0.08%
7 Mar 2022-2.29%
6 Mar 2022-4.37%
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 2022-0.08%
15 Feb 20228.76%
14 Feb 20221.91%
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 2022-0.04%
30 Jan 2022-0.05%
29 Jan 2022-1.01%
28 Jan 2022-2.15%
27 Jan 20220.68%
26 Jan 2022-0.08%
25 Jan 2022-0.31%
24 Jan 20221.85%
23 Jan 2022-2.29%
22 Jan 20222.86%
21 Jan 20228.63%
20 Jan 20221.65%
19 Jan 20221.57%
18 Jan 20220.99%
17 Jan 20222.92%
16 Jan 2022-0.45%
15 Jan 2022-0.40%
14 Jan 2022-1.36%
13 Jan 20222.77%
12 Jan 2022-2.78%
11 Jan 2022-3.11%
10 Jan 20221.37%
9 Jan 2022-1.39%
8 Jan 20222.37%
7 Jan 20224.58%
6 Jan 20222.91%
5 Jan 20225.82%
4 Jan 2022-0.56%
3 Jan 20221.52%
2 Jan 2022-1.47%
1 Jan 2022-1.97%
31 Dec 20210.73%
30 Dec 2021-1.86%
29 Dec 20213.89%
28 Dec 20216.10%
27 Dec 20210.64%
26 Dec 20210.86%
25 Dec 2021-1.34%
24 Dec 20211.74%
23 Dec 2021-3.18%
22 Dec 20210.82%
21 Dec 20210.00%
20 Dec 20210.00%
19 Dec 20210.00%
18 Dec 20210.00%
17 Dec 20210.00%
16 Dec 20210.00%
15 Dec 20210.00%
14 Dec 20210.00%
13 Dec 20210.00%
12 Dec 2021-0.07%
11 Dec 2021-3.87%
10 Dec 20214.31%
9 Dec 20217.30%
8 Dec 20212.98%
7 Dec 2021-0.96%
6 Dec 20213.61%
5 Dec 20211.76%
4 Dec 20212.02%
3 Dec 20216.24%
2 Dec 20211.54%
1 Dec 20210.79%
30 Nov 20214.13%
29 Nov 20213.30%
28 Nov 2021-5.02%
27 Nov 20210.00%
26 Nov 20210.00%
25 Nov 2021-0.08%
24 Nov 20211.50%
23 Nov 20210.00%
22 Nov 20210.00%
21 Nov 20210.00%
20 Nov 20210.00%
19 Nov 20210.00%
18 Nov 2021-0.08%
17 Nov 20211.91%
16 Nov 2021-7.84%
15 Nov 2021-1.40%
14 Nov 2021-0.42%
13 Nov 20210.00%
12 Nov 20210.00%
11 Nov 2021-0.08%
10 Nov 2021-2.09%
9 Nov 2021-1.72%
8 Nov 20214.36%
7 Nov 20211.99%
6 Nov 20210.00%
5 Nov 20210.00%
4 Nov 2021-0.08%
3 Nov 20210.38%
2 Nov 20216.16%
1 Nov 20210.72%
31 Oct 2021-0.81%
30 Oct 20210.00%
29 Oct 20210.00%
28 Oct 20210.00%
27 Oct 20210.00%
26 Oct 20210.00%
25 Oct 20210.00%
24 Oct 20210.00%
23 Oct 20210.00%
22 Oct 20210.00%
21 Oct 20210.00%
20 Oct 20210.00%
19 Oct 20210.00%
18 Oct 20210.00%
17 Oct 20210.00%
16 Oct 2021-0.08%
15 Oct 20212.04%
14 Oct 20215.17%
13 Oct 20213.24%
12 Oct 2021-1.44%
11 Oct 20210.00%
10 Oct 20210.00%
9 Oct 20210.00%
8 Oct 20210.00%
7 Oct 20210.00%
6 Oct 20210.00%
5 Oct 2021-0.08%
4 Oct 2021-0.98%
3 Oct 20210.96%
2 Oct 20212.40%
1 Oct 202110.19%
30 Sept 20210.00%
29 Sept 20210.00%
28 Sept 20210.00%
27 Sept 20210.00%
26 Sept 20210.00%
25 Sept 20210.00%
24 Sept 20210.00%
23 Sept 20210.00%
22 Sept 20210.00%
21 Sept 20210.00%
20 Sept 20210.00%
19 Sept 20210.00%
18 Sept 20210.00%
17 Sept 20210.00%
16 Sept 20210.00%
15 Sept 20210.00%
14 Sept 20210.00%
13 Sept 20210.00%
12 Sept 20210.00%
11 Sept 20210.00%
10 Sept 20210.00%
9 Sept 20210.00%
8 Sept 20210.00%
7 Sept 20210.00%
6 Sept 20210.00%
5 Sept 20210.00%
4 Sept 20210.00%
3 Sept 20210.00%
2 Sept 20210.00%
1 Sept 20210.00%
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 20213.00%
19 Aug 20210.00%
18 Aug 20210.00%
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14 Aug 20210.00%
13 Aug 20210.00%
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6 Aug 20210.00%
5 Aug 20210.00%
4 Aug 20210.00%
3 Aug 20210.00%
2 Aug 20210.00%
1 Aug 20210.00%
31 Jul 20210.00%
30 Jul 20210.00%
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27 Jul 20210.00%
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22 Jul 20210.00%
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1 Jul 20210.00%
30 Jun 20210.00%
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22 Jun 20210.00%
21 Jun 20210.00%
20 Jun 20210.00%
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18 Jun 20210.00%
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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%
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6 Jun 20210.00%
5 Jun 20210.00%
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3 Jun 20210.00%
2 Jun 20210.00%
1 Jun 20210.00%
31 May 20210.00%
30 May 20210.00%
29 May 20210.00%
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27 May 20210.00%
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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 expectancy2.67%1,061.65 USDT average net outcome
Outlier PnL33.20%+21,613.86 USDT from 9 outliers
Longest win / loss streak6 / 5winning / losing trades
Average win / loss streak2.77 / 1.4522 winning / 22 losing runs

Net outcome distribution

Completed trades grouped into 24 symmetric bins around zero.

199.50Trade countAverage loss -3.84%Average win 6.08%-34.0%-17.0%0.0%17.0%34.0%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.

34.0%0-34.0%Net return on peak exposure (%)124477093Closed 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 observed6,733.92 USDT5.49%23,818.90 USDT32.81%177.00 d90.99%103complete; 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 close4,898.27 USDT4.05%21,673.86 USDT31.94%221.00 d88.59%55complete; 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 observed0.675.49%2.3832.81%177.00 d90.99%103complete; 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 close0.494.05%2.1731.94%221.00 d88.59%55complete; 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
18 Dec 2025, 00:00, UTC22 Dec 2025, 00:00, UTCnot recoveredunrecovered10,349.28 USDT8.43%14.00 dn/a

Completed episode summary

Completed episodes103
Average / median depth amount3,632.93 USDT / 2,281.79 USDT
Average / median depth7.20% / 5.46%
Average / maximum recovery time7.64 d / 72.00 d
Mean depth while underwater7.75%

Deepest observed episodes

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
10 Oct 2025, 00:00, UTC10 Dec 2025, 00:00, UTC17 Dec 2025, 00:00, UTCcompleted21,919.61 USDT18.02%68.00 d7.00 d
21 Jul 2025, 00:00, UTC7 Oct 2025, 00:00, UTC10 Oct 2025, 00:00, UTCcompleted23,818.90 USDT20.83%81.00 d3.00 d
14 May 2024, 00:00, UTC5 Jun 2024, 00:00, UTC5 Aug 2024, 00:00, UTCcompleted22,404.90 USDT32.81%83.00 d61.00 d
12 Jan 2024, 00:00, UTC17 Feb 2024, 00:00, UTC2 Apr 2024, 00:00, UTCcompleted12,090.27 USDT24.17%81.00 d45.00 d
10 Nov 2021, 00:00, UTC17 Nov 2021, 00:00, UTC3 Dec 2021, 00:00, UTCcompleted2,516.19 USDT17.13%23.00 d16.00 d

Raw daily-close episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
19 Dec 2025, 00:00, UTC23 Dec 2025, 00:00, UTCnot recoveredunrecovered6,171.63 USDT5.10%13.00 dn/a

Completed episode summary

Completed episodes55
Average / median depth amount2,883.12 USDT / 1,117.71 USDT
Average / median depth5.05% / 3.08%
Average / maximum recovery time14.64 d / 129.00 d
Mean depth while underwater6.26%

Deepest observed episodes

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
22 Jul 2025, 00:00, UTC7 Oct 2025, 00:00, UTC12 Oct 2025, 00:00, UTCcompleted19,281.27 USDT17.31%82.00 d5.00 d
15 May 2024, 00:00, UTC6 Jun 2024, 00:00, UTC13 Oct 2024, 00:00, UTCcompleted21,673.86 USDT31.94%151.00 d129.00 d
15 Dec 2023, 00:00, UTC18 Feb 2024, 00:00, UTC3 Apr 2024, 00:00, UTCcompleted9,554.77 USDT19.71%110.00 d45.00 d
15 Jun 2023, 00:00, UTC14 Aug 2023, 00:00, UTC10 Nov 2023, 00:00, UTCcompleted5,981.32 USDT14.36%148.00 d88.00 d
9 Nov 2021, 00:00, UTC29 Nov 2021, 00:00, UTC5 Dec 2021, 00:00, UTCcompleted2,126.70 USDT14.66%26.00 d6.00 d

Growth maximum-observed episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
18 Dec 2025, 00:00, UTC22 Dec 2025, 00:00, UTCnot recoveredunrecovered1.03498.43%14.00 dn/a

Completed episode summary

Completed episodes103
Average / median depth amount0.36 / 0.23
Average / median depth7.20% / 5.46%
Average / maximum recovery time7.64 d / 72.00 d
Mean depth while underwater7.75%

Deepest observed episodes

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
10 Oct 2025, 00:00, UTC10 Dec 2025, 00:00, UTC17 Dec 2025, 00:00, UTCcompleted2.192018.02%68.00 d7.00 d
21 Jul 2025, 00:00, UTC7 Oct 2025, 00:00, UTC10 Oct 2025, 00:00, UTCcompleted2.381920.83%81.00 d3.00 d
14 May 2024, 00:00, UTC5 Jun 2024, 00:00, UTC5 Aug 2024, 00:00, UTCcompleted2.240532.81%83.00 d61.00 d
12 Jan 2024, 00:00, UTC17 Feb 2024, 00:00, UTC2 Apr 2024, 00:00, UTCcompleted1.209024.17%81.00 d45.00 d
10 Nov 2021, 00:00, UTC17 Nov 2021, 00:00, UTC3 Dec 2021, 00:00, UTCcompleted0.25161917.13%23.00 d16.00 d

Growth daily-close episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
19 Dec 2025, 00:00, UTC23 Dec 2025, 00:00, UTCnot recoveredunrecovered0.6171635.10%13.00 dn/a

Completed episode summary

Completed episodes55
Average / median depth amount0.29 / 0.11
Average / median depth5.05% / 3.08%
Average / maximum recovery time14.64 d / 129.00 d
Mean depth while underwater6.26%

Deepest observed episodes

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
22 Jul 2025, 00:00, UTC7 Oct 2025, 00:00, UTC12 Oct 2025, 00:00, UTCcompleted1.928117.31%82.00 d5.00 d
15 May 2024, 00:00, UTC6 Jun 2024, 00:00, UTC13 Oct 2024, 00:00, UTCcompleted2.167431.94%151.00 d129.00 d
15 Dec 2023, 00:00, UTC18 Feb 2024, 00:00, UTC3 Apr 2024, 00:00, UTCcompleted0.95547719.71%110.00 d45.00 d
15 Jun 2023, 00:00, UTC14 Aug 2023, 00:00, UTC10 Nov 2023, 00:00, UTCcompleted0.59813214.36%148.00 d88.00 d
9 Nov 2021, 00:00, UTC29 Nov 2021, 00:00, UTC5 Dec 2021, 00:00, UTCcompleted0.21267014.66%26.00 d6.00 d

Risk and rolling metrics

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

Risk metricValueObservations
Annualized volatility34.53%1,753
Annualized downside deviation20.88%1,753
Sharpe1.651,753
Sortino2.731,753
Calmar2.081,753
Omega1.511,753
Recovery factor33.191,753
K-ratio (kestner-2013-daily-v1)2.261,753
Ulcer index8.24%1,753
Skewness0.551,753
Excess kurtosis15.231,753
5% lower-tail return-2.16%1,753
5% expected shortfall-4.06%1,753
Tail ratio1.591,753

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, UTC6.70%41.23%2.129.01%15.56%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
31 Dec 2025, 00:00, UTC6.64%41.23%2.109.01%15.56%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
30 Dec 2025, 00:00, UTC7.77%40.98%2.429.01%15.56%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
29 Dec 2025, 00:00, UTC7.35%40.99%2.319.01%15.56%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
28 Dec 2025, 00:00, UTC7.42%40.99%2.339.01%15.56%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
27 Dec 2025, 00:00, UTC8.08%40.88%2.519.01%15.56%
124 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
26 Dec 2025, 00:00, UTC8.75%40.75%2.719.01%15.56%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
25 Dec 2025, 00:00, UTC7.13%40.63%2.269.01%15.56%
127 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
24 Dec 2025, 00:00, UTC0.74%45.28%0.429.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
23 Dec 2025, 00:00, UTC-0.57%45.04%0.069.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
22 Dec 2025, 00:00, UTC-0.37%45.04%0.129.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
21 Dec 2025, 00:00, UTC0.36%44.96%0.329.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
20 Dec 2025, 00:00, UTC0.32%44.96%0.309.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
19 Dec 2025, 00:00, UTC4.77%42.21%1.559.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
18 Dec 2025, 00:00, UTC4.61%42.22%1.519.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
17 Dec 2025, 00:00, UTC0.82%40.18%0.449.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
16 Dec 2025, 00:00, UTC0.74%40.18%0.429.86%15.56%
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-2.17%38.77%-0.509.86%15.56%
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-3.67%38.33%-1.009.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
13 Dec 2025, 00:00, UTC-2.80%38.23%-0.729.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
12 Dec 2025, 00:00, UTC-7.31%33.82%-2.569.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
11 Dec 2025, 00:00, UTC-9.86%31.98%-3.789.86%15.56%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
10 Dec 2025, 00:00, UTC-9.69%32.00%-3.719.69%14.12%
130 marks; 0 missing boundaries; 0 partial marks; max gap 86,400,000 ms; max boundary staleness 0 ms
9 Dec 2025, 00:00, UTC-3.99%24.79%-1.875.78%8.63%
130 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, UTC1.29
31 Dec 2025, 00:00, UTC1.29
30 Nov 2025, 00:00, UTC1.39
31 Oct 2025, 00:00, UTC1.47
30 Sept 2025, 00:00, UTC1.70
31 Aug 2025, 00:00, UTC2.09
31 Jul 2025, 00:00, UTC2.27
30 Jun 2025, 00:00, UTC2.41
31 May 2025, 00:00, UTC2.99
30 Apr 2025, 00:00, UTC2.19
31 Mar 2025, 00:00, UTC1.99
28 Feb 2025, 00:00, UTC1.94
31 Jan 2025, 00:00, UTC2.02
31 Dec 2024, 00:00, UTC1.76
30 Nov 2024, 00:00, UTC1.44
31 Oct 2024, 00:00, UTC1.38
30 Sept 2024, 00:00, UTC1.33
31 Aug 2024, 00:00, UTC1.28
31 Jul 2024, 00:00, UTC1.26
30 Jun 2024, 00:00, UTC1.44
31 May 2024, 00:00, UTC1.47
30 Apr 2024, 00:00, UTC1.52
31 Mar 2024, 00:00, UTC1.40
29 Feb 2024, 00:00, UTC1.42

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 · 188 modeled fill markers · 94 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 trades93
Open trades1
Net wins / losses / breakeven61 / 32 / 0
Net win rate65.59%
Net profit / loss170,426.82 USDT / -71,693.66 USDT
Net expectancy1,061.65 USDT
Net profit factor2.38
Net average win / loss2,793.88 USDT / -2,240.43 USDT
Net median win / loss2,154.79 USDT / -1,056.73 USDT
Net payoff ratio1.25
Best / worst net trade13,856.85 USDT / -13,996.90 USDT
Maximum win / loss streak6 / 5
Gross wins / losses / breakeven61 / 32 / 0
Gross win rate65.59%
Gross profit / loss173,753.63 USDT / -69,503.43 USDT
Gross expectancy1,120.97 USDT
Gross profit factor2.50
Gross average win / loss2,848.42 USDT / -2,171.98 USDT
Gross median win / loss2,234.70 USDT / -987.78 USDT
Gross payoff ratio1.31
Best / worst gross trade13,964.38 USDT / -13,913.14 USDT
Average / median holding time6.12 d / 4.00 d
P90 / maximum holding time13.60 d / 54.00 d
Exposure34.06%
Maximum gross exposure123,033.50 USDT
Partial fills0
Worst MAE amount / fraction-16,412.47 USDT / 20.71%
Best MFE amount / fraction25,156.75 USDT / 44.84%
Trade ledger (94 rows)
Time / tradeStatusSideQuantityEntryExitExit reasonPartial fillsGross PnLNet after feesFeesSlippageMAE amount / fractionMFE amount / fractionHolding time
Open · …94cb2ad4b4openshort34.12003,185.92openopen07,347.837,282.6165.2221.75-8,926.04 / 7.59%14,081.76 / 11.97%open
Closed 26 Nov 2025, 00:00, UTC · …9f4569d23dclosedshort41.20002,800.092,958.59composition-target-transition0-6,530.27-6,672.63142.3547.45-7,669.80 / 6.23%1,592.37 / 1.29%2.00 d
Closed 28 Oct 2025, 00:00, UTC · …9e43477e67closedlong28.06003,934.554,117.08composition-target-transition05,121.784,986.23135.5645.19-665.21 / 0.56%8,980.97 / 7.52%3.00 d
Closed 18 Oct 2025, 00:00, UTC · …afcedc8f62closedshort21.57004,478.043,830.65composition-target-transition013,964.3813,856.85107.5335.84-5,989.04 / 5.84%25,156.75 / 24.52%27.00 d
Closed 21 Sept 2025, 00:00, UTC · …c2e2f57753closedlong21.61004,500.534,478.04composition-target-transition0-485.92-602.33116.4238.81-2,154.95 / 2.15%3,094.12 / 3.08%4.00 d
Closed 17 Sept 2025, 00:00, UTC · …97a4280a89closedshort23.19004,346.644,500.53composition-target-transition0-3,568.70-3,691.80123.1041.03-9,726.57 / 8.80%223.56 / 0.20%6.00 d
Closed 22 Aug 2025, 00:00, UTC · …d91d11b048closedlong23.91004,471.514,223.24composition-target-transition0-5,936.35-6,061.08124.7341.58-9,845.52 / 9.19%224.18 / 0.21%4.00 d
Closed 11 Aug 2025, 00:00, UTC · …241320b0f6closedlong25.20004,260.834,248.61composition-target-transition0-307.99-436.65128.6642.89-2,540.97 / 2.33%1,819.14 / 1.67%1.00 d
Closed 24 Jul 2025, 00:00, UTC · …48ec97d68dclosedlong29.62003,593.223,628.71composition-target-transition01,051.38923.03128.3542.78-2,033.96 / 1.78%7,966.94 / 6.96%4.00 d
Closed 11 Jul 2025, 00:00, UTC · …8cdd20e2a7closedlong36.12002,569.572,949.91composition-target-transition013,737.7413,618.12119.6239.87-2,274.25 / 2.10%15,727.59 / 14.49%4.00 d
Closed 19 Jun 2025, 00:00, UTC · …2afc9af4acclosedlong36.83002,529.772,523.18composition-target-transition0-242.73-354.39111.6637.22-2,862.64 / 2.90%5,518.39 / 5.59%4.00 d
Closed 3 Jun 2025, 00:00, UTC · …2e14671101closedlong35.79002,538.762,606.43composition-target-transition02,421.942,311.46110.4936.83-2,343.09 / 2.50%2,714.04 / 2.90%1.00 d
Closed 22 Apr 2025, 00:00, UTC · …347145c9e5closedlong57.63001,583.131,578.49composition-target-transition0-266.96-376.28109.3236.44-1,211.18 / 1.27%4,333.97 / 4.53%4.00 d
Closed 1 Apr 2025, 00:00, UTC · …dd1b362bcaclosedlong50.16002,003.211,821.32composition-target-transition0-9,123.85-9,238.95115.1038.37-11,895.47 / 11.77%606.41 / 0.60%4.00 d
Closed 27 Mar 2025, 00:00, UTC · …0ffccd9e75closedlong50.09001,979.962,008.28composition-target-transition01,418.671,298.80119.8639.95-223.20 / 0.21%6,234.41 / 5.91%4.00 d
Closed 17 Feb 2025, 00:00, UTC · …23564884c7closedshort34.08002,786.542,660.48composition-target-transition04,296.144,184.76111.3837.13-2,404.60 / 2.47%9,151.93 / 9.40%11.00 d
Closed 3 Feb 2025, 00:00, UTC · …57215036a1closedshort25.51003,298.862,869.18composition-target-transition010,961.0410,866.6494.4131.47-822.95 / 0.97%14,239.43 / 16.76%2.00 d
Closed 1 Feb 2025, 00:00, UTC · …f5b54af787closedlong25.55003,181.813,298.86composition-target-transition02,990.732,891.3899.3533.12-3,691.11 / 4.20%6,523.01 / 7.43%4.00 d
Closed 28 Jan 2025, 00:00, UTC · …242d894317closedshort19.41003,684.803,181.81composition-target-transition09,763.179,683.2079.9726.66-321.18 / 0.45%15,069.20 / 20.98%21.00 d
Closed 2 Jan 2025, 00:00, UTC · …7550f22974closedlong21.33003,403.143,358.58composition-target-transition0-950.51-1,037.0586.5428.85-2,199.13 / 2.99%1,018.07 / 1.38%4.00 d
Closed 17 Dec 2024, 00:00, UTC · …944dd9892cclosedlong18.23003,882.573,985.69composition-target-transition01,879.991,793.9386.0628.69-1,092.28 / 1.46%4,169.09 / 5.56%4.00 d
Closed 10 Dec 2024, 00:00, UTC · …975abc3743closedlong19.09003,788.483,712.26composition-target-transition0-1,455.04-1,540.9685.9128.64-6,511.93 / 8.34%5,793.86 / 7.42%4.00 d
Closed 28 Nov 2024, 00:00, UTC · …e4a23964acclosedlong19.81003,396.983,655.87composition-target-transition05,128.605,044.7783.8327.94-2,843.51 / 3.89%5,800.58 / 7.94%4.00 d
Closed 20 Nov 2024, 00:00, UTC · …7c63426d08closedlong21.67003,092.363,108.75composition-target-transition0355.17274.5480.6326.88-1,242.09 / 1.78%2,944.12 / 4.21%4.00 d
Closed 23 Oct 2024, 00:00, UTC · …84ff5b7b88closedlong25.59002,642.112,621.40composition-target-transition0-530.04-610.8580.8226.94-940.13 / 1.33%3,289.89 / 4.64%4.00 d
Closed 14 Oct 2024, 00:00, UTC · …968bed6715closedlong27.44002,385.862,467.30composition-target-transition02,234.702,154.7979.9026.63-137.12 / 0.20%2,854.39 / 4.18%3.00 d
Closed 21 Sept 2024, 00:00, UTC · …90aa629523closedlong25.60002,295.052,560.34composition-target-transition06,791.406,716.8274.5824.86-868.07 / 1.32%7,073.05 / 10.75%4.00 d
Closed 25 Aug 2024, 00:00, UTC · …4517e06d36closedshort14.30003,439.312,767.15composition-target-transition09,611.879,558.6253.2517.75-1,772.74 / 3.48%19,339.21 / 37.95%54.00 d
Closed 29 Jun 2024, 00:00, UTC · …0620ef2677closedshort14.00003,447.873,379.05composition-target-transition0963.54906.2057.3519.12-541.38 / 1.11%1,195.46 / 2.45%1.00 d
Closed 27 Jun 2024, 00:00, UTC · …c8c2b825dcclosedshort14.16003,391.563,370.34composition-target-transition0300.44242.9957.4519.15-480.29 / 0.99%961.34 / 1.98%1.00 d
Closed 24 Jun 2024, 00:00, UTC · …9ecbb0dac6closedlong14.08003,559.523,418.48composition-target-transition0-1,985.92-2,044.8758.9519.65-2,345.47 / 4.60%921.93 / 1.81%4.00 d
Closed 20 Jun 2024, 00:00, UTC · …ab3329750cclosedshort12.74003,748.173,559.52composition-target-transition02,403.382,347.5255.8618.62-1,820.54 / 3.67%5,178.18 / 10.45%20.00 d
Closed 31 May 2024, 00:00, UTC · …e9fa1d4962closedlong12.77003,827.993,748.17composition-target-transition0-1,019.24-1,077.2958.0519.35-1,617.65 / 3.18%1,961.15 / 3.86%4.00 d
Closed 27 May 2024, 00:00, UTC · …fbb5d5f9d2closedshort20.05003,134.063,827.99composition-target-transition0-13,913.14-13,996.9083.7527.92-16,412.47 / 20.71%5,519.22 / 6.96%21.00 d
Closed 6 May 2024, 00:00, UTC · …1a5f41b8f0closedlong20.08002,971.473,134.06composition-target-transition03,264.783,191.2373.5624.52-1,657.69 / 2.60%4,025.55 / 6.32%4.00 d
Closed 2 May 2024, 00:00, UTC · …073890ed3bclosedshort17.25003,214.632,971.47composition-target-transition04,194.394,130.3664.0321.34-610.01 / 1.09%6,900.81 / 12.31%2.00 d
Closed 26 Apr 2024, 00:00, UTC · …3c0243f860closedshort14.42003,502.513,154.63composition-target-transition05,016.414,958.8157.6019.20-755.18 / 1.47%10,256.79 / 20.01%14.00 d
Closed 11 Apr 2024, 00:00, UTC · …f1f7b8f4c2closedshort14.59003,507.083,548.03composition-target-transition0-597.48-659.2461.7620.59-865.50 / 1.66%1,430.82 / 2.75%1.00 d
Closed 8 Apr 2024, 00:00, UTC · …399c2d950bclosedlong14.84003,313.543,455.78composition-target-transition02,110.862,050.5860.2720.09-1,572.34 / 3.06%2,218.22 / 4.32%4.00 d
Closed 4 Apr 2024, 00:00, UTC · …13cad8a6ceclosedshort13.31003,504.713,313.54composition-target-transition02,544.422,489.9754.4518.15-2,092.35 / 4.29%4,026.26 / 8.26%7.00 d
Closed 28 Mar 2024, 00:00, UTC · …36b0955372closedlong13.33003,331.673,504.71composition-target-transition02,306.662,251.9854.6818.23-416.25 / 0.85%4,680.75 / 9.53%4.00 d
Closed 24 Mar 2024, 00:00, UTC · …c787ee7d1eclosedshort11.98003,521.993,331.67composition-target-transition02,280.022,230.7649.2616.42-824.52 / 1.92%5,580.47 / 12.97%5.00 d
Closed 19 Mar 2024, 00:00, UTC · …81d00a4f35closedlong11.99003,886.593,521.99composition-target-transition0-4,371.57-4,424.8753.3017.77-5,690.30 / 12.05%628.43 / 1.33%4.00 d
Closed 8 Mar 2024, 00:00, UTC · …8a96ebd251closedlong12.05003,492.533,870.25composition-target-transition04,551.504,498.2653.2317.74-3,692.10 / 7.78%5,388.90 / 11.35%4.00 d
Closed 21 Feb 2024, 00:00, UTC · …d1e70e1ec2closedlong13.97002,804.613,017.41composition-target-transition02,972.752,923.9548.8016.27-1,215.26 / 2.86%3,254.86 / 7.67%4.00 d
Closed 10 Feb 2024, 00:00, UTC · …20b2edc323closedshort18.32002,313.792,486.05composition-target-transition0-3,155.80-3,208.5652.7617.59-3,917.97 / 8.46%2,686.03 / 5.80%18.00 d
Closed 23 Jan 2024, 00:00, UTC · …2b73babbfbclosedlong18.35002,492.292,313.79composition-target-transition0-3,275.50-3,328.4152.9117.64-3,502.07 / 7.66%0.00 / 0.00%3.00 d
Closed 20 Jan 2024, 00:00, UTC · …7dda374a0dclosedshort18.67002,471.082,492.29composition-target-transition0-396.04-451.6455.6018.53-644.94 / 1.38%1,085.77 / 2.32%1.00 d
Closed 16 Jan 2024, 00:00, UTC · …f5c3ddd11eclosedlong18.40002,619.632,511.56composition-target-transition0-1,988.60-2,045.2556.6518.88-2,962.84 / 5.92%1,846.55 / 3.69%4.00 d
Closed 31 Dec 2023, 00:00, UTC · …175b256c8fclosedlong21.05002,301.032,292.85composition-target-transition0-172.16-230.1858.0219.34-673.60 / 1.38%515.72 / 1.05%1.00 d
Closed 15 Dec 2023, 00:00, UTC · …8887405250closedlong20.93002,204.692,316.84composition-target-transition02,347.212,290.4356.7818.93-1,292.03 / 2.64%2,725.07 / 5.58%2.00 d
Closed 8 Dec 2023, 00:00, UTC · …f04f90251fclosedlong19.61002,194.962,356.34composition-target-transition03,164.663,111.1153.5517.85-165.29 / 0.35%3,746.32 / 8.01%4.00 d
Closed 16 Nov 2023, 00:00, UTC · …ff57fdbadeclosedlong20.92002,055.152,059.23composition-target-transition085.2933.6551.6417.21-2,839.91 / 6.57%239.51 / 0.55%2.00 d
Closed 11 Nov 2023, 00:00, UTC · …03fc028f92closedlong20.71001,902.122,078.92composition-target-transition03,661.613,612.1449.4716.49-1,082.93 / 2.44%4,926.28 / 11.12%4.00 d
Closed 3 Nov 2023, 00:00, UTC · …8f8a201179closedlong21.91001,795.861,800.16composition-target-transition094.2346.9647.2715.76-406.63 / 0.99%1,765.75 / 4.29%4.00 d
Closed 9 Sept 2023, 00:00, UTC · …36772982baclosedshort24.17001,633.061,635.87composition-target-transition0-67.77-115.1747.4115.80-965.27 / 2.39%651.22 / 1.61%3.00 d
Closed 6 Sept 2023, 00:00, UTC · …8500aac9f7closedlong24.21001,628.481,633.06composition-target-transition0111.0763.6947.3815.79-487.48 / 1.22%465.42 / 1.17%4.00 d
Closed 2 Sept 2023, 00:00, UTC · …1404c51317closedshort23.54001,652.191,628.48composition-target-transition0558.22511.8946.3415.45-2,206.65 / 5.37%1,217.48 / 2.96%4.00 d
Closed 29 Aug 2023, 00:00, UTC · …fd94502ac4closedlong23.58001,646.631,652.19composition-target-transition0131.1184.4446.6715.56-651.97 / 1.66%404.18 / 1.03%2.00 d
Closed 27 Aug 2023, 00:00, UTC · …4c2894235eclosedshort19.73001,807.301,646.63composition-target-transition03,170.003,129.1240.8913.63-56.85 / 0.16%6,746.05 / 18.89%10.00 d
Closed 13 Aug 2023, 00:00, UTC · …73fdb42003closedshort19.34001,847.671,849.52composition-target-transition0-35.77-78.6742.9014.30-103.07 / 0.29%38.30 / 0.11%1.00 d
Closed 4 Jul 2023, 00:00, UTC · …b5d06e6895closedshort19.28001,905.381,954.98composition-target-transition0-956.33-1,000.9844.6614.89-1,389.15 / 3.64%5,386.42 / 14.13%31.00 d
Closed 31 May 2023, 00:00, UTC · …66f99c5c44closedlong19.37001,826.911,899.44composition-target-transition01,405.001,361.6943.3114.44-326.68 / 0.87%2,031.04 / 5.43%4.00 d
Closed 14 May 2023, 00:00, UTC · …9701c4f8bdclosedlong19.75001,846.101,793.78composition-target-transition0-1,033.28-1,076.4143.1314.38-2,192.23 / 5.88%807.40 / 2.17%4.00 d
Closed 7 May 2023, 00:00, UTC · …e1af98b89aclosedshort18.84001,916.111,895.88composition-target-transition0381.09338.0043.0914.36-4,364.91 / 10.79%2,544.47 / 6.29%24.00 d
Closed 20 Mar 2023, 00:00, UTC · …982ed625acclosedlong20.32001,649.501,779.64composition-target-transition02,644.532,602.7241.8113.94-369.21 / 0.99%3,944.52 / 10.53%4.00 d
Closed 9 Mar 2023, 00:00, UTC · …8b1c988277closedlong21.92001,564.331,531.40composition-target-transition0-721.81-762.5240.7213.57-993.48 / 2.86%441.41 / 1.27%3.00 d
Closed 16 Feb 2023, 00:00, UTC · …a59ae524fcclosedlong20.50001,538.101,674.43composition-target-transition02,794.712,755.2039.5113.17-1,600.59 / 4.63%3,012.73 / 8.72%4.00 d
Closed 4 Feb 2023, 00:00, UTC · …46491e87eeclosedlong18.98001,641.891,663.42composition-target-transition0408.62370.9837.6412.55-391.53 / 1.20%1,567.97 / 4.79%2.00 d
Closed 2 Jan 2023, 00:00, UTC · …8e4492f110closedshort25.34001,216.161,200.84composition-target-transition0388.12351.3736.7512.25-578.85 / 1.84%914.94 / 2.91%12.00 d
Closed 21 Dec 2022, 00:00, UTC · …a057022337closedlong25.38001,186.391,216.16composition-target-transition0755.55718.9636.5912.20-947.62 / 3.04%1,106.89 / 3.55%3.00 d
Closed 18 Dec 2022, 00:00, UTC · …4a6586a494closedshort21.10001,306.741,186.39composition-target-transition02,539.412,507.8531.5610.52-82.53 / 0.30%3,196.41 / 11.56%3.00 d
Closed 4 Dec 2022, 00:00, UTC · …fce8f00358closedlong22.27001,215.941,240.00composition-target-transition0535.79502.9732.8210.94-97.84 / 0.33%2,184.84 / 7.47%4.00 d
Closed 4 Nov 2022, 00:00, UTC · …5fda0f99a0closedlong17.72001,578.021,529.94composition-target-transition0-851.83-884.8733.0411.01-1,381.55 / 4.81%783.83 / 2.73%2.00 d
Closed 26 Oct 2022, 00:00, UTC · …e8bf144c8dclosedlong19.19001,299.261,458.66composition-target-transition03,058.863,027.1031.7510.59-114.37 / 0.39%4,351.14 / 14.86%4.00 d
Closed 14 Oct 2022, 00:00, UTC · …e0006452afclosedlong19.41001,322.961,286.24composition-target-transition0-712.77-743.1630.3910.13-2,830.26 / 10.90%281.16 / 1.08%4.00 d
Closed 10 Sept 2022, 00:00, UTC · …20223d3980closedlong14.97001,616.971,717.06composition-target-transition01,498.251,468.3029.959.98-1,916.51 / 7.32%1,987.67 / 7.59%4.00 d
Closed 15 Apr 2022, 00:00, UTC · …8e3ba955ebclosedlong8.03003,198.793,017.35composition-target-transition0-1,456.99-1,486.9429.959.98-2,090.93 / 8.11%96.84 / 0.38%4.00 d
Closed 17 Mar 2022, 00:00, UTC · …2916af22e7closedlong9.28002,569.262,772.60composition-target-transition01,886.921,857.1729.749.91-731.86 / 2.83%2,020.13 / 7.81%4.00 d
Closed 8 Mar 2022, 00:00, UTC · …89000d67cfclosedlong9.58002,663.582,489.95composition-target-transition0-1,663.38-1,693.0029.629.87-2,115.58 / 8.26%96.45 / 0.38%2.00 d
Closed 16 Feb 2022, 00:00, UTC · …66b1dcc967closedlong8.03002,870.823,183.11composition-target-transition02,507.682,478.5129.179.72-365.56 / 1.42%2,605.14 / 10.15%2.00 d
Closed 31 Jan 2022, 00:00, UTC · …fd8f27116cclosedshort4.24004,016.652,601.82composition-target-transition05,998.865,982.0316.845.61-571.57 / 3.25%7,893.38 / 44.84%40.00 d
Closed 12 Dec 2021, 00:00, UTC · …e82f6a9ccaclosedshort3.58004,432.764,090.32composition-target-transition01,225.951,207.6518.316.10-266.84 / 1.65%2,251.87 / 13.96%3.00 d
Closed 9 Dec 2021, 00:00, UTC · …3626bac6a1closedlong3.58004,118.274,432.76composition-target-transition01,125.871,107.5118.376.12-706.42 / 4.43%1,196.35 / 7.51%4.00 d
Closed 5 Dec 2021, 00:00, UTC · …a3225699d5closedshort2.87004,630.624,118.27composition-target-transition01,470.451,455.3815.075.02-445.36 / 3.24%3,617.99 / 26.34%4.00 d
Closed 1 Dec 2021, 00:00, UTC · …9fd21e9997closedlong2.87004,298.764,630.62composition-target-transition0952.45937.0715.385.13-53.41 / 0.39%1,320.75 / 9.67%2.00 d
Closed 29 Nov 2021, 00:00, UTC · …1c9519ba9aclosedshort3.18004,094.584,298.76composition-target-transition0-649.29-665.3016.015.34-653.23 / 4.78%422.08 / 3.09%1.00 d
Closed 25 Nov 2021, 00:00, UTC · …5e0f9e3018closedshort2.95004,341.184,273.95composition-target-transition0198.32183.0715.255.08-97.99 / 0.76%509.41 / 3.95%1.00 d
Closed 18 Nov 2021, 00:00, UTC · …c70c9fce9bclosedlong2.99004,649.034,287.69composition-target-transition0-1,080.40-1,096.4316.035.34-1,761.20 / 12.35%364.69 / 2.56%4.00 d
Closed 11 Nov 2021, 00:00, UTC · …2a0c58a82eclosedlong3.01004,521.904,633.07composition-target-transition0334.62318.0816.535.51-216.43 / 1.47%1,072.90 / 7.31%4.00 d
Closed 4 Nov 2021, 00:00, UTC · …d7e6c0efe8closedlong2.96004,323.414,604.63composition-target-transition0832.39816.5415.865.29-542.91 / 3.92%1,049.13 / 7.58%4.00 d
Closed 16 Oct 2021, 00:00, UTC · …258a0312a3closedlong3.31003,542.763,870.73composition-target-transition01,085.571,070.8514.724.91-455.98 / 3.52%1,228.81 / 9.48%4.00 d
Closed 5 Oct 2021, 00:00, UTC · …58cf130c23closedlong3.47002,999.453,384.72composition-target-transition01,336.901,323.6113.294.43-119.89 / 0.99%1,701.52 / 14.05%4.00 d
Closed 24 Aug 2021, 00:00, UTC · …4bdfafb103closedlong3.13003,187.043,323.29composition-target-transition0426.46414.2312.234.08-194.18 / 1.84%600.84 / 5.68%4.00 d

Execution and cost analysis

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

Signals0
Decisions163
Goals163
Blocked goals0
Orders163
Amendments0
Cancellations0
Filled orders163
Fill events188
Partial fills0
Fill ratio100.00%
Rejections0
Rejection ratio0.00%
Fees and rebates5,582.27 USDT
Fee debits5,582.27 USDT
Rebates0.00 USDT
Other costs0.00 USDT
Slippage1,860.76 USDT
Turnover9,303,781.07 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
USDT5,582.275,582.27 USDT

Trade breakdowns

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

Direction

DirectionClosedNet PnLGross PnLWin rate
Long6248,151.0151,891.1364.52%
Short3150,582.1452,359.0767.74%

Route

RouteClosedNet PnLGross PnLWin rate
composition-051b67e250c95058f78628879398,733.15104,250.2065.59%

Instrument

InstrumentClosedNet PnLGross PnLWin rate
ETHUSDT9398,733.15104,250.2065.59%

Timeframe

TimeframeClosedNet PnLGross PnLWin rate
1d9398,733.15104,250.2065.59%

Entry weekday (UTC)

Entry weekday (UTC)ClosedNet PnLGross PnLWin rate
Sunday1825,750.5126,836.5666.67%
Monday14-3,799.02-2,860.3750.00%
Tuesday1238,699.3939,364.7191.67%
Wednesday127,670.228,202.9258.33%
Thursday1216,336.1917,031.2083.33%
Friday13-4,178.86-3,340.6953.85%
Saturday1218,254.7319,015.8758.33%

Entry UTC hour

Entry UTC hourClosedNet PnLGross PnLWin rate
00:009398,733.15104,250.2065.59%

Policy

PolicyClosedNet PnLGross PnLWin rate
Conditional Composite Target V19398,733.15104,250.2065.59%

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 outputs7,502
Excluded mirrors0
Benchmark missing periodsnot applicable

Report identity

Run IDsystem-scenario-213224889ec2f3b23d20c43dcdc29001
Report hash913c452b1403811d3169e6893d8a7c1b2ecf8edefe3070e5ad222403457cb007
Applicationdirectional-composition-scenario-v1
Application hash6fe5361aae28e6e41482ee106b296f05973c9e5158b18d43abaf734bd3ee2337
Policynet-position-delta-v1
Policy hash11c68a01d37786e6c43adb59260507a05da5a709b05db85fdaa0e325a21748a2
Configuration hash9c87ea599a8076a1b8cb56dab62aaf71ec68492709720eb9d55d21afe5da1481
Execution-model hasha0ff461fab4ab3a5640837bbe532b05faf735d61f42cd3e88a99694b41aaaaa6
Source hash34bfc81ee22e8acea35a077db573fc06b3e602cf1188cf0a81e00ecf296971ab
Route hash051b67e250c95058f7862887883fa0aa42fe67ca1ab88c3b69f5e531bfc39761
Toolkit hashe39786ebbd2ef1f6bb4334373971384f9ada839591eb40e0017e5a2880e44c16
Candidate hashfa4e9644c29f53a0e1002d2691416a82e7795ea7b26ef2139a90e74fcadf617f
Market providersbybit
Execution providernot retained
InstrumentsETHUSDT
Timeframes1d
Dataset hashesc8bfaf78bd77f7917023bddb799a5084da14d213adc393b4d05d127b4e7b14c9
Trace hash4b543ad843fa07e16e096be9bba2ac9b7e75842e46ff19985b178f703fb8403b

Candle-path sensitivity

Open-high-low-close return1060.16%
Open-low-high-close return1060.16%
Worse result1060.16%
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[46].sharpezero-variance30
risk.rolling30Daily.points[47].sharpezero-variance30
risk.rolling30Daily.points[48].sharpezero-variance30
risk.rolling30Daily.points[49].sharpezero-variance30
risk.rolling30Daily.points[50].sharpezero-variance30
risk.rolling30Daily.points[51].sharpezero-variance30
risk.rolling30Daily.points[52].sharpezero-variance30
risk.rolling30Daily.points[53].sharpezero-variance30
risk.rolling30Daily.points[54].sharpezero-variance30
risk.rolling30Daily.points[55].sharpezero-variance30
risk.rolling30Daily.points[56].sharpezero-variance30
risk.rolling30Daily.points[57].sharpezero-variance30
risk.rolling30Daily.points[58].sharpezero-variance30
risk.rolling30Daily.points[59].sharpezero-variance30
risk.rolling30Daily.points[60].sharpezero-variance30
risk.rolling30Daily.points[61].sharpezero-variance30
risk.rolling30Daily.points[62].sharpezero-variance30
risk.rolling30Daily.points[63].sharpezero-variance30
risk.rolling30Daily.points[64].sharpezero-variance30
risk.rolling30Daily.points[65].sharpezero-variance30
risk.rolling30Daily.points[66].sharpezero-variance30
risk.rolling30Daily.points[67].sharpezero-variance30
risk.rolling30Daily.points[68].sharpezero-variance30
risk.rolling30Daily.points[69].sharpezero-variance30
risk.rolling30Daily.points[70].sharpezero-variance30
risk.rolling30Daily.points[71].sharpezero-variance30
risk.rolling30Daily.points[72].sharpezero-variance30
risk.rolling30Daily.points[73].sharpezero-variance30
risk.rolling30Daily.points[74].sharpezero-variance30
risk.rolling30Daily.points[75].sharpezero-variance30
risk.rolling30Daily.points[76].sharpezero-variance30
risk.rolling30Daily.points[77].sharpezero-variance30
risk.rolling30Daily.points[78].sharpezero-variance30
risk.rolling30Daily.points[79].sharpezero-variance30
risk.rolling30Daily.points[80].sharpezero-variance30
risk.rolling30Daily.points[81].sharpezero-variance30
risk.rolling30Daily.points[82].sharpezero-variance30
risk.rolling30Daily.points[83].sharpezero-variance30
risk.rolling30Daily.points[84].sharpezero-variance30
risk.rolling30Daily.points[85].sharpezero-variance30
risk.rolling30Daily.points[86].sharpezero-variance30
risk.rolling30Daily.points[87].sharpezero-variance30
risk.rolling30Daily.points[88].sharpezero-variance30
risk.rolling30Daily.points[89].sharpezero-variance30
risk.rolling30Daily.points[90].sharpezero-variance30
risk.rolling30Daily.points[91].sharpezero-variance30
risk.rolling30Daily.points[92].sharpezero-variance30
risk.rolling30Daily.points[93].sharpezero-variance30
risk.rolling30Daily.points[94].sharpezero-variance30
risk.rolling30Daily.points[95].sharpezero-variance30
risk.rolling30Daily.points[96].sharpezero-variance30
risk.rolling30Daily.points[97].sharpezero-variance30
risk.rolling30Daily.points[98].sharpezero-variance30
risk.rolling30Daily.points[99].sharpezero-variance30
risk.rolling30Daily.points[100].sharpezero-variance30
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risk.rolling30Daily.points[109].sharpezero-variance30
risk.rolling30Daily.points[110].sharpezero-variance30
risk.rolling30Daily.points[111].sharpezero-variance30
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risk.rolling30Daily.points[116].sharpezero-variance30
risk.rolling30Daily.points[117].sharpezero-variance30
risk.rolling30Daily.points[118].sharpezero-variance30
risk.rolling30Daily.points[119].sharpezero-variance30
risk.rolling30Daily.points[120].sharpezero-variance30
risk.rolling30Daily.points[121].sharpezero-variance30
risk.rolling30Daily.points[122].sharpezero-variance30
risk.rolling30Daily.points[123].sharpezero-variance30
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risk.rolling30Daily.points[127].sharpezero-variance30
risk.rolling30Daily.points[128].sharpezero-variance30
risk.rolling30Daily.points[163].sharpezero-variance30
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risk.rolling30Daily.points[169].sharpezero-variance30
risk.rolling30Daily.points[170].sharpezero-variance30
risk.rolling30Daily.points[397].sharpezero-variance30
risk.rolling30Daily.points[398].sharpezero-variance30
risk.rolling30Daily.points[399].sharpezero-variance30
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risk.rolling30Daily.points[442].sharpezero-variance30
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risk.rolling30Daily.points[460].sharpezero-variance30
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risk.rolling30Daily.points[469].sharpezero-variance30
risk.rolling30Daily.points[470].sharpezero-variance30
risk.rolling30Daily.points[471].sharpezero-variance30
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risk.rolling30Daily.points[473].sharpezero-variance30
risk.rolling30Daily.points[474].sharpezero-variance30
risk.rolling30Daily.points[475].sharpezero-variance30
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risk.rolling30Daily.points[485].sharpezero-variance30
risk.rolling30Daily.points[486].sharpezero-variance30
risk.rolling30Daily.points[487].sharpezero-variance30
risk.rolling30Daily.points[488].sharpezero-variance30
risk.rolling30Daily.points[489].sharpezero-variance30
risk.rolling30Daily.points[490].sharpezero-variance30
risk.rolling30Daily.points[491].sharpezero-variance30
risk.rolling30Daily.points[492].sharpezero-variance30
risk.rolling30Daily.points[493].sharpezero-variance30
risk.rolling30Daily.points[494].sharpezero-variance30
risk.rolling30Daily.points[495].sharpezero-variance30
risk.rolling30Daily.points[496].sharpezero-variance30
risk.rolling30Daily.points[497].sharpezero-variance30
risk.rolling30Daily.points[498].sharpezero-variance30
risk.rolling30Daily.points[499].sharpezero-variance30
risk.rolling30Daily.points[500].sharpezero-variance30
risk.rolling30Daily.points[501].sharpezero-variance30
risk.rolling30Daily.points[502].sharpezero-variance30
risk.rolling30Daily.points[503].sharpezero-variance30
risk.rolling30Daily.points[504].sharpezero-variance30
risk.rolling30Daily.points[505].sharpezero-variance30
risk.rolling30Daily.points[506].sharpezero-variance30
risk.rolling30Daily.points[507].sharpezero-variance30
risk.rolling30Daily.points[508].sharpezero-variance30
risk.rolling30Daily.points[509].sharpezero-variance30
risk.rolling30Daily.points[510].sharpezero-variance30
risk.rolling30Daily.points[659].sharpezero-variance30
risk.rolling30Daily.points[842].sharpezero-variance30
risk.rolling30Daily.points[843].sharpezero-variance30
risk.rolling30Daily.points[844].sharpezero-variance30
risk.rolling30Daily.points[845].sharpezero-variance30
risk.rolling30Daily.points[846].sharpezero-variance30
risk.rolling30Daily.points[847].sharpezero-variance30
risk.rolling30Daily.points[848].sharpezero-variance30
risk.rolling30Daily.points[849].sharpezero-variance30
risk.rolling30Daily.points[850].sharpezero-variance30
risk.rolling30Daily.points[909].sharpezero-variance30
risk.rolling30Daily.points[910].sharpezero-variance30
risk.rolling30Daily.points[911].sharpezero-variance30
risk.rolling30Daily.points[912].sharpezero-variance30
risk.rolling30Daily.points[913].sharpezero-variance30
risk.rolling30Daily.points[914].sharpezero-variance30
risk.rolling30Daily.points[915].sharpezero-variance30
risk.rolling30Daily.points[916].sharpezero-variance30
risk.rolling30Daily.points[917].sharpezero-variance30
risk.rolling30Daily.points[918].sharpezero-variance30
risk.rolling30Daily.points[919].sharpezero-variance30
risk.rolling30Daily.points[920].sharpezero-variance30
risk.rolling30Daily.points[921].sharpezero-variance30
risk.rolling30Daily.points[922].sharpezero-variance30
risk.rolling30Daily.points[923].sharpezero-variance30
risk.rolling30Daily.points[924].sharpezero-variance30
risk.rolling30Daily.points[925].sharpezero-variance30
risk.rolling30Daily.points[926].sharpezero-variance30
risk.rolling30Daily.points[927].sharpezero-variance30
risk.rolling30Daily.points[928].sharpezero-variance30
risk.rolling30Daily.points[929].sharpezero-variance30
risk.rolling30Daily.points[1436].sharpezero-variance30
risk.rolling30Daily.points[1437].sharpezero-variance30
risk.rolling30Daily.points[1438].sharpezero-variance30
risk.rolling30Daily.points[1439].sharpezero-variance30
risk.rolling30Daily.points[1500].sharpezero-variance30
risk.rolling30Daily.points[1501].sharpezero-variance30
risk.rolling30Daily.points[1502].sharpezero-variance30
risk.rolling30Daily.points[1503].sharpezero-variance30
risk.rolling30Daily.points[1504].sharpezero-variance30
risk.rolling30Daily.points[1505].sharpezero-variance30
risk.rolling30Daily.points[1506].sharpezero-variance30
risk.rolling30Daily.points[1507].sharpezero-variance30
risk.rolling30Daily.points[1508].sharpezero-variance30
risk.rolling30Daily.points[1509].sharpezero-variance30
risk.rolling30Daily.points[1510].sharpezero-variance30

Assumptions

  • Manual historical scenario from a frozen public directional-composition design.
  • Source archive: 34bfc81ee22e8acea35a077db573fc06b3e602cf1188cf0a81e00ecf296971ab.
  • Scenario request: 6fe5361aae28e6e41482ee106b296f05973c9e5158b18d43abaf734bd3ee2337.
  • 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.