| Total Return | +148.4% |
| CAGR | 24.8% |
| Volatility (ann.) | 18.4% |
| Sharpe | 1.84 |
| Sortino | 2.62 |
| Calmar | 1.75 |
| Beta vs SPY | 0.92 |
| Alpha (ann.) | +8.4% |
| Best Month | +12.4% |
| Worst Month | -8.2% |
| Total Trades | 284 |
| Winners | 177 (62.3%) |
| Losers | 107 (37.7%) |
| Avg Win | +$842 |
| Avg Loss | -$418 |
| Profit Factor | 2.18 |
| Expectancy | +$365 |
| Avg R Multiple | +0.72R |
| Avg Hold (bars) | 14 |
| Max Consec. Wins | 11 |
| Max Consec. Losses | 6 |
| Max Drawdown | -14.2% |
| Avg Drawdown | -4.8% |
| DD Duration (max) | 62 days |
| Recovery (max) | 84 days |
| VaR 95% (1-day) | -2.18% |
| CVaR 95% | -3.42% |
| Tail Ratio | 1.42 |
| Ulcer Index | 4.82 |
| Skew | +0.18 |
| Kurtosis | 3.84 |
| # | Open Date | Close Date | Side | Entry | Exit | Bars Held | P/L | R | Reason |
|---|---|---|---|---|---|---|---|---|---|
| 284 | 5/02/26 | 5/12/26 | L | $478.20 | $487.32 | 8 | +$912 | +1.4R | Target |
| 283 | 4/22/26 | 4/28/26 | L | $472.40 | $464.80 | 4 | -$760 | -1.0R | Stop |
| 282 | 4/08/26 | 4/21/26 | L | $462.40 | $478.20 | 9 | +$1,580 | +2.1R | Trail |
| 281 | 3/24/26 | 4/07/26 | L | $455.20 | $462.40 | 10 | +$720 | +1.0R | Target |
| 280 | 3/14/26 | 3/21/26 | L | $448.40 | $442.20 | 5 | -$620 | -0.8R | Time stop |
| 279 | 2/28/26 | 3/13/26 | L | $442.20 | $455.40 | 10 | +$1,320 | +1.8R | Trail |
| 278 | 2/14/26 | 2/26/26 | L | $432.10 | $448.40 | 9 | +$1,630 | +2.2R | Target |
| 277 | 1/28/26 | 2/12/26 | L | $425.80 | $432.10 | 11 | +$630 | +0.8R | Signal exit |
| 276 | 1/14/26 | 1/26/26 | L | $418.40 | $408.20 | 9 | -$1,020 | -1.4R | Stop |
| 275 | 12/22/25 | 1/12/26 | L | $402.40 | $425.80 | 15 | +$2,340 | +2.8R | Trail |