Portfolio Key Metrics
Net Profit
$13,247.17
Return: +264.9%
Max Drawdown
10.76%
$1,634.05 absolute
Win Rate
66.2%
174W / 89L
Profit Factor
1.79
Gross P/L ratio
Calmar Ratio
2.03
Ann. return / Max DD
Recovery Factor
8.11
Net profit / Max DD
Sharpe Ratio
3.67
Annualised
Expected Payoff
$50.37
Per trade average
Detailed Drawdown Analysis
Max Drawdown
10.76%
$1,634.05 from peak
Recovery Factor
8.11
Higher is better
Calmar Ratio
2.03
>0.5 is acceptable
Top 5 Drawdown Episodes
| Rank | Start | End | Duration | Max DD% | Max DD $ | Severity |
|---|
| #1 |
2024-11-18 |
2025-09-26 |
312d |
10.76% |
$1,634.05 |
HIGH |
| #2 |
2022-08-24 |
2023-03-23 |
211d |
9.13% |
$840.60 |
MODERATE |
| #3 |
2020-09-28 |
2020-11-26 |
59d |
8.53% |
$485.37 |
MODERATE |
| #4 |
2019-06-26 |
2020-03-03 |
250d |
8.20% |
$401.69 |
MODERATE |
| #5 |
2021-10-01 |
2022-02-17 |
138d |
7.63% |
$604.64 |
MODERATE |
Trade Statistics
Win/Loss Ratio
0.91
Avg win / avg loss
Gross P / L
$30,065 / $16,818
Monthly Performance Grid
| YEAR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | TOTAL |
|---|
| 2019 | – | – | – | – | – | $-117 | $-287 | $-39 | +$21 | +$134 | $-89 | – | $-376 |
| 2020 | $-87 | +$275 | +$452 | $-16 | +$143 | $-123 | – | +$206 | +$104 | $-261 | +$447 | – | +$1.1K |
| 2021 | +$10 | +$73 | +$160 | +$223 | +$795 | +$326 | – | +$42 | +$530 | $-453 | +$308 | – | +$2.0K |
| 2022 | +$53 | +$258 | +$445 | +$16 | +$7 | +$575 | +$75 | $-194 | $-213 | $-263 | $-33 | – | +$727 |
| 2023 | +$149 | +$393 | +$458 | +$154 | $-24 | $-193 | $-192 | +$550 | $-43 | +$380 | +$284 | – | +$1.9K |
| 2024 | +$1.2K | +$1.4K | $-260 | +$615 | +$154 | $-499 | +$487 | +$507 | +$508 | +$250 | $-211 | – | +$4.2K |
| 2025 | $-698 | $-46 | +$278 | +$291 | +$75 | $-118 | +$161 | +$24 | +$1.1K | +$2.2K | +$22 | – | +$3.3K |
| 2026 | +$369 | – | – | – | – | – | – | – | – | – | – | – | +$369 |
Portfolio Composition — Included Strategies (1)
| # | Strategy Name | Symbol | Timeframe | Trades | Capital Allocated |
|---|
| #1 |
ATG EA 30.0 |
XAUUSD |
M15 |
263 |
$5,000 |
| Total portfolio capital |
263 |
$5,000 |
Disclaimer: This report presents historical combined backtest performance data only. Portfolio backtests combine individual strategy results and do not account for real-world correlation, slippage, or capital constraints. Past results are not indicative of future returns. This report does not constitute financial advice.