Portfolio Key Metrics
Net Profit
$41,003.66
Return: +410.0%
Max Drawdown
8.67%
$4,046.40 absolute
Win Rate
58.2%
189W / 136L
Profit Factor
1.89
Gross P/L ratio
Calmar Ratio
3.38
Ann. return / Max DD
Recovery Factor
10.13
Net profit / Max DD
Sharpe Ratio
3.67
Annualised
Expected Payoff
$126.17
Per trade average
Detailed Drawdown Analysis
Max Drawdown
8.67%
$4,046.40 from peak
Recovery Factor
10.13
Higher is better
Calmar Ratio
3.38
>0.5 is acceptable
Top 5 Drawdown Episodes
| Rank | Start | End | Duration | Max DD% | Max DD $ | Severity |
|---|
| #1 |
2020-02-03 |
2020-05-12 |
98d |
8.67% |
$1,006.79 |
MODERATE |
| #2 |
2025-07-02 |
2025-12-09 |
159d |
8.56% |
$4,046.40 |
MODERATE |
| #3 |
2020-10-26 |
2021-04-06 |
162d |
8.52% |
$1,132.33 |
MODERATE |
| #4 |
2026-01-15 |
2026-05-28 |
132d |
6.23% |
$3,202.69 |
MODERATE |
| #5 |
2022-10-13 |
2022-11-11 |
28d |
6.11% |
$1,403.24 |
MODERATE |
Trade Statistics
Win/Loss Ratio
1.36
Avg win / avg loss
Gross P / L
$87,264 / $46,260
Monthly Performance Grid
| YEAR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | TOTAL |
|---|
| 2020 | +$1.6K | $-869 | $-82 | +$437 | +$906 | +$69 | $-191 | +$509 | +$335 | +$239 | $-348 | $-466 | +$2.2K |
| 2021 | +$270 | +$271 | +$417 | +$69 | +$277 | +$1.7K | +$1.2K | +$1.1K | +$2.3K | +$313 | $-649 | +$734 | +$8.0K |
| 2022 | +$40 | +$137 | +$800 | – | +$110 | +$772 | $-403 | +$829 | +$188 | $-776 | +$1.4K | $-83 | +$3.0K |
| 2023 | +$1.0K | +$2.0K | +$1.5K | $-888 | +$277 | +$761 | +$124 | +$1.5K | $-376 | +$175 | +$252 | +$769 | +$7.0K |
| 2024 | +$598 | $-78 | $-298 | +$2.5K | +$28 | +$2.4K | $-377 | +$1.1K | $-11 | +$1.5K | $-112 | +$3.0K | +$10.2K |
| 2025 | +$1.9K | +$480 | +$1.1K | +$386 | +$852 | +$1.6K | $-1.9K | +$15 | $-118 | +$358 | +$1.5K | +$2.4K | +$8.5K |
| 2026 | +$1.4K | +$246 | $-2.2K | +$2.4K | +$284 | – | – | – | – | – | – | – | +$2.2K |
Portfolio Composition — Included Strategies (2)
| # | Strategy Name | Symbol | Timeframe | Trades | Capital Allocated |
|---|
| #1 |
OrderFlow Structure SMC EA MT5 |
GBPUSD |
H1 |
94 |
$5,000 |
| #2 |
OrderFlow Structure SMC EA MT5 |
USDCAD |
H1 |
231 |
$5,000 |
| Total portfolio capital |
325 |
$10,000 |
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.