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Performance index
2,058.55
Data table
| Date (UTC day-end) | Index |
|---|---|
| 2026-10-27 | 2,058.55 |
| 2026-10-26 | 2,063.37 |
| 2026-10-25 | 2,030.43 |
| 2026-10-24 | 2,072.53 |
| 2026-10-23 | 2,091.52 |
| 2026-10-22 | 2,076.40 |
| 2026-10-21 | 1,953.82 |
| 2026-10-20 | 1,959.14 |
| 2026-10-19 | 1,966.94 |
| 2026-10-18 | 1,930.97 |
| 2026-10-17 | 1,942.24 |
| 2026-10-16 | 1,940.42 |
| 2026-10-15 | 1,960.00 |
| 2026-10-14 | 2,005.70 |
| 2026-10-13 | 1,859.06 |
| 2026-10-02 | 1,856.66 |
| 2026-10-01 | 1,851.21 |
| 2026-09-30 | 1,821.43 |
| 2026-09-29 | 1,789.49 |
| 2026-09-28 | 1,764.40 |
| 2026-09-27 | 1,870.53 |
| 2026-09-26 | 1,873.73 |
| 2026-09-25 | 1,858.95 |
| 2026-09-24 | 1,801.01 |
| 2026-09-23 | 1,764.28 |
| 2026-09-22 | 1,760.05 |
| 2026-09-21 | 1,729.53 |
| 2026-09-20 | 1,687.28 |
| 2026-09-19 | 1,681.80 |
| 2026-09-18 | 1,598.37 |
| 2026-09-17 | 1,631.24 |
| 2026-09-16 | 1,573.37 |
| 2026-09-15 | 1,538.41 |
| 2026-09-14 | 1,531.53 |
| 2026-09-13 | 1,511.43 |
| 2026-09-11 | 1,524.84 |
| 2026-09-10 | 1,497.10 |
| 2026-09-09 | 1,512.89 |
| 2026-09-08 | 1,511.11 |
| 2026-09-07 | 1,485.71 |
| 2026-09-06 | 1,483.18 |
| 2026-09-05 | 1,481.63 |
| 2026-09-04 | 1,477.76 |
| 2026-09-03 | 1,460.98 |
| 2026-09-02 | 1,449.00 |
| 2026-09-01 | 1,450.49 |
| 2026-08-31 | 1,414.85 |
| 2026-08-30 | 1,421.84 |
| 2026-08-29 | 1,371.66 |
| 2026-08-28 | 1,350.96 |
| 2026-08-27 | 1,308.66 |
| 2026-08-26 | 1,270.06 |
| 2026-08-25 | 1,219.51 |
| 2026-08-24 | 1,081.67 |
| 2026-08-23 | 1,042.69 |
| 2026-08-22 | 1,050.68 |
| 2026-08-21 | 1,047.88 |
| 2026-08-20 | 947.07 |
| 2026-08-19 | 936.32 |
| 2026-08-18 | 728.53 |
| 2026-08-17 | 628.05 |
| 2026-08-16 | 765.78 |
| 2026-08-15 | 772.23 |
| 2026-08-14 | 786.52 |
| 2026-08-13 | 817.95 |
| 2026-08-12 | 818.86 |
| 2026-08-11 | 817.02 |
| 2026-08-10 | 808.51 |
| 2026-08-09 | 800.61 |
| 2026-08-08 | 798.26 |
| 2026-08-07 | 803.60 |
| 2026-08-06 | 766.07 |
| 2026-08-05 | 739.95 |
| 2026-08-04 | 747.54 |
| 2026-08-03 | 715.71 |
| 2026-08-02 | 702.50 |
| 2026-08-01 | 719.86 |
| 2026-07-31 | 718.95 |
| 2026-07-30 | 574.30 |
| 2026-07-29 | 478.53 |
| 2026-07-28 | 373.21 |
| 2026-07-27 | 357.39 |
| 2026-07-26 | 313.93 |
| 2026-07-25 | 309.75 |
| 2026-07-24 | 297.56 |
| 2026-07-23 | 240.19 |
| 2026-07-22 | 263.20 |
| 2026-07-21 | 253.31 |
| 2026-07-20 | 307.61 |
| 2026-07-19 | 303.46 |
| 2026-07-18 | 296.75 |
| 2026-07-17 | 294.93 |
| 2026-07-16 | 298.91 |
| 2026-07-15 | 305.09 |
| 2026-07-14 | 306.14 |
| 2026-07-13 | 294.84 |
| 2026-07-12 | 291.41 |
| 2026-07-11 | 289.80 |
| 2026-07-10 | 291.20 |
| 2026-07-09 | 285.53 |
| 2026-07-08 | 255.62 |
| 2026-07-07 | 270.92 |
| 2026-07-06 | 292.28 |
| 2026-07-05 | 294.20 |
| 2026-07-04 | 278.47 |
| 2026-07-03 | 277.17 |
| 2026-07-02 | 280.85 |
| 2026-07-01 | 287.32 |
| 2026-06-30 | 290.21 |
| 2026-06-29 | 292.44 |
| 2026-06-28 | 286.95 |
| 2026-06-27 | 286.07 |
| 2026-06-26 | 292.08 |
| 2026-06-25 | 297.84 |
| 2026-06-24 | 281.52 |
| 2026-06-23 | 244.88 |
| 2026-06-22 | 232.52 |
| 2026-06-20 | 239.98 |
| 2026-06-19 | 239.14 |
| 2026-06-18 | 237.27 |
| 2026-06-17 | 239.08 |
| 2026-06-16 | 237.63 |
| 2026-06-15 | 240.57 |
| 2026-06-14 | 228.03 |
| 2026-06-13 | 227.25 |
| 2026-06-12 | 226.52 |
| 2026-06-11 | 226.59 |
| 2026-06-10 | 227.36 |
| 2026-06-09 | 223.81 |
| 2026-06-08 | 268.21 |
| 2026-06-07 | 251.21 |
| 2026-06-06 | 249.45 |
| 2026-06-05 | 247.31 |
| 2026-06-04 | 248.15 |
| 2026-06-03 | 252.64 |
| 2026-06-02 | 251.51 |
| 2026-06-01 | 217.12 |
| 2026-05-31 | 201.02 |
| 2026-05-30 | 202.92 |
| 2026-05-29 | 202.17 |
| 2026-05-28 | 201.64 |
| 2026-05-27 | 188.38 |
| 2026-05-26 | 191.24 |
| 2026-05-25 | 186.61 |
| 2026-05-24 | 183.69 |
| 2026-05-23 | 174.93 |
| 2026-05-22 | 171.25 |
| 2026-05-21 | 172.35 |
| 2026-05-20 | 171.29 |
| 2026-05-19 | 159.26 |
| 2026-05-18 | 162.39 |
| 2026-05-17 | 165.49 |
| 2026-05-16 | 168.35 |
| 2026-05-15 | 168.02 |
| 2026-05-14 | 174.76 |
| 2026-05-13 | 172.84 |
| 2026-05-12 | 167.93 |
| 2026-05-11 | 169.79 |
| 2026-05-10 | 148.96 |
| 2026-05-09 | 148.59 |
| 2026-05-08 | 149.59 |
| 2026-05-07 | 153.85 |
| 2026-05-06 | 142.18 |
| 2026-05-05 | 132.83 |
| 2026-05-04 | 121.65 |
| 2026-05-03 | 124.67 |
| 2026-05-02 | 124.57 |
| 2026-05-01 | 118.81 |
| 2026-04-30 | 111.39 |
| 2026-04-29 | 109.38 |
| 2026-04-28 | 110.08 |
| 2026-04-27 | 108.49 |
| 2026-04-26 | 108.86 |
| 2026-04-24 | 108.40 |
| 2026-04-23 | 107.38 |
| 2026-04-22 | 107.35 |
| 2026-04-21 | 108.03 |
| 2026-04-20 | 106.87 |
| 2026-04-19 | 103.51 |
| 2026-04-18 | 105.67 |
| 2026-04-17 | 104.79 |
| 2026-04-16 | 105.46 |
| 2026-04-15 | 106.50 |
| 2026-04-14 | 106.37 |
| 2026-04-13 | 111.57 |
| 2026-04-12 | 111.32 |
| 2026-04-11 | 98.94 |
| 2026-04-10 | 101.89 |
| 2026-04-09 | 105.41 |
| 2026-04-08 | 100.49 |
| 2026-04-07 | 99.90 |
| 2026-04-06 | 99.85 |
| 2026-04-05 | 99.90 |
| 2026-04-03 | 100.47 |
| 2026-04-02 | 103.75 |
| 2026-04-01 | 99.48 |
| 2026-03-31 | 99.27 |
| 2026-03-30 | 101.05 |
| 2026-03-29 | 100.24 |
| 2026-03-28 | 100.59 |
| 2026-03-27 | 100.16 |
| 2026-03-26 | 98.74 |
| 2026-03-25 | 96.47 |
| 2026-03-24 | 96.82 |
| 2026-03-23 | 95.43 |
| 2026-03-22 | 97.94 |
| 2026-03-20 | 99.38 |
| 2026-03-19 | 101.85 |
| 2026-03-18 | 102.42 |
| 2026-03-16 | 103.25 |
| 2026-03-15 | 102.03 |
| 2026-03-14 | 101.40 |
| 2026-03-13 | 102.89 |
| 2026-03-12 | 102.29 |
| 2026-03-11 | 102.47 |
| 2026-03-10 | 100.65 |
| 2026-03-09 | 101.28 |
| 2026-03-08 | 100.13 |
| 2026-03-07 | 100.00 |
| 2026-03-06 | 100.86 |
| 2026-03-04 | 100.96 |
| 2026-03-03 | 100.29 |
| 2026-03-02 | 99.33 |
Base 100, log scale. The index moves when a position is closed. The index is calculated with all positions at 10x leverage.
This is a calculated strategy index, not an account’s net asset value or net return. No additional deductions are made for fees, slippage adjustments or funding costs. Past performance does not guarantee future results.
Statistics
| Metric | Value | How it is measured |
|---|---|---|
| Sharpe | 5.01 | Mean ÷ standard deviation of daily index changes × √365; risk-free rate 0 |
| Sortino | 11.52 | Like Sharpe, with downside deviation in place of the standard deviation |
| Max drawdown | -27.91% | Largest fall from a peak of the index to a later low |
| Current drawdown | -3.22% | How far the index is below its peak now |
| Total return | 1,958.55% | Index change since the first point (base 100) |
| Volatility (ann.) | 102.86% | Standard deviation of daily index changes × √365 |
| Win rate | 57.33% | Share of closed legs that made money |
| Profit factor | 1.53 | Sum of winning legs ÷ sum of losing legs |
| Payoff ratio | 1.13 | Average winning leg ÷ average losing leg |
| Avg win | 1.86% | Average return of a winning leg (price move in its direction) |
| Avg loss | -1.65% | Average return of a losing leg |
| Closed legs | 3,450 | Entries paired with a later exit |
| Avg hold | 11.5 h | Average time from entry to exit |
Closed positions only: open positions are not marked to market, so volatility and drawdown read lower than a mark-to-market curve would. Sharpe and Sortino use daily UTC index changes, a 365-day year and a 0% risk-free rate. Period 2026-03-02 to 2026-10-27.
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