The figures on this page summarise the trading results displayed on the performance tracker. They describe recorded fluctuations, drawdowns and returns within the tracked series.
Scope and limitations
These statistics use the same adjusted performance series as the performance tracker. They exclude the capital loss associated with the April 2026 Drift Protocol security incident and link the trading periods before and after the interruption using replacement capital.
The figures therefore do not capture all losses incurred or all risks associated with the trading activity. In particular, they should not be read as a complete measure of platform, custody or operational risk.
The record also includes changes in strategies, position allocations and execution arrangements. Statistics calculated across that record do not describe a single unchanged configuration.
Maximum drawdown
Maximum drawdown measures the largest percentage decline from a previous peak to a subsequent low within the tracked series. It can occur even when the account remains above its starting value, and it does not require the account to have recovered.
The reported figure reflects the series’ exclusions and adjustments, including the exclusion of the Drift-related capital loss. Future drawdowns may exceed those recorded so far.
Volatility
Volatility measures the variability of recorded returns over the sampled periods. It describes historical fluctuations rather than the maximum possible loss.
Lower measured volatility does not establish that a system is safe or account for every risk. The sampling interval, assessment period and changes in exposure can all affect the result.
Sharpe ratio
The Sharpe ratio compares returns above a reference rate with the variability of returns. Its interpretation depends on the reference rate, sampling frequency and annualisation method used in the calculation.
A higher historical ratio does not establish that the same relationship between returns and volatility will continue.
Sortino ratio
The Sortino ratio evaluates returns relative to downside deviation, focusing on returns below a specified target rather than treating all fluctuations equally.
Its value depends on the target and calculation method. Short records or periods with few negative observations can produce unstable results.
Calmar ratio
The Calmar ratio compares annualised return with the magnitude of maximum drawdown over the assessment period.
Both components use the adjusted trading record. Excluding a capital loss or changing the assessment period can materially affect the ratio.
Weekly win rate
Weekly win rate measures the proportion of reported weeks with a positive return. It is not the percentage of winning trades.
It does not show the size of gains or losses. A high proportion of positive weeks can still be accompanied by an overall loss if the negative weeks are sufficiently large. Partial weeks and excluded periods should also be considered when interpreting the figure.
Recovery time
Recovery statistics describe the time taken for the tracked series to regain a previous peak after a decline. A drawdown that remains unrecovered has no completed recovery time.
Historical recoveries do not establish that a current or future drawdown will recover. Recovery within this adjusted series also does not mean that capital lost in the Drift incident has been recovered.
Calculation and interpretation
The statistics update automatically as new recorded account data becomes available. Annualised figures use the active tracked periods and exclude the stated trading pause, as explained on the performance tracker.
These are internally calculated statistics, not an independent audit or assurance of performance. Their usefulness depends on the underlying data, calculation methods and length of the record.
Past performance is not a reliable indicator of future results. These figures document the system’s recorded behaviour and do not recommend that readers trade or copy its activity.
| Metric | Value |
|---|---|
| Start Date | 2025-10-25 |
| End Date | 2026-10-17 |
| Periods | 53 |
| Calendar Span Days | 358 |
| Excluded Pause Period | 2026-04-02 to 2026-06-08 (68 days excluded) |
| Active Tracked Days | 290 |
| Total Return | 20.02% |
| CAGR | 25.84% |
| Maximum Drawdown | -10.73% |
| Current Drawdown | -9.32% |
| Sharpe Ratio | 0.88 |
| Sortino Ratio | 1.40 |
| Calmar Ratio | 2.41 |
| Annualised Volatility | 23.15% |
| Weekly Win Rate | 58.49% |
| Best Period | 16.31% |
| Worst Period | -8.06% |
| Recovered Drawdowns | 5 |
| Max Recovery Time | 70.00 days |
| Average Recovery Time | 32.20 days |
Taken together, these figures provide a broader view of the system’s behaviour, showing not only the returns achieved, but the level of risk, consistency, and recovery involved in producing them.