The figures shown here summarise the statistical characteristics of the trading results displayed on the performance tracker. While the performance page focuses on returns over time, this section examines the behaviour of the strategy from a risk and consistency perspective.
Several industry-standard metrics are used to provide a clearer picture of how the system performs under real conditions. These include measures such as maximum drawdown, volatility, risk-adjusted returns, and recovery time following periods of loss.
Maximum drawdown represents the largest peak-to-trough decline experienced during the tracked period. This is one of the most important measures of risk in any trading system, as it shows the worst loss that occurred before the account recovered to a new high.
In the case of Guardian TradeBot, the maximum drawdown occurred during an earlier development phase when exposure was materially higher than it is today. At that time, the system was operating with more aggressive capital deployment, which contributed both to the strongest early gains and to the deepest subsequent pullback. That drawdown followed a sharp rise in account value rather than a decline from starting capital, and it was fully recovered. Since reducing exposure and tightening deployment, the return profile has been materially smoother.
Risk-adjusted metrics such as the Sharpe ratio and Sortino ratio evaluate how efficiently returns are generated relative to volatility. These measures help distinguish between strategies that produce returns through consistent performance and those that rely on excessive risk.
The Calmar ratio compares annualised returns with maximum drawdown, providing a useful perspective on how effectively the system converts risk into return.
Weekly Win Rate measures the proportion of weeks that closed positive over the reporting period. It is a consistency measure, not a trade-level win rate, and should not be interpreted as the percentage of winning trades.
Recovery statistics are also included to show how long the strategy has historically taken to recover from drawdowns. Understanding both the depth and duration of losses is an important part of evaluating any trading approach.
As with the performance figures themselves, these statistics are derived directly from the recorded trading results and are updated automatically as new data is added.
No statistical measure can guarantee future outcomes, but together they provide a more complete picture of the behaviour, risk profile, and consistency of the strategy over time.
| Metric | Value |
|---|---|
| Start Date | 2025-10-25 |
| End Date | 2026-04-14 |
| Periods | 31 |
| Total Days | 172 |
| Total Return | 27.15% |
| CAGR | 66.55% |
| Maximum Drawdown | -10.73% |
| Current Drawdown | 0.00% |
| Sharpe Ratio | 1.57 |
| Sortino Ratio | 2.53 |
| Calmar Ratio | 6.20 |
| Annualised Volatility | 28.10% |
| Weekly Win Rate | 61.29% |
| Best Period | 16.31% |
| Worst Period | -8.06% |
| Recovered Drawdowns | 3 |
| Max Recovery Time | 70.00 days |
| Average Recovery Time | 39.67 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.