EquityMR_v6

JPM · 2020-01-01 to 2026-05-27 · $100,000 starting equity · event_driven
Total Return
+5.15%
CAGR
0.79%
Sharpe Ratio
0.78
Sortino Ratio
0.83
Max Drawdown
-1.32%
DD Duration
459d
Total Trades
62
Win Rate
59.7%
Profit Factor
1.87
Avg Win
+5.69%
Avg Loss
-4.32%
Exposure
46.8%

Equity Curve

Drawdown

Trade Log (62 trades)

SymbolSideEntryExitQtyEntry $Exit $P&LP&L %DaysReason

Hypothetical results generated from user-supplied strategy and data. Not investment advice. Past performance does not guarantee future results. Hypothetical performance results have many inherent limitations including the benefit of hindsight, no representation that any account will achieve similar results, and limited or no accounting for liquidity, slippage, fees, taxes, and other real-world frictions. See full disclaimer in product documentation.