Next 50 Trades (~1.0 years)
Expected Return+149.0%
95% CI: -18.3% to +297.0%
Expected Sharpe+1.73
95% CI: -0.20 to +3.81
Expected Max DD-48.0%
95% CI: -116.4% to -19.2%
Win Rate64%
95% CI: 52% to 78%
Prob of Loss4.0%
Prob of Ruin (>50% DD)11.2%
Next 100 Trades (~2.0 years)
Expected Return+293.1%
95% CI: +62.8% to +508.6%
Expected Sharpe+1.70
95% CI: +0.36 to +3.15
Expected Max DD-62.3%
95% CI: -137.2% to -35.3%
Win Rate65%
95% CI: 55% to 73%
Prob of Loss0.8%
Prob of Ruin (>50% DD)12.0%
Next 200 Trades (~4.0 years)
Expected Return+587.9%
95% CI: +260.3% to +884.7%
Expected Sharpe+1.69
95% CI: +0.73 to +2.68
Expected Max DD-79.5%
95% CI: -158.5% to -44.8%
Win Rate65%
95% CI: 58% to 71%
Prob of Loss0.0%
Prob of Ruin (>50% DD)12.2%
Next 50 Trades (~1.0 years)
Expected Return+37.0%
95% CI: -107.5% to +179.6%
Expected Sharpe+0.52
95% CI: -1.47 to +2.62
Expected Max DD-60.8%
95% CI: -146.1% to -25.7%
Win Rate56%
95% CI: 42% to 68%
Prob of Loss31.1%
Prob of Ruin (>50% DD)30.6%
Next 100 Trades (~2.0 years)
Expected Return+76.5%
95% CI: -127.3% to +278.5%
Expected Sharpe+0.52
95% CI: -0.88 to +2.01
Expected Max DD-82.9%
95% CI: -192.8% to -38.1%
Win Rate56%
95% CI: 47% to 65%
Prob of Loss23.2%
Prob of Ruin (>50% DD)37.0%
Next 200 Trades (~4.0 years)
Expected Return+154.9%
95% CI: -123.7% to +447.5%
Expected Sharpe+0.53
95% CI: -0.42 to +1.58
Expected Max DD-111.8%
95% CI: -245.3% to -57.5%
Win Rate56%
95% CI: 50% to 62%
Prob of Loss14.1%
Prob of Ruin (>50% DD)42.0%
Next 50 Trades (~1.0 years)
Expected Return+73.3%
95% CI: -9.8% to +155.7%
Expected Sharpe+1.73
95% CI: -0.24 to +3.72
Expected Max DD-22.5%
95% CI: -53.3% to -10.1%
Win Rate64%
95% CI: 50% to 76%
Prob of Loss4.0%
Prob of Ruin (>50% DD)0.9%
Next 100 Trades (~2.0 years)
Expected Return+148.4%
95% CI: +30.3% to +266.2%
Expected Sharpe+1.75
95% CI: +0.36 to +3.16
Expected Max DD-29.5%
95% CI: -63.3% to -15.0%
Win Rate64%
95% CI: 54% to 73%
Prob of Loss0.6%
Prob of Ruin (>50% DD)1.1%
Next 200 Trades (~4.0 years)
Expected Return+297.0%
95% CI: +133.9% to +463.4%
Expected Sharpe+1.75
95% CI: +0.80 to +2.72
Expected Max DD-36.4%
95% CI: -72.6% to -20.6%
Win Rate64%
95% CI: 57% to 70%
Prob of Loss0.0%
Prob of Ruin (>50% DD)0.9%