Portfolio Key Metrics
Net Profit
$111,198.35
Return: +741.3%
Max Drawdown
7.19%
$2,186.84 absolute
Win Rate
62.7%
1457W / 867L
Profit Factor
1.97
Gross P/L ratio
Calmar Ratio
5.54
Ann. return / Max DD
Recovery Factor
50.85
Net profit / Max DD
Sharpe Ratio
4.15
Annualised
Expected Payoff
$47.85
Per trade average
Detailed Drawdown Analysis
Max Drawdown
7.19%
$2,186.84 from peak
Recovery Factor
50.85
Higher is better
Calmar Ratio
5.54
>0.5 is acceptable
Top 5 Drawdown Episodes
| Rank | Start | End | Duration | Max DD% | Max DD $ | Severity |
|---|
| #1 |
2020-03-20 |
2020-03-25 |
5d |
7.19% |
$1,723.31 |
MODERATE |
| #2 |
2020-03-09 |
2020-03-13 |
3d |
4.75% |
$857.14 |
MILD |
| #3 |
2020-05-15 |
2020-06-02 |
17d |
3.60% |
$1,240.07 |
MILD |
| #4 |
2020-02-25 |
2020-03-04 |
8d |
3.43% |
$589.90 |
MILD |
| #5 |
2022-05-13 |
2022-06-14 |
32d |
3.42% |
$2,186.84 |
MILD |
Trade Statistics
Win/Loss Ratio
1.17
Avg win / avg loss
Gross P / L
$225,762 / $114,564
Monthly Performance Grid
| YEAR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | TOTAL |
|---|
| 2020 | +$900 | +$1.1K | +$8.9K | +$7.8K | $-300 | +$1.8K | $-468 | +$420 | +$1.6K | +$3.2K | +$2.0K | +$385 | +$27.3K |
| 2021 | +$1.1K | +$590 | +$1.3K | +$76 | +$449 | +$2.0K | +$728 | +$2.1K | +$979 | +$509 | +$1.7K | +$1.8K | +$13.3K |
| 2022 | +$840 | +$548 | +$3.3K | +$3.0K | $-285 | +$2.9K | +$4.4K | +$3.0K | +$3.0K | +$4.6K | +$2.5K | +$861 | +$28.6K |
| 2023 | +$640 | +$967 | +$2.1K | +$778 | $-462 | +$470 | +$1.5K | +$2.3K | +$2.4K | +$2.0K | +$754 | $-149 | +$13.2K |
| 2024 | $-29 | +$626 | +$112 | $-69 | +$878 | $-421 | +$904 | +$1.5K | +$2.0K | +$1.9K | $-719 | +$958 | +$7.7K |
| 2025 | +$3.0K | +$2.6K | +$958 | $-49 | +$626 | $-135 | +$1.4K | +$1.3K | +$540 | +$2.7K | +$1.7K | +$314 | +$14.9K |
| 2026 | +$1.3K | +$468 | +$2.0K | +$2.2K | +$331 | – | – | – | – | – | – | – | +$6.2K |
Portfolio Composition — Included Strategies (5)
| # | Strategy Name | Symbol | Timeframe | Trades | Capital Allocated |
|---|
| #1 |
The Nomad Trader EA 71.0 |
AUDUSD |
H1 |
393 |
$3,000 |
| #2 |
The Nomad Trader EA 71.0 |
GBPUSD |
H1 |
520 |
$3,000 |
| #3 |
The Nomad Trader EA 71.0 |
NZDUSD |
H1 |
636 |
$3,000 |
| #4 |
The Nomad Trader EA 71.0 |
USDCAD |
H1 |
406 |
$3,000 |
| #5 |
The Nomad Trader EA 71.0 |
USDCHF |
H1 |
369 |
$3,000 |
| Total portfolio capital |
2,324 |
$15,000 |
Disclaimer: This report presents historical combined backtest performance data only. Portfolio backtests combine individual strategy results and do not account for real-world correlation, slippage, or capital constraints. Past results are not indicative of future returns. This report does not constitute financial advice.