rhino_473f5800195a6ed8

Finished
GeneticRhino-SPX-25Q4
SPX 2022-01-03 → 2025-10-31· 3.8 y $250000 Rhino-like5 legs2 expirationsMax positions 12
Finished 25-11-16 18:44Version MesoSim-3.0.10-0-g72f035f3
Cumulative Return help 55.49% SPX 43.95%
CAGR help 12.22% SPX 9.99%
Win/Loss rate 3.39149 wins / 44 losses
Trade Count 193Avg Days in Trade 38.62
Cumulative log return since the first session, ln(value ÷ first value): 0.69 is a doubling. Drawdown is the strategy's, from its peak on every NAV row; click SPX drawdown to compare. Click a legend entry to hide its series.

Risk Graph at first entry

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Statistics

Metric StrategySPX
Trades
Trade Count 1931
Win/Loss rate 149 / 44 = 3.39-
Adjustments 139-
PT Hits 0-
SL Hits 0-
Max DIT Reaches 63-
Settlements 0-
Avg Days in Trade 38.621397
Performance
Cumulative Return 55.49%43.95%
CAGR 12.22%9.99%
Max Drawdown
from Peak		 -4.17%-26.7%
Max Drawdown
on Initial Capital		 N/AN/A
Sharpe 2.170.63
Alpha 0.12-
Beta -0.01-
Kelly Criterion 10.742.94
Profit Factor 1.311.07
Probabilistic Sharpe 100%89.14%
Annual Volatility 5.37%17.5%
Omega 1.31-
Information ratio 0-
Avg Drawdown -0.46%-1.38%
Avg Drawdown Days 815
Avg Up Month 1.133.51
Avg Down Month N/AN/A
R^2 00
Calmar 2.930.37
Treynor -6351.85-

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