rhino_5aa7e8308b5303b2

Finished
GeneticRhino-SPX-25Q4
SPX 2022-01-03 → 2025-10-31· 3.8 y $250000 Rhino-like5 legs2 expirationsMax positions 12
Finished 25-11-19 07:05Version MesoSim-3.0.10-0-g72f035f3
Cumulative Return help 60.08% SPX 43.95%
CAGR help 13.08% SPX 9.99%
Win/Loss rate 4.36157 wins / 36 losses
Trade Count 193Avg Days in Trade 38.53
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 157 / 36 = 4.36-
Adjustments 281-
PT Hits 0-
SL Hits 0-
Max DIT Reaches 52-
Settlements 0-
Avg Days in Trade 38.531397
Performance
Cumulative Return 60.08%43.95%
CAGR 13.08%9.99%
Max Drawdown
from Peak		 -4.24%-26.7%
Max Drawdown
on Initial Capital		 N/AN/A
Sharpe 2.310.63
Alpha 0.12-
Beta 0.04-
Kelly Criterion 11.342.12
Profit Factor 1.351.07
Probabilistic Sharpe 100%89.14%
Annual Volatility 5.39%17.5%
Omega 1.35-
Information ratio 0-
Avg Drawdown -0.3%-1.38%
Avg Drawdown Days 615
Avg Up Month 1.353.66
Avg Down Month -0.22%-0.05%
R^2 0.020.02
Calmar 3.080.37
Treynor 1349.8-

Next steps

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