rhino_6429f5cad75628af

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 18:45Version MesoSim-3.0.10-0-g72f035f3
Cumulative Return help 56.86% SPX 43.95%
CAGR help 12.48% SPX 9.99%
Win/Loss rate 3.22148 wins / 46 losses
Trade Count 194Avg Days in Trade 37.59
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 1941
Win/Loss rate 148 / 46 = 3.22-
Adjustments 122-
PT Hits 0-
SL Hits 0-
Max DIT Reaches 95-
Settlements 0-
Avg Days in Trade 37.591397
Performance
Cumulative Return 56.86%43.95%
CAGR 12.48%9.99%
Max Drawdown
from Peak		 -4.36%-26.7%
Max Drawdown
on Initial Capital		 N/AN/A
Sharpe 2.460.63
Alpha 0.12-
Beta -0.03-
Kelly Criterion 13.147.18
Profit Factor 1.351.07
Probabilistic Sharpe 100%89.14%
Annual Volatility 4.83%17.5%
Omega 1.35-
Information ratio 0-
Avg Drawdown -0.42%-1.38%
Avg Drawdown Days 815
Avg Up Month 1.083.44
Avg Down Month -0.37%-0.05%
R^2 0.010.01
Calmar 2.870.37
Treynor -2123.34-

Next steps

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