rhino_063b99fd2f7e7d0c

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 18:43Version MesoSim-3.0.10-0-g72f035f3
Cumulative Return help 44.5% SPX 43.95%
CAGR help 10.09% SPX 9.99%
Win/Loss rate 2.32137 wins / 59 losses
Trade Count 196Avg Days in Trade 27.15
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 1961
Win/Loss rate 137 / 59 = 2.32-
Adjustments 237-
PT Hits 0-
SL Hits 0-
Max DIT Reaches 96-
Settlements 0-
Avg Days in Trade 27.151397
Performance
Cumulative Return 44.5%43.95%
CAGR 10.09%9.99%
Max Drawdown
from Peak		 -5.16%-26.7%
Max Drawdown
on Initial Capital		 N/AN/A
Sharpe 2.240.63
Alpha 0.09-
Beta 0.02-
Kelly Criterion 6.11-3.63
Profit Factor 1.341.07
Probabilistic Sharpe 100%89.1%
Annual Volatility 4.33%17.54%
Omega 1.34-
Information ratio 0-
Avg Drawdown -0.26%-1.38%
Avg Drawdown Days 615
Avg Up Month 1.023.45
Avg Down Month -0.2%-5.37%
R^2 0.010.01
Calmar 1.960.37
Treynor 1820.57-

Next steps

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