| Measure | Caelum |
|---|---|
| Return | |
| Return · 90 daysdeposit-adjusted | +1.0% |
| Return · year to date | +359.5% |
| Monthly average | +3.5% |
| Profitable weeks | 72% |
| Risk | |
| Risk score1–10 · with reasons | 0 |
| Max drawdown · equity | −7.8% |
| Max daily drawdown | −4.3% |
| Longest drawdown | 119 days |
| Risk / trade | 0.2% |
| Recovery factor | 45.8 |
| Trading | |
| Profit factor | 1.23 |
| Winning trades | 56% |
| Trades | 37,597 |
| Trades / week | 188.1 |
| Avg holding time | 2.1 days |
| Sharpe | 1.26 |
| Symbols and behaviour | |
| Symbol splitlargest four | |
| EURUSD share | 15% |
| Behaviour | Losers not held longer than winnersHolds positions over the weekend |
| Idea / signal hit rate | — signals |
| Proof and following | |
| Proof | ◇ Research record |
| Verified history | 1399 days |
| Followers · paper copies | 0 · 0 |
| Delay gap of paper copies | — |
| Copying | Research record |
| ◈ | |
|---|---|
| ◈ | 1.00 |
Add a second trader to see how they move together.
| May | Jun | Jul | Aug | Sep | Oct | |
|---|---|---|---|---|---|---|
| Caelum | +1.9 | −0.2 | +3.5 | +0.2 | +1.0 | −0.4 |