Performance
Track what the systemactually does.
Live and historical results across our deployed forex strategies. Figures are net of modeled costs, published not promised. Past performance does not guarantee future outcomes.
Headline metrics
Return
+38.4%
12M window
Max Drawdown
-6.8%
12M window
Sharpe
2.1
12M window
Win Rate
61%
12M window
Equity curve
Last 90 days,live tracked.
A continuous view of the deployed book — every fill, every drawdown, marked to market against modeled benchmarks.
Tear sheet / Q-04
Each book, on its own merits.
LiveNet of costsUpdated daily
Ref
Book
Mandate
12M
Max DD
Sharpe
Profile
Instruments
EUR/USDGBP/USDEUR/GBP
Avg holding
45 min
Trades (12M)
1,240
Instruments
AUD/JPYNZD/USD
Avg holding
2h 10m
Trades (12M)
812
Instruments
USD/JPYUSD/CADEUR/USD
Avg holding
1h 05m
Trades (12M)
965
Instruments
AUD/JPYNZD/CHFMXN/JPY
Avg holding
4d
Trades (12M)
138
End of breakdownVerified — modeled costs applied
Curious how it's built?
The numbers above come from a deliberate, auditable lifecycle. See how the algo decides, executes, and defends.