Performance Metrics

October 26, 2025

โšก 1. Volatility (Annualized) โ€” 86.98%

Volatility measures how much your returns fluctuate. The annualized version tells you how much variation to expect over a year.

  • High volatility = bigger ups and downs.
  • Low volatility = smoother performance.

๐Ÿ‘‰ In this case, 86.9% means the portfolio experiences large price swings โ€” both profitable and risky.


๐Ÿ“ˆ 2. CAGR (Compound Annual Growth Rate) โ€” 44.93%

CAGR tells you how much your account grows on average per year, assuming profits are reinvested.

A CAGR of 44.9% means the portfolio compounds aggressively โ€” doubling roughly every two years. Impressive growth, but only sustainable with controlled drawdowns.


โš–๏ธ 3. Sharpe Ratio โ€” 0.82

The Sharpe Ratio measures return per unit of total risk. It compares your returns to a risk-free asset, adjusted for volatility.

  • > 1 โ†’ Good
  • > 2 โ†’ Excellent

At 0.82, the systemโ€™s risk-adjusted efficiency is modest โ€” good returns, but with significant volatility.


๐ŸŽฏ 4. Sortino Ratio โ€” 2.33

The Sortino Ratio focuses only on downside volatility, ignoring fluctuations from positive returns โ€” making it a more realistic measure of โ€œbad risk.โ€

A score of 2.33 means the system generates very strong returns for the downside risk it takes. Itโ€™s a hallmark of a high-quality trading strategy.


๐Ÿงญ 5. Calmar Ratio โ€” 1.98

The Calmar Ratio compares your CAGR to your maximum drawdown, helping you see how efficiently youโ€™re growing relative to your worst loss.

At 1.98, itโ€™s a well-balanced system: great growth for the risk endured.
(Above 1.5 is considered strong, above 2 is elite.)


๐Ÿ’ช 6. Alpha โ€” 181.90%

Alpha measures how much better (or worse) your system performs compared to the overall market, adjusting for risk exposure (Beta).

A massive 181.9% Alpha means the system isnโ€™t just riding market waves โ€” itโ€™s outperforming by a huge margin, driven by genuine trading edge.


๐Ÿ”— 7. Beta โ€” 0.16

Beta shows how much your portfolio moves in relation to the market.

  • ฮฒ = 1 โ†’ Moves with the market
  • ฮฒ < 1 โ†’ Less sensitive
  • ฮฒ > 1 โ†’ More volatile

A Beta of 0.15 means the system is mostly uncorrelated โ€” a big advantage for diversification.


๐Ÿ’ฅ 8. Maximum Drawdown โ€” -35.97%

Max Drawdown (MDD) is the worst peak-to-trough drop in portfolio value before reaching a new high.

A -36% drawdown means that at one point, the strategy lost over one-third of its value. Manageable if returns are high, but it requires emotional and financial resilience.


๐Ÿ† 9. Win Rate โ€” 70%

The Win Rate is the percentage of trades that end in profit.

A 70% win rate looks great โ€” but itโ€™s only meaningful when paired with metrics like Profit Factor and Expectancy, which tell you how big your wins and losses are.


๐Ÿ’ฐ 10. Profit Factor โ€” 7.12

Profit Factor (PF) tells you how much you earn for every dollar you lose.

A PF of 7.12 means for every โ‚น1 lost, โ‚น7 are made โ€” an exceptional ratio. Anything above 2.0 is considered very strong.


๐Ÿ“Š 11. Expectancy โ€” 13.96%

Expectancy measures the average percentage gain or loss per trade, incorporating win rate and risk-reward ratio.

At 13.96%, this strategy makes roughly 14% profit per trade over the long run โ€” a consistent positive edge.


๐Ÿงฎ 12. SQN (System Quality Number) โ€” 2.09

Developed by Dr. Van Tharp, the SQN quantifies how consistently profitable your system is.

Interpretation:

  • < 1.6: Poor
  • 1.6โ€“2.0: Average
  • 2.0โ€“3.0: Good
  • > 3.0: Excellent

An SQN of 2.09 shows a good-quality system with repeatable results.


๐ŸŽฏ 13. Kelly Criterion โ€” 0.60

The Kelly Criterion helps determine the optimal fraction of your capital to risk per trade for maximum long-term growth.

A Kelly value of 0.6 means risking 60% of capital per trade would theoretically maximize growth โ€” though most traders wisely use half-Kelly (30%) to reduce drawdowns.


๐Ÿ“Š Summary Table

MetricWhat It ShowsIdeal RangeResult
VolatilityReturn fluctuationLower = stable86.9%
CAGRAnnual growthHigher = better44.9%
SharpeReturn per risk>1 good, >2 great0.82
SortinoDownside risk-adjusted return>2 excellent2.33
CalmarReturn vs drawdown>1.5 strong1.98
AlphaSkill-based return>0 good181.9%
BetaMarket correlation~0 = uncorrelated0.15
Max DrawdownLargest lossLower = better-35.9%
Win Rate% winning trades>60% solid70%
Profit FactorProfit/Loss ratio>2 great7.12
ExpectancyAvg gain per trade>0 positive13.96%
SQNSystem quality>2 good2.09
KellyOptimal risk per trade0.3โ€“0.6 balanced0.60

โœจ Conclusion: Numbers Donโ€™t Lie โ€” They Tell a Story

Each metric gives you a unique lens to evaluate your system.
Together, they help answer three key questions:

  1. Am I growing fast enough? โ†’ CAGR, Alpha, Profit Factor
  2. Am I taking too much risk? โ†’ Volatility, Drawdown, Sharpe
  3. Is my edge consistent? โ†’ SQN, Sortino, Expectancy

ยฉ Copyright 2025 โ€” Fessorpro

Terms of Service / Privacy Policy