System 4 - Ruby Performance

Last Updated: Apr 10, 2026

Starting Capital
$100,000
Per system
Total Trades
240
112 wins / 128 losses
Win Rate
46.7%
Winning trades
Return
-5.3%
Last 360 days
Gross Profit
$19,205
Before costs
Net Profit
-$5,306
After all costs
Max Drawdown
-$40,168
31.1%
Profit Factor
0.98
Gross profit / Gross loss
Sharpe Ratio
0.07
Annualized
Sortino Ratio
0.13
Downside risk adjusted
Total Commission
$960
$4 per round trip
Total Slippage
$23,551
0.01% per side

Equity Curve

Drawdown