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Risk level Very high
Multi-substrategy portfolio · trend capture · high return with high drawdown — not a smooth curve
Performance · Core results (backtest projections · not a promise of returns)
Historical CAGR · past 2 years
171%
1.5% notional compounding · Caliber B · window 2023-05~2025-05 · full-period CAGR 100.6%
Expected time to double
5~11 months
Rolling median~slowest over past 2 years · not a promise
Historical max drawdown
-71.2%
No liquidation in backtest · consecutive drawdowns of -57~-67% in the first three years · exits priced at the actual post-gap open
Live · Delayed live positions and equity
Session · live5-minute delay
Cumulative net PnL · live
Trade frequency
Live max drawdown
Current positions · 5-minute delay · market prices are delayed snapshot prices
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Account trading return curve · Full history
Time-weighted return (TWR) · includes open-position float (daily valuation) · deposit and withdrawal effects excluded · delayed display · Past performance is not indicative of future results.
History · All trade records · Profits and losses shown in full
Every trade reconcilable against MT5 · Close times in Beijing time · Position sizes not shown (same caliber as delayed positions)
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Backtest · 10-year history
Total return · 9.3 years
+65,671%
Trades
5,082
Win rate
46.0%
Payoff ratio
1.16
Sharpe
1.02
View the full 10-year backtest: equity curve / yearly returns / drawdown curve / caliber notes →
Risk Disclosure
Extremely high-risk strategy — read this first; harsher than our other strategies

Historical backtest max drawdown -71% — the account can fall seventy percent from its peak. More critically: the opening years 2016–2018 saw three straight years of intra-year drawdowns of -57% ~ -67%; an account starting at $10,000 could at one point have fallen to around $3,400 — and stayed underwater for three years. This is not a smooth compounding curve; it survives the pit first, then breaks out. Follow only with idle funds you can afford to lose entirely. Past performance is not indicative of future results.

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