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Numerical comparison between the historical backtest and the live portfolio's real performance, read directly from portfolio_equity_history.
Comparing periods of very different lengths (5.83 years vs 51 day(s) of live track record) — this isn't an apples-to-apples comparison, more a consistency check that becomes more meaningful as the live history grows.
| Metric | Backtest 2020-2026 | Live since launch |
|---|---|---|
| Total return | +896.5% | -0.01% |
| Max drawdown | -52.6% | -14.43% |
| Annualized volatility | 41.3% | 57.0% |
| Sharpe ratio | 1.16 | 0.28 |
| Sortino ratio | 1.70 | 0.40 |
Percentage below the highest capital level reached since launch.
As of October 23, 2026