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 6 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 | +896.4% | -1.80% |
| Max drawdown | -52.4% | -9.35% |
| Annualized volatility | 41.2% | Not yet available |
| Sharpe ratio | 1.16 | Not yet available |
| Sortino ratio | 1.88 | Not yet available |
Percentage below the highest capital level reached since launch.