System 4 - Ruby Performance

Last Updated: Feb 26, 2026

Starting Capital
$100,000
Per system
Total Trades
248
119 wins / 129 losses
Win Rate
48.0%
Winning trades
Return
7.1%
Last 360 days
Gross Profit
$31,740
Before costs
Net Profit
$7,109
After all costs
Max Drawdown
-$31,488
24.0%
Profit Factor
1.03
Gross profit / Gross loss
Sharpe Ratio
0.32
Annualized
Sortino Ratio
0.62
Downside risk adjusted
Total Commission
$992
$4 per round trip
Total Slippage
$23,639
0.01% per side

Equity Curve

Drawdown