Definitions and measurement rules for the metrics we publish.
Key Metrics
Win rate: Percentage of trades with positive P/L.
Max drawdown: Largest peak-to-trough decline in a period.
Sharpe ratio: Excess return per unit of volatility (risk-free assumed at 0 unless stated).
30d/90d/1y returns: Cumulative returns over each window net of fees/slippage assumptions.
Accuracy (models): Share of correct directional predictions; direction and horizon defined per model.
Assumptions
Slippage and fees are included using broker-typical schedules unless specified.
Backtests use out-of-sample validation and walk-forward where applicable.
Live metrics update daily and are subject to reconciliation and audit.
Past performance does not guarantee future results. All information is provided for transparency and education. Methodology may evolve and metrics may be revised after audit.