Performance · Jan 2021 – May 2026
The complete record
674 trades. 5+ years. All figures net of brokerage, exchange fees, and taxes. Slippage modelled at 0.5 points adverse per leg on entry and exit — a realistic execution assumption, not a theoretical best-case.
Overview
Key metrics
Net PnL
₹40.7L
on ₹10L base capital
Net Return
406.7%
76.1% annualised
Max Drawdown
4.99%
recovered in 29 days
Sharpe Ratio
9.05
world-class (>3.0)
Equity Curve
How ₹10L became ₹50.7L
Cumulative equity across 674 trades. Fixed capital mode — position size does not compound. Currently at all-time high water mark.
Annual Performance
Year by year
Six consecutive positive years. Worst year: +18.92% (2026, partial). Best year: +117.34% (2024).
Monthly Heatmap
62 of 65 months positive
95.4% monthly win rate. Only 3 negative months across 5+ years — Nov 2022, Dec 2023, and Mar 2026.
Negative
High positive
Risk-Adjusted Performance
The numbers that matter
Raw returns are the story. Risk-adjusted ratios are the integrity check.
Drawdown Analysis
The worst it got
A system's resilience is measured by how it behaves under pressure — not just in favourable conditions.
Maximum drawdown
−4.99%
₹49,914 · Jun 2023 (14 days peak→trough)
Recovery time
29 days
17 traded days · trough to new high water mark
Current status
AT HWM
0 days below high water mark
Consecutive Loss Streaks
Trades
Max consecutive losing trades
5
Days
Max consecutive losing days
5
Weeks
Max consecutive losing weeks
2
Months
Max consecutive losing months
1
Worst Single Periods
Day
2023-11-29
−₹31,684
−3.17%
Week
Nov 25–Dec 01 2023
−₹36,318
−3.63%
Month
Mar 2026
−₹6,999
−0.70%
Year
2026 (partial Jan–May)
+₹1,89,172
+18.92%
| Granularity | Total Periods | Negative | Negative % | Reading |
|---|---|---|---|---|
| Years | 6 | 0 | 0.0% | No year ended in loss |
| Months | 65 | 3 | 4.6% | Nov 2022 · Dec 2023 · Mar 2026 |
| Weeks | 280 | 36 | 12.9% | Normal for any active strategy |
| Days (traded) | 674 | 158 | 23.4% | Edge compounds at month/year level |