Finance4People

	Profit %	Sortino	Sharpe	Drawdown %	Trades/day	Profit factor	Loss months	Leverage max

2021	-26.6	-1.0	-0.7	-27	12	0.66	7.4	57
2020	56.4	2.2	1.6	-12	12	0.74	3.2	83
2019	13.0	0.7	0.4	-15	12	0.67	6.3	56
2018	33.5	1.4	1.0	-10	12	0.68	1.8	61
2017	57.2	1.2	1.2	-32	13	0.70	3.1	61
2016	106.5	2.4	2.1	-39	12	0.71	4.6	57
2015	137.2	2.1	2.1	-60	12	0.72	4.1	64
2014	116.5	3.8	3.1	-21	12	0.71	2.2	58
2013	188.1	4.9	4.6	-24	12	0.71	2.2	62
2012	43.8	1.1	1.0	-28	12	0.67	3.3	62
2011	276.9	4.7	4.2	-74	12	0.75	4.8	88
2010	94.1	1.4	1.4	-36	10	0.67	1.9	65

Value at risk (VaR)
	Day 95%	Day 99%	Week 95%	Week 99%	Month 95%	Month 99%

2021	-4.3	-6.2	-7.3	-16.4	-23.0	-23.0
2020	-2.6	-3.2	-2.2	-11.9	-4.2	-4.2
2019	-2.4	-4.4	-3.9	-7.2	-14.9	-14.9
2018	-2.4	-6.8	-4.7	-9.0	-4.2	-4.2
2017	-3.8	-6.6	-7.1	-24.6	-13.4	-13.4
2016	-4.5	-7.8	-6.4	-33.7	-21.5	-21.5
2015	-5.1	-11.7	-26.0	-34.8	-34.7	-34.7
2014	-2.9	-7.7	-3.5	-4.4	-2.2	-2.2
2013	-3.2	-7.0	-6.9	-13.8	-16.3	-16.3
2012	-4.6	-8.8	-8.5	-15.8	-15.8	-15.8
2011	-4.2	-9.7	-12.2	-32.3	-40.5	-40.5
2010	-6.3	-13.4	-14.3	-18.6	-16.1	-16.1

Update:
Since Jan 1 2016: live trading
Until Jan 1 2016: backtesting
Profit %: compounded net profit
Sortino ratio: profit / loss volatility
Sharpe ratio: profit / volatility
Drawndown %: historical maximum drawdown
Trades/day: nb of trades by market day
Profit factor: nb of profitable trades / nb of trades
Loss months: duration of longest loss, in months
Volatility: day profit and loss standard deviation * square of 260 (days)
Loss volatility: day loss standard deviation * square of 260 (days)
Profit includes broker commission 0.2 pip by order (2 orders by trade)
Instruments: spot FOREX