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Merlin Trading Performance

MEASUREMENTIRAMargin60/40 Portfolio
CAGR+14.89%+20.76%+6.54%
Top 3 Drawdowns-11.65%, -7.77%, -7.57%-16.37%, -10.87%, -10.69%-18.96%, -5.14%, -4.79%
Sharpe1.101.120.86
MAR1.281.270.34
Trades Taken906910N/A
Correlation0.580.56Benchmark
Trade Example. Click to enlarge.

Merlin Trade Statistics - Model IRA

  • Percent of trades profitable: 65.08%
  • Average winning trade: +10.48%
  • Average losing trade:  -9.20%
  • Largest winning trade: +104.84%
  • Largest losing trade: -26.18%
  • Average (R) win to average (R) loss ratio: 1.07

Additional Portfolio Statistics

  • Holds anywhere from 14 to 20 positions at full exposure
  • Average hold time: 42 trading days
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