Max drawdown reached 93.5% (peak 2025-07-07, trough 2025-08-26). A repeat of this drawdown could be unrecoverable.
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High win rate with asymmetric losses
A 87% win rate looks great, but the average loss is 3.4× the average win (50 vs 15). This profile accumulates small wins and gives them back in rare large losses — strategy robustness depends on tail risk.
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The real drawdown is deeper than it looks
Max equity drawdown reached 93.5%, while the balance curve shows only 38.2%. The gap is the floating loss of open positions that the balance curve hides.