Check the performance summaries below or click on the links to the left to see how our Kraken market model is performing.

This site is automatically updated every night.

Trading Performance

Variable	Strategy	Benchmark
Start Period	2021-05-27	2021-05-27
End Period	2022-01-06	2022-01-06
Cumulative Return	0.0%	6.0%
Sharpe	0.07	0.84
Sortino	0.09	1.16
Sortino/√2	0.06	0.82
Max Drawdown	-14.0%	-5.0%
Longest DD Days	108	145
MTD	-7.0%	0.0%
3M	-11.0%	3.0%
6M	-7.0%	4.0%
YTD	-7.0%	0.0%
1Y	0.0%	6.0%
3Y (ann.)	0.0%	11.0%
5Y (ann.)	0.0%	11.0%
10Y (ann.)	0.0%	11.0%
All-time (ann.)	0.0%	11.0%
Avg. Drawdown	-2.0%	-1.0%
Avg. Drawdown Days	14	25
Recovery Factor	0.0	1.34

Paper Trading Performance

Variable	Strategy	Benchmark
Start Period	2019-01-03	2019-01-03
End Period	2022-01-24	2022-01-24
Cumulative Return	212.0%	25.0%
Sharpe	1.91	0.39
Sortino	2.77	0.51
Sortino/√2	1.96	0.36
Max Drawdown	-42.0%	-39.0%
Longest DD Days	133	537
MTD	-8.0%	-4.0%
3M	0.0%	-4.0%
6M	7.0%	-2.0%
YTD	-8.0%	-4.0%
1Y	33.0%	7.0%
3Y (ann.)	43.0%	6.0%
5Y (ann.)	45.0%	8.0%
10Y (ann.)	45.0%	8.0%
All-time (ann.)	45.0%	8.0%
Avg. Drawdown	-2.0%	-3.0%
Avg. Drawdown Days	12	38
Recovery Factor	5.0	0.65

Backtest Performance

Variable	Strategy	Benchmark
Start Period	2006-01-03	2006-01-03
End Period	2022-01-25	2022-01-25
Cumulative Return	124557.0%	73.0%
Sharpe	2.42	0.28
Sortino	3.88	0.38
Sortino/√2	2.74	0.27
Max Drawdown	-37.0%	-57.0%
Longest DD Days	455	3700
MTD	-17.0%	-7.0%
3M	-19.0%	-6.0%
6M	-18.0%	-5.0%
YTD	-17.0%	-7.0%
1Y	5.0%	5.0%
3Y (ann.)	39.0%	5.0%
5Y (ann.)	27.0%	5.0%
10Y (ann.)	41.0%	7.0%
All-time (ann.)	56.0%	3.0%
Avg. Drawdown	-2.0%	-3.0%
Avg. Drawdown Days	13	67
Recovery Factor	3388.46	1.28