Equity Growth

Performance Equity Curve

Cumulative returns from 2005 to present, showing consistent compounding through all market regimes.

Equity Curve — 2005–2025
Peak: +697%
Monthly Breakdown

Monthly Returns

Year-by-year monthly returns showing consistency and seasonality patterns across all market conditions.

Monthly Returns (%) — 2005–2025
YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
Seasonal Patterns

Monthly Seasonality

Average monthly performance and win rate across all backtested years, revealing which months historically favour the strategy.

Seasonality Heatmap — 20 Year Average
Loss
Profit
Key Figures

Backtesting Metrics

Core risk and performance metrics calculated from 249 months of backtested data across 20 complete years.

+33.1%
Avg Annual Return
Mean across 20 full years
67.5%
Monthly Win Rate
168 of 249 months profitable
3.5:1
Monthly Gain/Loss Ratio
Total positive months / total negative months return
9.2%
Max Drawdown
Worst peak-to-trough decline
20/20
Positive Years
Every full year was profitable
+694%
Total Return
Cumulative since Jan 2005
Avg winning month +5.78%
Avg losing month −3.42%
Best single month +19.41%
Worst single month −9.35%
Best year 2020 (+83.5%)
Weakest year 2019 (+1.0%)
Max win streak 11 months
Max lose streak 5 months
What If

Growth Calculator

See how a hypothetical investment would have grown using backtested annual returns from 2005–2025. Past performance does not guarantee future results.

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Hypothetical results based on backtested data. Does not account for fees, slippage, taxes, or the impact of risk normalisation applied by Darwinex. Actual investable returns may differ significantly.