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2025 backtest result of my system:

STATISTICS:: Total Orders 898
STATISTICS:: Average Win 1.31%
STATISTICS:: Average Loss -0.68%
STATISTICS:: Compounding Annual Return 143.445%
STATISTICS:: Drawdown 15.100%
STATISTICS:: Expectancy 0.384
STATISTICS:: Start Equity 150000
STATISTICS:: End Equity 365167.02
STATISTICS:: Net Profit 143.445%
STATISTICS:: Sharpe Ratio 3.423
STATISTICS:: Sortino Ratio 9.39
STATISTICS:: Probabilistic Sharpe Ratio 99.222%
STATISTICS:: Loss Rate 52%
STATISTICS:: Win Rate 48%
STATISTICS:: Profit-Loss Ratio 1.91
STATISTICS:: Alpha 0.837
STATISTICS:: Beta 0.234
STATISTICS:: Annual Standard Deviation 0.249
STATISTICS:: Annual Variance 0.062
STATISTICS:: Information Ratio 2.868
STATISTICS:: Tracking Error 0.273
STATISTICS:: Treynor Ratio 3.648
STATISTICS:: Total Fees $202.10
STATISTICS:: Estimated Strategy Capacity $24000000.00
STATISTICS:: Portfolio Turnover 154.49%
STATISTICS:: Drawdown Recovery 133