Portfolio Performance Report
DGT + APEX Blended Strategy | 2022 – 2026 | 50 Months
Total Return
+513.5%
Max Drawdown
11.8%
Sharpe Ratio
2.79
Calmar Ratio
4.64
CAGR (APY)
54.6%
Avg Yearly DD
7.5%
Max Recovery
120 days
Calmar (Avg DD)
7.30
Portfolio Equity & Drawdown
Without Monthly Rebalancing
Same strategies but without the 50/50 monthly rebalancing. Raw DGT + APEX equity, simple sum blend.
Combined Strategy Components
Shows all underlying components: DGT (An, A, B, C bots) and APEX tiers. Blended portfolio in bold green.
Strategy Correlation Analysis
-0.026
DGT ↔ APEX Correlation
Near-zero correlation between mean-reversion and trend-following strategies enables significant portfolio risk reduction while maintaining returns.
Strong diversification benefit (r < 0.3)
Rolling Correlation Over Time (30-Day Window)
Monthly Net Returns
Other Analytics
Monthly/Annual returns breakdown, distribution analysis, and rolling risk metrics.
Results Summary
| Strategy | ROI | Max DD | Sharpe | Sortino | CAGR | Calmar |
|---|---|---|---|---|---|---|
| DGT Combined | +197.1% | 23.8% | 1.14 | 1.44 | 29.9% | 1.25 |
| APEX Combined | +676.2% | 16.0% | 2.52 | 5.75 | 63.5% | 3.97 |
| Blended (50/50) | +513.5% | 11.8% | 2.79 | 6.01 | 54.6% | 4.64 |
Monthly Performance Breakdown
Complete month-by-month performance with returns (%), max drawdown, and cumulative returns.
| Month | DGT % | APEX % | Blended % | DGT DD | APEX DD | Blend DD | DGT Cumul | APEX Cumul | Blend Cumul |
|---|---|---|---|---|---|---|---|---|---|
| 2022-01 | -3.56% | +7.56% | +3.80% | 10.6% | 2.1% | 2.4% | -3.6% | +7.6% | +3.8% |
| 2022-02 | +29.18% | +0.30% | +8.96% | 14.5% | 2.4% | 2.8% | +24.6% | +7.9% | +13.1% |
| 2022-03 | +2.90% | +0.67% | +1.34% | 6.3% | 4.5% | 2.3% | +28.2% | +8.6% | +14.6% |
| 2022-04 | -4.95% | -0.34% | -1.72% | 10.0% | 4.6% | 5.1% | +21.8% | +8.2% | +12.6% |
| 2022-05 | -0.86% | +4.80% | +3.11% | 13.9% | 5.3% | 6.3% | +20.8% | +13.4% | +16.1% |
| 2022-06 | +2.34% | +2.32% | +2.33% | 13.6% | 2.5% | 1.5% | +23.6% | +16.1% | +18.8% |
| 2022-07 | +5.88% | +2.95% | +3.83% | 8.7% | 3.7% | 2.3% | +30.9% | +19.5% | +23.4% |
| 2022-08 | +14.12% | +3.18% | +6.46% | 5.3% | 3.3% | 2.9% | +49.4% | +23.3% | +31.4% |
| 2022-09 | +3.06% | -11.26% | -6.96% | 8.0% | 12.2% | 8.7% | +54.0% | +9.4% | +22.2% |
| 2022-10 | +3.12% | +0.92% | +1.58% | 7.3% | 15.1% | 10.8% | +58.7% | +10.4% | +24.1% |
| 2022-11 | -0.89% | +8.45% | +5.65% | 7.9% | 12.0% | 7.6% | +57.3% | +19.7% | +31.2% |
| 2022-12 | +1.40% | -2.72% | -1.49% | 4.8% | 8.0% | 4.4% | +59.5% | +16.5% | +29.2% |
| 2023-01 | -16.40% | +8.35% | +0.92% | 20.5% | 7.0% | 4.0% | +33.4% | +26.2% | +30.4% |
| 2023-02 | -2.93% | +2.15% | +0.63% | 22.9% | 6.5% | 5.3% | +29.5% | +28.9% | +31.2% |
| 2023-03 | +26.15% | +2.17% | +9.36% | 23.8% | 5.3% | 4.1% | +63.3% | +31.7% | +43.5% |
| 2023-04 | +2.54% | +2.86% | +2.76% | 7.2% | 4.9% | 5.1% | +67.5% | +35.5% | +47.5% |
| 2023-05 | +2.54% | +4.12% | +3.64% | 4.7% | 6.5% | 3.3% | +71.7% | +41.1% | +52.9% |
| 2023-06 | +7.28% | +13.54% | +11.66% | 4.1% | 3.5% | 2.4% | +84.2% | +60.2% | +70.7% |
| 2023-07 | +3.36% | +5.46% | +4.83% | 2.3% | 3.0% | 1.9% | +90.4% | +68.9% | +78.9% |
| 2023-08 | +6.13% | +7.99% | +7.43% | 2.8% | 2.5% | 1.7% | +102.1% | +82.4% | +92.2% |
| 2023-09 | +1.17% | +5.06% | +3.89% | 2.9% | 3.8% | 2.6% | +104.5% | +91.6% | +99.7% |
| 2023-10 | -10.94% | +16.38% | +8.19% | 13.6% | 4.1% | 3.6% | +82.1% | +123.0% | +116.1% |
| 2023-11 | +0.47% | -0.57% | -0.26% | 13.6% | 4.2% | 3.0% | +83.0% | +121.7% | +115.5% |
| 2023-12 | +0.15% | +14.30% | +10.06% | 14.1% | 4.6% | 3.3% | +83.2% | +153.5% | +137.2% |
| 2024-01 | +1.85% | +3.71% | +3.15% | 16.7% | 3.0% | 2.6% | +86.6% | +162.8% | +144.6% |
| 2024-02 | -5.99% | +1.44% | -0.79% | 16.8% | 3.7% | 3.6% | +75.4% | +166.6% | +142.7% |
| 2024-03 | +7.21% | +1.27% | +3.05% | 17.0% | 4.9% | 3.7% | +88.1% | +170.0% | +150.1% |
| 2024-04 | +5.57% | +6.77% | +6.41% | 11.0% | 4.3% | 2.7% | +98.6% | +188.3% | +166.1% |
| 2024-05 | +11.50% | -0.84% | +2.86% | 5.9% | 3.1% | 2.3% | +121.4% | +185.9% | +173.8% |
| 2024-06 | +0.43% | +7.27% | +5.22% | 3.8% | 4.8% | 3.2% | +122.3% | +206.7% | +188.0% |
| 2024-07 | +4.85% | +10.08% | +8.51% | 7.4% | 4.6% | 3.1% | +133.1% | +237.6% | +212.5% |
| 2024-08 | +14.58% | +9.33% | +10.90% | 2.8% | 4.0% | 2.2% | +167.1% | +269.0% | +246.6% |
| 2024-09 | -4.67% | -2.46% | -3.13% | 11.7% | 5.4% | 5.1% | +154.6% | +260.0% | +235.8% |
| 2024-10 | -9.59% | +7.56% | +2.42% | 16.9% | 3.3% | 3.0% | +130.2% | +287.2% | +243.9% |
| 2024-11 | -2.67% | +5.10% | +2.77% | 18.9% | 3.8% | 3.0% | +124.1% | +306.9% | +253.4% |
| 2024-12 | +3.06% | +0.59% | +1.33% | 18.4% | 4.2% | 2.7% | +130.9% | +309.3% | +258.1% |
| 2025-01 | +8.08% | +22.05% | +17.86% | 16.1% | 3.6% | 2.7% | +149.6% | +399.6% | +322.1% |
| 2025-02 | +7.63% | +12.26% | +10.87% | 7.9% | 3.1% | 2.3% | +168.6% | +460.8% | +368.0% |
| 2025-03 | -3.99% | -0.74% | -1.72% | 12.8% | 5.2% | 5.8% | +157.9% | +456.7% | +359.9% |
| 2025-04 | +20.66% | +1.90% | +7.52% | 11.4% | 4.6% | 5.6% | +211.2% | +467.2% | +394.6% |
| 2025-05 | -2.28% | +0.14% | -0.58% | 6.2% | 6.1% | 4.5% | +204.1% | +468.0% | +391.7% |
| 2025-06 | +2.61% | +8.32% | +6.61% | 3.5% | 5.6% | 4.0% | +212.1% | +515.3% | +424.2% |
| 2025-07 | -4.16% | +3.67% | +1.32% | 5.8% | 2.5% | 2.2% | +199.1% | +537.9% | +431.1% |
| 2025-08 | +2.18% | +4.51% | +3.81% | 5.2% | 3.9% | 2.7% | +205.6% | +566.7% | +451.3% |
| 2025-09 | +0.58% | +8.03% | +5.80% | 2.8% | 5.5% | 3.8% | +207.3% | +620.2% | +483.3% |
| 2025-10 | +9.04% | -7.42% | -2.49% | 6.6% | 11.1% | 5.9% | +235.1% | +566.8% | +468.8% |
| 2025-11 | -10.42% | +2.31% | -1.51% | 16.3% | 11.9% | 8.0% | +200.2% | +582.2% | +460.2% |
| 2025-12 | +1.32% | -6.81% | -4.37% | 14.1% | 15.3% | 11.3% | +204.1% | +535.7% | +435.7% |
| 2026-01 | -1.52% | +14.81% | +9.91% | 14.0% | 16.0% | 11.8% | +199.5% | +629.9% | +488.8% |
| 2026-02 | -0.82% | +6.34% | +4.19% | 17.4% | 3.7% | 2.5% | +197.1% | +676.2% | +513.5% |
Data & Configuration
Strategy Allocation
DGT (Blended)
APEX (Blended)
Mean Reversion
Trend Following
Execution Parameters
Fees & Slippage
APEX
0.035% (All Taker) · Slippage 0.03%
DGT
0.01% Maker · 0.035% Taker · Slippage 0.31%
Risk Protection Layers
Buffer System
Dedicated Monitoring Algos
Capped Leverage
Capped Deployed Capital
Validation
Individually validated by livetest fills
Data Source
1m Granularity