In this historical simulation, the Apex Fractal Strategy turned $10,000 into $49,843,411.14 across bull, bear, and sideways markets—with modeled fees and slippage included.
$49,833,411.14 net profitReport-generated compounded equity and drawdown history. The standard equity-curve drawdown reached −34.37%; the site uses the report’s more conservative −35.34% intrabar drawdown as its headline maximum drawdown.
EDGE PROFILE
Built around payoff—not a high hit rate.
The strategy won 38.91% of its 951 trades. Its average winner was 2.51× its average loser, producing a 1.60 profit factor and positive expectancy over the full test.
Profit factor
1.60
Average win
$360,835
Average loss
−$144,020
Win / loss payoff
2.51×
Expectancy per trade
$52,401.06
Market exposure
Not reported
REGIME COVERAGE
Performance persisted across both halves.
FIRST HALF274.52%CAGR · 2.49 SharpeversusSECOND HALF92.02%CAGR · 1.51 Sharpe
Performance remained positive in both halves, but the report flags substantial regime drift: a 66.48% CAGR difference and 39.51% Sharpe difference.
ROBUSTNESS CHECKS
The headline result survived noise—but not without a material caveat.
2 / 4 screening checks passed
15% SIGNAL-FLIP STRESS91.73%
Average CAGR across 100 randomized runs, with a −50.76% average maximum drawdown.
SYSTEM QUALITY NUMBER5.91
The report classifies this SQN result as high by the report’s screening threshold across the full trade sample.
TOP-WINNER DEPENDENCYMaterial
Removing the highest-return 5% of trades reduced CAGR from 171.05% to 9.01%, Sharpe to 0.42, and increased maximum drawdown to −72.32%.
