Live KPIs sourced directly from our trading engine
Aggregated performance 2022–2025 (tested with fees higher than our live trading costs). Updated annually. We’re currently building a live results page so you can track Oculus Quant in real time.
A comprehensive guide to the key performance indicators that measure algorithmic trading success. Every metric below is calculated from real, live trading data.
A system that maintains a Profit Factor above 1.3 over a 5-year period is exceptionally strong. Long-term consistency like this indicates that profits compound reliably over time, even through changing market conditions. Maintaining a stable PF across thousands of trades shows that the model’s edge is real, durable, and not the result of short-term luck.
The average profit or loss per trade expressed in R-multiples (risk units). An expectancy of +0.2303 R means each trade is expected to return 23.03% of the risk amount. Positive expectancy is essential for long-term profitability and indicates a mathematical edge in the system's approach.
The mean size of all winning trades relative to initial risk. An average win of +1.50 R means successful trades capture 1.5× the amount risked. This metric shows the system's ability to let winners run and capture meaningful profit relative to the stop-loss distance.
The mean size of all losing trades in R-multiples. An average loss of –1.00 R demonstrates disciplined risk management—losses are kept to exactly 1× the predefined risk. This indicates the system honors stop-losses consistently without slippage or emotional override.
The ratio of average win to average loss (Avg Win ÷ Avg Loss). A payoff of 1.50 means wins are 1.5× larger than losses on average. Combined with winrate, this ratio determines overall profitability. A payoff above 1.0 allows for sub-50% winrates while remaining profitable.
The largest peak-to-trough decline in account equity. A max drawdown of –40.68% represents the worst historical decline from a high-water mark. This metric measures psychological endurance and capital risk—it's essential for sizing positions and understanding worst-case scenarios during live trading.
The highest monthly return in R-multiples. A best month of +158% shows the system's upside potential during optimal market
conditions. While not typical, this metric illustrates the maximum
favorable outcome and helps establish realistic expectations for
performance variance.
100% of months closed positive. That monthly consistency is the cleanest robustness signal you can show to a non-technical audience: the system is not “one big lucky month,” but a repeatable process that compounds steadily over time.
This does not mean the path is smooth. Intramonth drawdowns still occur (see max drawdown −8.69%)
0% negative months. That is a strong indicator of monthly downside containment, but it should be interpreted correctly: it doesn’t imply “no risk,” and it doesn’t remove drawdowns. It means that drawdowns have, historically, been recovered within the same month, preventing month-end equity from closing red.
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