Foxchase Algo P&L

Live account performance dashboard for Foxchase Trading’s automated, defined-risk options-selling strategy.

Important note: The equity chart reflects live Alpaca account equity and may include the effects of deposits, withdrawals, and interest earned on eligible cash balances at Alpaca’s applicable rate, currently 3.3% APY. The statistics below are calculated separately from filled multi-leg option trades and exclude deposits, withdrawals, and cash interest.

This is a privately operated strategy traded only in my own account. It is not a managed account, copy-trading service, or trade recommendation service.

Foxchase Trading is independent and is not affiliated with, sponsored by, or endorsed by Alpaca.

Live Performance

Current Equity

Realized Algo P&L

Total Return

Today’s Account P&L

Closed Trades

Win Rate

Profit Factor

Avg Win / Avg Loss

Research Backtest

Research backtest, not live performance: This historical replay uses only completed five-minute candles, natural bid/ask execution, $3-wide defined-risk spreads, one selected trade per day, predefined scheduled macro-event exclusions, an aggressive 20% target-risk assumption, and predefined setup-specific sizing. The primary figures do not include an additional execution-stress adjustment. Only selected portfolio branches are included. Results are hypothetical and were not achieved by the live account over the full test period.

Research Portfolio Sample

394 trades

Active Trading Days

394 trading days

Research P&L

+$24,477.00

Ending Equity

$34,477.00

Total Return

244.77%

Win Rate

76.14%

Profit Factor

1.92

Max Drawdown

-9.50%

Expectancy Per Trade

$62.12

CAGR

43.95%

SPY Total Return

86.53%

SPY Max Drawdown

-18.92%

Foxchase Trading research portfolio versus SPY buy and hold

Sizing note: This graph uses fixed, non-compounding target-risk budgets with the portfolio’s predefined setup-specific sizing. Live sizing is based on current account equity. Select the compounded view to apply the same allocation rules as equity changes.

Test window: January 4, 2023 through June 5, 2026, using the same dates for the SPY benchmark. Setup labels are intentionally anonymized.

Rolling and Sequence-Risk Validation

Rolling results below use the current 15% live-risk assumption and predefined setup-specific sizing. Across the pre-2026 portion, the strategy returned 227.57% versus 72.58% for aligned SPY price performance while retaining a lower historical drawdown.

Rolling Window	Windows	Profitable	Worst Return	Worst Drawdown
30 trades	365	85.21%	-7.25%	-12.98%
60 trades	335	95.22%	-6.04%	-12.98%
90 trades	305	97.70%	-4.02%	-12.99%
3 months	42	85.71%	-6.40%	-12.74%
6 months	42	92.86%	-3.86%	-12.74%
12 months	42	100.00%	1.08%	-12.74%

Sequence-risk test: 10,000 simulations resampled complete trading weeks so clustered winning and losing periods remained together. The severe estimate is the 95th percentile, meaning only 5% of simulated paths were worse. Simulated drawdowns are scenario estimates, not forecasts or guarantees.

Sizing	Observed Return	Historical Max Drawdown	Typical Simulated Drawdown	Severe Simulated Drawdown
10% compounded	218.63%	-8.27%	-10.53%	-16.87%
15% compounded	501.44%	-12.47%	-16.09%	-25.44%
20% compounded	1001.62%	-16.89%	-21.47%	-33.24%

Setup	Trades	P&L	Win Rate	Profit Factor	Avg Trade
Setup A	21	$3,729.00	80.95%	3.28	$177.57
Setup B	14	$3,565.00	85.71%	4.16	$254.64
Setup C	74	$3,308.00	77.03%	1.51	$44.70
Setup D	36	$3,154.00	83.33%	2.30	$87.61
Setup E	95	$3,076.00	75.79%	1.48	$32.38
Setup F	83	$3,029.00	69.88%	1.94	$36.49
Setup G	27	$2,661.00	81.48%	2.49	$98.56
Setup H	36	$1,026.00	72.22%	1.33	$28.50
Setup I	8	$929.00	75.00%	3.60	$116.12