Recorded at open
A position enters the record the moment the Strategy issues its entry Signal, with its entry price, its stop and its targets. That happens before anyone knows how the trade will end.
Performance & Analytics
Transparency before trust.
A single return figure tells you almost nothing. Triggon records every trade at the moment it opens, never after it closes, and computes everything from that record, so nothing can be tidied up in hindsight.
Nothing on this page predicts future performance. Every figure describes
trades that have already happened. Their purpose is to let you judge a Strategy yourself,
in more detail than a headline number allows.
Surfer · performanceAll Simulated $10,000
every point: a trade recorded when it openedlast write 2026-09-08 16:02 UTC
+20.9%Total return
-1.3%Max drawdown
88%Win rate
9.39Profit factor
1.9Sharpe · RF 4.3%
2.7Sortino · MAR 0%
3.4Calmar
214Closed trades
What the Score is made ofElite74Triggon Score
CAGR25%
Win rate · lower bound20%
Profit factor20%
Max drawdown20%
Number of trades7.5%
Days active7.5%
Sample figures, in the layout every Strategy page uses. Nothing here predicts future performance.
Why the recording order matters more than the maths
Any platform can compute a Sharpe Ratio. What decides whether the number means anything is when the underlying trade was written down.
So it cannot be curated
A trade that goes badly is already in the record by the time it goes badly. There is no step at which a losing position could be left out, relabelled or backdated, because the writing happened first.
What you can read on every Strategy
Return, and then everything that tells you what the return cost.
Total ReturnWhat the Strategy has returned over the period you select.
PnLProfit and loss in absolute terms, alongside the percentage.
Win RateThe share of closed trades that ended in profit.
Profit FactorGross profit divided by gross loss. Above 1.0 means the winners outweighed the losers.
Maximum DrawdownThe largest peak-to-trough fall the equity has taken: how bad the worst stretch was.
Sharpe RatioThe account's average daily return above a cash benchmark rate, measured against the volatility of all its daily returns, annualised. The benchmark is a fixed short-term USD rate (SOFR), pro-rated to each day and reviewed on a schedule rather than re-read on every view, so a published ratio never drifts while the trade history sits still. The rate in use is published beside the number as "RF". Computed on the simulated $10,000 account, never on individual leveraged positions.
Sortino RatioThe same idea measured against downside volatility only: just the account's losing days count as risk, on the view that upside swings are not a problem. Downside is measured against a Minimum Acceptable Return of 0%, meaning any losing day counts, and the figure is labelled Sortino (MAR 0%) wherever it appears so the convention is never left to guesswork. The cash benchmark is not subtracted here; it belongs to Sharpe alone.
Calmar RatioReturn measured against Maximum Drawdown: what the return cost in worst-case pain.
Trade historyEvery position, with its entry, exit and result.
Equity historyHow the account behind the Strategy actually developed over time.
StreaksConsecutive wins and losses, which a Win Rate alone hides.
Capital historyDeposits and withdrawals against the Strategy's account, so returns are read against real capital.
None of these is meaningful alone. A high Win Rate with a Profit Factor near
1.0 describes many small wins and a few large losses. A high return with a deep Maximum
Drawdown describes a Strategy you may not have been able to stay in. Read them together, which
is why they are published together.
The Triggon Score
A ranking that accounts for luck.
Every Strategy carries one score, built from six inputs. The weights are not a secret. They are published here, because a ranking you cannot inspect is a ranking you have to take on faith.
The six inputs and their weights
How the Score combines them, and what it refuses to reward →
CAGR (annualised return)25%
Win Rate20%
Profit Factor20%
Maximum Drawdown20%
Number of trades7.5%
Days active7.5%
Two things stop a lucky run from winning
Win Rate is measured by its lower bound. Not the raw percentage, but the bottom of its statistical confidence interval. A 100% Win Rate over three trades carries far less weight than 62% over four hundred, because three trades cannot distinguish skill from chance.
Every component is scaled by credibility. A factor drawn from sample size and track-record length multiplies the whole score, so a Strategy has to earn the right to be ranked at all. A new Strategy is not penalised for being new. It simply has not yet produced enough evidence to be ranked above one that has.
How to read a Strategy in five minutes
- Start with Maximum Drawdown, not return. Ask whether you could have held the position through the worst stretch. If the answer is no, the return is not available to you.
- Check the trade count and the days active. Thirty trades over three weeks is a sample, not a record. The Triggon Score already weights this, but read it yourself.
- Read Win Rate and Profit Factor together. Either alone can flatter a Strategy that the other exposes.
- Look at the losing trades specifically. How large was the worst one, and how did the Strategy behave afterwards?
- Check the equity curve's shape. Steady accumulation and one enormous winning month are the same total return and very different Strategies.
- Then look at the Provider. How long they have published, and what else they run.