The three numbers every backtest report leads with. Enter start and end values for CAGR, or paste a list of account values for CAGR, max drawdown, volatility, Sharpe and Calmar.
10,000 growing to 25,000 in 8 years is a CAGR of about 12.14%. Thirteen month-end values from 10,000 to 13,100 give +31.00% over one year, a max drawdown of −7.69% (10,400 to 9,600) and, with a 3% risk-free rate, a Sharpe ratio of about 1.64.
CAGR says how fast the money compounded, max drawdown says how deep the worst fall from a peak was, and the Sharpe ratio says how much return came per unit of volatility. A backtest that reports only the first is missing the two that describe the pain of holding it.
For the list, paste values in time order, one per line: month-end balances from a backtest, an account statement or a spreadsheet column. Periods per year turns per-period numbers into yearly ones: 12 for monthly values, 252 for stock trading days, 365 for crypto days. The risk-free rate is subtracted before dividing by volatility; enter 0 to match sites that do not subtract it.
Yearly values of 100, 120, 90 and 135 grow 35% in three years, a CAGR of about 10.52%. The fall from 120 to 90 is a max drawdown of −25%. The yearly returns are +20%, −25% and +50%, averaging 15% with a standard deviation of about 37.7%, so with a 0% risk-free rate the Sharpe ratio is about 0.40 and the Calmar ratio about 0.42.
A short list gives a rough number: the Sharpe ratio from a year of monthly values can easily be off by more than 1. Monthly values hide the drawdowns inside each month, so a daily list usually shows a deeper max drawdown. None of these numbers says anything about costs, data quality or overfitting in the backtest that produced the values; for that, use the backtest checklist.
Reference only, not investment advice. Exchange rules (maintenance margin tiers, fee tiers, funding intervals) change; check your exchange before trading.