Karat Killer — Strategy Correlation Report

Generated: 3/2/2026, 12:30:37
Strategies Compared
3
Expert Advisors
Diversification Benefit
0%
DD reduction vs avg
Combined Max DD
8.9%
Equal-weight portfolio
Avg Individual DD
0%
Average of all EAs

Strategy Comparison

MetricKarat_Killer (XAUUSD)Mad Turtle (XAUUSD)The Gold Phantom (XAUUSD)
EA NameKarat_KillerMad TurtleThe Gold Phantom
SymbolXAUUSDXAUUSDXAUUSD
Period2016-01-01 – 2026-02-032016-01-01 – 2026-02-032016-01-01 – 2026-02-03
CurrencyEUREUREUR
Initial Deposit$10,000.00$10,000.00$10,000.00
Total Trades98819828758
Net Profit+$722,988.07+$365,656.43+$619,719.62
Win Rate66.0%58.8%63.9%
Profit Factor3.311.762.41
Expectancy+$731.77+$184.49+$70.76
Equity DD %11.2%22.6%13.4%
Balance DD %8.7%20.4%7.8%
Max DD Days217d953d81d
Max Stagnation217d953d81d
Sharpe Ratio10.002.944.58
Sortino Ratio8.172.885.09
Calmar Ratio9.312.996.53
Recovery Factor22.2413.7922.25
Risk/Reward1.721.241.37
Max Win Streak181444
Max Loss Streak51025
Avg Days/Trade3.711.850.42

Correlation Matrices

Pearson Correlation?Avg: 0.20
Karat_Killer …Mad Turtle (X…The Gold Phan…
Karat_Killer …1.000.210.26
Mad Turtle (X…0.211.000.13
The Gold Phan…0.260.131.00
-1
+1
Spearman Rank Correlation?Avg: 0.20
Karat_Killer …Mad Turtle (X…The Gold Phan…
Karat_Killer …1.000.240.22
Mad Turtle (X…0.241.000.12
The Gold Phan…0.220.121.00
-1
+1
Win/Loss Synchronization?Avg: 60%
Karat_Killer …Mad Turtle (X…The Gold Phan…
Karat_Killer …100%61%63%
Mad Turtle (X…61%100%57%
The Gold Phan…63%57%100%
Drawdown Overlap?Avg: 24%
Karat_Killer …Mad Turtle (X…The Gold Phan…
Karat_Killer …100%24%18%
Mad Turtle (X…24%100%31%
The Gold Phan…18%31%100%
Strong Negative (-1 to -0.5): Opposite movements
Weak Negative (-0.5 to -0.2): Slight divergence
Neutral (-0.2 to 0.2): Uncorrelated, good diversification
Weak Positive (0.2 to 0.5): Similar tendency
Strong Positive (0.5 to 1): Move together, less diversification

Equity Comparison Charts

Overlay Equity Curves (Normalized to 100%)
Combined Portfolio (Equal Weight)