| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 0.46% | 32.99% |
| CAGR﹪ | 0.28% | 19.29% |
| Sharpe | 0.1 | 63.63 |
| Prob. Sharpe Ratio | 55.12% | 100.0% |
| Smart Sharpe | 0.1 | 63.11 |
| Sortino | 0.15 | - |
| Smart Sortino | 0.15 | - |
| Sortino/√2 | 0.11 | - |
| Smart Sortino/√2 | 0.11 | - |
| Omega | 1.02 | 1.02 |
| Max Drawdown | -14.0% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 16.87% | 0.27% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | 0.02 | - |
| Skew | 0.72 | 1.67 |
| Kurtosis | 3.36 | 5.67 |
| Expected Daily | 0.0% | 0.07% |
| Expected Monthly | 0.02% | 1.44% |
| Expected Yearly | 0.15% | 9.97% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -0.04% |
| Expected Shortfall (cVaR) | -1.74% | -0.04% |
| Max Consecutive Wins | 8 | 414 |
| Max Consecutive Losses | 8 | 0 |
| Gain/Pain Ratio | 0.02 | - |
| Gain/Pain (1M) | 0.09 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.02 | - |
| Common Sense Ratio | 1.13 | - |
| CPC Index | - | - |
| Tail Ratio | 1.11 | 1.77 |
| Outlier Win Ratio | 1.78 | 20.53 |
| Outlier Loss Ratio | 1.49 | - |
| MTD | -0.76% | 1.09% |
| 3M | -8.64% | 3.34% |
| 6M | -2.1% | 7.17% |
| YTD | -6.88% | 5.83% |
| 1Y | -0.41% | 16.29% |
| 3Y (ann.) | 0.28% | 19.29% |
| 5Y (ann.) | 0.28% | 19.29% |
| 10Y (ann.) | 0.28% | 19.29% |
| All-time (ann.) | 0.28% | 19.29% |
| Best Day | 6.39% | 0.14% |
| Worst Day | -2.76% | 0.0% |
| Best Month | 9.34% | 1.83% |
| Worst Month | -5.9% | 1.09% |
| Best Year | 5.74% | 19.38% |
| Worst Year | -6.88% | 5.26% |
| Avg. Drawdown | -3.82% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.03 | - |
| Ulcer Index | 0.07 | 0.0 |
| Serenity Index | 0.01 | - |
| Avg. Up Month | 2.91% | 1.49% |
| Avg. Down Month | - | - |
| Win Days | 48.14% | 100.0% |
| Win Month | 55.0% | 100.0% |
| Win Quarter | 42.86% | 100.0% |
| Win Year | 66.67% | 100.0% |
| Beta | 0.21 | - |
| Alpha | -0.02 | - |
| Correlation | 0.34% | - |
| Treynor Ratio | 2.16% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 5.26 | 5.74 | 1.09 | + |
| 2025 | 19.38 | 2.02 | 0.10 | - |
| 2026 | 5.83 | -6.88 | -1.18 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-18 | 2026-05-29 | -14.00 | 465 |
| 2024-11-12 | 2024-12-26 | -9.88 | 44 |
| 2024-10-17 | 2024-11-11 | -4.63 | 25 |
| 2025-01-03 | 2025-01-10 | -2.11 | 7 |
| 2025-01-23 | 2025-01-29 | -1.27 | 6 |
| 2025-01-31 | 2025-02-13 | -1.13 | 13 |
| 2024-12-27 | 2024-12-28 | -1.02 | 1 |
| 2025-01-14 | 2025-01-16 | -0.30 | 2 |
| 2025-01-17 | 2025-01-20 | -0.01 | 3 |