| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | -2.08% | 8.93% |
| CAGR﹪ | -3.99% | 18.07% |
| Sharpe | -0.15 | 64.99 |
| Prob. Sharpe Ratio | 45.39% | 100.0% |
| Smart Sharpe | -0.15 | 64.91 |
| Sortino | -0.2 | - |
| Smart Sortino | -0.2 | - |
| Sortino/√2 | -0.14 | - |
| Smart Sortino/√2 | -0.14 | - |
| Omega | 0.97 | 0.97 |
| Max Drawdown | -14.24% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 15.3% | 0.22% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.07 | -0.07 |
| Calmar | -0.28 | - |
| Skew | -0.02 | 0.81 |
| Kurtosis | 3.87 | 1.9 |
| Expected Daily | -0.01% | 0.06% |
| Expected Monthly | -0.3% | 1.23% |
| Expected Yearly | -1.04% | 4.37% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -0.03% |
| Expected Shortfall (cVaR) | -1.59% | -0.03% |
| Max Consecutive Wins | 7 | 153 |
| Max Consecutive Losses | 7 | 0 |
| Gain/Pain Ratio | -0.03 | - |
| Gain/Pain (1M) | -0.09 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.97 | - |
| Common Sense Ratio | 0.69 | - |
| CPC Index | - | - |
| Tail Ratio | 0.71 | 1.9 |
| Outlier Win Ratio | 1.45 | 15.5 |
| Outlier Loss Ratio | 1.61 | - |
| MTD | -1.0% | 1.16% |
| 3M | 0.2% | 4.24% |
| 6M | 1.12% | 8.56% |
| YTD | 1.02% | 3.58% |
| 1Y | -2.08% | 8.93% |
| 3Y (ann.) | -3.99% | 18.07% |
| 5Y (ann.) | -3.99% | 18.07% |
| 10Y (ann.) | -3.99% | 18.07% |
| All-time (ann.) | -3.99% | 18.07% |
| Best Day | 4.69% | 0.09% |
| Worst Day | -3.02% | 0.0% |
| Best Month | 5.83% | 1.3% |
| Worst Month | -6.53% | 1.16% |
| Best Year | 1.02% | 5.16% |
| Worst Year | -3.07% | 3.58% |
| Avg. Drawdown | -6.65% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.15 | - |
| Ulcer Index | 0.07 | 0.0 |
| Serenity Index | -0.03 | - |
| Avg. Up Month | 4.53% | 1.26% |
| Avg. Down Month | - | - |
| Win Days | 56.08% | 100.0% |
| Win Month | 42.86% | 100.0% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | -8.45 | - |
| Alpha | 1.16 | - |
| Correlation | -11.9% | - |
| Treynor Ratio | 0.25% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 5.16 | -3.07 | -0.59 | - |
| 2026 | 3.58 | 1.02 | 0.28 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-12 | 2026-01-25 | -14.24 | 135 |
| 2026-02-03 | 2026-03-17 | -4.42 | 42 |
| 2026-01-26 | 2026-02-02 | -1.28 | 7 |