| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | -18.2% | 11.97% |
| CAGR﹪ | -23.11% | 15.94% |
| Sharpe | -1.4 | 62.81 |
| Prob. Sharpe Ratio | 8.71% | 100.0% |
| Smart Sharpe | -1.4 | 62.46 |
| Sortino | -1.83 | - |
| Smart Sortino | -1.82 | - |
| Sortino/√2 | -1.29 | - |
| Smart Sortino/√2 | -1.29 | - |
| Omega | 0.79 | 0.79 |
| Max Drawdown | -19.06% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 14.29% | 0.19% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.14 | -0.14 |
| Calmar | -1.21 | - |
| Skew | 0.1 | 1.64 |
| Kurtosis | 3.3 | 4.94 |
| Expected Daily | -0.08% | 0.05% |
| Expected Monthly | -1.99% | 1.14% |
| Expected Yearly | -9.56% | 5.81% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -0.03% |
| Expected Shortfall (cVaR) | -1.56% | -0.03% |
| Max Consecutive Wins | 7 | 239 |
| Max Consecutive Losses | 7 | 0 |
| Gain/Pain Ratio | -0.21 | - |
| Gain/Pain (1M) | -0.59 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.79 | - |
| Common Sense Ratio | 0.55 | - |
| CPC Index | - | - |
| Tail Ratio | 0.69 | 2.38 |
| Outlier Win Ratio | 1.54 | 19.05 |
| Outlier Loss Ratio | 1.66 | - |
| MTD | -1.31% | 0.62% |
| 3M | -15.96% | 3.41% |
| 6M | -16.04% | 7.2% |
| YTD | -15.61% | 6.47% |
| 1Y | -18.2% | 11.97% |
| 3Y (ann.) | -23.11% | 15.94% |
| 5Y (ann.) | -23.11% | 15.94% |
| 10Y (ann.) | -23.11% | 15.94% |
| All-time (ann.) | -23.11% | 15.94% |
| Best Day | 4.69% | 0.09% |
| Worst Day | -3.02% | 0.0% |
| Best Month | 5.83% | 1.3% |
| Worst Month | -7.1% | 0.62% |
| Best Year | -3.07% | 6.47% |
| Worst Year | -15.61% | 5.16% |
| Avg. Drawdown | -11.53% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.96 | - |
| Ulcer Index | 0.09 | 0.0 |
| Serenity Index | -0.11 | - |
| Avg. Up Month | 4.53% | 1.26% |
| Avg. Down Month | - | - |
| Win Days | 48.25% | 100.0% |
| Win Month | 30.0% | 100.0% |
| Win Quarter | 25.0% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | -1.74 | - |
| Alpha | 0.01 | - |
| Correlation | -2.31% | - |
| Treynor Ratio | 10.43% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 5.16 | -3.07 | -0.59 | - |
| 2026 | 6.47 | -15.61 | -2.41 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-03 | 2026-06-16 | -19.06 | 133 |
| 2025-09-12 | 2026-01-25 | -14.24 | 135 |
| 2026-01-26 | 2026-02-02 | -1.28 | 7 |