| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 1.39% | 15.71% |
| CAGR﹪ | 1.55% | 17.68% |
| Sharpe | 0.18 | 26.82 |
| Prob. Sharpe Ratio | 56.56% | 100.0% |
| Smart Sharpe | 0.17 | 26.48 |
| Sortino | 0.25 | - |
| Smart Sortino | 0.25 | - |
| Sortino/√2 | 0.18 | - |
| Smart Sortino/√2 | 0.18 | - |
| Omega | 1.03 | 1.03 |
| Max Drawdown | -13.22% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 16.89% | 0.61% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | 0.12 | - |
| Skew | -0.07 | 7.52 |
| Kurtosis | 1.36 | 60.11 |
| Expected Daily | 0.01% | 0.06% |
| Expected Monthly | 0.11% | 1.22% |
| Expected Yearly | 0.69% | 7.57% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -0.0% |
| Expected Shortfall (cVaR) | -1.74% | -0.0% |
| Max Consecutive Wins | 10 | 225 |
| Max Consecutive Losses | 8 | 0 |
| Gain/Pain Ratio | 0.03 | - |
| Gain/Pain (1M) | 0.16 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.03 | - |
| Common Sense Ratio | 1.07 | - |
| CPC Index | - | - |
| Tail Ratio | 1.04 | 2.0 |
| Outlier Win Ratio | 2.0 | 24.25 |
| Outlier Loss Ratio | 1.19 | - |
| MTD | -3.58% | 1.09% |
| 3M | -2.29% | 3.79% |
| 6M | -6.57% | 7.8% |
| YTD | -5.36% | 5.83% |
| 1Y | 1.39% | 15.71% |
| 3Y (ann.) | 1.55% | 17.68% |
| 5Y (ann.) | 1.55% | 17.68% |
| 10Y (ann.) | 1.55% | 17.68% |
| All-time (ann.) | 1.55% | 17.68% |
| Best Day | 2.99% | 0.38% |
| Worst Day | -4.66% | 0.0% |
| Best Month | 7.52% | 1.38% |
| Worst Month | -4.5% | 1.09% |
| Best Year | 7.13% | 9.34% |
| Worst Year | -5.36% | 5.83% |
| Avg. Drawdown | -6.5% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.1 | - |
| Ulcer Index | 0.07 | 0.0 |
| Serenity Index | 0.02 | - |
| Avg. Up Month | 3.19% | 1.26% |
| Avg. Down Month | - | - |
| Win Days | 48.83% | 100.0% |
| Win Month | 50.0% | 100.0% |
| Win Quarter | 40.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | -1.46 | - |
| Alpha | 0.27 | - |
| Correlation | -5.26% | - |
| Treynor Ratio | -0.95% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 9.34 | 7.13 | 0.76 | - |
| 2026 | 5.83 | -5.36 | -0.92 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-20 | 2026-05-18 | -13.22 | 59 |
| 2025-09-11 | 2026-03-19 | -11.46 | 189 |
| 2025-06-26 | 2025-07-21 | -3.37 | 25 |
| 2025-07-30 | 2025-08-29 | -3.08 | 30 |
| 2025-07-24 | 2025-07-28 | -1.38 | 4 |