| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 3.17% | 13.87% |
| CAGR﹪ | 3.95% | 17.49% |
| Sharpe | 0.31 | 25.74 |
| Prob. Sharpe Ratio | 60.93% | 100.0% |
| Smart Sharpe | 0.3 | 25.38 |
| Sortino | 0.45 | - |
| Smart Sortino | 0.44 | - |
| Sortino/√2 | 0.32 | - |
| Smart Sortino/√2 | 0.31 | - |
| Omega | 1.05 | 1.05 |
| Max Drawdown | -11.86% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 17.24% | 0.62% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 0.33 | - |
| Skew | -0.11 | 7.74 |
| Kurtosis | 1.32 | 60.69 |
| Expected Daily | 0.02% | 0.06% |
| Expected Monthly | 0.28% | 1.19% |
| Expected Yearly | 1.57% | 6.71% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -0.0% |
| Expected Shortfall (cVaR) | -1.77% | -0.0% |
| Max Consecutive Wins | 10 | 203 |
| Max Consecutive Losses | 8 | 0 |
| Gain/Pain Ratio | 0.05 | - |
| Gain/Pain (1M) | 0.28 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.05 | - |
| Common Sense Ratio | 1.1 | - |
| CPC Index | - | - |
| Tail Ratio | 1.04 | 1.39 |
| Outlier Win Ratio | 1.98 | 25.16 |
| Outlier Loss Ratio | 1.18 | - |
| MTD | -6.29% | 0.56% |
| 3M | -4.32% | 3.7% |
| 6M | -3.07% | 7.61% |
| YTD | -3.7% | 4.14% |
| 1Y | 3.17% | 13.87% |
| 3Y (ann.) | 3.95% | 17.49% |
| 5Y (ann.) | 3.95% | 17.49% |
| 10Y (ann.) | 3.95% | 17.49% |
| All-time (ann.) | 3.95% | 17.49% |
| Best Day | 2.99% | 0.38% |
| Worst Day | -4.66% | 0.0% |
| Best Month | 7.52% | 1.38% |
| Worst Month | -6.29% | 0.56% |
| Best Year | 7.13% | 9.34% |
| Worst Year | -3.7% | 4.14% |
| Avg. Drawdown | -6.23% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.27 | - |
| Ulcer Index | 0.06 | 0.0 |
| Serenity Index | 0.05 | - |
| Avg. Up Month | 3.19% | 1.26% |
| Avg. Down Month | - | - |
| Win Days | 48.96% | 100.0% |
| Win Month | 54.55% | 100.0% |
| Win Quarter | 40.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | -1.07 | - |
| Alpha | 0.23 | - |
| Correlation | -3.88% | - |
| Treynor Ratio | -2.96% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 9.34 | 7.13 | 0.76 | - |
| 2026 | 4.14 | -3.70 | -0.89 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-20 | 2026-04-15 | -11.86 | 26 |
| 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 |