| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 50.0% | 75.0% |
| Cumulative Return | -0.99% | 1.15% |
| CAGR﹪ | -51.63% | 130.06% |
| Sharpe | -13.75 | 23.81 |
| Prob. Sharpe Ratio | - | 86.2% |
| Smart Sharpe | -9.57 | 16.58 |
| Sortino | -11.22 | - |
| Smart Sortino | -7.82 | - |
| Sortino/√2 | -7.94 | - |
| Smart Sortino/√2 | -5.53 | - |
| Omega | 0.0 | 0.0 |
| Max Drawdown | -0.99% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 4.55% | 3.03% |
| R^2 | 0.33 | 0.33 |
| Information Ratio | -1.25 | -1.25 |
| Calmar | -52.15 | - |
| Skew | -0.0 | -2.0 |
| Kurtosis | -6.0 | 4.0 |
| Expected Daily | -0.25% | 0.29% |
| Expected Monthly | -0.99% | 1.15% |
| Expected Yearly | -0.99% | 1.15% |
| Kelly Criterion | - | - |
| Risk of Ruin | 1.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -0.03% |
| Expected Shortfall (cVaR) | -0.72% | -0.03% |
| Max Consecutive Wins | 0 | 3 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | -1.0 | - |
| Gain/Pain (1M) | -1.0 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.0 | - |
| Common Sense Ratio | 0.0 | - |
| CPC Index | - | - |
| Tail Ratio | 0.0 | 6.67 |
| Outlier Win Ratio | - | 0.67 |
| Outlier Loss Ratio | 0.49 | - |
| MTD | -0.99% | 1.15% |
| 3M | -0.99% | 1.15% |
| 6M | -0.99% | 1.15% |
| YTD | -0.99% | 1.15% |
| 1Y | -0.99% | 1.15% |
| 3Y (ann.) | -51.63% | 130.06% |
| 5Y (ann.) | -51.63% | 130.06% |
| 10Y (ann.) | -51.63% | 130.06% |
| All-time (ann.) | -51.63% | 130.06% |
| Best Day | 0.0% | 0.38% |
| Worst Day | -0.5% | 0.0% |
| Best Month | -0.99% | 1.15% |
| Worst Month | -0.99% | 1.15% |
| Best Year | -0.99% | 1.15% |
| Worst Year | -0.99% | 1.15% |
| Avg. Drawdown | -0.99% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -1.0 | - |
| Ulcer Index | 0.01 | 0.0 |
| Serenity Index | -0.24 | - |
| Avg. Up Month | - | - |
| Avg. Down Month | - | - |
| Win Days | 0.0% | 100.0% |
| Win Month | 0.0% | 100.0% |
| Win Quarter | 0.0% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | -0.87 | - |
| Alpha | 0.0 | - |
| Correlation | -57.73% | - |
| Treynor Ratio | 1.14% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 1.15 | -0.99 | -0.86 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-26 | 2025-06-30 | -0.99 | 4 |