| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | -4.42% | 24.15% |
| CAGR﹪ | -3.99% | 21.52% |
| Sharpe | -0.05 | 30.49 |
| Prob. Sharpe Ratio | 48.06% | 99.98% |
| Smart Sharpe | -0.05 | 30.4 |
| Sortino | -0.07 | - |
| Smart Sortino | -0.07 | - |
| Sortino/√2 | -0.05 | - |
| Smart Sortino/√2 | -0.05 | - |
| Omega | 0.99 | 0.99 |
| Max Drawdown | -20.16% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 23.93% | 0.62% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | -0.2 | - |
| Skew | 0.44 | 10.24 |
| Kurtosis | 2.37 | 115.77 |
| Expected Daily | -0.02% | 0.07% |
| Expected Monthly | -0.3% | 1.45% |
| Expected Yearly | -2.24% | 11.42% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -0.01% |
| Expected Shortfall (cVaR) | -2.48% | -0.01% |
| Max Consecutive Wins | 7 | 289 |
| Max Consecutive Losses | 7 | 0 |
| Gain/Pain Ratio | -0.01 | - |
| Gain/Pain (1M) | -0.04 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.99 | - |
| Common Sense Ratio | 0.94 | - |
| CPC Index | - | - |
| Tail Ratio | 0.95 | 1.59 |
| Outlier Win Ratio | 1.85 | 27.06 |
| Outlier Loss Ratio | 1.62 | - |
| MTD | 2.36% | 0.17% |
| 3M | -7.41% | 3.99% |
| 6M | -3.78% | 8.76% |
| YTD | -6.61% | 16.57% |
| 1Y | 1.33% | 20.64% |
| 3Y (ann.) | -3.99% | 21.52% |
| 5Y (ann.) | -3.99% | 21.52% |
| 10Y (ann.) | -3.99% | 21.52% |
| All-time (ann.) | -3.99% | 21.52% |
| Best Day | 7.58% | 0.52% |
| Worst Day | -4.09% | 0.0% |
| Best Month | 10.21% | 1.83% |
| Worst Month | -8.17% | 0.17% |
| Best Year | 2.34% | 16.57% |
| Worst Year | -6.61% | 6.5% |
| Avg. Drawdown | -5.12% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.22 | - |
| Ulcer Index | 0.1 | 0.0 |
| Serenity Index | -0.04 | - |
| Avg. Up Month | 3.25% | 1.4% |
| Avg. Down Month | - | - |
| Win Days | 49.82% | 100.0% |
| Win Month | 60.0% | 100.0% |
| Win Quarter | 50.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | 1.35 | - |
| Alpha | -0.26 | - |
| Correlation | 3.48% | - |
| Treynor Ratio | -3.27% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 6.50 | 2.34 | 0.36 | - |
| 2025 | 16.57 | -6.61 | -0.40 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-11-05 | -20.16 | 252 |
| 2024-11-12 | 2024-12-30 | -13.07 | 48 |
| 2024-10-01 | 2024-11-11 | -8.17 | 41 |
| 2025-01-03 | 2025-01-14 | -3.13 | 11 |
| 2025-01-20 | 2025-01-29 | -2.08 | 9 |
| 2025-02-18 | 2025-02-19 | -1.85 | 1 |
| 2025-02-03 | 2025-02-10 | -1.36 | 7 |
| 2025-02-13 | 2025-02-17 | -1.09 | 4 |
| 2025-02-21 | 2025-02-24 | -0.23 | 3 |
| 2025-01-15 | 2025-01-16 | -0.00 | 1 |