| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 9.2% | 8.92% |
| CAGR﹪ | 10.06% | 9.75% |
| Sharpe | 0.5 | 25.78 |
| Prob. Sharpe Ratio | 68.84% | 100.0% |
| Smart Sharpe | 0.5 | 25.59 |
| Sortino | 0.75 | - |
| Smart Sortino | 0.75 | - |
| Sortino/√2 | 0.53 | - |
| Smart Sortino/√2 | 0.53 | - |
| Omega | 1.09 | 1.09 |
| Max Drawdown | -17.93% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 24.27% | 0.35% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 0.56 | - |
| Skew | 0.44 | 1.77 |
| Kurtosis | 2.43 | 6.81 |
| Expected Daily | 0.04% | 0.04% |
| Expected Monthly | 0.74% | 0.71% |
| Expected Yearly | 4.5% | 4.36% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -0.0% |
| Expected Shortfall (cVaR) | -2.47% | -0.0% |
| Max Consecutive Wins | 7 | 239 |
| Max Consecutive Losses | 7 | 0 |
| Gain/Pain Ratio | 0.09 | - |
| Gain/Pain (1M) | 0.65 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.09 | - |
| Common Sense Ratio | 1.09 | - |
| CPC Index | - | - |
| Tail Ratio | 1.01 | 6.77 |
| Outlier Win Ratio | 1.76 | 55.04 |
| Outlier Loss Ratio | 1.66 | - |
| MTD | 6.32% | 0.47% |
| 3M | 13.74% | 1.31% |
| 6M | -3.54% | 2.83% |
| YTD | 6.7% | 4.86% |
| 1Y | 9.2% | 8.92% |
| 3Y (ann.) | 10.06% | 9.75% |
| 5Y (ann.) | 10.06% | 9.75% |
| 10Y (ann.) | 10.06% | 9.75% |
| All-time (ann.) | 10.06% | 9.75% |
| Best Day | 7.58% | 0.16% |
| Worst Day | -4.09% | 0.0% |
| Best Month | 10.21% | 1.43% |
| Worst Month | -8.17% | 0.2% |
| Best Year | 6.7% | 4.86% |
| Worst Year | 2.34% | 3.87% |
| Avg. Drawdown | -4.89% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.51 | - |
| Ulcer Index | 0.09 | 0.0 |
| Serenity Index | 0.09 | - |
| Avg. Up Month | 3.58% | 0.79% |
| Avg. Down Month | - | - |
| Win Days | 51.5% | 100.0% |
| Win Month | 66.67% | 100.0% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 4.12 | - |
| Alpha | -0.25 | - |
| Correlation | 5.91% | - |
| Treynor Ratio | 2.23% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.87 | 2.34 | 0.60 | - |
| 2025 | 4.86 | 6.70 | 1.38 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-26 | 2025-08-27 | -17.93 | 182 |
| 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 |