| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 80.0% | 0.0% |
| Cumulative Return | 1.05% | 0.0% |
| CAGR﹪ | 88.25% | 0.0% |
| Sharpe | 5.99 | - |
| Prob. Sharpe Ratio | 85.91% | - |
| Smart Sharpe | 2.87 | - |
| Sortino | 24.05 | - |
| Smart Sortino | 11.53 | - |
| Sortino/√2 | 17.0 | - |
| Smart Sortino/√2 | 8.15 | - |
| Omega | 3.72 | 3.72 |
| Max Drawdown | -0.3% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 8.82% | 0.0% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.38 | 0.38 |
| Calmar | 298.07 | - |
| Skew | 1.46 | 0.0 |
| Kurtosis | 2.16 | 0.0 |
| Expected Daily | 0.21% | 0.0% |
| Expected Monthly | 0.52% | 0.0% |
| Expected Yearly | 1.05% | 0.0% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 1.0% |
| Daily Value-at-Risk | -0.7% | - |
| Expected Shortfall (cVaR) | -0.7% | - |
| Max Consecutive Wins | 1 | 0 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 2.72 | - |
| Gain/Pain (1M) | 13.74 | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.72 | - |
| Common Sense Ratio | 14.03 | - |
| CPC Index | - | - |
| Tail Ratio | 3.77 | - |
| Outlier Win Ratio | 1.14 | - |
| Outlier Loss Ratio | 0.75 | - |
| MTD | 1.12% | 0.0% |
| 3M | 1.05% | 0.0% |
| 6M | 1.05% | 0.0% |
| YTD | 1.05% | 0.0% |
| 1Y | 1.05% | 0.0% |
| 3Y (ann.) | 88.25% | 0.0% |
| 5Y (ann.) | 88.25% | 0.0% |
| 10Y (ann.) | 88.25% | 0.0% |
| All-time (ann.) | 88.25% | 0.0% |
| Best Day | 1.12% | 0.0% |
| Worst Day | -0.3% | 0.0% |
| Best Month | 1.12% | 0.0% |
| Worst Month | -0.08% | 0.0% |
| Best Year | 1.05% | 0.0% |
| Worst Year | 1.05% | 0.0% |
| Avg. Drawdown | -0.19% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 3.53 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 13.03 | - |
| Avg. Up Month | - | - |
| Avg. Down Month | - | - |
| Win Days | 50.0% | 0.0% |
| Win Month | 50.0% | 0.0% |
| Win Quarter | 100.0% | 0.0% |
| Win Year | 100.0% | 0.0% |
| Beta | 0.0 | - |
| Alpha | 0.0 | - |
| Correlation | - | - |
| Treynor Ratio | 0% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 0.00 | 1.05 | inf | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-29 | 2026-06-01 | -0.30 | 3 |
| 2026-05-27 | 2026-05-28 | -0.09 | 1 |