| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 14.53% | 16.81% |
| CAGR﹪ | 18.28% | 21.2% |
| Sharpe | 14.94 | 22.84 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 13.06 | 19.97 |
| Sortino | 69.31 | - |
| Smart Sortino | 60.61 | - |
| Sortino/√2 | 49.01 | - |
| Smart Sortino/√2 | 42.85 | - |
| Omega | 15.1 | 15.1 |
| Max Drawdown | -0.09% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.92% | 0.69% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.12 | -0.12 |
| Calmar | 195.79 | - |
| Skew | 0.46 | 7.48 |
| Kurtosis | 0.28 | 61.91 |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 1.24% | 1.42% |
| Expected Yearly | 14.53% | 16.81% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.04% | -0.01% |
| Expected Shortfall (cVaR) | -0.04% | -0.01% |
| Max Consecutive Wins | 17 | 248 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 14.1 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 15.1 | - |
| Common Sense Ratio | 84.17 | - |
| CPC Index | - | - |
| Tail Ratio | 5.57 | 1.97 |
| Outlier Win Ratio | 3.35 | 3.7 |
| Outlier Loss Ratio | 0.46 | - |
| MTD | 0.78% | 1.3% |
| 3M | 3.88% | 4.51% |
| 6M | 8.03% | 9.03% |
| YTD | 14.53% | 16.81% |
| 1Y | 14.53% | 16.81% |
| 3Y (ann.) | 18.28% | 21.2% |
| 5Y (ann.) | 18.28% | 21.2% |
| 10Y (ann.) | 18.28% | 21.2% |
| All-time (ann.) | 18.28% | 21.2% |
| Best Day | 0.26% | 0.43% |
| Worst Day | -0.08% | 0.0% |
| Best Month | 1.73% | 1.69% |
| Worst Month | 0.26% | 1.28% |
| Best Year | 14.53% | 16.81% |
| Worst Year | 14.53% | 16.81% |
| Avg. Drawdown | -0.03% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 155.65 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 2394.44 | - |
| Avg. Up Month | 1.24% | 1.42% |
| Avg. Down Month | - | - |
| Win Days | 83.55% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.15 | - |
| Alpha | 0.11 | - |
| Correlation | 11.35% | - |
| Treynor Ratio | 95.88% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 16.81 | 14.53 | 0.86 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-29 | 2025-07-01 | -0.09 | 2 |
| 2025-07-20 | 2025-07-24 | -0.09 | 4 |
| 2025-11-10 | 2025-11-12 | -0.08 | 2 |
| 2025-03-11 | 2025-03-12 | -0.06 | 1 |
| 2025-07-07 | 2025-07-08 | -0.06 | 1 |
| 2025-07-27 | 2025-07-30 | -0.04 | 3 |
| 2025-05-12 | 2025-05-13 | -0.03 | 1 |
| 2025-05-21 | 2025-05-22 | -0.03 | 1 |
| 2025-05-27 | 2025-05-28 | -0.03 | 1 |
| 2025-06-09 | 2025-06-10 | -0.03 | 1 |