| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 24.66% | 26.62% |
| CAGR﹪ | 16.32% | 17.58% |
| Sharpe | 13.77 | 24.35 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 12.8 | 22.63 |
| Sortino | 58.98 | - |
| Smart Sortino | 54.82 | - |
| Sortino/√2 | 41.71 | - |
| Smart Sortino/√2 | 38.76 | - |
| Omega | 12.57 | 12.57 |
| Max Drawdown | -0.09% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.87% | 0.53% |
| R^2 | 0.02 | 0.02 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | 174.86 | - |
| Skew | 0.6 | 9.75 |
| Kurtosis | 0.62 | 109.09 |
| Expected Daily | 0.05% | 0.05% |
| Expected Monthly | 1.17% | 1.25% |
| Expected Yearly | 11.65% | 12.52% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.04% | -0.0% |
| Expected Shortfall (cVaR) | -0.04% | -0.0% |
| Max Consecutive Wins | 17 | 461 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | 11.57 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 12.57 | - |
| Common Sense Ratio | 66.09 | - |
| CPC Index | - | - |
| Tail Ratio | 5.26 | 2.32 |
| Outlier Win Ratio | 2.21 | 2.68 |
| Outlier Loss Ratio | 0.56 | - |
| MTD | 0.33% | 0.31% |
| 3M | 3.17% | 3.25% |
| 6M | 6.56% | 6.68% |
| YTD | 8.07% | 8.42% |
| 1Y | 14.85% | 15.28% |
| 3Y (ann.) | 16.32% | 17.58% |
| 5Y (ann.) | 16.32% | 17.58% |
| 10Y (ann.) | 16.32% | 17.58% |
| All-time (ann.) | 16.32% | 17.58% |
| Best Day | 0.26% | 0.43% |
| Worst Day | -0.08% | 0.0% |
| Best Month | 1.73% | 1.69% |
| Worst Month | 0.26% | 0.31% |
| Best Year | 15.35% | 16.78% |
| Worst Year | 8.07% | 8.42% |
| Avg. Drawdown | -0.03% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 264.12 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 3296.3 | - |
| Avg. Up Month | 1.17% | 1.25% |
| Avg. Down Month | - | - |
| Win Days | 82.6% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.21 | - |
| Alpha | 0.09 | - |
| Correlation | 12.99% | - |
| Treynor Ratio | 114.92% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 16.78 | 15.35 | 0.91 | - |
| 2026 | 8.42 | 8.07 | 0.96 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-29 | 2025-07-01 | -0.09 | 2 |
| 2025-07-20 | 2025-07-24 | -0.09 | 4 |
| 2026-04-20 | 2026-04-22 | -0.08 | 2 |
| 2026-06-14 | 2026-06-18 | -0.08 | 4 |
| 2025-11-10 | 2025-11-12 | -0.08 | 2 |
| 2026-02-24 | 2026-02-25 | -0.07 | 1 |
| 2026-07-19 | 2026-07-22 | -0.06 | 3 |
| 2025-03-11 | 2025-03-12 | -0.06 | 1 |
| 2026-05-07 | 2026-05-08 | -0.06 | 1 |
| 2025-07-07 | 2025-07-08 | -0.06 | 1 |