| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 18.55% | 20.96% |
| CAGR﹪ | 17.45% | 19.72% |
| Sharpe | 14.74 | 24.4 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 13.16 | 21.79 |
| Sortino | 69.94 | - |
| Smart Sortino | 62.45 | - |
| Sortino/√2 | 49.46 | - |
| Smart Sortino/√2 | 44.16 | - |
| Omega | 15.49 | 15.49 |
| Max Drawdown | -0.09% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.9% | 0.61% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.1 | -0.1 |
| Calmar | 186.97 | - |
| Skew | 0.57 | 8.72 |
| Kurtosis | 0.52 | 83.48 |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 1.22% | 1.37% |
| Expected Yearly | 8.88% | 9.98% |
| 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 | 324 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 14.49 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 15.49 | - |
| Common Sense Ratio | 85.5 | - |
| CPC Index | - | - |
| Tail Ratio | 5.52 | 1.82 |
| Outlier Win Ratio | 2.11 | 2.38 |
| Outlier Loss Ratio | 0.47 | - |
| MTD | 0.6% | 1.16% |
| 3M | 3.51% | 4.19% |
| 6M | 7.54% | 8.18% |
| YTD | 2.77% | 3.58% |
| 1Y | 17.3% | 18.37% |
| 3Y (ann.) | 17.45% | 19.72% |
| 5Y (ann.) | 17.45% | 19.72% |
| 10Y (ann.) | 17.45% | 19.72% |
| All-time (ann.) | 17.45% | 19.72% |
| Best Day | 0.26% | 0.43% |
| Worst Day | -0.08% | 0.0% |
| Best Month | 1.73% | 1.69% |
| Worst Month | 0.26% | 1.16% |
| Best Year | 15.35% | 16.78% |
| Worst Year | 2.77% | 3.58% |
| Avg. Drawdown | -0.03% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 198.67 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 3326.68 | - |
| Avg. Up Month | 1.22% | 1.37% |
| Avg. Down Month | - | - |
| Win Days | 83.44% | 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 | 10.32% | - |
| Treynor Ratio | 121.45% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 16.78 | 15.35 | 0.91 | - |
| 2026 | 3.58 | 2.77 | 0.77 | - |
| 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 |
| 2026-02-24 | 2026-02-25 | -0.07 | 1 |
| 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 |
| 2026-03-02 | 2026-03-03 | -0.03 | 1 |
| 2025-05-12 | 2025-05-13 | -0.03 | 1 |
| 2025-05-21 | 2025-05-22 | -0.03 | 1 |