| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 91.0% | 99.0% |
| Cumulative Return | 6.15% | 7.26% |
| CAGR﹪ | 21.05% | 25.16% |
| Sharpe | 17.37 | 19.1 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 13.24 | 14.56 |
| Sortino | 115.96 | - |
| Smart Sortino | 88.37 | - |
| Sortino/√2 | 82.0 | - |
| Smart Sortino/√2 | 62.49 | - |
| Omega | 26.63 | 26.63 |
| Max Drawdown | -0.06% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 1.01% | 1.08% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.14 | -0.14 |
| Calmar | 354.58 | - |
| Skew | 0.51 | 4.94 |
| Kurtosis | 0.31 | 23.81 |
| Expected Daily | 0.07% | 0.08% |
| Expected Monthly | 1.2% | 1.41% |
| Expected Yearly | 6.15% | 7.26% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.03% | -0.03% |
| Expected Shortfall (cVaR) | -0.03% | -0.03% |
| Max Consecutive Wins | 12 | 85 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 25.63 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 26.63 | - |
| Common Sense Ratio | 170.17 | - |
| CPC Index | - | - |
| Tail Ratio | 6.39 | 1.3 |
| Outlier Win Ratio | 4.18 | 4.13 |
| Outlier Loss Ratio | -0.37 | - |
| MTD | 1.11% | 0.8% |
| 3M | 5.03% | 4.88% |
| 6M | 6.15% | 7.26% |
| YTD | 6.15% | 7.26% |
| 1Y | 6.15% | 7.26% |
| 3Y (ann.) | 21.05% | 25.16% |
| 5Y (ann.) | 21.05% | 25.16% |
| 10Y (ann.) | 21.05% | 25.16% |
| All-time (ann.) | 21.05% | 25.16% |
| Best Day | 0.26% | 0.43% |
| Worst Day | -0.06% | 0.0% |
| Best Month | 1.73% | 1.69% |
| Worst Month | 0.26% | 0.8% |
| Best Year | 6.15% | 7.26% |
| Worst Year | 6.15% | 7.26% |
| Avg. Drawdown | -0.03% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 103.56 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 2295.28 | - |
| Avg. Up Month | 1.2% | 1.41% |
| Avg. Down Month | - | - |
| Win Days | 88.46% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.06 | - |
| Alpha | 0.16 | - |
| Correlation | 6.42% | - |
| Treynor Ratio | 102.25% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 7.26 | 6.15 | 0.85 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-11 | 2025-03-12 | -0.06 | 1 |
| 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 |
| 2025-03-06 | 2025-03-07 | -0.02 | 1 |
| 2025-03-19 | 2025-03-20 | -0.02 | 1 |
| 2025-02-26 | 2025-02-27 | -0.01 | 1 |
| 2025-04-21 | 2025-04-22 | -0.01 | 1 |