| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 35.82% | 13.74% |
| CAGR﹪ | 56.92% | 20.86% |
| Sharpe | 1.67 | 21.08 |
| Prob. Sharpe Ratio | 91.5% | 99.98% |
| Smart Sharpe | 1.42 | 17.98 |
| Sortino | 2.54 | - |
| Smart Sortino | 2.17 | - |
| Sortino/√2 | 1.8 | - |
| Smart Sortino/√2 | 1.53 | - |
| Omega | 1.33 | 1.33 |
| Max Drawdown | -13.59% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 28.73% | 0.88% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.06 | 0.06 |
| Calmar | 4.19 | - |
| Skew | -0.25 | 8.74 |
| Kurtosis | 2.0 | 78.72 |
| Expected Daily | 0.17% | 0.07% |
| Expected Monthly | 3.11% | 1.3% |
| Expected Yearly | 35.82% | 13.74% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.79% | -0.02% |
| Expected Shortfall (cVaR) | -2.79% | -0.02% |
| Max Consecutive Wins | 6 | 175 |
| Max Consecutive Losses | 4 | 0 |
| Gain/Pain Ratio | 0.33 | - |
| Gain/Pain (1M) | 3.16 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.33 | - |
| Common Sense Ratio | 1.88 | - |
| CPC Index | - | - |
| Tail Ratio | 1.41 | 1.44 |
| Outlier Win Ratio | 1.68 | 32.4 |
| Outlier Loss Ratio | 1.95 | - |
| MTD | -0.38% | 0.06% |
| 3M | 17.24% | 4.0% |
| 6M | 48.41% | 8.77% |
| YTD | 35.82% | 13.74% |
| 1Y | 35.82% | 13.74% |
| 3Y (ann.) | 56.92% | 20.86% |
| 5Y (ann.) | 56.92% | 20.86% |
| 10Y (ann.) | 56.92% | 20.86% |
| All-time (ann.) | 56.92% | 20.86% |
| Best Day | 4.92% | 0.58% |
| Worst Day | -7.59% | 0.0% |
| Best Month | 15.22% | 1.69% |
| Worst Month | -5.99% | 0.06% |
| Best Year | 35.82% | 13.74% |
| Worst Year | 35.82% | 13.74% |
| Avg. Drawdown | -3.54% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 2.64 | - |
| Ulcer Index | 0.06 | 0.0 |
| Serenity Index | 1.07 | - |
| Avg. Up Month | 8.82% | 1.42% |
| Avg. Down Month | - | - |
| Win Days | 53.45% | 100.0% |
| Win Month | 50.0% | 100.0% |
| Win Quarter | 75.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.62 | - |
| Alpha | 0.59 | - |
| Correlation | -1.9% | - |
| Treynor Ratio | -57.53% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.74 | 35.82 | 2.61 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-17 | 2025-11-01 | -13.59 | 15 |
| 2025-03-04 | 2025-06-09 | -9.99 | 97 |
| 2025-07-29 | 2025-09-23 | -9.52 | 56 |
| 2025-09-29 | 2025-10-07 | -4.94 | 8 |
| 2025-06-13 | 2025-06-23 | -2.55 | 10 |
| 2025-07-24 | 2025-07-28 | -2.34 | 4 |
| 2025-10-10 | 2025-10-16 | -2.03 | 6 |
| 2025-07-07 | 2025-07-11 | -1.82 | 4 |
| 2025-07-03 | 2025-07-04 | -1.78 | 1 |
| 2025-06-24 | 2025-06-26 | -1.74 | 2 |