| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 85.0% | 93.0% |
| Cumulative Return | -1.26% | 2.9% |
| CAGR﹪ | -25.08% | 92.1% |
| Sharpe | -2.27 | 21.27 |
| Prob. Sharpe Ratio | 29.83% | - |
| Smart Sharpe | -1.47 | 13.79 |
| Sortino | -2.77 | - |
| Smart Sortino | -1.8 | - |
| Sortino/√2 | -1.96 | - |
| Smart Sortino/√2 | -1.27 | - |
| Omega | 0.64 | 0.64 |
| Max Drawdown | -2.86% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 10.57% | 2.61% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.47 | -0.47 |
| Calmar | -8.75 | - |
| Skew | -0.89 | 1.72 |
| Kurtosis | 1.77 | 2.51 |
| Expected Daily | -0.1% | 0.22% |
| Expected Monthly | -0.63% | 1.44% |
| Expected Yearly | -1.26% | 2.9% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -0.05% |
| Expected Shortfall (cVaR) | -1.19% | -0.05% |
| Max Consecutive Wins | 2 | 12 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | -0.36 | - |
| Gain/Pain (1M) | -1.0 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.64 | - |
| Common Sense Ratio | 0.42 | - |
| CPC Index | - | - |
| Tail Ratio | 0.66 | 5.6 |
| Outlier Win Ratio | 2.38 | 3.38 |
| Outlier Loss Ratio | 1.36 | - |
| MTD | -1.25% | 1.73% |
| 3M | -1.26% | 2.9% |
| 6M | -1.26% | 2.9% |
| YTD | -1.26% | 2.9% |
| 1Y | -1.26% | 2.9% |
| 3Y (ann.) | -25.08% | 92.1% |
| 5Y (ann.) | -25.08% | 92.1% |
| 10Y (ann.) | -25.08% | 92.1% |
| All-time (ann.) | -25.08% | 92.1% |
| Best Day | 0.94% | 0.58% |
| Worst Day | -1.66% | 0.0% |
| Best Month | -0.01% | 1.73% |
| Worst Month | -1.25% | 1.15% |
| Best Year | -1.26% | 2.9% |
| Worst Year | -1.26% | 2.9% |
| Avg. Drawdown | -1.44% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.44 | - |
| Ulcer Index | 0.01 | 0.0 |
| Serenity Index | -0.23 | - |
| Avg. Up Month | - | - |
| Avg. Down Month | - | - |
| Win Days | 45.45% | 100.0% |
| Win Month | 0.0% | 100.0% |
| Win Quarter | 0.0% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | 0.17 | - |
| Alpha | -0.34 | - |
| Correlation | 4.31% | - |
| Treynor Ratio | -7.21% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.90 | -1.26 | -0.43 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-14 | -2.86 | 10 |
| 2025-02-28 | 2025-03-03 | -0.01 | 3 |