| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 45.29% | 22.11% |
| CAGR﹪ | 38.14% | 18.86% |
| Sharpe | 0.96 | 25.02 |
| Prob. Sharpe Ratio | 84.26% | 99.97% |
| Smart Sharpe | 0.75 | 19.64 |
| Sortino | 1.34 | - |
| Smart Sortino | 1.05 | - |
| Sortino/√2 | 0.95 | - |
| Smart Sortino/√2 | 0.74 | - |
| Omega | 1.21 | 1.21 |
| Max Drawdown | -36.53% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 43.63% | 0.69% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.04 | 0.04 |
| Calmar | 1.04 | - |
| Skew | -0.73 | 11.1 |
| Kurtosis | 10.16 | 129.22 |
| Expected Daily | 0.13% | 0.07% |
| Expected Monthly | 2.52% | 1.34% |
| Expected Yearly | 20.54% | 10.5% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.35% | -0.0% |
| Expected Shortfall (cVaR) | -4.35% | -0.0% |
| Max Consecutive Wins | 13 | 292 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 0.21 | - |
| Gain/Pain (1M) | 0.99 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.21 | - |
| Common Sense Ratio | 1.44 | - |
| CPC Index | - | - |
| Tail Ratio | 1.19 | 1.57 |
| Outlier Win Ratio | 1.87 | 48.34 |
| Outlier Loss Ratio | 2.23 | - |
| MTD | -4.52% | 1.12% |
| 3M | -26.21% | 3.75% |
| 6M | 6.58% | 7.79% |
| YTD | -15.9% | 4.71% |
| 1Y | 56.45% | 17.22% |
| 3Y (ann.) | 38.14% | 18.86% |
| 5Y (ann.) | 38.14% | 18.86% |
| 10Y (ann.) | 38.14% | 18.86% |
| All-time (ann.) | 38.14% | 18.86% |
| Best Day | 15.31% | 0.58% |
| Worst Day | -17.39% | 0.0% |
| Best Month | 29.17% | 1.69% |
| Worst Month | -20.04% | 1.12% |
| Best Year | 72.76% | 16.61% |
| Worst Year | -15.9% | 4.71% |
| Avg. Drawdown | -5.53% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1.24 | - |
| Ulcer Index | 0.14 | 0.0 |
| Serenity Index | 0.34 | - |
| Avg. Up Month | 14.32% | 1.37% |
| Avg. Down Month | - | - |
| Win Days | 54.64% | 100.0% |
| Win Month | 46.67% | 100.0% |
| Win Quarter | 50.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | 0.07 | - |
| Alpha | 0.41 | - |
| Correlation | 0.11% | - |
| Treynor Ratio | 641.31% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 16.61 | 72.76 | 4.38 | + |
| 2026 | 4.71 | -15.90 | -3.37 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-27 | 2026-04-24 | -36.53 | 87 |
| 2025-10-17 | 2025-12-16 | -14.48 | 60 |
| 2025-12-29 | 2026-01-05 | -12.11 | 7 |
| 2025-03-04 | 2025-06-09 | -9.99 | 97 |
| 2025-07-29 | 2025-09-23 | -9.52 | 56 |
| 2025-12-24 | 2025-12-26 | -5.93 | 2 |
| 2025-09-29 | 2025-10-07 | -4.94 | 8 |
| 2026-01-13 | 2026-01-20 | -4.54 | 7 |
| 2025-06-13 | 2025-06-23 | -2.55 | 10 |
| 2025-07-24 | 2025-07-28 | -2.34 | 4 |