| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 18.48% | 15.88% |
| CAGR﹪ | 9.02% | 7.79% |
| Sharpe | 0.76 | 30.15 |
| Prob. Sharpe Ratio | 97.65% | 100.0% |
| Smart Sharpe | 0.76 | 30.07 |
| Sortino | 64.57 | - |
| Smart Sortino | 64.4 | - |
| Sortino/√2 | 45.66 | - |
| Smart Sortino/√2 | 45.54 | - |
| Omega | 20.73 | 20.73 |
| Max Drawdown | -99.06% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 7361.52% | 0.28% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.05 | 0.05 |
| Calmar | 0.09 | - |
| Skew | 20.85 | 1.81 |
| Kurtosis | 434.81 | 5.71 |
| Expected Daily | 0.04% | 0.03% |
| Expected Monthly | 0.71% | 0.62% |
| Expected Yearly | 5.82% | 5.04% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -740.61% | -0.0% |
| Expected Shortfall (cVaR) | -740.61% | -0.0% |
| Max Consecutive Wins | 10 | 434 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | 19.73 | - |
| Gain/Pain (1M) | 65.23 | - |
| Payoff Ratio | - | - |
| Profit Factor | 20.73 | - |
| Common Sense Ratio | 18.34 | - |
| CPC Index | - | - |
| Tail Ratio | 0.88 | 7.09 |
| Outlier Win Ratio | 0.15 | 181.37 |
| Outlier Loss Ratio | 2.07 | - |
| MTD | 0.01% | 0.51% |
| 3M | -1.24% | 1.82% |
| 6M | -17.16% | 4.1% |
| YTD | 5.21% | 7.11% |
| 1Y | 51.52% | 7.89% |
| 3Y (ann.) | 9.02% | 7.79% |
| 5Y (ann.) | 9.02% | 7.79% |
| 10Y (ann.) | 9.02% | 7.79% |
| All-time (ann.) | 9.02% | 7.79% |
| Best Day | 9670.77% | 0.11% |
| Worst Day | -99.02% | 0.0% |
| Best Month | 10616.33% | 1.14% |
| Worst Month | -99.05% | 0.2% |
| Best Year | 8.14% | 7.42% |
| Worst Year | 4.14% | 0.72% |
| Avg. Drawdown | -10.48% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.19 | - |
| Ulcer Index | 0.33 | 0.0 |
| Serenity Index | 4.03 | - |
| Avg. Up Month | 714.96% | 0.55% |
| Avg. Down Month | - | - |
| Win Days | 50.38% | 100.0% |
| Win Month | 62.5% | 100.0% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -407.66 | - |
| Alpha | 90.68 | - |
| Correlation | -1.57% | - |
| Treynor Ratio | -0.05% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 0.72 | 8.14 | 11.24 | + |
| 2023 | 7.42 | 4.14 | 0.56 | - |
| 2024 | 7.11 | 5.21 | 0.73 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-24 | 2024-11-21 | -99.06 | 58 |
| 2023-08-07 | 2024-09-02 | -52.30 | 392 |
| 2023-04-14 | 2023-06-13 | -8.86 | 60 |
| 2023-02-15 | 2023-04-06 | -7.13 | 50 |
| 2022-12-06 | 2022-12-19 | -4.31 | 13 |
| 2023-07-17 | 2023-07-28 | -3.83 | 11 |
| 2022-12-22 | 2023-01-04 | -3.74 | 13 |
| 2023-01-11 | 2023-01-18 | -3.38 | 7 |
| 2024-09-10 | 2024-09-16 | -3.35 | 6 |
| 2023-01-19 | 2023-01-30 | -3.31 | 11 |