| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 19.7% | 12.84% |
| CAGR﹪ | 13.08% | 8.6% |
| Sharpe | 0.91 | 29.64 |
| Prob. Sharpe Ratio | 86.34% | - |
| Smart Sharpe | 0.8 | 26.3 |
| Sortino | 1.36 | - |
| Smart Sortino | 1.2 | - |
| Sortino/√2 | 0.96 | - |
| Smart Sortino/√2 | 0.85 | - |
| Omega | 1.19 | 1.19 |
| Max Drawdown | -11.82% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 14.59% | 0.28% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.02 | 0.02 |
| Calmar | 1.11 | - |
| Skew | 0.1 | 0.56 |
| Kurtosis | 18.89 | -0.65 |
| Expected Daily | 0.05% | 0.03% |
| Expected Monthly | 0.95% | 0.64% |
| Expected Yearly | 9.41% | 6.22% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -0.0% |
| Expected Shortfall (cVaR) | -1.46% | -0.0% |
| Max Consecutive Wins | 8 | 372 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | 0.19 | - |
| Gain/Pain (1M) | 1.45 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.19 | - |
| Common Sense Ratio | 1.3 | - |
| CPC Index | - | - |
| Tail Ratio | 1.09 | 7.45 |
| Outlier Win Ratio | 1.85 | 33.71 |
| Outlier Loss Ratio | 1.51 | - |
| MTD | 2.81% | 0.14% |
| 3M | 5.5% | 0.94% |
| 6M | 7.47% | 3.29% |
| YTD | 10.31% | 3.92% |
| 1Y | 17.61% | 8.87% |
| 3Y (ann.) | 13.08% | 8.6% |
| 5Y (ann.) | 13.08% | 8.6% |
| 10Y (ann.) | 13.08% | 8.6% |
| All-time (ann.) | 13.08% | 8.6% |
| Best Day | 7.02% | 0.07% |
| Worst Day | -7.18% | 0.0% |
| Best Month | 6.82% | 1.43% |
| Worst Month | -4.28% | 0.0% |
| Best Year | 10.31% | 8.58% |
| Worst Year | 8.51% | 3.92% |
| Avg. Drawdown | -1.44% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1.67 | - |
| Ulcer Index | 0.05 | 0.0 |
| Serenity Index | 0.45 | - |
| Avg. Up Month | 3.3% | 0.72% |
| Avg. Down Month | - | - |
| Win Days | 51.88% | 100.0% |
| Win Month | 55.56% | 100.0% |
| Win Quarter | 71.43% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 1.64 | - |
| Alpha | -0.0 | - |
| Correlation | 3.1% | - |
| Treynor Ratio | 12.0% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.58 | 8.51 | 0.99 | - |
| 2025 | 3.92 | 10.31 | 2.63 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-20 | 2025-01-10 | -11.82 | 235 |
| 2025-03-21 | 2025-07-18 | -9.22 | 119 |
| 2024-02-16 | 2024-03-01 | -3.00 | 14 |
| 2025-02-21 | 2025-03-18 | -2.51 | 25 |
| 2024-03-13 | 2024-03-26 | -0.96 | 13 |
| 2025-01-22 | 2025-01-29 | -0.89 | 7 |
| 2024-04-08 | 2024-04-10 | -0.85 | 2 |
| 2025-02-18 | 2025-02-20 | -0.84 | 2 |
| 2024-04-23 | 2024-04-27 | -0.74 | 4 |
| 2025-01-31 | 2025-02-06 | -0.62 | 6 |