| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 83.0% | 100.0% |
| Cumulative Return | 28.77% | 23.74% |
| CAGR﹪ | 24.06% | 19.92% |
| Sharpe | 7.03 | 23.16 |
| Prob. Sharpe Ratio | 100.0% | 99.99% |
| Smart Sharpe | 5.04 | 16.6 |
| Sortino | 15.48 | - |
| Smart Sortino | 11.09 | - |
| Sortino/√2 | 10.95 | - |
| Smart Sortino/√2 | 7.84 | - |
| Omega | 3.49 | 3.49 |
| Max Drawdown | -0.65% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.76% | 0.7% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | 0.07 | 0.07 |
| Calmar | 36.88 | - |
| Skew | 0.45 | 10.66 |
| Kurtosis | 2.74 | 127.01 |
| Expected Daily | 0.08% | 0.06% |
| Expected Monthly | 1.7% | 1.43% |
| Expected Yearly | 8.79% | 7.36% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.21% | -0.01% |
| Expected Shortfall (cVaR) | -0.21% | -0.01% |
| Max Consecutive Wins | 9 | 328 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 2.49 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.49 | - |
| Common Sense Ratio | 7.68 | - |
| CPC Index | - | - |
| Tail Ratio | 2.2 | 2.02 |
| Outlier Win Ratio | 2.16 | 4.69 |
| Outlier Loss Ratio | 0.81 | - |
| MTD | 1.49% | 1.19% |
| 3M | 4.37% | 3.78% |
| 6M | 9.14% | 7.93% |
| YTD | 2.71% | 2.42% |
| 1Y | 25.44% | 18.17% |
| 3Y (ann.) | 24.06% | 19.92% |
| 5Y (ann.) | 24.06% | 19.92% |
| 10Y (ann.) | 24.06% | 19.92% |
| All-time (ann.) | 24.06% | 19.92% |
| Best Day | 0.99% | 0.6% |
| Worst Day | -0.65% | 0.0% |
| Best Month | 2.91% | 1.79% |
| Worst Month | 0.5% | 1.19% |
| Best Year | 24.75% | 19.38% |
| Worst Year | 0.5% | 1.2% |
| Avg. Drawdown | -0.14% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 44.08 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 293.6 | - |
| Avg. Up Month | 1.7% | 1.43% |
| Avg. Down Month | - | - |
| Win Days | 72.06% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.37 | - |
| Alpha | 0.13 | - |
| Correlation | 9.44% | - |
| Treynor Ratio | 77.84% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.20 | 0.50 | 0.42 | - |
| 2025 | 19.38 | 24.75 | 1.28 | + |
| 2026 | 2.42 | 2.71 | 1.12 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-12 | 2025-05-15 | -0.65 | 3 |
| 2025-04-02 | 2025-04-11 | -0.47 | 9 |
| 2025-02-17 | 2025-02-20 | -0.39 | 3 |
| 2025-10-18 | 2025-10-20 | -0.33 | 2 |
| 2025-01-28 | 2025-01-30 | -0.26 | 2 |
| 2025-09-13 | 2025-09-15 | -0.25 | 2 |
| 2025-10-08 | 2025-10-10 | -0.25 | 2 |
| 2025-11-24 | 2025-11-25 | -0.24 | 1 |
| 2025-03-12 | 2025-03-14 | -0.24 | 2 |
| 2026-01-17 | 2026-01-20 | -0.24 | 3 |