| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 34.16% | 13.41% |
| CAGR﹪ | 42.98% | 16.54% |
| Sharpe | 1.37 | 53.65 |
| Prob. Sharpe Ratio | 90.06% | 100.0% |
| Smart Sharpe | 1.31 | 51.16 |
| Sortino | 1.95 | - |
| Smart Sortino | 1.86 | - |
| Sortino/√2 | 1.38 | - |
| Smart Sortino/√2 | 1.31 | - |
| Omega | 1.29 | 1.29 |
| Max Drawdown | -17.53% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 24.84% | 0.25% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.05 | 0.05 |
| Calmar | 2.45 | - |
| Skew | -0.8 | 1.54 |
| Kurtosis | 5.73 | 4.27 |
| Expected Daily | 0.12% | 0.05% |
| Expected Monthly | 2.71% | 1.15% |
| Expected Yearly | 15.83% | 6.49% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.44% | -0.03% |
| Expected Shortfall (cVaR) | -2.44% | -0.03% |
| Max Consecutive Wins | 5 | 238 |
| Max Consecutive Losses | 4 | 0 |
| Gain/Pain Ratio | 0.29 | - |
| Gain/Pain (1M) | 1.95 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.29 | - |
| Common Sense Ratio | 1.41 | - |
| CPC Index | - | - |
| Tail Ratio | 1.09 | 1.9 |
| Outlier Win Ratio | 2.01 | 40.04 |
| Outlier Loss Ratio | 1.98 | - |
| MTD | 0.3% | 0.33% |
| 3M | -10.47% | 3.33% |
| 6M | 4.65% | 7.33% |
| YTD | 2.27% | 5.03% |
| 1Y | 34.16% | 13.41% |
| 3Y (ann.) | 42.98% | 16.54% |
| 5Y (ann.) | 42.98% | 16.54% |
| 10Y (ann.) | 42.98% | 16.54% |
| All-time (ann.) | 42.98% | 16.54% |
| Best Day | 5.23% | 0.1% |
| Worst Day | -8.94% | 0.0% |
| Best Month | 16.05% | 1.31% |
| Worst Month | -9.18% | 0.33% |
| Best Year | 31.18% | 7.98% |
| Worst Year | 2.27% | 5.03% |
| Avg. Drawdown | -2.98% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1.95 | - |
| Ulcer Index | 0.07 | 0.0 |
| Serenity Index | 0.56 | - |
| Avg. Up Month | 5.45% | 1.16% |
| Avg. Down Month | - | - |
| Win Days | 55.26% | 100.0% |
| Win Month | 81.82% | 100.0% |
| Win Quarter | 75.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 6.78 | - |
| Alpha | -0.56 | - |
| Correlation | 6.75% | - |
| Treynor Ratio | 5.04% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 7.98 | 31.18 | 3.91 | + |
| 2026 | 5.03 | 2.27 | 0.45 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-05-11 | -17.53 | 70 |
| 2026-01-29 | 2026-02-28 | -12.20 | 30 |
| 2025-10-21 | 2026-01-05 | -10.72 | 76 |
| 2025-09-12 | 2025-09-22 | -1.95 | 10 |
| 2026-01-13 | 2026-01-20 | -1.93 | 7 |
| 2025-08-11 | 2025-08-22 | -1.54 | 11 |
| 2025-09-30 | 2025-10-03 | -1.49 | 3 |
| 2025-09-24 | 2025-09-29 | -1.24 | 5 |
| 2026-01-21 | 2026-01-22 | -1.19 | 1 |
| 2025-07-23 | 2025-08-01 | -1.08 | 9 |