| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 44.19% | 9.51% |
| CAGR﹪ | 92.47% | 17.65% |
| Sharpe | 2.59 | 62.72 |
| Prob. Sharpe Ratio | 96.53% | 100.0% |
| Smart Sharpe | 2.46 | 59.52 |
| Sortino | 3.87 | - |
| Smart Sortino | 3.67 | - |
| Sortino/√2 | 2.73 | - |
| Smart Sortino/√2 | 2.59 | - |
| Omega | 1.65 | 1.65 |
| Max Drawdown | -12.2% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 24.79% | 0.24% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.12 | 0.12 |
| Calmar | 7.58 | - |
| Skew | -0.99 | 1.43 |
| Kurtosis | 8.63 | 4.91 |
| Expected Daily | 0.24% | 0.06% |
| Expected Monthly | 4.68% | 1.14% |
| Expected Yearly | 20.08% | 4.65% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -0.04% |
| Expected Shortfall (cVaR) | -2.31% | -0.04% |
| Max Consecutive Wins | 5 | 150 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | 0.65 | - |
| Gain/Pain (1M) | 7.91 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.65 | - |
| Common Sense Ratio | 2.55 | - |
| CPC Index | - | - |
| Tail Ratio | 1.55 | 2.32 |
| Outlier Win Ratio | 2.28 | 40.22 |
| Outlier Loss Ratio | 1.84 | - |
| MTD | -5.28% | 0.18% |
| 3M | 17.48% | 3.91% |
| 6M | 41.11% | 8.08% |
| YTD | 9.92% | 1.42% |
| 1Y | 44.19% | 9.51% |
| 3Y (ann.) | 92.47% | 17.65% |
| 5Y (ann.) | 92.47% | 17.65% |
| 10Y (ann.) | 92.47% | 17.65% |
| All-time (ann.) | 92.47% | 17.65% |
| Best Day | 5.23% | 0.1% |
| Worst Day | -8.94% | 0.0% |
| Best Month | 16.05% | 1.31% |
| Worst Month | -5.28% | 0.18% |
| Best Year | 31.18% | 7.98% |
| Worst Year | 9.92% | 1.42% |
| Avg. Drawdown | -2.13% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 3.62 | - |
| Ulcer Index | 0.04 | 0.0 |
| Serenity Index | 2.36 | - |
| Avg. Up Month | 6.34% | 1.28% |
| Avg. Down Month | - | - |
| Win Days | 58.74% | 100.0% |
| Win Month | 87.5% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -2.55 | - |
| Alpha | 1.03 | - |
| Correlation | -2.48% | - |
| Treynor Ratio | -17.36% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 7.98 | 31.18 | 3.91 | + |
| 2026 | 1.42 | 9.92 | 6.99 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-29 | 2026-02-04 | -12.20 | 6 |
| 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 |
| 2026-01-08 | 2026-01-12 | -0.73 | 4 |