| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 50.0% | 50.0% |
| Cumulative Return | -4.66% | 0.54% |
| CAGR﹪ | -99.7% | 92.27% |
| Sharpe | -11.22 | 11.22 |
| Prob. Sharpe Ratio | - | - |
| Smart Sharpe | - | - |
| Sortino | -11.22 | - |
| Smart Sortino | - | - |
| Sortino/√2 | -7.94 | - |
| Smart Sortino/√2 | - | - |
| Omega | 0.0 | 0.0 |
| Max Drawdown | -4.66% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 52.34% | 6.05% |
| R^2 | 1.0 | 1.0 |
| Information Ratio | -0.71 | -0.71 |
| Calmar | -21.38 | - |
| Skew | - | - |
| Kurtosis | - | - |
| Expected Daily | -2.36% | 0.27% |
| Expected Monthly | -4.66% | 0.54% |
| Expected Yearly | -4.66% | 0.54% |
| Kelly Criterion | - | - |
| Risk of Ruin | 1.0% | 0.0% |
| Daily Value-at-Risk | -7.76% | -0.36% |
| Expected Shortfall (cVaR) | -7.76% | -0.36% |
| Max Consecutive Wins | 0 | 1 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | -1.0 | - |
| Gain/Pain (1M) | -1.0 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.0 | - |
| Common Sense Ratio | 0.0 | - |
| CPC Index | - | - |
| Tail Ratio | 0.05 | 19.0 |
| Outlier Win Ratio | - | 0.9 |
| Outlier Loss Ratio | 0.49 | - |
| MTD | -4.66% | 0.54% |
| 3M | -4.66% | 0.54% |
| 6M | -4.66% | 0.54% |
| YTD | -4.66% | 0.54% |
| 1Y | -4.66% | 0.54% |
| 3Y (ann.) | -99.7% | 92.27% |
| 5Y (ann.) | -99.7% | 92.27% |
| 10Y (ann.) | -99.7% | 92.27% |
| All-time (ann.) | -99.7% | 92.27% |
| Best Day | 0.0% | 0.54% |
| Worst Day | -4.66% | 0.0% |
| Best Month | -4.66% | 0.54% |
| Worst Month | -4.66% | 0.54% |
| Best Year | -4.66% | 0.54% |
| Worst Year | -4.66% | 0.54% |
| Avg. Drawdown | -4.66% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -1.0 | - |
| Ulcer Index | 0.05 | 0.0 |
| Serenity Index | -0.43 | - |
| Avg. Up Month | - | - |
| Avg. Down Month | - | - |
| Win Days | 0.0% | 100.0% |
| Win Month | 0.0% | 100.0% |
| Win Quarter | 0.0% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | -8.66 | - |
| Alpha | 0.0 | - |
| Correlation | -100.0% | - |
| Treynor Ratio | 0.54% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 0.54 | -4.66 | -8.66 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-22 | 2026-06-22 | -4.66 | 0 |