| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | -99.93% | 59.37% |
| CAGR﹪ | -92.64% | 18.21% |
| Sharpe | -0.19 | 44.6 |
| Prob. Sharpe Ratio | 38.83% | 100.0% |
| Smart Sharpe | -0.17 | 40.91 |
| Sortino | -0.61 | - |
| Smart Sortino | -0.56 | - |
| Sortino/√2 | -0.43 | - |
| Smart Sortino/√2 | -0.39 | - |
| Omega | 0.93 | 0.93 |
| Max Drawdown | -99.94% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 303.9% | 0.38% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | -0.93 | - |
| Skew | 17.28 | 9.19 |
| Kurtosis | 382.59 | 128.41 |
| Expected Daily | -1.03% | 0.07% |
| Expected Monthly | -18.76% | 1.34% |
| Expected Yearly | -91.14% | 16.81% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -31.72% | -0.03% |
| Expected Shortfall (cVaR) | -31.72% | -0.03% |
| Max Consecutive Wins | 6 | 700 |
| Max Consecutive Losses | 10 | 0 |
| Gain/Pain Ratio | -0.07 | - |
| Gain/Pain (1M) | -0.22 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.93 | - |
| Common Sense Ratio | 0.77 | - |
| CPC Index | - | - |
| Tail Ratio | 0.83 | 1.84 |
| Outlier Win Ratio | 2.44 | 255.82 |
| Outlier Loss Ratio | 2.13 | - |
| MTD | -18.23% | 1.11% |
| 3M | -84.07% | 4.11% |
| 6M | -79.86% | 7.48% |
| YTD | -87.19% | 12.88% |
| 1Y | -91.77% | 15.34% |
| 3Y (ann.) | -92.64% | 18.21% |
| 5Y (ann.) | -92.64% | 18.21% |
| 10Y (ann.) | -92.64% | 18.21% |
| All-time (ann.) | -92.64% | 18.21% |
| Best Day | 434.25% | 0.41% |
| Worst Day | -53.55% | 0.0% |
| Best Month | 40.41% | 1.83% |
| Worst Month | -65.62% | 0.82% |
| Best Year | -85.37% | 19.39% |
| Worst Year | -96.29% | 12.88% |
| Avg. Drawdown | -50.07% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -1.0 | - |
| Ulcer Index | 0.92 | 0.0 |
| Serenity Index | -0.17 | - |
| Avg. Up Month | 16.01% | 1.27% |
| Avg. Down Month | - | - |
| Win Days | 39.61% | 100.0% |
| Win Month | 25.71% | 100.0% |
| Win Quarter | 0.0% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | -11.89 | - |
| Alpha | 1.42 | - |
| Correlation | -1.47% | - |
| Treynor Ratio | 8.4% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 18.26 | -96.29 | -5.27 | - |
| 2025 | 19.39 | -85.37 | -4.40 | - |
| 2026 | 12.88 | -87.19 | -6.77 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-05 | 2026-11-11 | -99.94 | 1010 |
| 2024-01-31 | 2024-02-01 | -0.19 | 1 |