| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 28.14% | 29.04% |
| CAGR﹪ | 19.84% | 20.46% |
| Sharpe | 24.79 | 91.95 |
| Prob. Sharpe Ratio | - | 100.0% |
| Smart Sharpe | 20.88 | 77.44 |
| Sortino | - | - |
| Smart Sortino | - | - |
| Sortino/√2 | - | - |
| Smart Sortino/√2 | - | - |
| Omega | - | - |
| Max Drawdown | % | % |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.71% | 0.2% |
| R^2 | 0.02 | 0.02 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | - | - |
| Skew | 1.4 | -0.06 |
| Kurtosis | 0.85 | 2.39 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.47% | 1.51% |
| Expected Yearly | 13.2% | 13.6% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.0% | -0.05% |
| Expected Shortfall (cVaR) | -0.0% | -0.05% |
| Max Consecutive Wins | 330 | 355 |
| Max Consecutive Losses | 0 | 0 |
| Gain/Pain Ratio | - | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | - | - |
| Common Sense Ratio | - | - |
| CPC Index | - | - |
| Tail Ratio | 5.51 | 1.65 |
| Outlier Win Ratio | 2.04 | 1.98 |
| Outlier Loss Ratio | - | - |
| MTD | 1.76% | 1.63% |
| 3M | 5.51% | 5.14% |
| 6M | 10.87% | 10.76% |
| YTD | 8.88% | 8.79% |
| 1Y | 21.21% | 21.58% |
| 3Y (ann.) | 19.84% | 20.46% |
| 5Y (ann.) | 19.84% | 20.46% |
| 10Y (ann.) | 19.84% | 20.46% |
| All-time (ann.) | 19.84% | 20.46% |
| Best Day | 0.22% | 0.1% |
| Worst Day | 0.0% | 0.0% |
| Best Month | 1.83% | 1.83% |
| Worst Month | 0.57% | 1.14% |
| Best Year | 17.69% | 18.62% |
| Worst Year | 8.88% | 8.79% |
| Recovery Factor | - | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | - | - |
| Avg. Up Month | 1.47% | 1.51% |
| Avg. Down Month | - | - |
| Win Days | 100.0% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.54 | - |
| Alpha | 0.08 | - |
| Correlation | 15.08% | - |
| Treynor Ratio | 51.74% | - |
| Avg. Drawdown Days | - | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 18.62 | 17.69 | 0.95 | - |
| 2025 | 8.79 | 8.88 | 1.01 | + |