| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 39.84% | 39.81% |
| CAGR﹪ | 19.66% | 19.64% |
| Sharpe | 22.95 | 68.12 |
| Prob. Sharpe Ratio | - | - |
| Smart Sharpe | 21.91 | 65.04 |
| Sortino | 2805.89 | - |
| Smart Sortino | 2679.16 | - |
| Sortino/√2 | 1984.07 | - |
| Smart Sortino/√2 | 1894.45 | - |
| Omega | 1452.27 | 1452.27 |
| Max Drawdown | -0.0% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.71% | 0.24% |
| R^2 | 0.05 | 0.05 |
| Information Ratio | 0.0 | 0.0 |
| Calmar | 4281.18 | - |
| Skew | 1.24 | 0.16 |
| Kurtosis | 0.83 | -0.15 |
| Expected Daily | 0.06% | 0.06% |
| Expected Monthly | 1.47% | 1.47% |
| Expected Yearly | 18.25% | 18.24% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.01% | -0.04% |
| Expected Shortfall (cVaR) | -0.01% | -0.04% |
| Max Consecutive Wins | 330 | 516 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 1451.27 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 1452.27 | - |
| Common Sense Ratio | - | - |
| CPC Index | - | - |
| Tail Ratio | - | 2.02 |
| Outlier Win Ratio | 2.1 | 2.15 |
| Outlier Loss Ratio | -11.04 | - |
| MTD | 1.31% | 1.29% |
| 3M | 4.35% | 4.12% |
| 6M | 9.44% | 8.56% |
| YTD | 18.82% | 17.87% |
| 1Y | 21.27% | 20.21% |
| 3Y (ann.) | 19.66% | 19.64% |
| 5Y (ann.) | 19.66% | 19.64% |
| 10Y (ann.) | 19.66% | 19.64% |
| All-time (ann.) | 19.66% | 19.64% |
| 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 | 18.82% | 18.62% |
| Worst Year | 17.69% | 17.87% |
| Avg. Drawdown | -0.0% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 8676.57 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 7222543.48 | - |
| Avg. Up Month | 1.47% | 1.47% |
| Avg. Down Month | - | - |
| Win Days | 97.6% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.65 | - |
| Alpha | 0.06 | - |
| Correlation | 21.79% | - |
| Treynor Ratio | 61.57% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 18.62 | 17.69 | 0.95 | - |
| 2025 | 17.87 | 18.82 | 1.05 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-07 | 2025-07-08 | -0.00 | 1 |
| 2025-09-29 | 2025-09-30 | -0.00 | 1 |
| 2025-10-06 | 2025-10-07 | -0.00 | 1 |
| 2025-07-13 | 2025-07-15 | -0.00 | 2 |
| 2025-08-25 | 2025-08-26 | -0.00 | 1 |
| 2025-09-08 | 2025-09-09 | -0.00 | 1 |
| 2025-06-30 | 2025-07-01 | -0.00 | 1 |
| 2025-08-18 | 2025-08-19 | -0.00 | 1 |
| 2025-08-31 | 2025-09-01 | -0.00 | 1 |
| 2025-10-12 | 2025-10-13 | -0.00 | 1 |