| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 58.42% | 58.09% |
| CAGR﹪ | 18.26% | 18.18% |
| Sharpe | 20.49 | 52.75 |
| Prob. Sharpe Ratio | - | - |
| Smart Sharpe | 19.51 | 50.23 |
| Sortino | 1386.83 | - |
| Smart Sortino | 1320.66 | - |
| Sortino/√2 | 980.64 | - |
| Smart Sortino/√2 | 933.85 | - |
| Omega | 480.32 | 480.32 |
| Max Drawdown | -0.0% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.7% | 0.27% |
| R^2 | 0.07 | 0.07 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 3683.87 | - |
| Skew | 1.27 | 0.51 |
| Kurtosis | 1.32 | -0.63 |
| Expected Daily | 0.06% | 0.06% |
| Expected Monthly | 1.36% | 1.36% |
| Expected Yearly | 16.57% | 16.49% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.02% | -0.03% |
| Expected Shortfall (cVaR) | -0.02% | -0.03% |
| Max Consecutive Wins | 330 | 802 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 479.32 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 480.32 | - |
| Common Sense Ratio | - | - |
| CPC Index | - | - |
| Tail Ratio | - | 2.4 |
| Outlier Win Ratio | 2.3 | 2.42 |
| Outlier Loss Ratio | -5.81 | - |
| MTD | 0.48% | 1.09% |
| 3M | 3.5% | 3.96% |
| 6M | 7.15% | 7.34% |
| YTD | 11.59% | 11.64% |
| 1Y | 15.69% | 15.39% |
| 3Y (ann.) | 18.26% | 18.18% |
| 5Y (ann.) | 18.26% | 18.18% |
| 10Y (ann.) | 18.26% | 18.18% |
| All-time (ann.) | 18.26% | 18.18% |
| Best Day | 0.25% | 0.1% |
| Worst Day | -0.0% | 0.0% |
| Best Month | 1.83% | 1.83% |
| Worst Month | 0.48% | 1.06% |
| Best Year | 20.62% | 19.38% |
| Worst Year | 11.59% | 11.64% |
| Avg. Drawdown | -0.0% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 11782.34 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 2675614.06 | - |
| Avg. Up Month | 1.36% | 1.36% |
| Avg. Down Month | - | - |
| Win Days | 95.17% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.69 | - |
| Alpha | 0.04 | - |
| Correlation | 26.8% | - |
| Treynor Ratio | 84.27% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 18.62 | 17.69 | 0.95 | - |
| 2025 | 19.38 | 20.62 | 1.06 | + |
| 2026 | 11.64 | 11.59 | 1.00 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-21 | 2025-12-23 | -0.00 | 2 |
| 2026-02-22 | 2026-02-24 | -0.00 | 2 |
| 2026-04-05 | 2026-04-07 | -0.00 | 2 |
| 2026-06-08 | 2026-06-09 | -0.00 | 1 |
| 2026-06-15 | 2026-06-16 | -0.00 | 1 |
| 2025-07-07 | 2025-07-08 | -0.00 | 1 |
| 2026-07-20 | 2026-07-21 | -0.00 | 1 |
| 2026-09-28 | 2026-09-29 | -0.00 | 1 |
| 2025-09-29 | 2025-09-30 | -0.00 | 1 |
| 2026-01-26 | 2026-01-27 | -0.00 | 1 |