| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 10.62% | 11.17% |
| CAGR﹪ | 17.06% | 17.96% |
| Sharpe | 25.2 | 83.15 |
| Prob. Sharpe Ratio | - | 100.0% |
| Smart Sharpe | 19.03 | 62.78 |
| Sortino | - | - |
| Smart Sortino | - | - |
| Sortino/√2 | - | - |
| Smart Sortino/√2 | - | - |
| Omega | - | - |
| Max Drawdown | % | % |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.61% | 0.19% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.07 | -0.07 |
| Calmar | - | - |
| Skew | 1.36 | 1.13 |
| Kurtosis | 0.36 | 8.59 |
| Expected Daily | 0.06% | 0.06% |
| Expected Monthly | 1.13% | 1.18% |
| Expected Yearly | 10.62% | 11.17% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.0% | -0.04% |
| Expected Shortfall (cVaR) | -0.0% | -0.04% |
| Max Consecutive Wins | 164 | 164 |
| Max Consecutive Losses | 0 | 0 |
| Gain/Pain Ratio | - | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | - | - |
| Common Sense Ratio | - | - |
| CPC Index | - | - |
| Tail Ratio | 4.61 | 1.91 |
| Outlier Win Ratio | 2.18 | 2.08 |
| Outlier Loss Ratio | - | - |
| MTD | 0.34% | 0.33% |
| 3M | 4.34% | 4.4% |
| 6M | 8.46% | 8.39% |
| YTD | 10.62% | 11.17% |
| 1Y | 10.62% | 11.17% |
| 3Y (ann.) | 17.06% | 17.96% |
| 5Y (ann.) | 17.06% | 17.96% |
| 10Y (ann.) | 17.06% | 17.96% |
| All-time (ann.) | 17.06% | 17.96% |
| Best Day | 0.17% | 0.1% |
| Worst Day | 0.0% | 0.0% |
| Best Month | 1.54% | 1.46% |
| Worst Month | 0.34% | 0.33% |
| Best Year | 10.62% | 11.17% |
| Worst Year | 10.62% | 11.17% |
| Recovery Factor | - | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | - | - |
| Avg. Up Month | 1.13% | 1.18% |
| 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 | 0.05 | - |
| Alpha | 0.15 | - |
| Correlation | 1.54% | - |
| Treynor Ratio | 219.66% | - |
| Avg. Drawdown Days | - | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.17 | 10.62 | 0.95 | - |