| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 45.1% | 46.4% |
| CAGR﹪ | 18.26% | 18.74% |
| Sharpe | 21.9 | 46.25 |
| Prob. Sharpe Ratio | - | 100.0% |
| Smart Sharpe | 19.05 | 40.23 |
| Sortino | 387.65 | - |
| Smart Sortino | 337.24 | - |
| Sortino/√2 | 274.11 | - |
| Smart Sortino/√2 | 238.46 | - |
| Omega | 160.83 | 160.83 |
| Max Drawdown | -0.03% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.74% | 0.36% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 680.9 | - |
| Skew | 1.0 | 6.1 |
| Kurtosis | 0.81 | 57.02 |
| Expected Daily | 0.06% | 0.07% |
| Expected Monthly | 1.34% | 1.37% |
| Expected Yearly | 13.21% | 13.55% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.01% | -0.03% |
| Expected Shortfall (cVaR) | -0.01% | -0.03% |
| Max Consecutive Wins | 133 | 577 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 159.83 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 160.83 | - |
| Common Sense Ratio | - | - |
| CPC Index | - | - |
| Tail Ratio | - | 1.87 |
| Outlier Win Ratio | 2.21 | 2.24 |
| Outlier Loss Ratio | -0.83 | - |
| MTD | 0.49% | 1.09% |
| 3M | 3.52% | 4.0% |
| 6M | 7.11% | 7.38% |
| YTD | 11.43% | 11.64% |
| 1Y | 15.55% | 15.49% |
| 3Y (ann.) | 18.26% | 18.74% |
| 5Y (ann.) | 18.26% | 18.74% |
| 10Y (ann.) | 18.26% | 18.74% |
| All-time (ann.) | 18.26% | 18.74% |
| Best Day | 0.25% | 0.28% |
| Worst Day | -0.03% | 0.0% |
| Best Month | 1.81% | 1.83% |
| Worst Month | 0.11% | 1.06% |
| Best Year | 20.55% | 19.38% |
| Worst Year | 8.03% | 9.84% |
| Avg. Drawdown | -0.02% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1681.44 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 151207.67 | - |
| Avg. Up Month | 1.34% | 1.37% |
| Avg. Down Month | - | - |
| Win Days | 97.13% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.14 | - |
| Alpha | 0.14 | - |
| Correlation | 6.58% | - |
| Treynor Ratio | 332.4% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.84 | 8.03 | 0.82 | - |
| 2025 | 19.38 | 20.55 | 1.06 | + |
| 2026 | 11.64 | 11.43 | 0.98 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-05 | -0.03 | 1 |
| 2026-05-25 | 2026-05-26 | -0.02 | 1 |
| 2026-06-16 | 2026-06-17 | -0.02 | 1 |
| 2026-09-27 | 2026-09-29 | -0.02 | 2 |
| 2026-10-11 | 2026-10-13 | -0.02 | 2 |
| 2024-07-29 | 2024-07-30 | -0.02 | 1 |
| 2025-03-24 | 2025-03-25 | -0.02 | 1 |
| 2025-04-21 | 2025-04-22 | -0.02 | 1 |
| 2026-09-20 | 2026-09-22 | -0.01 | 2 |
| 2026-10-05 | 2026-10-06 | -0.01 | 1 |