| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 39.45% | 40.26% |
| CAGR﹪ | 18.9% | 19.26% |
| Sharpe | 22.57 | 47.76 |
| Prob. Sharpe Ratio | - | 100.0% |
| Smart Sharpe | 19.05 | 40.3 |
| Sortino | 439.94 | - |
| Smart Sortino | 371.3 | - |
| Sortino/√2 | 311.09 | - |
| Smart Sortino/√2 | 262.55 | - |
| Omega | 213.27 | 213.27 |
| Max Drawdown | -0.03% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.75% | 0.36% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 704.68 | - |
| Skew | 1.0 | 6.76 |
| Kurtosis | 0.7 | 62.03 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.4% | 1.42% |
| Expected Yearly | 11.72% | 11.94% |
| 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 | 492 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 212.27 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 213.27 | - |
| Common Sense Ratio | - | - |
| CPC Index | - | - |
| Tail Ratio | - | 1.69 |
| Outlier Win Ratio | 2.14 | 2.15 |
| Outlier Loss Ratio | -1.01 | - |
| MTD | 1.01% | 1.07% |
| 3M | 3.64% | 3.49% |
| 6M | 7.54% | 7.14% |
| YTD | 7.08% | 6.95% |
| 1Y | 17.06% | 15.88% |
| 3Y (ann.) | 18.9% | 19.26% |
| 5Y (ann.) | 18.9% | 19.26% |
| 10Y (ann.) | 18.9% | 19.26% |
| All-time (ann.) | 18.9% | 19.26% |
| Best Day | 0.25% | 0.28% |
| Worst Day | -0.03% | 0.0% |
| Best Month | 1.81% | 1.83% |
| Worst Month | 0.11% | 1.07% |
| Best Year | 20.55% | 19.38% |
| Worst Year | 7.08% | 6.95% |
| Avg. Drawdown | -0.02% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1470.56 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 178946.6 | - |
| Avg. Up Month | 1.4% | 1.42% |
| Avg. Down Month | - | - |
| Win Days | 97.9% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.07 | - |
| Alpha | 0.16 | - |
| Correlation | 3.25% | - |
| Treynor Ratio | 583.59% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.84 | 8.03 | 0.82 | - |
| 2025 | 19.38 | 20.55 | 1.06 | + |
| 2026 | 6.95 | 7.08 | 1.02 | + |
| 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 |
| 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 |
| 2025-05-26 | 2025-05-27 | -0.01 | 1 |
| 2025-11-18 | 2025-11-19 | -0.01 | 1 |
| 2025-12-01 | 2025-12-02 | -0.01 | 1 |
| 2026-05-04 | 2026-05-05 | -0.01 | 1 |