| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 26.42% | 27.83% |
| CAGR﹪ | 20.45% | 21.51% |
| Sharpe | 23.57 | 46.39 |
| Prob. Sharpe Ratio | - | 100.0% |
| Smart Sharpe | 20.52 | 40.38 |
| Sortino | 483.01 | - |
| Smart Sortino | 420.5 | - |
| Sortino/√2 | 341.54 | - |
| Smart Sortino/√2 | 297.34 | - |
| Omega | 260.46 | 260.46 |
| Max Drawdown | -0.03% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.76% | 0.41% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | 762.3 | - |
| Skew | 0.92 | 6.59 |
| Kurtosis | 0.33 | 52.73 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.48% | 1.55% |
| Expected Yearly | 12.44% | 13.06% |
| 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 | 328 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 259.46 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 260.46 | - |
| Common Sense Ratio | - | - |
| CPC Index | - | - |
| Tail Ratio | - | 1.52 |
| Outlier Win Ratio | 3.0 | 2.92 |
| Outlier Loss Ratio | -1.21 | - |
| MTD | 1.25% | 1.29% |
| 3M | 4.33% | 4.19% |
| 6M | 9.67% | 8.96% |
| YTD | 17.03% | 16.38% |
| 1Y | 21.39% | 20.99% |
| 3Y (ann.) | 20.45% | 21.51% |
| 5Y (ann.) | 20.45% | 21.51% |
| 10Y (ann.) | 20.45% | 21.51% |
| All-time (ann.) | 20.45% | 21.51% |
| Best Day | 0.22% | 0.28% |
| Worst Day | -0.03% | 0.0% |
| Best Month | 1.81% | 1.83% |
| Worst Month | 0.11% | 1.14% |
| Best Year | 17.03% | 16.38% |
| Worst Year | 8.03% | 9.84% |
| Avg. Drawdown | -0.02% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 985.09 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 131598.61 | - |
| Avg. Up Month | 1.48% | 1.55% |
| Avg. Down Month | - | - |
| Win Days | 98.42% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.04 | - |
| Alpha | 0.19 | - |
| Correlation | -2.11% | - |
| Treynor Ratio | -665.94% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.84 | 8.03 | 0.82 | - |
| 2025 | 16.38 | 17.03 | 1.04 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-05 | -0.03 | 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 |