| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 34.78% | 35.83% |
| CAGR﹪ | 19.55% | 20.11% |
| Sharpe | 23.14 | 48.48 |
| Prob. Sharpe Ratio | - | 100.0% |
| Smart Sharpe | 19.6 | 41.05 |
| Sortino | 520.51 | - |
| Smart Sortino | 440.81 | - |
| Sortino/√2 | 368.06 | - |
| Smart Sortino/√2 | 311.7 | - |
| Omega | 282.62 | 282.62 |
| Max Drawdown | -0.03% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.76% | 0.37% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 728.94 | - |
| Skew | 1.01 | 6.98 |
| Kurtosis | 0.69 | 62.1 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.43% | 1.47% |
| Expected Yearly | 10.46% | 10.75% |
| 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 | 429 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 281.62 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 282.62 | - |
| Common Sense Ratio | 6153.16 | - |
| CPC Index | - | - |
| Tail Ratio | 21.77 | 1.6 |
| Outlier Win Ratio | 2.09 | 2.08 |
| Outlier Loss Ratio | -1.55 | - |
| MTD | 1.12% | 1.15% |
| 3M | 3.81% | 3.7% |
| 6M | 8.03% | 7.75% |
| YTD | 3.5% | 3.58% |
| 1Y | 19.12% | 17.7% |
| 3Y (ann.) | 19.55% | 20.11% |
| 5Y (ann.) | 19.55% | 20.11% |
| 10Y (ann.) | 19.55% | 20.11% |
| All-time (ann.) | 19.55% | 20.11% |
| Best Day | 0.25% | 0.28% |
| Worst Day | -0.03% | 0.0% |
| Best Month | 1.81% | 1.83% |
| Worst Month | 0.11% | 1.14% |
| Best Year | 20.55% | 19.38% |
| Worst Year | 3.5% | 3.58% |
| Avg. Drawdown | -0.02% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1296.57 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 210568.49 | - |
| Avg. Up Month | 1.43% | 1.47% |
| Avg. Down Month | - | - |
| Win Days | 98.32% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.0 | - |
| Alpha | 0.17 | - |
| Correlation | 0.15% | - |
| Treynor Ratio | 11471.72% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.84 | 8.03 | 0.82 | - |
| 2025 | 19.38 | 20.55 | 1.06 | + |
| 2026 | 3.58 | 3.50 | 0.98 | - |
| 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 |
| 2025-11-18 | 2025-11-19 | -0.01 | 1 |
| 2025-12-01 | 2025-12-02 | -0.01 | 1 |