BCSD[Strategy] vs INav[Benchmark]

6 Aug, 2024 - 10 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	97.0%
Cumulative Return	31.83%	31.86%
CAGR﹪	20.01%	20.02%
Sharpe	14.95	11.68
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	12.47	9.74
Sortino	100.87	125.67
Smart Sortino	84.14	104.82
Sortino/√2	71.33	88.86
Smart Sortino/√2	59.49	74.12
Omega	26.03	26.03
Max Drawdown	-0.03%	-0.0%
Longest DD Days	1	1
Volatility (ann.)	0.76%	0.98%
R^2	0.0	0.0
Information Ratio	-0.0	-0.0
Calmar	745.99	12659.05
Skew	1.02	4.26
Kurtosis	0.63	31.34
Expected Daily	0.07%	0.07%
Expected Monthly	1.47%	1.47%
Expected Yearly	9.65%	9.66%
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	127	94
Max Consecutive Losses	1	1
Gain/Pain Ratio	321.3	6661.82
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	322.3	6662.82
Common Sense Ratio	5517.22	41981.25
CPC Index	-	-
Tail Ratio	17.12	6.3
Outlier Win Ratio	3.27	3.31
Outlier Loss Ratio	0.28	2.87
MTD	0.55%	0.5%
3M	4.07%	4.12%
6M	8.49%	8.54%
YTD	1.58%	1.78%
1Y	19.92%	20.0%
3Y (ann.)	20.01%	20.02%
5Y (ann.)	20.01%	20.02%
10Y (ann.)	20.01%	20.02%
All-time (ann.)	20.01%	20.02%
Best Day	0.25%	0.65%
Worst Day	-0.03%	-0.0%
Best Month	1.81%	1.94%
Worst Month	0.55%	0.5%
Best Year	20.55%	20.66%
Worst Year	1.58%	1.78%
Avg. Drawdown	-0.01%	-0.0%
Avg. Drawdown Days	1	1
Recovery Factor	1186.72	20138.56
Ulcer Index	0.0	0.0
Serenity Index	170620.42	56662528.5
Avg. Up Month	1.47%	1.47%
Avg. Down Month	-	-
Win Days	98.4%	99.19%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.03	-
Alpha	0.19	-
Correlation	-3.92%	-
Treynor Ratio	-812.58%	-