BCSD[Strategy] vs INav[Benchmark]

6 Aug, 2024 - 27 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	97.0%
Cumulative Return	34.32%	34.25%
CAGR﹪	19.73%	19.69%
Sharpe	14.79	11.6
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	12.38	9.71
Sortino	99.96	123.76
Smart Sortino	83.68	103.6
Sortino/√2	70.68	87.51
Smart Sortino/√2	59.17	73.26
Omega	25.3	25.3
Max Drawdown	-0.03%	-0.0%
Longest DD Days	1	1
Volatility (ann.)	0.75%	0.96%
R^2	0.0	0.0
Information Ratio	0.0	0.0
Calmar	735.69	12449.97
Skew	1.03	4.25
Kurtosis	0.67	31.73
Expected Daily	0.07%	0.07%
Expected Monthly	1.49%	1.48%
Expected Yearly	10.34%	10.32%
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	343.05	7094.93
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	344.05	7095.93
Common Sense Ratio	6599.23	42949.22
CPC Index	-	-
Tail Ratio	19.18	6.05
Outlier Win Ratio	3.22	3.25
Outlier Loss Ratio	0.27	2.83
MTD	1.12%	1.12%
3M	3.81%	3.8%
6M	8.03%	7.99%
YTD	3.5%	3.63%
1Y	19.12%	18.93%
3Y (ann.)	19.73%	19.69%
5Y (ann.)	19.73%	19.69%
10Y (ann.)	19.73%	19.69%
All-time (ann.)	19.73%	19.69%
Best Day	0.25%	0.65%
Worst Day	-0.03%	-0.0%
Best Month	1.81%	1.94%
Worst Month	1.02%	0.98%
Best Year	20.55%	20.66%
Worst Year	3.5%	3.63%
Avg. Drawdown	-0.01%	-0.0%
Avg. Drawdown Days	1	1
Recovery Factor	1279.55	21651.08
Ulcer Index	0.0	0.0
Serenity Index	201352.85	66060891.68
Avg. Up Month	1.49%	1.48%
Avg. Down Month	-	-
Win Days	98.53%	99.25%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.03	-
Alpha	0.18	-
Correlation	-4.06%	-
Treynor Ratio	-856.46%	-