BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 10 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	32.28%	11.47%
CAGR﹪	19.81%	7.27%
Sharpe	23.14	15.25
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	19.57	12.9
Sortino	507.12	98.86
Smart Sortino	429.01	83.63
Sortino/√2	358.59	69.9
Smart Sortino/√2	303.35	59.14
Omega	264.96	264.96
Max Drawdown	-0.03%	-0.4%
Longest DD Days	1	63
Volatility (ann.)	0.77%	0.45%
R^2	0.0	0.0
Information Ratio	0.77	0.77
Calmar	738.47	18.17
Skew	1.0	3.56
Kurtosis	0.65	22.73
Expected Daily	0.07%	0.03%
Expected Monthly	1.41%	0.54%
Expected Yearly	9.77%	3.69%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.01%	-0.02%
Expected Shortfall (cVaR)	-0.01%	-0.02%
Max Consecutive Wins	133	265
Max Consecutive Losses	1	21
Gain/Pain Ratio	263.96	27.11
Gain/Pain (1M)	-	27.11
Payoff Ratio	-	-
Profit Factor	264.96	28.11
Common Sense Ratio	6693.2	99.63
CPC Index	-	-
Tail Ratio	25.26	3.54
Outlier Win Ratio	1.95	4.69
Outlier Loss Ratio	0.92	0.73
MTD	0.55%	0.1%
3M	4.07%	0.99%
6M	8.49%	1.65%
YTD	1.58%	0.35%
1Y	19.92%	4.47%
3Y (ann.)	19.81%	7.27%
5Y (ann.)	19.81%	7.27%
10Y (ann.)	19.81%	7.27%
All-time (ann.)	19.81%	7.27%
Best Day	0.25%	0.23%
Worst Day	-0.03%	-0.02%
Best Month	1.81%	1.43%
Worst Month	0.11%	-0.4%
Best Year	20.55%	5.6%
Worst Year	1.58%	0.35%
Avg. Drawdown	-0.02%	-0.4%
Avg. Drawdown Days	1	63
Recovery Factor	1203.42	28.68
Ulcer Index	0.0	0.0
Serenity Index	182813.61	27.64
Avg. Up Month	1.41%	0.6%
Avg. Down Month	-	-
Win Days	98.18%	94.71%
Win Month	100.0%	95.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.01	-
Alpha	0.18	-
Correlation	0.53%	-
Treynor Ratio	3582.3%	-