BCSD[Strategy] vs RUB Inflation[Benchmark]

25 Jul, 2024 - 12 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	29.06%	10.96%
CAGR﹪	20.25%	7.81%
Sharpe	23.45	15.5
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	20.15	13.32
Sortino	484.92	99.28
Smart Sortino	416.61	85.3
Sortino/√2	342.89	70.2
Smart Sortino/√2	294.59	60.31
Omega	241.72	241.72
Max Drawdown	-0.03%	-0.4%
Longest DD Days	1	63
Volatility (ann.)	0.76%	0.47%
R^2	0.0	0.0
Information Ratio	0.75	0.75
Calmar	754.9	19.52
Skew	0.91	3.38
Kurtosis	0.34	20.93
Expected Daily	0.07%	0.03%
Expected Monthly	1.43%	0.58%
Expected Yearly	13.61%	5.34%
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	240.72	25.97
Gain/Pain (1M)	-	25.97
Payoff Ratio	-	-
Profit Factor	241.72	26.97
Common Sense Ratio	-	95.57
CPC Index	-	-
Tail Ratio	-	3.54
Outlier Win Ratio	2.33	5.3
Outlier Loss Ratio	1.03	0.81
MTD	0.6%	0.21%
3M	4.2%	1.34%
6M	9.06%	1.77%
YTD	19.47%	5.48%
1Y	20.96%	6.37%
3Y (ann.)	20.25%	7.81%
5Y (ann.)	20.25%	7.81%
10Y (ann.)	20.25%	7.81%
All-time (ann.)	20.25%	7.81%
Best Day	0.22%	0.23%
Worst Day	-0.03%	-0.02%
Best Month	1.81%	1.43%
Worst Month	0.11%	-0.4%
Best Year	19.47%	5.48%
Worst Year	8.03%	5.19%
Avg. Drawdown	-0.02%	-0.4%
Avg. Drawdown Days	1	63
Recovery Factor	1083.45	27.41
Ulcer Index	0.0	0.0
Serenity Index	147651.94	24.78
Avg. Up Month	1.43%	0.64%
Avg. Down Month	-	-
Win Days	97.99%	94.18%
Win Month	100.0%	94.44%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.0	-
Alpha	0.18	-
Correlation	0.25%	-
Treynor Ratio	7256.37%	-