| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | -6.13% | 8.95% |
| CAGR﹪ | -11.33% | 17.69% |
| Sharpe | -0.53 | 73.46 |
| Prob. Sharpe Ratio | 35.32% | 100.0% |
| Smart Sharpe | -0.47 | 64.94 |
| Sortino | -0.77 | - |
| Smart Sortino | -0.68 | - |
| Sortino/√2 | -0.54 | - |
| Smart Sortino/√2 | -0.48 | - |
| Omega | 0.92 | 0.92 |
| Max Drawdown | -13.41% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 19.55% | 0.23% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.09 | -0.09 |
| Calmar | -0.85 | - |
| Skew | 0.4 | 0.83 |
| Kurtosis | 0.96 | 5.52 |
| Expected Daily | -0.05% | 0.07% |
| Expected Monthly | -0.9% | 1.23% |
| Expected Yearly | -3.11% | 4.38% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.07% | -0.04% |
| Expected Shortfall (cVaR) | -2.07% | -0.04% |
| Max Consecutive Wins | 4 | 129 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | -0.08 | - |
| Gain/Pain (1M) | -0.41 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.92 | - |
| Common Sense Ratio | 0.98 | - |
| CPC Index | - | - |
| Tail Ratio | 1.07 | 1.89 |
| Outlier Win Ratio | 1.66 | 23.09 |
| Outlier Loss Ratio | 1.38 | - |
| MTD | 4.17% | 1.16% |
| 3M | 0.21% | 4.24% |
| 6M | -3.95% | 8.48% |
| YTD | 1.06% | 3.58% |
| 1Y | -6.13% | 8.95% |
| 3Y (ann.) | -11.33% | 17.69% |
| 5Y (ann.) | -11.33% | 17.69% |
| 10Y (ann.) | -11.33% | 17.69% |
| All-time (ann.) | -11.33% | 17.69% |
| Best Day | 4.5% | 0.1% |
| Worst Day | -3.18% | 0.0% |
| Best Month | 4.17% | 1.3% |
| Worst Month | -4.58% | 1.16% |
| Best Year | 1.06% | 5.18% |
| Worst Year | -7.12% | 3.58% |
| Avg. Drawdown | -13.41% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.46 | - |
| Ulcer Index | 0.1 | 0.0 |
| Serenity Index | -0.06 | - |
| Avg. Up Month | 2.54% | 1.2% |
| Avg. Down Month | - | - |
| Win Days | 46.77% | 100.0% |
| Win Month | 42.86% | 100.0% |
| Win Quarter | 33.33% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | 4.38 | - |
| Alpha | -0.83 | - |
| Correlation | 5.07% | - |
| Treynor Ratio | -1.4% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 5.18 | -7.12 | -1.37 | - |
| 2026 | 3.58 | 1.06 | 0.30 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-11 | 2026-03-16 | -13.41 | 186 |