| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | -12.06% | 10.14% |
| CAGR﹪ | -17.96% | 16.03% |
| Sharpe | -0.89 | 106.35 |
| Prob. Sharpe Ratio | 23.83% | 100.0% |
| Smart Sharpe | -0.83 | 98.8 |
| Sortino | -1.22 | - |
| Smart Sortino | -1.13 | - |
| Sortino/√2 | -0.86 | - |
| Smart Sortino/√2 | -0.8 | - |
| Omega | 0.86 | 0.86 |
| Max Drawdown | -16.12% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 20.06% | 0.14% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.1 | -0.1 |
| Calmar | -1.11 | - |
| Skew | 0.12 | -1.57 |
| Kurtosis | 0.79 | 10.86 |
| Expected Daily | -0.08% | 0.06% |
| Expected Monthly | -1.59% | 1.21% |
| Expected Yearly | -6.22% | 4.95% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -0.04% |
| Expected Shortfall (cVaR) | -2.15% | -0.04% |
| Max Consecutive Wins | 6 | 162 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | -0.14 | - |
| Gain/Pain (1M) | -0.6 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.86 | - |
| Common Sense Ratio | 0.75 | - |
| CPC Index | - | - |
| Tail Ratio | 0.87 | 1.42 |
| Outlier Win Ratio | 1.66 | 25.23 |
| Outlier Loss Ratio | 1.47 | - |
| MTD | -5.97% | 1.12% |
| 3M | -0.78% | 3.46% |
| 6M | -4.82% | 7.55% |
| YTD | -5.32% | 4.71% |
| 1Y | -12.06% | 10.14% |
| 3Y (ann.) | -17.96% | 16.03% |
| 5Y (ann.) | -17.96% | 16.03% |
| 10Y (ann.) | -17.96% | 16.03% |
| All-time (ann.) | -17.96% | 16.03% |
| Best Day | 4.5% | 0.07% |
| Worst Day | -3.47% | 0.0% |
| Best Month | 3.78% | 1.3% |
| Worst Month | -5.97% | 1.12% |
| Best Year | -5.32% | 5.18% |
| Worst Year | -7.12% | 4.71% |
| Avg. Drawdown | -16.12% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.75 | - |
| Ulcer Index | 0.1 | 0.0 |
| Serenity Index | -0.1 | - |
| Avg. Up Month | 2.42% | 1.19% |
| Avg. Down Month | - | - |
| Win Days | 47.77% | 100.0% |
| Win Month | 37.5% | 100.0% |
| Win Quarter | 25.0% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | -7.05 | - |
| Alpha | 0.87 | - |
| Correlation | -4.93% | - |
| Treynor Ratio | 1.71% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 5.18 | -7.12 | -1.37 | - |
| 2026 | 4.71 | -5.32 | -1.13 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-11 | 2026-04-30 | -16.12 | 231 |