| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | -6.43% | 7.06% |
| CAGR﹪ | -6.96% | 7.69% |
| Sharpe | -0.26 | 21.25 |
| Prob. Sharpe Ratio | 40.22% | - |
| Smart Sharpe | -0.23 | 19.18 |
| Sortino | -0.37 | - |
| Smart Sortino | -0.33 | - |
| Sortino/√2 | -0.26 | - |
| Smart Sortino/√2 | -0.24 | - |
| Omega | 0.96 | 0.96 |
| Max Drawdown | -18.78% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 20.1% | 0.35% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | -0.37 | - |
| Skew | 0.14 | 1.73 |
| Kurtosis | 0.38 | 3.06 |
| Expected Daily | -0.03% | 0.03% |
| Expected Monthly | -0.55% | 0.57% |
| Expected Yearly | -3.27% | 3.47% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -0.01% |
| Expected Shortfall (cVaR) | -2.1% | -0.01% |
| Max Consecutive Wins | 6 | 231 |
| Max Consecutive Losses | 10 | 0 |
| Gain/Pain Ratio | -0.04 | - |
| Gain/Pain (1M) | -0.19 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.96 | - |
| Common Sense Ratio | 0.93 | - |
| CPC Index | - | - |
| Tail Ratio | 0.97 | 14.87 |
| Outlier Win Ratio | 1.55 | 51.58 |
| Outlier Loss Ratio | 1.49 | - |
| MTD | 3.67% | 0.21% |
| 3M | 6.71% | 2.19% |
| 6M | 4.01% | 3.53% |
| YTD | 0.75% | 5.4% |
| 1Y | -6.43% | 7.06% |
| 3Y (ann.) | -6.96% | 7.69% |
| 5Y (ann.) | -6.96% | 7.69% |
| 10Y (ann.) | -6.96% | 7.69% |
| All-time (ann.) | -6.96% | 7.69% |
| Best Day | 4.5% | 0.09% |
| Worst Day | -3.47% | 0.0% |
| Best Month | 8.79% | 1.62% |
| Worst Month | -5.97% | 0.14% |
| Best Year | 0.75% | 5.4% |
| Worst Year | -7.12% | 1.57% |
| Avg. Drawdown | -18.78% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.34 | - |
| Ulcer Index | 0.12 | 0.0 |
| Serenity Index | -0.04 | - |
| Avg. Up Month | 3.94% | 0.55% |
| Avg. Down Month | - | - |
| Win Days | 47.56% | 100.0% |
| Win Month | 41.67% | 100.0% |
| Win Quarter | 40.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | 1.0 | - |
| Alpha | -0.13 | - |
| Correlation | 1.73% | - |
| Treynor Ratio | -6.45% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 1.57 | -7.12 | -4.53 | - |
| 2026 | 5.40 | 0.75 | 0.14 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-11 | 2026-08-07 | -18.78 | 330 |