| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 16.48% | 16.01% |
| CAGR﹪ | 25.52% | 24.77% |
| Sharpe | 0.94 | 56.94 |
| Prob. Sharpe Ratio | 78.78% | 100.0% |
| Smart Sharpe | 0.88 | 53.38 |
| Sortino | 1.49 | - |
| Smart Sortino | 1.4 | - |
| Sortino/√2 | 1.05 | - |
| Smart Sortino/√2 | 0.99 | - |
| Omega | 1.18 | 1.18 |
| Max Drawdown | -18.69% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 27.18% | 0.37% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 1.37 | - |
| Skew | 0.74 | 1.98 |
| Kurtosis | 2.96 | 6.31 |
| Expected Daily | 0.09% | 0.08% |
| Expected Monthly | 1.71% | 1.66% |
| Expected Yearly | 7.93% | 7.71% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -0.05% |
| Expected Shortfall (cVaR) | -2.71% | -0.05% |
| Max Consecutive Wins | 6 | 175 |
| Max Consecutive Losses | 4 | 0 |
| Gain/Pain Ratio | 0.18 | - |
| Gain/Pain (1M) | 1.43 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.18 | - |
| Common Sense Ratio | 1.37 | - |
| CPC Index | - | - |
| Tail Ratio | 1.16 | 2.68 |
| Outlier Win Ratio | 2.02 | 28.02 |
| Outlier Loss Ratio | 1.23 | - |
| MTD | 1.75% | 1.49% |
| 3M | 1.22% | 5.41% |
| 6M | 0.78% | 11.1% |
| YTD | 3.46% | 12.09% |
| 1Y | 16.48% | 16.01% |
| 3Y (ann.) | 25.52% | 24.77% |
| 5Y (ann.) | 25.52% | 24.77% |
| 10Y (ann.) | 25.52% | 24.77% |
| All-time (ann.) | 25.52% | 24.77% |
| Best Day | 8.43% | 0.17% |
| Worst Day | -4.2% | 0.0% |
| Best Month | 14.42% | 1.81% |
| Worst Month | -6.46% | 1.49% |
| Best Year | 12.59% | 12.09% |
| Worst Year | 3.46% | 3.5% |
| Avg. Drawdown | -4.81% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.88 | - |
| Ulcer Index | 0.1 | 0.0 |
| Serenity Index | 0.16 | - |
| Avg. Up Month | 6.04% | 1.67% |
| Avg. Down Month | - | - |
| Win Days | 52.83% | 100.0% |
| Win Month | 55.56% | 100.0% |
| Win Quarter | 75.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.0 | - |
| Alpha | 0.26 | - |
| Correlation | -0.0% | - |
| Treynor Ratio | -18763.06% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.50 | 12.59 | 3.59 | + |
| 2025 | 12.09 | 3.46 | 0.29 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-18 | 2025-07-18 | -18.69 | 150 |
| 2024-11-21 | 2024-12-20 | -7.59 | 29 |
| 2025-01-03 | 2025-01-15 | -4.17 | 12 |
| 2025-01-31 | 2025-02-06 | -2.41 | 6 |
| 2025-01-20 | 2025-01-30 | -2.25 | 10 |
| 2025-02-14 | 2025-02-17 | -1.87 | 3 |
| 2024-12-24 | 2024-12-25 | -1.32 | 1 |
| 2025-02-07 | 2025-02-10 | -0.17 | 3 |