| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 11.32% | 9.99% |
| CAGR﹪ | 22.11% | 19.41% |
| Sharpe | 4.71 | 67.53 |
| Prob. Sharpe Ratio | 99.98% | 100.0% |
| Smart Sharpe | 3.38 | 48.35 |
| Sortino | 8.17 | - |
| Smart Sortino | 5.85 | - |
| Sortino/√2 | 5.78 | - |
| Smart Sortino/√2 | 4.14 | - |
| Omega | 2.36 | 2.36 |
| Max Drawdown | -0.68% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 4.03% | 0.25% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.03 | 0.03 |
| Calmar | 32.35 | - |
| Skew | -0.02 | 1.07 |
| Kurtosis | 0.96 | 3.92 |
| Expected Daily | 0.08% | 0.07% |
| Expected Monthly | 1.54% | 1.37% |
| Expected Yearly | 11.32% | 9.99% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -0.04% |
| Expected Shortfall (cVaR) | -0.34% | -0.04% |
| Max Consecutive Wins | 13 | 142 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | 1.36 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 2.36 | - |
| Common Sense Ratio | 3.42 | - |
| CPC Index | - | - |
| Tail Ratio | 1.45 | 1.93 |
| Outlier Win Ratio | 2.21 | 5.7 |
| Outlier Loss Ratio | 1.07 | - |
| MTD | 1.22% | 1.29% |
| 3M | 4.31% | 4.11% |
| 6M | 11.02% | 8.82% |
| YTD | 11.32% | 9.99% |
| 1Y | 11.32% | 9.99% |
| 3Y (ann.) | 22.11% | 19.41% |
| 5Y (ann.) | 22.11% | 19.41% |
| 10Y (ann.) | 22.11% | 19.41% |
| All-time (ann.) | 22.11% | 19.41% |
| Best Day | 0.67% | 0.11% |
| Worst Day | -0.61% | 0.0% |
| Best Month | 2.83% | 1.53% |
| Worst Month | 0.38% | 1.28% |
| Best Year | 11.32% | 9.99% |
| Worst Year | 11.32% | 9.99% |
| Avg. Drawdown | -0.32% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 16.57 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 45.1 | - |
| Avg. Up Month | 1.55% | 1.37% |
| Avg. Down Month | - | - |
| Win Days | 75.18% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.68 | - |
| Alpha | 0.3 | - |
| Correlation | -4.19% | - |
| Treynor Ratio | -16.68% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 9.99 | 11.32 | 1.13 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-19 | 2025-09-25 | -0.68 | 6 |
| 2025-10-08 | 2025-10-09 | -0.61 | 1 |
| 2025-10-02 | 2025-10-06 | -0.57 | 4 |
| 2025-06-19 | 2025-06-26 | -0.54 | 7 |
| 2025-10-21 | 2025-10-23 | -0.53 | 2 |
| 2025-08-07 | 2025-08-08 | -0.52 | 1 |
| 2025-11-07 | 2025-11-10 | -0.47 | 3 |
| 2025-05-27 | 2025-05-29 | -0.45 | 2 |
| 2025-10-13 | 2025-10-14 | -0.42 | 1 |
| 2025-11-11 | 2025-11-12 | -0.41 | 1 |