| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 21.48% | 19.15% |
| CAGR﹪ | 19.06% | 17.02% |
| Sharpe | 3.75 | 74.52 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 2.65 | 52.71 |
| Sortino | 6.18 | - |
| Smart Sortino | 4.37 | - |
| Sortino/√2 | 4.37 | - |
| Smart Sortino/√2 | 3.09 | - |
| Omega | 1.98 | 1.98 |
| Max Drawdown | -1.61% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 4.64% | 0.21% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.02 | 0.02 |
| Calmar | 11.86 | - |
| Skew | -0.11 | 1.66 |
| Kurtosis | 1.28 | 6.04 |
| Expected Daily | 0.07% | 0.06% |
| Expected Monthly | 1.4% | 1.26% |
| Expected Yearly | 10.22% | 9.16% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -0.04% |
| Expected Shortfall (cVaR) | -0.41% | -0.04% |
| Max Consecutive Wins | 13 | 283 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | 0.98 | - |
| Gain/Pain (1M) | 50.57 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.98 | - |
| Common Sense Ratio | 2.67 | - |
| CPC Index | - | - |
| Tail Ratio | 1.35 | 1.55 |
| Outlier Win Ratio | 2.23 | 7.14 |
| Outlier Loss Ratio | 1.18 | - |
| MTD | -0.31% | 1.07% |
| 3M | 2.87% | 3.49% |
| 6M | 8.09% | 7.14% |
| YTD | 7.21% | 6.95% |
| 1Y | 19.76% | 15.88% |
| 3Y (ann.) | 19.06% | 17.02% |
| 5Y (ann.) | 19.06% | 17.02% |
| 10Y (ann.) | 19.06% | 17.02% |
| All-time (ann.) | 19.06% | 17.02% |
| Best Day | 0.87% | 0.11% |
| Worst Day | -1.09% | 0.0% |
| Best Month | 2.83% | 1.53% |
| Worst Month | -0.31% | 1.07% |
| Best Year | 13.31% | 11.41% |
| Worst Year | 7.21% | 6.95% |
| Avg. Drawdown | -0.33% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 13.36 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 41.95 | - |
| Avg. Up Month | 1.67% | 1.28% |
| Avg. Down Month | - | - |
| Win Days | 70.04% | 100.0% |
| Win Month | 85.71% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.73 | - |
| Alpha | 0.29 | - |
| Correlation | -3.28% | - |
| Treynor Ratio | -29.45% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.41 | 13.31 | 1.17 | + |
| 2026 | 6.95 | 7.21 | 1.04 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-15 | 2026-06-26 | -1.61 | 11 |
| 2026-01-12 | 2026-02-09 | -1.05 | 28 |
| 2025-09-19 | 2025-09-25 | -0.68 | 6 |
| 2025-12-23 | 2025-12-26 | -0.64 | 3 |
| 2025-10-08 | 2025-10-09 | -0.61 | 1 |
| 2026-04-08 | 2026-04-10 | -0.59 | 2 |
| 2026-05-14 | 2026-05-18 | -0.58 | 4 |
| 2025-10-02 | 2025-10-06 | -0.57 | 4 |
| 2026-05-06 | 2026-05-08 | -0.57 | 2 |
| 2025-06-19 | 2025-06-26 | -0.54 | 7 |