| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 20.2% | 16.66% |
| CAGR﹪ | 21.22% | 17.48% |
| Sharpe | 4.3 | 73.83 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 3.05 | 52.45 |
| Sortino | 7.48 | - |
| Smart Sortino | 5.32 | - |
| Sortino/√2 | 5.29 | - |
| Smart Sortino/√2 | 3.76 | - |
| Omega | 2.19 | 2.19 |
| Max Drawdown | -1.05% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 4.45% | 0.22% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.05 | 0.05 |
| Calmar | 20.14 | - |
| Skew | 0.08 | 1.51 |
| Kurtosis | 0.8 | 5.49 |
| Expected Daily | 0.08% | 0.06% |
| Expected Monthly | 1.55% | 1.29% |
| Expected Yearly | 9.64% | 8.01% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -0.04% |
| Expected Shortfall (cVaR) | -0.39% | -0.04% |
| Max Consecutive Wins | 13 | 243 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | 1.19 | - |
| Gain/Pain (1M) | 200.84 | - |
| Payoff Ratio | - | - |
| Profit Factor | 2.19 | - |
| Common Sense Ratio | 2.97 | - |
| CPC Index | - | - |
| Tail Ratio | 1.36 | 2.09 |
| Outlier Win Ratio | 2.25 | 6.85 |
| Outlier Loss Ratio | 1.17 | - |
| MTD | 1.28% | 1.12% |
| 3M | 5.61% | 3.54% |
| 6M | 10.17% | 7.61% |
| YTD | 6.08% | 4.71% |
| 1Y | 20.2% | 16.66% |
| 3Y (ann.) | 21.22% | 17.48% |
| 5Y (ann.) | 21.22% | 17.48% |
| 10Y (ann.) | 21.22% | 17.48% |
| All-time (ann.) | 21.22% | 17.48% |
| Best Day | 0.8% | 0.11% |
| Worst Day | -0.68% | 0.0% |
| Best Month | 2.83% | 1.53% |
| Worst Month | -0.11% | 1.12% |
| Best Year | 13.31% | 11.41% |
| Worst Year | 6.08% | 4.71% |
| Avg. Drawdown | -0.32% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 19.17 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 60.08 | - |
| Avg. Up Month | 1.7% | 1.3% |
| Avg. Down Month | - | - |
| Win Days | 71.73% | 100.0% |
| Win Month | 91.67% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -1.07 | - |
| Alpha | 0.36 | - |
| Correlation | -5.19% | - |
| Treynor Ratio | -18.87% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.41 | 13.31 | 1.17 | + |
| 2026 | 4.71 | 6.08 | 1.29 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 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 |
| 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 |
| 2025-12-12 | 2025-12-15 | -0.49 | 3 |