| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 24.64% | 18.43% |
| CAGR﹪ | 24.06% | 18.0% |
| Sharpe | 4.45 | 37.58 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 3.21 | 27.12 |
| Sortino | 7.46 | - |
| Smart Sortino | 5.38 | - |
| Sortino/√2 | 5.27 | - |
| Smart Sortino/√2 | 3.81 | - |
| Omega | 2.21 | 2.21 |
| Max Drawdown | -1.44% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 4.76% | 0.43% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.07 | 0.07 |
| Calmar | 16.66 | - |
| Skew | -0.22 | 5.6 |
| Kurtosis | 0.97 | 33.23 |
| Expected Daily | 0.08% | 0.06% |
| Expected Monthly | 1.71% | 1.31% |
| Expected Yearly | 11.64% | 8.83% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -0.02% |
| Expected Shortfall (cVaR) | -0.41% | -0.02% |
| Max Consecutive Wins | 12 | 263 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | 1.21 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 2.21 | - |
| Common Sense Ratio | 2.81 | - |
| CPC Index | - | - |
| Tail Ratio | 1.27 | 1.5 |
| Outlier Win Ratio | 2.21 | 7.5 |
| Outlier Loss Ratio | 1.44 | - |
| MTD | 1.37% | 1.12% |
| 3M | 5.35% | 3.46% |
| 6M | 8.98% | 7.55% |
| YTD | 5.73% | 4.71% |
| 1Y | 24.17% | 17.06% |
| 3Y (ann.) | 24.06% | 18.0% |
| 5Y (ann.) | 24.06% | 18.0% |
| 10Y (ann.) | 24.06% | 18.0% |
| All-time (ann.) | 24.06% | 18.0% |
| Best Day | 0.93% | 0.23% |
| Worst Day | -0.9% | 0.0% |
| Best Month | 4.58% | 1.62% |
| Worst Month | 0.36% | 1.12% |
| Best Year | 17.89% | 13.1% |
| Worst Year | 5.73% | 4.71% |
| Avg. Drawdown | -0.31% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 17.07 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 51.22 | - |
| Avg. Up Month | 1.71% | 1.31% |
| Avg. Down Month | - | - |
| Win Days | 69.29% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.31 | - |
| Alpha | 0.16 | - |
| Correlation | 2.83% | - |
| Treynor Ratio | 78.73% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.10 | 17.89 | 1.37 | + |
| 2026 | 4.71 | 5.73 | 1.21 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-04 | 2025-12-29 | -1.44 | 25 |
| 2025-09-16 | 2025-10-14 | -1.08 | 28 |
| 2025-06-23 | 2025-06-27 | -0.63 | 4 |
| 2026-01-16 | 2026-01-19 | -0.59 | 3 |
| 2026-03-11 | 2026-03-13 | -0.59 | 2 |
| 2026-02-18 | 2026-02-19 | -0.55 | 1 |
| 2025-11-11 | 2025-11-13 | -0.55 | 2 |
| 2026-03-17 | 2026-03-20 | -0.54 | 3 |
| 2026-01-29 | 2026-02-03 | -0.52 | 5 |
| 2026-04-08 | 2026-04-09 | -0.51 | 1 |