| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 27.09% | 20.96% |
| CAGR﹪ | 22.57% | 17.53% |
| Sharpe | 4.32 | 39.11 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 3.09 | 27.93 |
| Sortino | 7.16 | - |
| Smart Sortino | 5.12 | - |
| Sortino/√2 | 5.06 | - |
| Smart Sortino/√2 | 3.62 | - |
| Omega | 2.17 | 2.17 |
| Max Drawdown | -1.44% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 4.64% | 0.4% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.06 | 0.06 |
| Calmar | 15.64 | - |
| Skew | -0.24 | 5.98 |
| Kurtosis | 1.08 | 38.19 |
| Expected Daily | 0.08% | 0.06% |
| Expected Monthly | 1.61% | 1.28% |
| Expected Yearly | 12.74% | 9.98% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -0.02% |
| Expected Shortfall (cVaR) | -0.4% | -0.02% |
| Max Consecutive Wins | 12 | 302 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | 1.17 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 2.17 | - |
| Common Sense Ratio | 2.73 | - |
| CPC Index | - | - |
| Tail Ratio | 1.26 | 1.54 |
| Outlier Win Ratio | 2.3 | 7.63 |
| Outlier Loss Ratio | 1.43 | - |
| MTD | 0.66% | 1.07% |
| 3M | 3.79% | 3.49% |
| 6M | 9.42% | 7.14% |
| YTD | 7.81% | 6.95% |
| 1Y | 21.68% | 15.88% |
| 3Y (ann.) | 22.57% | 17.53% |
| 5Y (ann.) | 22.57% | 17.53% |
| 10Y (ann.) | 22.57% | 17.53% |
| All-time (ann.) | 22.57% | 17.53% |
| Best Day | 0.93% | 0.23% |
| Worst Day | -0.9% | 0.0% |
| Best Month | 4.58% | 1.62% |
| Worst Month | 0.36% | 1.07% |
| Best Year | 17.89% | 13.1% |
| Worst Year | 7.81% | 6.95% |
| Avg. Drawdown | -0.3% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 18.77 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 59.24 | - |
| Avg. Up Month | 1.62% | 1.28% |
| Avg. Down Month | - | - |
| Win Days | 69.86% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.36 | - |
| Alpha | 0.14 | - |
| Correlation | 3.11% | - |
| Treynor Ratio | 76.11% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.10 | 17.89 | 1.37 | + |
| 2026 | 6.95 | 7.81 | 1.12 | + |
| 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 |
| 2026-06-22 | 2026-06-26 | -0.62 | 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 |
| 2026-06-02 | 2026-06-03 | -0.53 | 1 |