| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 93.0% | 99.0% |
| Cumulative Return | 12.09% | 7.47% |
| CAGR﹪ | 38.83% | 23.0% |
| Sharpe | 8.88 | 28.48 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 7.8 | 25.02 |
| Sortino | 23.05 | - |
| Smart Sortino | 20.25 | - |
| Sortino/√2 | 16.3 | - |
| Smart Sortino/√2 | 14.32 | - |
| Omega | 5.25 | 5.25 |
| Max Drawdown | -0.63% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 3.42% | 0.67% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.2 | 0.2 |
| Calmar | 61.36 | - |
| Skew | 0.6 | 3.32 |
| Kurtosis | 2.01 | 10.34 |
| Expected Daily | 0.12% | 0.08% |
| Expected Monthly | 2.31% | 1.45% |
| Expected Yearly | 12.09% | 7.47% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -0.01% |
| Expected Shortfall (cVaR) | -0.23% | -0.01% |
| Max Consecutive Wins | 12 | 94 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | 4.25 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 5.25 | - |
| Common Sense Ratio | 14.58 | - |
| CPC Index | - | - |
| Tail Ratio | 2.78 | 3.95 |
| Outlier Win Ratio | 2.31 | 5.91 |
| Outlier Loss Ratio | 1.31 | - |
| MTD | 1.73% | 1.32% |
| 3M | 9.4% | 4.54% |
| 6M | 12.09% | 7.47% |
| YTD | 12.09% | 7.47% |
| 1Y | 12.09% | 7.47% |
| 3Y (ann.) | 38.83% | 23.0% |
| 5Y (ann.) | 38.83% | 23.0% |
| 10Y (ann.) | 38.83% | 23.0% |
| All-time (ann.) | 38.83% | 23.0% |
| Best Day | 0.93% | 0.23% |
| Worst Day | -0.48% | 0.0% |
| Best Month | 4.58% | 1.62% |
| Worst Month | 0.76% | 1.32% |
| Best Year | 12.09% | 7.47% |
| Worst Year | 12.09% | 7.47% |
| Avg. Drawdown | -0.16% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 19.11 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 118.1 | - |
| Avg. Up Month | 2.32% | 1.45% |
| Avg. Down Month | - | - |
| Win Days | 75.0% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.06 | - |
| Alpha | 0.29 | - |
| Correlation | 1.19% | - |
| Treynor Ratio | 199.8% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 7.47 | 12.09 | 1.62 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-23 | 2025-06-27 | -0.63 | 4 |
| 2025-05-14 | 2025-05-15 | -0.48 | 1 |
| 2025-04-23 | 2025-04-25 | -0.37 | 2 |
| 2025-05-07 | 2025-05-08 | -0.30 | 1 |
| 2025-05-22 | 2025-05-26 | -0.15 | 4 |
| 2025-07-30 | 2025-08-04 | -0.14 | 5 |
| 2025-06-09 | 2025-06-11 | -0.10 | 2 |
| 2025-05-30 | 2025-06-02 | -0.10 | 3 |
| 2025-07-08 | 2025-07-10 | -0.09 | 2 |
| 2025-08-12 | 2025-08-14 | -0.08 | 2 |