| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 7.0% | 7.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 14.86% | 15.36% |
| CAGR﹪ | 27.82% | 28.82% |
| Sharpe | 3.78 | 8.16 |
| Prob. Sharpe Ratio | 99.84% | 100.0% |
| Smart Sharpe | 2.82 | 6.09 |
| Sortino | 5.94 | 20.47 |
| Smart Sortino | 4.43 | 15.28 |
| Sortino/√2 | 4.2 | 14.48 |
| Smart Sortino/√2 | 3.14 | 10.81 |
| Omega | 1.92 | 1.92 |
| Max Drawdown | -1.08% | -0.55% |
| Longest DD Days | 28 | 28 |
| Volatility (ann.) | 4.53% | 2.18% |
| R^2 | 0.23 | 0.23 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 25.81 | 52.45 |
| Skew | -0.42 | 0.43 |
| Kurtosis | 1.41 | 0.52 |
| Expected Daily | 0.09% | 0.1% |
| Expected Monthly | 2.0% | 2.06% |
| Expected Yearly | 14.86% | 15.36% |
| Kelly Criterion | 47.77% | 67.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -0.13% |
| Expected Shortfall (cVaR) | -0.37% | -0.13% |
| Max Consecutive Wins | 12 | 14 |
| Max Consecutive Losses | 3 | 3 |
| Gain/Pain Ratio | 1.45 | 6.13 |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | 1.18 | 1.9 |
| Profit Factor | 2.45 | 7.13 |
| Common Sense Ratio | 3.11 | 23.84 |
| CPC Index | 2.08 | 10.68 |
| Tail Ratio | 1.27 | 3.34 |
| Outlier Win Ratio | 2.46 | 3.8 |
| Outlier Loss Ratio | 1.96 | 6.07 |
| MTD | 0.94% | 1.5% |
| 3M | 3.48% | 4.09% |
| 6M | 13.2% | 13.71% |
| YTD | 14.86% | 15.36% |
| 1Y | 14.86% | 15.36% |
| 3Y (ann.) | 27.82% | 28.82% |
| 5Y (ann.) | 27.82% | 28.82% |
| 10Y (ann.) | 27.82% | 28.82% |
| All-time (ann.) | 27.82% | 28.82% |
| Best Day | 0.93% | 0.57% |
| Worst Day | -0.85% | -0.28% |
| Best Month | 4.58% | 4.57% |
| Worst Month | 0.94% | 0.74% |
| Best Year | 14.86% | 15.36% |
| Worst Year | 14.86% | 15.36% |
| Avg. Drawdown | -0.26% | -0.12% |
| Avg. Drawdown Days | 3 | 4 |
| Recovery Factor | 13.78 | 27.96 |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 19.21 | 38.04 |
| Avg. Up Month | 2.0% | 2.07% |
| Avg. Down Month | - | - |
| Win Days | 71.72% | 78.77% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 1.0 | - |
| Alpha | -0.01 | - |
| Correlation | 48.07% | - |
| Treynor Ratio | 7.87% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 15.36 | 14.86 | 0.97 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-16 | 2025-10-14 | -1.08 | 28 |
| 2025-06-23 | 2025-06-27 | -0.63 | 4 |
| 2025-11-11 | 2025-11-13 | -0.55 | 2 |
| 2025-11-26 | 2025-11-27 | -0.50 | 1 |
| 2025-08-29 | 2025-09-01 | -0.50 | 3 |
| 2025-05-14 | 2025-05-15 | -0.48 | 1 |
| 2025-09-05 | 2025-09-08 | -0.47 | 3 |
| 2025-11-18 | 2025-11-19 | -0.39 | 1 |
| 2025-10-21 | 2025-10-23 | -0.36 | 2 |
| 2025-09-12 | 2025-09-15 | -0.31 | 3 |