| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 89.0% | 99.0% |
| Cumulative Return | 6.78% | 1.26% |
| CAGR﹪ | 34.9% | 5.87% |
| Sharpe | 7.03 | 25.91 |
| Prob. Sharpe Ratio | 100.0% | - |
| Smart Sharpe | 5.7 | 21.04 |
| Sortino | 16.69 | - |
| Smart Sortino | 13.55 | - |
| Sortino/√2 | 11.8 | - |
| Smart Sortino/√2 | 9.58 | - |
| Omega | 3.78 | 3.78 |
| Max Drawdown | -0.63% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 3.81% | 0.2% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.36 | 0.36 |
| Calmar | 55.14 | - |
| Skew | 0.7 | 2.61 |
| Kurtosis | 1.95 | 5.62 |
| Expected Daily | 0.11% | 0.02% |
| Expected Monthly | 1.65% | 0.31% |
| Expected Yearly | 6.78% | 1.26% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -0.0% |
| Expected Shortfall (cVaR) | -0.29% | -0.0% |
| Max Consecutive Wins | 8 | 61 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | 2.78 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.78 | - |
| Common Sense Ratio | 8.88 | - |
| CPC Index | - | - |
| Tail Ratio | 2.35 | 3.46 |
| Outlier Win Ratio | 2.13 | 20.14 |
| Outlier Loss Ratio | 1.27 | - |
| MTD | 1.35% | 0.15% |
| 3M | 6.78% | 1.26% |
| 6M | 6.78% | 1.26% |
| YTD | 6.78% | 1.26% |
| 1Y | 6.78% | 1.26% |
| 3Y (ann.) | 34.9% | 5.87% |
| 5Y (ann.) | 34.9% | 5.87% |
| 10Y (ann.) | 34.9% | 5.87% |
| All-time (ann.) | 34.9% | 5.87% |
| Best Day | 0.93% | 0.06% |
| Worst Day | -0.48% | 0.0% |
| Best Month | 2.63% | 0.43% |
| Worst Month | 0.76% | 0.15% |
| Best Year | 6.78% | 1.26% |
| Worst Year | 6.78% | 1.26% |
| Avg. Drawdown | -0.22% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 10.72 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 49.67 | - |
| Avg. Up Month | 1.66% | 0.31% |
| Avg. Down Month | - | - |
| Win Days | 72.73% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.74 | - |
| Alpha | 0.23 | - |
| Correlation | 3.83% | - |
| Treynor Ratio | 9.11% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 1.26 | 6.78 | 5.39 | + |
| 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 |
| 2025-06-09 | 2025-06-11 | -0.10 | 2 |
| 2025-05-30 | 2025-06-02 | -0.10 | 3 |
| 2025-07-08 | 2025-07-10 | -0.09 | 2 |
| 2025-04-28 | 2025-04-29 | -0.06 | 1 |
| 2025-06-17 | 2025-06-18 | -0.06 | 1 |