| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 60.0% | 80.0% |
| Cumulative Return | 0.23% | 3.33% |
| CAGR﹪ | 14.89% | 631.79% |
| Sharpe | 11.23 | 28.4 |
| Prob. Sharpe Ratio | 100.0% | 89.42% |
| Smart Sharpe | 7.17 | 18.14 |
| Sortino | - | - |
| Smart Sortino | - | - |
| Sortino/√2 | - | - |
| Smart Sortino/√2 | - | - |
| Omega | - | - |
| Max Drawdown | % | % |
| Longest DD Days | - | - |
| Volatility (ann.) | 1.02% | 5.83% |
| R^2 | 0.16 | 0.16 |
| Information Ratio | -1.76 | -1.76 |
| Calmar | - | - |
| Skew | 1.36 | -2.24 |
| Kurtosis | 0.93 | 5.0 |
| Expected Daily | 0.05% | 0.66% |
| Expected Monthly | 0.11% | 1.65% |
| Expected Yearly | 0.23% | 3.33% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.06% | -0.05% |
| Expected Shortfall (cVaR) | -0.06% | -0.05% |
| Max Consecutive Wins | 2 | 4 |
| Max Consecutive Losses | 0 | 0 |
| Gain/Pain Ratio | - | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | - | - |
| Common Sense Ratio | - | - |
| CPC Index | - | - |
| Tail Ratio | - | 5.0 |
| Outlier Win Ratio | 10.59 | 0.74 |
| Outlier Loss Ratio | - | - |
| MTD | 0.16% | 2.48% |
| 3M | 0.23% | 3.33% |
| 6M | 0.23% | 3.33% |
| YTD | 0.23% | 3.33% |
| 1Y | 0.23% | 3.33% |
| 3Y (ann.) | 14.89% | 631.79% |
| 5Y (ann.) | 14.89% | 631.79% |
| 10Y (ann.) | 14.89% | 631.79% |
| All-time (ann.) | 14.89% | 631.79% |
| Best Day | 0.15% | 0.82% |
| Worst Day | 0.0% | 0.0% |
| Best Month | 0.16% | 2.48% |
| Worst Month | 0.07% | 0.82% |
| Best Year | 0.23% | 3.33% |
| Worst Year | 0.23% | 3.33% |
| Recovery Factor | - | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | - | - |
| Avg. Up Month | 0.11% | 1.65% |
| Avg. Down Month | - | - |
| Win Days | 100.0% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.07 | - |
| Alpha | -0.0 | - |
| Correlation | 39.54% | - |
| Treynor Ratio | 3.29% | - |
| Avg. Drawdown Days | - | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.33 | 0.23 | 0.07 | - |