| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 61.76% | 68.09% |
| CAGR﹪ | 13.97% | 15.17% |
| Sharpe | 2.2 | 48.05 |
| Prob. Sharpe Ratio | 100.0% | - |
| Smart Sharpe | 2.13 | 46.54 |
| Sortino | 3.31 | - |
| Smart Sortino | 3.21 | - |
| Sortino/√2 | 2.34 | - |
| Smart Sortino/√2 | 2.27 | - |
| Omega | 1.55 | 1.55 |
| Max Drawdown | -7.66% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 5.95% | 0.29% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 1.82 | - |
| Skew | -0.19 | -0.14 |
| Kurtosis | 16.86 | -0.99 |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 1.07% | 1.16% |
| Expected Yearly | 10.1% | 10.95% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -0.03% |
| Expected Shortfall (cVaR) | -0.56% | -0.03% |
| Max Consecutive Wins | 15 | 938 |
| Max Consecutive Losses | 8 | 0 |
| Gain/Pain Ratio | 0.55 | - |
| Gain/Pain (1M) | 4.13 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.55 | - |
| Common Sense Ratio | 1.62 | - |
| CPC Index | - | - |
| Tail Ratio | 1.04 | 2.99 |
| Outlier Win Ratio | 2.18 | 8.89 |
| Outlier Loss Ratio | 1.77 | - |
| MTD | 0.61% | 1.12% |
| 3M | 4.9% | 3.97% |
| 6M | 9.05% | 7.96% |
| YTD | 5.67% | 4.71% |
| 1Y | 26.91% | 17.48% |
| 3Y (ann.) | 13.94% | 17.1% |
| 5Y (ann.) | 13.97% | 15.17% |
| 10Y (ann.) | 13.97% | 15.17% |
| All-time (ann.) | 13.97% | 15.17% |
| Best Day | 3.29% | 0.09% |
| Worst Day | -3.42% | 0.0% |
| Best Month | 6.98% | 1.83% |
| Worst Month | -3.39% | 0.51% |
| Best Year | 30.41% | 19.38% |
| Worst Year | 5.0% | 2.95% |
| Avg. Drawdown | -0.5% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 8.06 | - |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 4.77 | - |
| Avg. Up Month | 1.8% | 1.17% |
| Avg. Down Month | - | - |
| Win Days | 62.91% | 100.0% |
| Win Month | 75.56% | 100.0% |
| Win Quarter | 81.25% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.8 | - |
| Alpha | 0.02 | - |
| Correlation | 3.92% | - |
| Treynor Ratio | 76.87% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 2.95 | 5.75 | 1.95 | + |
| 2023 | 10.00 | 5.72 | 0.57 | - |
| 2024 | 18.74 | 5.00 | 0.27 | - |
| 2025 | 19.38 | 30.41 | 1.57 | + |
| 2026 | 4.71 | 5.67 | 1.20 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-13 | 2024-12-30 | -7.66 | 139 |
| 2022-09-19 | 2022-10-21 | -6.01 | 32 |
| 2023-08-08 | 2024-02-07 | -3.76 | 183 |
| 2024-05-10 | 2024-08-09 | -2.93 | 91 |
| 2025-12-04 | 2025-12-30 | -2.58 | 26 |
| 2025-03-26 | 2025-04-17 | -1.58 | 22 |
| 2025-09-15 | 2025-10-20 | -1.37 | 35 |
| 2024-03-12 | 2024-04-03 | -1.18 | 22 |
| 2025-06-16 | 2025-06-27 | -0.97 | 11 |
| 2025-03-17 | 2025-03-20 | -0.85 | 3 |