| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 99.0% |
| Cumulative Return | 3.72% | 4.32% |
| CAGR﹪ | 14.74% | 17.26% |
| Sharpe | 1.97 | 66.35 |
| Prob. Sharpe Ratio | 88.14% | 100.0% |
| Smart Sharpe | 1.3 | 43.77 |
| Sortino | 3.05 | - |
| Smart Sortino | 2.01 | - |
| Sortino/√2 | 2.16 | - |
| Smart Sortino/√2 | 1.42 | - |
| Omega | 1.41 | 1.41 |
| Max Drawdown | -0.89% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 5.2% | 0.18% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 16.53 | - |
| Skew | 0.02 | 0.06 |
| Kurtosis | 0.11 | 2.5 |
| Expected Daily | 0.04% | 0.05% |
| Expected Monthly | 0.92% | 1.06% |
| Expected Yearly | 3.72% | 4.32% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.03% |
| Expected Shortfall (cVaR) | -0.5% | -0.03% |
| Max Consecutive Wins | 11 | 90 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | 0.41 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.41 | - |
| Common Sense Ratio | 1.58 | - |
| CPC Index | - | - |
| Tail Ratio | 1.12 | 1.68 |
| Outlier Win Ratio | 1.87 | 8.81 |
| Outlier Loss Ratio | 0.97 | - |
| MTD | 0.91% | 1.09% |
| 3M | 3.65% | 4.04% |
| 6M | 3.72% | 4.32% |
| YTD | 3.72% | 4.32% |
| 1Y | 3.72% | 4.32% |
| 3Y (ann.) | 14.74% | 17.26% |
| 5Y (ann.) | 14.74% | 17.26% |
| 10Y (ann.) | 14.74% | 17.26% |
| All-time (ann.) | 14.74% | 17.26% |
| Best Day | 0.92% | 0.07% |
| Worst Day | -0.7% | 0.0% |
| Best Month | 1.85% | 1.09% |
| Worst Month | 0.1% | 1.0% |
| Best Year | 3.72% | 4.32% |
| Worst Year | 3.72% | 4.32% |
| Avg. Drawdown | -0.49% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 4.17 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 6.38 | - |
| Avg. Up Month | 0.92% | 1.06% |
| Avg. Down Month | - | - |
| Win Days | 61.63% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 3.16 | - |
| Alpha | -0.27 | - |
| Correlation | 10.73% | - |
| Treynor Ratio | 1.18% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 4.32 | 3.72 | 0.86 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-09-15 | 2026-10-11 | -0.89 | 26 |
| 2026-08-10 | 2026-08-22 | -0.73 | 12 |
| 2026-08-24 | 2026-08-31 | -0.60 | 7 |
| 2026-07-17 | 2026-07-20 | -0.57 | 3 |
| 2026-09-08 | 2026-09-10 | -0.53 | 2 |
| 2026-10-18 | 2026-10-19 | -0.48 | 1 |
| 2026-07-23 | 2026-07-24 | -0.47 | 1 |
| 2026-09-11 | 2026-09-14 | -0.47 | 3 |
| 2026-10-12 | 2026-10-15 | -0.14 | 3 |
| 2026-07-27 | 2026-07-28 | -0.05 | 1 |