| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 20.75% | 22.86% |
| CAGR﹪ | 19.91% | 21.93% |
| Sharpe | 0.65 | 77.31 |
| Prob. Sharpe Ratio | 74.79% | 100.0% |
| Smart Sharpe | 0.41 | 48.28 |
| Sortino | 1.28 | - |
| Smart Sortino | 0.8 | - |
| Sortino/√2 | 0.91 | - |
| Smart Sortino/√2 | 0.57 | - |
| Omega | 1.95 | 1.95 |
| Max Drawdown | -40.13% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 88.16% | 0.33% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.02 | 0.02 |
| Calmar | 0.5 | - |
| Skew | 7.03 | -0.92 |
| Kurtosis | 122.2 | 1.45 |
| Expected Daily | 0.09% | 0.1% |
| Expected Monthly | 1.46% | 1.6% |
| Expected Yearly | 9.89% | 10.84% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.91% | -0.07% |
| Expected Shortfall (cVaR) | -8.91% | -0.07% |
| Max Consecutive Wins | 10 | 200 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 0.95 | - |
| Gain/Pain (1M) | 159.77 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.95 | - |
| Common Sense Ratio | 3.64 | - |
| CPC Index | - | - |
| Tail Ratio | 1.87 | 1.91 |
| Outlier Win Ratio | 0.81 | 4.76 |
| Outlier Loss Ratio | 0.21 | - |
| MTD | 0.87% | 1.3% |
| 3M | 4.84% | 4.96% |
| 6M | 10.91% | 10.18% |
| YTD | 15.08% | 14.89% |
| 1Y | 21.6% | 21.98% |
| 3Y (ann.) | 19.91% | 21.93% |
| 5Y (ann.) | 19.91% | 21.93% |
| 10Y (ann.) | 19.91% | 21.93% |
| All-time (ann.) | 19.91% | 21.93% |
| Best Day | 67.49% | 0.13% |
| Worst Day | -40.13% | 0.0% |
| Best Month | 2.28% | 1.82% |
| Worst Month | -0.3% | 1.3% |
| Best Year | 15.08% | 14.89% |
| Worst Year | 4.93% | 6.94% |
| Avg. Drawdown | -1.3% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.52 | - |
| Ulcer Index | 0.03 | 0.0 |
| Serenity Index | 8.14 | - |
| Avg. Up Month | 1.61% | 1.61% |
| Avg. Down Month | - | - |
| Win Days | 75.29% | 100.0% |
| Win Month | 92.31% | 100.0% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 6.8 | - |
| Alpha | -1.18 | - |
| Correlation | 2.58% | - |
| Treynor Ratio | 3.05% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 6.94 | 4.93 | 0.71 | - |
| 2025 | 14.89 | 15.08 | 1.01 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-02-11 | -40.13 | 11 |
| 2024-09-03 | 2024-10-02 | -1.38 | 29 |
| 2024-11-01 | 2024-11-08 | -0.54 | 7 |
| 2025-03-18 | 2025-03-21 | -0.54 | 3 |
| 2025-01-10 | 2025-01-14 | -0.47 | 4 |
| 2025-02-28 | 2025-03-11 | -0.45 | 11 |
| 2024-10-07 | 2024-10-17 | -0.39 | 10 |
| 2025-02-18 | 2025-02-27 | -0.37 | 9 |
| 2025-04-02 | 2025-04-03 | -0.31 | 1 |
| 2024-10-28 | 2024-10-31 | -0.31 | 3 |