| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 33.63% | 34.19% |
| CAGR﹪ | 18.67% | 18.97% |
| Sharpe | 0.61 | 53.76 |
| Prob. Sharpe Ratio | 79.91% | - |
| Smart Sharpe | 0.38 | 33.55 |
| Sortino | 1.19 | - |
| Smart Sortino | 0.74 | - |
| Sortino/√2 | 0.84 | - |
| Smart Sortino/√2 | 0.52 | - |
| Omega | 2.11 | 2.11 |
| Max Drawdown | -40.13% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 66.95% | 0.4% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.02 | 0.02 |
| Calmar | 0.47 | - |
| Skew | 9.27 | 0.17 |
| Kurtosis | 211.87 | -0.95 |
| Expected Daily | 0.08% | 0.08% |
| Expected Monthly | 1.39% | 1.41% |
| Expected Yearly | 10.14% | 10.3% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.78% | -0.04% |
| Expected Shortfall (cVaR) | -6.78% | -0.04% |
| Max Consecutive Wins | 16 | 347 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 1.11 | - |
| Gain/Pain (1M) | 195.0 | - |
| Payoff Ratio | - | - |
| Profit Factor | 2.11 | - |
| Common Sense Ratio | 4.9 | - |
| CPC Index | - | - |
| Tail Ratio | 2.33 | 2.41 |
| Outlier Win Ratio | 1.15 | 5.35 |
| Outlier Loss Ratio | 0.31 | - |
| MTD | 0.36% | 0.41% |
| 3M | 3.65% | 3.29% |
| 6M | 7.69% | 7.27% |
| YTD | 5.45% | 5.12% |
| 1Y | 18.45% | 16.42% |
| 3Y (ann.) | 18.67% | 18.97% |
| 5Y (ann.) | 18.67% | 18.97% |
| 10Y (ann.) | 18.67% | 18.97% |
| All-time (ann.) | 18.67% | 18.97% |
| Best Day | 67.49% | 0.13% |
| Worst Day | -40.13% | 0.0% |
| Best Month | 2.28% | 1.82% |
| Worst Month | -0.3% | 0.41% |
| Best Year | 20.77% | 19.38% |
| Worst Year | 4.93% | 5.12% |
| Avg. Drawdown | -0.75% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.84 | - |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 17.57 | - |
| Avg. Up Month | 1.48% | 1.41% |
| Avg. Down Month | - | - |
| Win Days | 76.03% | 100.0% |
| Win Month | 95.24% | 100.0% |
| Win Quarter | 87.5% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 5.49 | - |
| Alpha | -0.76 | - |
| Correlation | 3.25% | - |
| Treynor Ratio | 6.13% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 6.94 | 4.93 | 0.71 | - |
| 2025 | 19.38 | 20.77 | 1.07 | + |
| 2026 | 5.12 | 5.45 | 1.06 | + |
| 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 |