| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | -0.35% | 8.76% |
| CAGR﹪ | -0.62% | 15.96% |
| Sharpe | -0.14 | 77.71 |
| Prob. Sharpe Ratio | 45.65% | 100.0% |
| Smart Sharpe | -0.14 | 75.85 |
| Sortino | -0.15 | - |
| Smart Sortino | -0.15 | - |
| Sortino/√2 | -0.11 | - |
| Smart Sortino/√2 | -0.1 | - |
| Omega | 0.96 | 0.96 |
| Max Drawdown | -1.54% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 3.85% | 0.19% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.25 | -0.25 |
| Calmar | -0.4 | - |
| Skew | -4.09 | 0.26 |
| Kurtosis | 15.81 | 4.03 |
| Expected Daily | -0.0% | 0.06% |
| Expected Monthly | -0.04% | 1.06% |
| Expected Yearly | -0.18% | 4.29% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -0.04% |
| Expected Shortfall (cVaR) | -0.4% | -0.04% |
| Max Consecutive Wins | 17 | 141 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | -0.04 | - |
| Gain/Pain (1M) | -0.19 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.96 | - |
| Common Sense Ratio | 13.37 | - |
| CPC Index | - | - |
| Tail Ratio | 13.96 | 1.75 |
| Outlier Win Ratio | 2.31 | 2.1 |
| Outlier Loss Ratio | 0.78 | - |
| MTD | 0.24% | 0.27% |
| 3M | -0.21% | 3.46% |
| 6M | -0.27% | 7.21% |
| YTD | -0.18% | 6.1% |
| 1Y | -0.35% | 8.76% |
| 3Y (ann.) | -0.62% | 15.96% |
| 5Y (ann.) | -0.62% | 15.96% |
| 10Y (ann.) | -0.62% | 15.96% |
| All-time (ann.) | -0.62% | 15.96% |
| Best Day | 0.17% | 0.09% |
| Worst Day | -1.26% | 0.0% |
| Best Month | 1.0% | 1.28% |
| Worst Month | -1.05% | 0.27% |
| Best Year | -0.18% | 6.1% |
| Worst Year | -0.18% | 2.5% |
| Avg. Drawdown | -0.83% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.23 | - |
| Ulcer Index | 0.01 | 0.0 |
| Serenity Index | -0.08 | - |
| Avg. Up Month | 0.44% | 0.92% |
| Avg. Down Month | - | - |
| Win Days | 92.03% | 100.0% |
| Win Month | 37.5% | 100.0% |
| Win Quarter | 33.33% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | 0.16 | - |
| Alpha | -0.03 | - |
| Correlation | 0.78% | - |
| Treynor Ratio | -2.24% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.50 | -0.18 | -0.07 | - |
| 2026 | 6.10 | -0.18 | -0.03 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-30 | 2026-06-05 | -1.54 | 157 |
| 2025-11-28 | 2025-12-23 | -0.94 | 25 |
| 2025-11-13 | 2025-11-14 | -0.01 | 1 |