| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 5.91% | 7.48% |
| CAGR﹪ | 15.09% | 19.32% |
| Sharpe | 3.45 | 39.02 |
| Prob. Sharpe Ratio | 99.44% | 100.0% |
| Smart Sharpe | 3.2 | 36.17 |
| Sortino | 6.24 | - |
| Smart Sortino | 5.79 | - |
| Sortino/√2 | 4.41 | - |
| Smart Sortino/√2 | 4.09 | - |
| Omega | 1.95 | 1.95 |
| Max Drawdown | -1.76% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 3.4% | 0.38% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | 8.59 | - |
| Skew | 0.54 | 2.71 |
| Kurtosis | 2.7 | 7.76 |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 0.96% | 1.21% |
| Expected Yearly | 2.91% | 3.67% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -0.02% |
| Expected Shortfall (cVaR) | -0.31% | -0.02% |
| Max Consecutive Wins | 6 | 123 |
| Max Consecutive Losses | 4 | 0 |
| Gain/Pain Ratio | 0.95 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.95 | - |
| Common Sense Ratio | 2.97 | - |
| CPC Index | - | - |
| Tail Ratio | 1.53 | 3.13 |
| Outlier Win Ratio | 2.91 | 7.62 |
| Outlier Loss Ratio | 1.63 | - |
| MTD | 1.05% | 1.16% |
| 3M | 5.25% | 4.15% |
| 6M | 5.91% | 7.48% |
| YTD | 3.51% | 3.58% |
| 1Y | 5.91% | 7.48% |
| 3Y (ann.) | 15.09% | 19.32% |
| 5Y (ann.) | 15.09% | 19.32% |
| 10Y (ann.) | 15.09% | 19.32% |
| All-time (ann.) | 15.09% | 19.32% |
| Best Day | 0.79% | 0.14% |
| Worst Day | -0.61% | 0.0% |
| Best Month | 1.31% | 1.3% |
| Worst Month | 0.14% | 1.14% |
| Best Year | 3.51% | 3.76% |
| Worst Year | 2.32% | 3.58% |
| Avg. Drawdown | -0.24% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 3.36 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 3.8 | - |
| Avg. Up Month | 0.96% | 1.21% |
| Avg. Down Month | - | - |
| Win Days | 58.93% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.16 | - |
| Alpha | 0.14 | - |
| Correlation | -1.75% | - |
| Treynor Ratio | -37.29% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.76 | 2.32 | 0.62 | - |
| 2026 | 3.58 | 3.51 | 0.98 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-08 | 2025-12-30 | -1.76 | 22 |
| 2026-01-06 | 2026-01-13 | -0.48 | 7 |
| 2026-02-17 | 2026-02-25 | -0.45 | 8 |
| 2026-03-14 | 2026-03-18 | -0.34 | 4 |
| 2026-02-26 | 2026-02-27 | -0.29 | 1 |
| 2025-10-22 | 2025-10-28 | -0.29 | 6 |
| 2026-03-05 | 2026-03-13 | -0.22 | 8 |
| 2026-03-03 | 2026-03-04 | -0.20 | 1 |
| 2026-02-05 | 2026-02-12 | -0.18 | 7 |
| 2026-01-16 | 2026-01-20 | -0.17 | 4 |