| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 25.02% | 25.75% |
| CAGR﹪ | 19.91% | 20.47% |
| Sharpe | 5.62 | 58.39 |
| Prob. Sharpe Ratio | 99.58% | - |
| Smart Sharpe | 3.73 | 38.75 |
| Sortino | 7.96 | - |
| Smart Sortino | 5.28 | - |
| Sortino/√2 | 5.63 | - |
| Smart Sortino/√2 | 3.74 | - |
| Omega | 7.25 | 7.25 |
| Max Drawdown | -2.36% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.86% | 0.28% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 8.43 | - |
| Skew | -3.09 | -0.13 |
| Kurtosis | 136.03 | -1.33 |
| Expected Daily | 0.06% | 0.07% |
| Expected Monthly | 1.5% | 1.54% |
| Expected Yearly | 11.81% | 12.14% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -0.04% |
| Expected Shortfall (cVaR) | -0.23% | -0.04% |
| Max Consecutive Wins | 83 | 351 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 6.25 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 7.25 | - |
| Common Sense Ratio | 49.63 | - |
| CPC Index | - | - |
| Tail Ratio | 6.84 | 2.02 |
| Outlier Win Ratio | 2.59 | 3.26 |
| Outlier Loss Ratio | 0.13 | - |
| MTD | 1.27% | 1.28% |
| 3M | 4.0% | 4.11% |
| 6M | 8.83% | 8.4% |
| YTD | 19.31% | 19.39% |
| 1Y | 20.26% | 19.68% |
| 3Y (ann.) | 19.91% | 20.47% |
| 5Y (ann.) | 19.91% | 20.47% |
| 10Y (ann.) | 19.91% | 20.47% |
| All-time (ann.) | 19.91% | 20.47% |
| Best Day | 2.05% | 0.09% |
| Worst Day | -2.36% | 0.0% |
| Best Month | 2.23% | 1.83% |
| Worst Month | 0.99% | 1.28% |
| Best Year | 19.31% | 19.39% |
| Worst Year | 4.79% | 5.32% |
| Avg. Drawdown | -0.11% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 10.6 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 11.74 | - |
| Avg. Up Month | 1.5% | 1.54% |
| Avg. Down Month | - | - |
| Win Days | 89.68% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.71 | - |
| Alpha | 0.04 | - |
| Correlation | 6.97% | - |
| Treynor Ratio | 35.35% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 5.32 | 4.79 | 0.90 | - |
| 2025 | 19.39 | 19.31 | 1.00 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-09 | 2024-11-28 | -2.36 | 50 |
| 2025-03-03 | 2025-03-07 | -0.22 | 4 |
| 2025-07-13 | 2025-07-17 | -0.09 | 4 |
| 2025-12-23 | 2025-12-24 | -0.07 | 1 |
| 2025-07-29 | 2025-07-30 | -0.07 | 1 |
| 2025-08-18 | 2025-08-20 | -0.07 | 2 |
| 2025-07-27 | 2025-07-28 | -0.06 | 1 |
| 2025-11-17 | 2025-11-19 | -0.06 | 2 |
| 2025-08-30 | 2025-09-02 | -0.04 | 3 |
| 2025-10-12 | 2025-10-15 | -0.04 | 3 |