| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 22.43% | 22.83% |
| CAGR﹪ | 20.34% | 20.7% |
| Sharpe | 5.49 | 57.79 |
| Prob. Sharpe Ratio | 99.44% | - |
| Smart Sharpe | 3.62 | 38.11 |
| Sortino | 7.72 | - |
| Smart Sortino | 5.09 | - |
| Sortino/√2 | 5.46 | - |
| Smart Sortino/√2 | 3.6 | - |
| Omega | 7.08 | 7.08 |
| Max Drawdown | -2.36% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 3.03% | 0.29% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.0 | -0.0 |
| Calmar | 8.61 | - |
| Skew | -3.01 | -0.38 |
| Kurtosis | 123.18 | -1.26 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.46% | 1.48% |
| Expected Yearly | 10.65% | 10.83% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.25% | -0.04% |
| Expected Shortfall (cVaR) | -0.25% | -0.04% |
| Max Consecutive Wins | 83 | 307 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 6.08 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 7.08 | - |
| Common Sense Ratio | 49.45 | - |
| CPC Index | - | - |
| Tail Ratio | 6.98 | 2.02 |
| Outlier Win Ratio | 2.71 | 3.42 |
| Outlier Loss Ratio | 0.1 | - |
| MTD | 0.38% | 0.22% |
| 3M | 4.38% | 3.96% |
| 6M | 9.55% | 8.68% |
| YTD | 16.83% | 16.62% |
| 1Y | 20.87% | 20.49% |
| 3Y (ann.) | 20.34% | 20.7% |
| 5Y (ann.) | 20.34% | 20.7% |
| 10Y (ann.) | 20.34% | 20.7% |
| All-time (ann.) | 20.34% | 20.7% |
| Best Day | 2.05% | 0.09% |
| Worst Day | -2.36% | 0.0% |
| Best Month | 2.23% | 1.83% |
| Worst Month | 0.38% | 0.22% |
| Best Year | 16.83% | 16.62% |
| Worst Year | 4.79% | 5.32% |
| Avg. Drawdown | -0.14% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 9.5 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 9.72 | - |
| Avg. Up Month | 1.46% | 1.48% |
| Avg. Down Month | - | - |
| Win Days | 90.94% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.65 | - |
| Alpha | 0.06 | - |
| Correlation | 6.27% | - |
| Treynor Ratio | 34.43% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 5.32 | 4.79 | 0.90 | - |
| 2025 | 16.62 | 16.83 | 1.01 | + |
| 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 |
| 2025-07-29 | 2025-07-30 | -0.07 | 1 |
| 2025-08-18 | 2025-08-20 | -0.07 | 2 |
| 2025-07-27 | 2025-07-28 | -0.06 | 1 |
| 2025-08-30 | 2025-09-02 | -0.04 | 3 |
| 2025-10-12 | 2025-10-15 | -0.04 | 3 |
| 2025-01-03 | 2025-01-08 | -0.04 | 5 |
| 2025-07-21 | 2025-07-22 | -0.03 | 1 |