| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 33.95% | 34.49% |
| CAGR﹪ | 18.58% | 18.86% |
| Sharpe | 5.99 | 51.08 |
| Prob. Sharpe Ratio | 99.81% | - |
| Smart Sharpe | 4.07 | 34.68 |
| Sortino | 8.66 | - |
| Smart Sortino | 5.88 | - |
| Sortino/√2 | 6.13 | - |
| Smart Sortino/√2 | 4.16 | - |
| Omega | 7.92 | 7.92 |
| Max Drawdown | -2.36% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.43% | 0.29% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.0 | -0.0 |
| Calmar | 7.87 | - |
| Skew | -3.36 | 0.41 |
| Kurtosis | 179.23 | -1.26 |
| Expected Daily | 0.06% | 0.06% |
| Expected Monthly | 1.4% | 1.42% |
| Expected Yearly | 10.23% | 10.38% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -0.03% |
| Expected Shortfall (cVaR) | -0.19% | -0.03% |
| Max Consecutive Wins | 83 | 506 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 6.92 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 7.92 | - |
| Common Sense Ratio | 54.42 | - |
| CPC Index | - | - |
| Tail Ratio | 6.87 | 2.4 |
| Outlier Win Ratio | 2.03 | 2.66 |
| Outlier Loss Ratio | 0.25 | - |
| MTD | 0.71% | 1.08% |
| 3M | 3.42% | 3.67% |
| 6M | 7.45% | 7.4% |
| YTD | 6.82% | 6.96% |
| 1Y | 16.86% | 16.26% |
| 3Y (ann.) | 18.58% | 18.86% |
| 5Y (ann.) | 18.58% | 18.86% |
| 10Y (ann.) | 18.58% | 18.86% |
| All-time (ann.) | 18.58% | 18.86% |
| Best Day | 2.05% | 0.09% |
| Worst Day | -2.36% | 0.0% |
| Best Month | 2.23% | 1.83% |
| Worst Month | 0.71% | 1.08% |
| Best Year | 19.66% | 19.38% |
| Worst Year | 4.79% | 5.32% |
| Avg. Drawdown | -0.07% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 14.38 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 19.79 | - |
| Avg. Up Month | 1.4% | 1.42% |
| Avg. Down Month | - | - |
| Win Days | 85.8% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.74 | - |
| Alpha | 0.04 | - |
| Correlation | 8.73% | - |
| Treynor Ratio | 46.16% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 5.32 | 4.79 | 0.90 | - |
| 2025 | 19.38 | 19.66 | 1.01 | + |
| 2026 | 6.96 | 6.82 | 0.98 | - |
| 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 |
| 2026-02-21 | 2026-02-26 | -0.07 | 5 |
| 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 |
| 2026-01-12 | 2026-01-13 | -0.06 | 1 |