| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 42.57% | 49.35% |
| CAGR﹪ | 7.7% | 8.75% |
| Sharpe | 0.46 | 6.17 |
| Prob. Sharpe Ratio | 97.64% | 100.0% |
| Smart Sharpe | 0.46 | 6.16 |
| Sortino | 31.96 | 102.06 |
| Smart Sortino | 31.92 | 101.94 |
| Sortino/√2 | 22.6 | 72.17 |
| Smart Sortino/√2 | 22.57 | 72.08 |
| Omega | 13.1 | 13.1 |
| Max Drawdown | -99.28% | -1.25% |
| Longest DD Days | 1593 | 210 |
| Volatility (ann.) | 3312.32% | 1.41% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.03 | 0.03 |
| Calmar | 0.08 | 6.97 |
| Skew | 34.08 | 12.54 |
| Kurtosis | 1161.46 | 166.2 |
| Expected Daily | 0.03% | 0.03% |
| Expected Monthly | 0.61% | 0.69% |
| Expected Yearly | 6.09% | 6.91% |
| Kelly Criterion | 48.02% | 88.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -337.11% | -0.11% |
| Expected Shortfall (cVaR) | -337.11% | -0.11% |
| Max Consecutive Wins | 12 | 718 |
| Max Consecutive Losses | 10 | 63 |
| Gain/Pain Ratio | 12.1 | 24.15 |
| Gain/Pain (1M) | 33.15 | 24.15 |
| Payoff Ratio | 11.97 | 1.55 |
| Profit Factor | 13.1 | 25.15 |
| Common Sense Ratio | 14.61 | 95.98 |
| CPC Index | 81.61 | 36.15 |
| Tail Ratio | 1.12 | 3.82 |
| Outlier Win Ratio | 0.15 | 45.12 |
| Outlier Loss Ratio | 1.42 | 83.41 |
| MTD | 7.01% | 0.29% |
| 3M | -10.1% | 2.49% |
| 6M | -16.62% | 4.27% |
| YTD | -8.76% | 3.27% |
| 1Y | 10.68% | 5.92% |
| 3Y (ann.) | 23.82% | 8.09% |
| 5Y (ann.) | 7.7% | 8.75% |
| 10Y (ann.) | 7.7% | 8.75% |
| All-time (ann.) | 7.7% | 8.75% |
| Best Day | 7111.87% | 1.23% |
| Worst Day | -98.98% | -0.02% |
| Best Month | 7096.85% | 7.61% |
| Worst Month | -98.93% | -0.52% |
| Best Year | 7069.0% | 11.92% |
| Worst Year | -99.11% | 3.27% |
| Avg. Drawdown | -29.53% | -0.83% |
| Avg. Drawdown Days | 427 | 136 |
| Recovery Factor | 0.43 | 39.33 |
| Ulcer Index | 0.9 | 0.0 |
| Serenity Index | 0.7 | 24.5 |
| Avg. Up Month | 259.92% | 0.66% |
| Avg. Down Month | -7.66% | -0.44% |
| Win Days | 52.03% | 92.85% |
| Win Month | 55.56% | 93.1% |
| Win Quarter | 68.42% | 95.0% |
| Win Year | 66.67% | 100.0% |
| Beta | 14.31 | - |
| Alpha | 14.13 | - |
| Correlation | 0.61% | - |
| Treynor Ratio | 2.97% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 4.01 | 7069.00 | 1760.71 | + |
| 2022 | 11.92 | -99.11 | -8.31 | - |
| 2023 | 7.42 | 32.60 | 4.39 | + |
| 2024 | 9.51 | 48.60 | 5.11 | + |
| 2025 | 5.60 | 24.56 | 4.39 | + |
| 2026 | 3.27 | -8.76 | -2.68 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-12-06 | 2026-04-17 | -99.28 | 1593 |
| 2021-09-08 | 2021-10-05 | -11.08 | 27 |
| 2021-07-08 | 2021-09-06 | -7.57 | 60 |
| 2021-10-12 | 2021-11-08 | -0.21 | 27 |