FXRD[Strategy] vs RUB Inflation[Benchmark]

10 Aug, 2021 - 13 Feb, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	100.0%	100.0%
Cumulative Return	-40.97%	32.36%
CAGR﹪	-11.02%	6.41%
Sharpe	-0.1	19.97
Prob. Sharpe Ratio	41.35%	100.0%
Smart Sharpe	-0.1	19.21
Sortino	-0.12	74.7
Smart Sortino	-0.11	71.84
Sortino/√2	-0.08	52.82
Smart Sortino/√2	-0.08	50.8
Omega	0.96	0.96
Max Drawdown	-68.82%	-1.25%
Longest DD Days	1556	204
Volatility (ann.)	35.65%	0.35%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	-0.16	5.11
Skew	-17.37	-0.2
Kurtosis	476.34	0.32
Expected Daily	-0.05%	0.03%
Expected Monthly	-1.01%	0.54%
Expected Yearly	-8.41%	4.78%
Kelly Criterion	-124.75%	86.95%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.71%	-0.01%
Expected Shortfall (cVaR)	-3.71%	-0.01%
Max Consecutive Wins	14	693
Max Consecutive Losses	9	59
Gain/Pain Ratio	-0.04	16.86
Gain/Pain (1M)	-0.1	16.86
Payoff Ratio	0.26	1.5
Profit Factor	0.96	17.86
Common Sense Ratio	0.86	61.0
CPC Index	0.13	24.69
Tail Ratio	0.89	3.42
Outlier Win Ratio	2.09	49.14
Outlier Loss Ratio	1.89	80.23
MTD	1.59%	0.16%
3M	-3.6%	1.04%
6M	0.03%	1.8%
YTD	-2.36%	0.45%
1Y	-13.2%	4.41%
3Y (ann.)	7.79%	7.34%
5Y (ann.)	-11.02%	6.41%
10Y (ann.)	-11.02%	6.41%
All-time (ann.)	-11.02%	6.41%
Best Day	18.76%	0.08%
Worst Day	-58.98%	-0.02%
Best Month	21.53%	1.43%
Worst Month	-65.33%	-0.52%
Best Year	34.41%	9.51%
Worst Year	-56.77%	0.45%
Avg. Drawdown	-10.12%	-0.83%
Avg. Drawdown Days	231	134
Recovery Factor	-0.6	25.79
Ulcer Index	0.44	0.0
Serenity Index	-0.03	3.6
Avg. Up Month	3.77%	0.59%
Avg. Down Month	-36.28%	-0.43%
Win Days	53.37%	92.17%
Win Month	59.62%	92.31%
Win Quarter	57.89%	89.47%
Win Year	50.0%	100.0%
Beta	5.39	-
Alpha	-0.41	-
Correlation	5.3%	-
Treynor Ratio	-7.59%	-