| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 213.19% | 73.29% |
| CAGR﹪ | 33.32% | 14.85% |
| Sharpe | 1.43 | 47.12 |
| Prob. Sharpe Ratio | 99.77% | - |
| Smart Sharpe | 1.35 | 44.52 |
| Sortino | 2.14 | - |
| Smart Sortino | 2.02 | - |
| Sortino/√2 | 1.51 | - |
| Smart Sortino/√2 | 1.43 | - |
| Omega | 1.28 | 1.28 |
| Max Drawdown | -27.64% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 21.42% | 0.29% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.05 | 0.05 |
| Calmar | 1.21 | - |
| Skew | -0.26 | -0.02 |
| Kurtosis | 4.82 | -0.88 |
| Expected Daily | 0.11% | 0.05% |
| Expected Monthly | 2.36% | 1.13% |
| Expected Yearly | 25.65% | 11.62% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -0.02% |
| Expected Shortfall (cVaR) | -2.1% | -0.02% |
| Max Consecutive Wins | 12 | 1013 |
| Max Consecutive Losses | 9 | 0 |
| Gain/Pain Ratio | 0.28 | - |
| Gain/Pain (1M) | 2.13 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.28 | - |
| Common Sense Ratio | 1.52 | - |
| CPC Index | - | - |
| Tail Ratio | 1.18 | 3.18 |
| Outlier Win Ratio | 1.84 | 33.9 |
| Outlier Loss Ratio | 1.74 | - |
| MTD | -0.06% | 0.4% |
| 3M | -11.64% | 3.33% |
| 6M | -7.66% | 7.15% |
| YTD | -5.04% | 7.38% |
| 1Y | 24.5% | 15.59% |
| 3Y (ann.) | 19.37% | 17.38% |
| 5Y (ann.) | 33.32% | 14.85% |
| 10Y (ann.) | 33.32% | 14.85% |
| All-time (ann.) | 33.32% | 14.85% |
| Best Day | 7.3% | 0.1% |
| Worst Day | -10.11% | 0.0% |
| Best Month | 17.35% | 1.83% |
| Worst Month | -7.38% | 0.4% |
| Best Year | 46.8% | 19.38% |
| Worst Year | -5.04% | 3.5% |
| Avg. Drawdown | -3.09% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 7.71 | - |
| Ulcer Index | 0.07 | 0.0 |
| Serenity Index | 3.41 | - |
| Avg. Up Month | 5.73% | 1.13% |
| Avg. Down Month | - | - |
| Win Days | 54.55% | 100.0% |
| Win Month | 65.31% | 100.0% |
| Win Quarter | 64.71% | 100.0% |
| Win Year | 80.0% | 100.0% |
| Beta | 0.48 | - |
| Alpha | 0.24 | - |
| Correlation | 0.65% | - |
| Treynor Ratio | 446.2% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.50 | 25.73 | 7.35 | + |
| 2023 | 10.00 | 46.80 | 4.68 | + |
| 2024 | 18.74 | 41.42 | 2.21 | + |
| 2025 | 19.38 | 26.36 | 1.36 | + |
| 2026 | 7.38 | -5.04 | -0.68 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-03 | 2026-07-10 | -27.64 | 129 |
| 2022-08-01 | 2022-12-01 | -12.72 | 122 |
| 2024-04-17 | 2024-08-29 | -12.67 | 134 |
| 2026-01-29 | 2026-03-02 | -12.09 | 32 |
| 2024-11-29 | 2025-09-03 | -10.02 | 278 |
| 2025-10-21 | 2026-01-05 | -9.52 | 76 |
| 2023-08-14 | 2024-03-05 | -8.37 | 204 |
| 2024-10-31 | 2024-11-22 | -7.06 | 22 |
| 2023-04-14 | 2023-06-30 | -6.03 | 77 |
| 2022-12-22 | 2022-12-28 | -3.98 | 6 |