| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 224.76% | 60.39% |
| CAGR﹪ | 41.48% | 14.93% |
| Sharpe | 1.89 | 44.03 |
| Prob. Sharpe Ratio | 99.98% | - |
| Smart Sharpe | 1.86 | 43.46 |
| Sortino | 2.93 | - |
| Smart Sortino | 2.89 | - |
| Sortino/√2 | 2.07 | - |
| Smart Sortino/√2 | 2.05 | - |
| Omega | 1.38 | 1.38 |
| Max Drawdown | -12.72% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 18.98% | 0.31% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.07 | 0.07 |
| Calmar | 3.26 | - |
| Skew | 0.04 | -0.01 |
| Kurtosis | 1.77 | -1.12 |
| Expected Daily | 0.14% | 0.05% |
| Expected Monthly | 2.84% | 1.13% |
| Expected Yearly | 34.24% | 12.54% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -0.02% |
| Expected Shortfall (cVaR) | -1.82% | -0.02% |
| Max Consecutive Wins | 12 | 872 |
| Max Consecutive Losses | 7 | 0 |
| Gain/Pain Ratio | 0.38 | - |
| Gain/Pain (1M) | 3.24 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.38 | - |
| Common Sense Ratio | 1.53 | - |
| CPC Index | - | - |
| Tail Ratio | 1.11 | 3.43 |
| Outlier Win Ratio | 1.86 | 31.7 |
| Outlier Loss Ratio | 1.7 | - |
| MTD | 3.0% | 0.65% |
| 3M | 9.02% | 4.05% |
| 6M | 25.64% | 8.41% |
| YTD | 24.42% | 18.65% |
| 1Y | 19.38% | 20.01% |
| 3Y (ann.) | 36.68% | 16.11% |
| 5Y (ann.) | 41.48% | 14.93% |
| 10Y (ann.) | 41.48% | 14.93% |
| All-time (ann.) | 41.48% | 14.93% |
| Best Day | 4.96% | 0.1% |
| Worst Day | -4.47% | 0.0% |
| Best Month | 17.35% | 1.83% |
| Worst Month | -7.38% | 0.48% |
| Best Year | 46.8% | 18.74% |
| Worst Year | 24.42% | 3.5% |
| Avg. Drawdown | -2.52% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 17.67 | - |
| Ulcer Index | 0.05 | 0.0 |
| Serenity Index | 6.72 | - |
| Avg. Up Month | 5.48% | 1.11% |
| Avg. Down Month | - | - |
| Win Days | 55.53% | 100.0% |
| Win Month | 71.43% | 100.0% |
| Win Quarter | 71.43% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.42 | - |
| Alpha | 0.42 | - |
| Correlation | -0.69% | - |
| Treynor Ratio | -529.05% | - |
| 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 | 18.65 | 24.42 | 1.31 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2022-12-01 | -12.72 | 122 |
| 2024-04-17 | 2024-08-29 | -12.67 | 134 |
| 2024-11-29 | 2025-09-03 | -10.02 | 278 |
| 2025-10-21 | 2025-12-12 | -9.52 | 52 |
| 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 |
| 2024-08-30 | 2024-09-12 | -3.57 | 13 |
| 2023-01-09 | 2023-01-25 | -3.45 | 16 |