| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 215.66% | 59.34% |
| CAGR﹪ | 40.85% | 14.89% |
| Sharpe | 1.86 | 43.76 |
| Prob. Sharpe Ratio | 99.97% | - |
| Smart Sharpe | 1.83 | 43.07 |
| Sortino | 2.89 | - |
| Smart Sortino | 2.84 | - |
| Sortino/√2 | 2.04 | - |
| Smart Sortino/√2 | 2.01 | - |
| Omega | 1.37 | 1.37 |
| Max Drawdown | -12.72% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 19.03% | 0.31% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.07 | 0.07 |
| Calmar | 3.21 | - |
| Skew | 0.04 | 0.01 |
| Kurtosis | 1.77 | -1.12 |
| Expected Daily | 0.13% | 0.05% |
| Expected Monthly | 2.84% | 1.14% |
| Expected Yearly | 33.29% | 12.35% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -0.02% |
| Expected Shortfall (cVaR) | -1.83% | -0.02% |
| Max Consecutive Wins | 12 | 862 |
| Max Consecutive Losses | 7 | 0 |
| Gain/Pain Ratio | 0.37 | - |
| Gain/Pain (1M) | 3.17 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.37 | - |
| Common Sense Ratio | 1.52 | - |
| CPC Index | - | - |
| Tail Ratio | 1.11 | 3.48 |
| Outlier Win Ratio | 1.86 | 31.87 |
| Outlier Loss Ratio | 1.7 | - |
| MTD | 1.39% | 1.29% |
| 3M | 19.06% | 4.05% |
| 6M | 23.18% | 8.56% |
| YTD | 20.93% | 17.87% |
| 1Y | 14.86% | 20.21% |
| 3Y (ann.) | 36.78% | 15.96% |
| 5Y (ann.) | 40.85% | 14.89% |
| 10Y (ann.) | 40.85% | 14.89% |
| All-time (ann.) | 40.85% | 14.89% |
| 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 | 20.93% | 3.5% |
| Avg. Drawdown | -2.52% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 16.95 | - |
| Ulcer Index | 0.05 | 0.0 |
| Serenity Index | 6.5 | - |
| Avg. Up Month | 5.57% | 1.12% |
| Avg. Down Month | - | - |
| Win Days | 55.41% | 100.0% |
| Win Month | 70.73% | 100.0% |
| Win Quarter | 71.43% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.47 | - |
| Alpha | 0.42 | - |
| Correlation | -0.77% | - |
| Treynor Ratio | -457.25% | - |
| 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 | 17.87 | 20.93 | 1.17 | + |
| 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 | 2025-11-28 | -9.52 | 38 |
| 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 |