| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 243.92% | 80.18% |
| CAGR﹪ | 33.91% | 14.93% |
| Sharpe | 1.44 | 46.13 |
| Prob. Sharpe Ratio | 99.84% | - |
| Smart Sharpe | 1.35 | 43.31 |
| Sortino | 2.16 | - |
| Smart Sortino | 2.03 | - |
| Sortino/√2 | 1.53 | - |
| Smart Sortino/√2 | 1.43 | - |
| Omega | 1.28 | 1.28 |
| Max Drawdown | -27.64% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 21.63% | 0.3% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.05 | 0.05 |
| Calmar | 1.23 | - |
| Skew | -0.21 | 0.31 |
| Kurtosis | 4.4 | 0.07 |
| Expected Daily | 0.11% | 0.05% |
| Expected Monthly | 2.4% | 1.14% |
| Expected Yearly | 28.02% | 12.5% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -0.02% |
| Expected Shortfall (cVaR) | -2.12% | -0.02% |
| Max Consecutive Wins | 12 | 1080 |
| Max Consecutive Losses | 9 | 0 |
| Gain/Pain Ratio | 0.28 | - |
| Gain/Pain (1M) | 2.03 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.28 | - |
| Common Sense Ratio | 1.53 | - |
| CPC Index | - | - |
| Tail Ratio | 1.19 | 3.18 |
| Outlier Win Ratio | 1.86 | 34.77 |
| Outlier Loss Ratio | 1.73 | - |
| MTD | 1.15% | 1.09% |
| 3M | 9.81% | 4.0% |
| 6M | -2.83% | 7.38% |
| YTD | 4.27% | 11.64% |
| 1Y | 9.83% | 15.49% |
| 3Y (ann.) | 24.92% | 17.82% |
| 5Y (ann.) | 33.91% | 14.93% |
| 10Y (ann.) | 33.91% | 14.93% |
| All-time (ann.) | 33.91% | 14.93% |
| Best Day | 7.3% | 0.12% |
| Worst Day | -10.11% | 0.0% |
| Best Month | 17.35% | 1.83% |
| Worst Month | -7.84% | 0.48% |
| Best Year | 46.8% | 19.38% |
| Worst Year | 4.27% | 3.5% |
| Avg. Drawdown | -3.09% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 8.83 | - |
| Ulcer Index | 0.07 | 0.0 |
| Serenity Index | 3.27 | - |
| Avg. Up Month | 5.77% | 1.13% |
| Avg. Down Month | - | - |
| Win Days | 54.32% | 100.0% |
| Win Month | 67.31% | 100.0% |
| Win Quarter | 72.22% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.49 | - |
| Alpha | 0.24 | - |
| Correlation | 0.68% | - |
| Treynor Ratio | 493.26% | - |
| 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 | 11.64 | 4.27 | 0.37 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-03 | 2026-10-13 | -27.64 | 224 |
| 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 |