| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 700.0% | 700.0% |
| Time in Market | 98.0% | 98.0% |
| Cumulative Return | 5.19% | 9.63% |
| CAGR﹪ | 30.19% | 61.48% |
| Sharpe | -72.1 | -10.01 |
| Prob. Sharpe Ratio | 0.0% | 0.0% |
| Smart Sharpe | -69.77 | -9.69 |
| Sortino | -15.51 | -9.41 |
| Smart Sortino | -15.01 | -9.11 |
| Sortino/√2 | -10.97 | -6.66 |
| Smart Sortino/√2 | -10.61 | -6.44 |
| Omega | 0.0 | 0.0 |
| Max Drawdown | -0.25% | -3.17% |
| Longest DD Days | 2 | 24 |
| Volatility (ann.) | 2.53% | 15.91% |
| R^2 | 0.21 | 0.21 |
| Information Ratio | -0.1 | -0.1 |
| Calmar | 121.01 | 19.38 |
| Skew | 1.24 | 0.74 |
| Kurtosis | 6.14 | 1.91 |
| Expected Daily | 0.11% | 0.19% |
| Expected Monthly | 1.7% | 3.11% |
| Expected Yearly | 2.56% | 4.7% |
| Kelly Criterion | 60.77% | 26.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -1.45% |
| Expected Shortfall (cVaR) | -0.16% | -1.45% |
| Max Consecutive Wins | 13 | 6 |
| Max Consecutive Losses | 1 | 3 |
| Gain/Pain Ratio | 5.87 | 0.73 |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | 0.77 | 1.1 |
| Profit Factor | 6.87 | 1.73 |
| Common Sense Ratio | 16.66 | 1.87 |
| CPC Index | 4.37 | 1.17 |
| Tail Ratio | 2.42 | 1.08 |
| Outlier Win Ratio | 12.28 | 2.45 |
| Outlier Loss Ratio | 8.51 | 1.29 |
| MTD | 1.24% | 1.77% |
| 3M | 5.19% | 9.63% |
| 6M | 5.19% | 9.63% |
| YTD | 2.79% | 4.97% |
| 1Y | 5.19% | 9.63% |
| 3Y (ann.) | 30.19% | 61.48% |
| 5Y (ann.) | 30.19% | 61.48% |
| 10Y (ann.) | 30.19% | 61.48% |
| All-time (ann.) | 30.19% | 61.48% |
| Best Day | 0.77% | 3.6% |
| Worst Day | -0.25% | -1.63% |
| Best Month | 2.34% | 4.44% |
| Worst Month | 1.24% | 1.77% |
| Best Year | 2.79% | 4.97% |
| Worst Year | 2.34% | 4.44% |
| Avg. Drawdown | -0.11% | -1.69% |
| Avg. Drawdown Days | 1 | 8 |
| Recovery Factor | 20.8 | 3.03 |
| Ulcer Index | 0.0 | 0.01 |
| Serenity Index | -16872.61 | -300.95 |
| Avg. Up Month | 1.7% | 3.12% |
| Avg. Down Month | - | - |
| Win Days | 82.98% | 61.7% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.07 | - |
| Alpha | 0.23 | - |
| Correlation | 45.41% | - |
| Treynor Ratio | -9635.92% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 4.44 | 2.34 | 0.53 | - |
| 2025 | 4.97 | 2.79 | 0.56 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-06 | 2025-02-07 | -0.25 | 1 |
| 2024-12-17 | 2024-12-18 | -0.23 | 1 |
| 2025-02-03 | 2025-02-05 | -0.15 | 2 |
| 2025-01-22 | 2025-01-23 | -0.09 | 1 |
| 2025-01-29 | 2025-01-30 | -0.06 | 1 |
| 2025-02-20 | 2025-02-20 | -0.04 | 0 |
| 2025-01-15 | 2025-01-17 | -0.03 | 2 |
| 2025-01-09 | 2025-01-10 | -0.02 | 1 |