GOOD[Strategy] vs INav[Benchmark]

24 Dec, 2024 - 29 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	99.0%	100.0%
Cumulative Return	14.88%	14.87%
CAGR﹪	26.27%	26.26%
Sharpe	5.79	11.55
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	4.17	8.31
Sortino	11.71	24.61
Smart Sortino	8.43	17.71
Sortino/√2	8.28	17.4
Smart Sortino/√2	5.96	12.52
Omega	2.56	2.56
Max Drawdown	-0.28%	-0.41%
Longest DD Days	5	6
Volatility (ann.)	2.86%	1.43%
R^2	0.19	0.19
Information Ratio	0.0	0.0
Calmar	94.3	63.48
Skew	0.19	-0.86
Kurtosis	-0.3	6.18
Expected Daily	0.09%	0.09%
Expected Monthly	1.75%	1.75%
Expected Yearly	7.18%	7.18%
Kelly Criterion	59.83%	82.93%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.06%
Expected Shortfall (cVaR)	-0.2%	-0.06%
Max Consecutive Wins	9	26
Max Consecutive Losses	2	3
Gain/Pain Ratio	2.71	15.6
Gain/Pain (1M)	-	-
Payoff Ratio	1.91	1.44
Profit Factor	3.71	16.6
Common Sense Ratio	7.16	181.5
CPC Index	5.21	21.47
Tail Ratio	1.93	10.93
Outlier Win Ratio	2.36	3.71
Outlier Loss Ratio	1.38	3.06
MTD	3.1%	2.79%
3M	6.51%	6.5%
6M	12.47%	12.46%
YTD	13.95%	13.91%
1Y	14.88%	14.87%
3Y (ann.)	26.27%	26.26%
5Y (ann.)	26.27%	26.26%
10Y (ann.)	26.27%	26.26%
All-time (ann.)	26.27%	26.26%
Best Day	0.58%	0.35%
Worst Day	-0.28%	-0.41%
Best Month	3.1%	2.79%
Worst Month	0.82%	0.84%
Best Year	13.95%	13.91%
Worst Year	0.82%	0.84%
Avg. Drawdown	-0.14%	-0.07%
Avg. Drawdown Days	2	3
Recovery Factor	53.39	35.95
Ulcer Index	0.0	0.0
Serenity Index	87.87	251.22
Avg. Up Month	1.75%	1.75%
Avg. Down Month	-	-
Win Days	73.65%	89.93%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.87	-
Alpha	0.03	-
Correlation	43.41%	-
Treynor Ratio	9.07%	-