GOOD[Strategy] vs INav[Benchmark]

24 Dec, 2024 - 30 Apr, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	100.0%
Cumulative Return	31.15%	31.16%
CAGR﹪	22.28%	22.29%
Sharpe	5.26	9.81
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.96	7.38
Sortino	10.38	22.02
Smart Sortino	7.82	16.58
Sortino/√2	7.34	15.57
Smart Sortino/√2	5.53	11.72
Omega	2.46	2.46
Max Drawdown	-0.28%	-0.41%
Longest DD Days	6	6
Volatility (ann.)	2.54%	1.36%
R^2	0.17	0.17
Information Ratio	0.0	0.0
Calmar	79.98	53.89
Skew	0.35	-0.08
Kurtosis	0.5	5.2
Expected Daily	0.08%	0.08%
Expected Monthly	1.61%	1.61%
Expected Yearly	9.46%	9.46%
Kelly Criterion	60.63%	83.03%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.18%	-0.06%
Expected Shortfall (cVaR)	-0.18%	-0.06%
Max Consecutive Wins	12	36
Max Consecutive Losses	2	3
Gain/Pain Ratio	2.81	13.8
Gain/Pain (1M)	-	-
Payoff Ratio	1.58	1.46
Profit Factor	3.81	14.8
Common Sense Ratio	7.71	145.77
CPC Index	4.56	19.39
Tail Ratio	2.02	9.85
Outlier Win Ratio	2.95	4.39
Outlier Loss Ratio	1.55	3.24
MTD	1.37%	1.3%
3M	4.62%	4.62%
6M	9.38%	9.27%
YTD	5.97%	5.85%
1Y	21.82%	21.48%
3Y (ann.)	22.28%	22.29%
5Y (ann.)	22.28%	22.29%
10Y (ann.)	22.28%	22.29%
All-time (ann.)	22.28%	22.29%
Best Day	0.58%	0.44%
Worst Day	-0.28%	-0.41%
Best Month	3.14%	2.83%
Worst Month	0.82%	0.84%
Best Year	22.76%	22.87%
Worst Year	0.82%	0.84%
Avg. Drawdown	-0.14%	-0.07%
Avg. Drawdown Days	2	2
Recovery Factor	111.8	75.34
Ulcer Index	0.0	0.0
Serenity Index	301.52	772.8
Avg. Up Month	1.61%	1.61%
Avg. Down Month	-	-
Win Days	75.9%	89.94%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.77	-
Alpha	0.05	-
Correlation	41.49%	-
Treynor Ratio	31.19%	-