GOOD[Strategy] vs INav[Benchmark]

24 Dec, 2024 - 7 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	98.0%	100.0%
Cumulative Return	38.5%	38.62%
CAGR﹪	20.0%	20.06%
Sharpe	4.31	7.79
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	3.4	6.13
Sortino	7.5	14.29
Smart Sortino	5.91	11.26
Sortino/√2	5.31	10.11
Smart Sortino/√2	4.18	7.96
Omega	2.08	2.08
Max Drawdown	-0.93%	-0.72%
Longest DD Days	22	20
Volatility (ann.)	2.65%	1.47%
R^2	0.25	0.25
Information Ratio	-0.0	-0.0
Calmar	21.55	27.93
Skew	-0.06	-0.63
Kurtosis	1.14	5.68
Expected Daily	0.07%	0.07%
Expected Monthly	1.43%	1.43%
Expected Yearly	11.47%	11.5%
Kelly Criterion	48.71%	75.51%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.08%
Expected Shortfall (cVaR)	-0.2%	-0.08%
Max Consecutive Wins	12	36
Max Consecutive Losses	3	3
Gain/Pain Ratio	2.15	7.71
Gain/Pain (1M)	-	-
Payoff Ratio	1.1	1.2
Profit Factor	3.15	8.71
Common Sense Ratio	5.64	40.38
CPC Index	2.54	9.07
Tail Ratio	1.79	4.63
Outlier Win Ratio	2.82	4.29
Outlier Loss Ratio	2.1	3.79
MTD	0.35%	0.42%
3M	3.01%	3.11%
6M	6.79%	6.76%
YTD	11.91%	11.88%
1Y	16.82%	16.87%
3Y (ann.)	20.0%	20.06%
5Y (ann.)	20.0%	20.06%
10Y (ann.)	20.0%	20.06%
All-time (ann.)	20.0%	20.06%
Best Day	0.58%	0.44%
Worst Day	-0.62%	-0.46%
Best Month	3.14%	2.83%
Worst Month	0.35%	0.42%
Best Year	22.76%	22.87%
Worst Year	0.82%	0.84%
Avg. Drawdown	-0.16%	-0.1%
Avg. Drawdown Days	3	3
Recovery Factor	41.49	53.77
Ulcer Index	0.0	0.0
Serenity Index	135.77	168.2
Avg. Up Month	1.43%	1.43%
Avg. Down Month	-	-
Win Days	73.08%	86.64%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.9	-
Alpha	0.02	-
Correlation	50.19%	-
Treynor Ratio	34.83%	-