GOOD[Strategy] vs RUB Inflation[Benchmark]

11 Dec, 2024 - 18 May, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	34.09%	11.07%
CAGR﹪	22.72%	7.61%
Sharpe	7.91	18.52
Prob. Sharpe Ratio	100.0%	-
Smart Sharpe	6.2	14.52
Sortino	18.56	99.68
Smart Sortino	14.56	78.16
Sortino/√2	13.13	70.49
Smart Sortino/√2	10.29	55.27
Omega	3.9	3.9
Max Drawdown	-0.28%	-0.4%
Longest DD Days	6	63
Volatility (ann.)	2.56%	0.39%
R^2	0.0	0.0
Information Ratio	0.32	0.32
Calmar	81.4	19.01
Skew	0.5	1.07
Kurtosis	1.15	1.72
Expected Daily	0.08%	0.03%
Expected Monthly	1.64%	0.59%
Expected Yearly	10.27%	3.56%
Kelly Criterion	48.89%	90.99%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.18%	-0.01%
Expected Shortfall (cVaR)	-0.18%	-0.01%
Max Consecutive Wins	13	178
Max Consecutive Losses	2	21
Gain/Pain Ratio	2.9	26.21
Gain/Pain (1M)	-	26.21
Payoff Ratio	0.89	1.77
Profit Factor	3.9	27.21
Common Sense Ratio	7.9	124.73
CPC Index	2.64	45.29
Tail Ratio	2.03	4.58
Outlier Win Ratio	2.25	10.02
Outlier Loss Ratio	1.14	7.12
MTD	0.85%	0.3%
3M	4.64%	1.78%
6M	9.11%	4.43%
YTD	6.86%	3.9%
1Y	21.01%	6.15%
3Y (ann.)	22.72%	7.61%
5Y (ann.)	22.72%	7.61%
10Y (ann.)	22.72%	7.61%
All-time (ann.)	22.72%	7.61%
Best Day	0.77%	0.09%
Worst Day	-0.28%	-0.02%
Best Month	3.14%	1.62%
Worst Month	0.85%	-0.4%
Best Year	22.76%	5.6%
Worst Year	2.21%	1.23%
Avg. Drawdown	-0.14%	-0.4%
Avg. Drawdown Days	2	63
Recovery Factor	122.14	27.69
Ulcer Index	0.0	0.0
Serenity Index	440.2	21.16
Avg. Up Month	1.65%	0.64%
Avg. Down Month	-	-
Win Days	75.92%	94.25%
Win Month	100.0%	94.44%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.36	-
Alpha	0.18	-
Correlation	5.44%	-
Treynor Ratio	95.7%	-