GOOD[Strategy] vs RUB Inflation[Benchmark]

11 Dec, 2024 - 19 Dec, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	24.18%	6.9%
CAGR﹪	23.61%	6.74%
Sharpe	7.44	17.39
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.72	13.35
Sortino	17.56	73.96
Smart Sortino	13.49	56.8
Sortino/√2	12.42	52.29
Smart Sortino/√2	9.54	40.17
Omega	3.57	3.57
Max Drawdown	-0.28%	-0.4%
Longest DD Days	6	63
Volatility (ann.)	2.74%	0.36%
R^2	0.01	0.01
Information Ratio	0.33	0.33
Calmar	84.58	16.86
Skew	0.51	0.82
Kurtosis	0.78	1.72
Expected Daily	0.08%	0.02%
Expected Monthly	1.68%	0.51%
Expected Yearly	11.44%	3.39%
Kelly Criterion	44.47%	87.24%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.2%	-0.01%
Expected Shortfall (cVaR)	-0.2%	-0.01%
Max Consecutive Wins	13	166
Max Consecutive Losses	2	21
Gain/Pain Ratio	2.57	16.64
Gain/Pain (1M)	-	16.64
Payoff Ratio	0.98	1.61
Profit Factor	3.57	17.64
Common Sense Ratio	7.07	72.34
CPC Index	2.54	26.11
Tail Ratio	1.98	4.1
Outlier Win Ratio	2.05	10.99
Outlier Loss Ratio	1.14	7.12
MTD	0.56%	0.31%
3M	4.03%	1.36%
6M	10.2%	1.84%
YTD	21.49%	5.6%
1Y	24.1%	6.43%
3Y (ann.)	23.61%	6.74%
5Y (ann.)	23.61%	6.74%
10Y (ann.)	23.61%	6.74%
All-time (ann.)	23.61%	6.74%
Best Day	0.77%	0.09%
Worst Day	-0.28%	-0.02%
Best Month	3.14%	1.23%
Worst Month	0.56%	-0.4%
Best Year	21.49%	5.6%
Worst Year	2.21%	1.23%
Avg. Drawdown	-0.14%	-0.4%
Avg. Drawdown Days	2	63
Recovery Factor	86.64	17.24
Ulcer Index	0.0	0.0
Serenity Index	290.5	8.8
Avg. Up Month	1.7%	0.59%
Avg. Down Month	-	-
Win Days	72.48%	92.13%
Win Month	100.0%	92.31%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.65	-
Alpha	0.16	-
Correlation	8.54%	-
Treynor Ratio	37.23%	-