| Metric | Strategy | Benchmark | 
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% | 
| Time in Market | 95.0% | 95.0% | 
| Cumulative Return | -1.33% | 0.67% | 
| CAGR﹪ | -19.08% | 11.24% | 
| Sharpe | -0.35 | 61.6 | 
| Prob. Sharpe Ratio | 46.52% | 96.13% | 
| Smart Sharpe | -0.16 | 28.74 | 
| Sortino | -0.6 | - | 
| Smart Sortino | -0.28 | - | 
| Sortino/√2 | -0.43 | - | 
| Smart Sortino/√2 | -0.2 | - | 
| Omega | 0.94 | 0.94 | 
| Max Drawdown | -4.28% | - | 
| Longest DD Days | - | - | 
| Volatility (ann.) | 37.6% | 0.16% | 
| R^2 | 0.0 | 0.0 | 
| Information Ratio | -0.04 | -0.04 | 
| Calmar | -4.46 | - | 
| Skew | 1.27 | -4.12 | 
| Kurtosis | 2.37 | 17.0 | 
| Expected Daily | -0.08% | 0.04% | 
| Expected Monthly | -1.33% | 0.67% | 
| Expected Yearly | -1.33% | 0.67% | 
| Kelly Criterion | - | - | 
| Risk of Ruin | 0.0% | 0.0% | 
| Daily Value-at-Risk | -3.95% | -0.02% | 
| Expected Shortfall (cVaR) | -3.95% | -0.02% | 
| Max Consecutive Wins | 1 | 16 | 
| Max Consecutive Losses | 3 | 0 | 
| Gain/Pain Ratio | -0.06 | - | 
| Gain/Pain (1M) | -1.0 | - | 
| Payoff Ratio | - | - | 
| Profit Factor | 0.94 | - | 
| Common Sense Ratio | 0.97 | - | 
| CPC Index | - | - | 
| Tail Ratio | 1.03 | 1.25 | 
| Outlier Win Ratio | 1.35 | 73.63 | 
| Outlier Loss Ratio | 0.98 | - | 
| MTD | -1.33% | 0.67% | 
| 3M | -1.33% | 0.67% | 
| 6M | -1.33% | 0.67% | 
| YTD | -1.33% | 0.67% | 
| 1Y | -1.33% | 0.67% | 
| 3Y (ann.) | -19.08% | 11.24% | 
| 5Y (ann.) | -19.08% | 11.24% | 
| 10Y (ann.) | -19.08% | 11.24% | 
| All-time (ann.) | -19.08% | 11.24% | 
| Best Day | 6.5% | 0.04% | 
| Worst Day | -3.2% | 0.0% | 
| Best Month | -1.33% | 0.67% | 
| Worst Month | -1.33% | 0.67% | 
| Best Year | -1.33% | 0.67% | 
| Worst Year | -1.33% | 0.67% | 
| Avg. Drawdown | -3.74% | - | 
| Avg. Drawdown Days | - | - | 
| Recovery Factor | -0.31 | - | 
| Ulcer Index | 0.02 | 0.0 | 
| Serenity Index | -0.4 | - | 
| Avg. Up Month | - | - | 
| Avg. Down Month | - | - | 
| Win Days | 37.5% | 100.0% | 
| Win Month | 0.0% | 100.0% | 
| Win Quarter | 0.0% | 100.0% | 
| Win Year | 0.0% | 100.0% | 
| Beta | -1.33 | - | 
| Alpha | 0.0 | - | 
| Correlation | -0.57% | - | 
| Treynor Ratio | 1.0% | - | 
| Year | Benchmark | Strategy | Multiplier | Won | 
|---|---|---|---|---|
| 2022 | 0.67 | -1.33 | -1.97 | - | 
| Started | Recovered | Drawdown | Days | 
|---|---|---|---|
| 2022-02-03 | 2022-02-24 | -4.28 | 21 | 
| 2022-02-25 | 2022-02-25 | -3.20 | 0 |