| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 27.84% | 28.88% |
| CAGR﹪ | 18.13% | 18.78% |
| Sharpe | 6.7 | 26.6 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 4.54 | 18.03 |
| Sortino | 12.47 | - |
| Smart Sortino | 8.45 | - |
| Sortino/√2 | 8.81 | - |
| Smart Sortino/√2 | 5.98 | - |
| Omega | 3.26 | 3.26 |
| Max Drawdown | -0.49% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.28% | 0.59% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 36.84 | - |
| Skew | -0.02 | 8.22 |
| Kurtosis | 2.38 | 83.48 |
| Expected Daily | 0.06% | 0.06% |
| Expected Monthly | 1.3% | 1.34% |
| Expected Yearly | 8.53% | 8.82% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.0% |
| Expected Shortfall (cVaR) | -0.18% | -0.0% |
| Max Consecutive Wins | 23 | 405 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 2.26 | - |
| Gain/Pain (1M) | 414.0 | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.26 | - |
| Common Sense Ratio | 4.44 | - |
| CPC Index | - | - |
| Tail Ratio | 1.36 | 2.46 |
| Outlier Win Ratio | 2.46 | 4.34 |
| Outlier Loss Ratio | 1.32 | - |
| MTD | 0.52% | 0.65% |
| 3M | 3.72% | 3.41% |
| 6M | 7.67% | 7.13% |
| YTD | 6.97% | 6.51% |
| 1Y | 17.01% | 16.02% |
| 3Y (ann.) | 18.13% | 18.78% |
| 5Y (ann.) | 18.13% | 18.78% |
| 10Y (ann.) | 18.13% | 18.78% |
| All-time (ann.) | 18.13% | 18.78% |
| Best Day | 0.59% | 0.45% |
| Worst Day | -0.43% | 0.0% |
| Best Month | 1.83% | 1.79% |
| Worst Month | -0.06% | 0.65% |
| Best Year | 19.57% | 19.38% |
| Worst Year | -0.06% | 1.35% |
| Avg. Drawdown | -0.16% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 56.56 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 177.93 | - |
| Avg. Up Month | 1.38% | 1.34% |
| Avg. Down Month | - | - |
| Win Days | 77.39% | 100.0% |
| Win Month | 94.74% | 100.0% |
| Win Quarter | 85.71% | 100.0% |
| Win Year | 66.67% | 100.0% |
| Beta | -0.01 | - |
| Alpha | 0.15 | - |
| Correlation | -0.28% | - |
| Treynor Ratio | -2588.85% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.35 | -0.06 | -0.04 | - |
| 2025 | 19.38 | 19.57 | 1.01 | + |
| 2026 | 6.51 | 6.97 | 1.07 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-04-20 | 2026-04-28 | -0.49 | 8 |
| 2026-04-13 | 2026-04-18 | -0.48 | 5 |
| 2026-04-05 | 2026-04-11 | -0.45 | 6 |
| 2026-05-18 | 2026-05-23 | -0.40 | 5 |
| 2025-12-18 | 2025-12-29 | -0.38 | 11 |
| 2026-05-31 | 2026-06-07 | -0.38 | 7 |
| 2026-02-24 | 2026-02-28 | -0.32 | 4 |
| 2025-11-05 | 2025-11-10 | -0.30 | 5 |
| 2026-02-21 | 2026-02-22 | -0.27 | 1 |
| 2025-01-08 | 2025-01-09 | -0.27 | 1 |