| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 22.63% | 24.1% |
| CAGR﹪ | 18.81% | 20.01% |
| Sharpe | 9.19 | 28.02 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 6.4 | 19.52 |
| Sortino | 19.08 | - |
| Smart Sortino | 13.29 | - |
| Sortino/√2 | 13.49 | - |
| Smart Sortino/√2 | 9.4 | - |
| Omega | 5.12 | 5.12 |
| Max Drawdown | -0.38% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 1.83% | 0.63% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 50.11 | - |
| Skew | 0.07 | 8.41 |
| Kurtosis | 3.77 | 78.24 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.28% | 1.36% |
| Expected Yearly | 7.04% | 7.46% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.12% | -0.0% |
| Expected Shortfall (cVaR) | -0.12% | -0.0% |
| Max Consecutive Wins | 23 | 306 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 4.12 | - |
| Gain/Pain (1M) | 78.02 | - |
| Payoff Ratio | - | - |
| Profit Factor | 5.12 | - |
| Common Sense Ratio | 13.12 | - |
| CPC Index | - | - |
| Tail Ratio | 2.56 | 1.88 |
| Outlier Win Ratio | 2.25 | 3.15 |
| Outlier Loss Ratio | 1.09 | - |
| MTD | -0.2% | 0.14% |
| 3M | 4.01% | 3.75% |
| 6M | 7.89% | 7.82% |
| YTD | 2.61% | 2.56% |
| 1Y | 19.38% | 18.24% |
| 3Y (ann.) | 18.81% | 20.01% |
| 5Y (ann.) | 18.81% | 20.01% |
| 10Y (ann.) | 18.81% | 20.01% |
| All-time (ann.) | 18.81% | 20.01% |
| Best Day | 0.59% | 0.45% |
| Worst Day | -0.38% | 0.0% |
| Best Month | 1.83% | 1.79% |
| Worst Month | -0.2% | 0.14% |
| Best Year | 19.57% | 19.38% |
| Worst Year | -0.06% | 1.35% |
| Avg. Drawdown | -0.12% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 60.28 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 292.6 | - |
| Avg. Up Month | 1.49% | 1.45% |
| Avg. Down Month | - | - |
| Win Days | 82.69% | 100.0% |
| Win Month | 87.5% | 100.0% |
| Win Quarter | 83.33% | 100.0% |
| Win Year | 66.67% | 100.0% |
| Beta | -0.14 | - |
| Alpha | 0.19 | - |
| Correlation | -4.72% | - |
| Treynor Ratio | -166.33% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.35 | -0.06 | -0.04 | - |
| 2025 | 19.38 | 19.57 | 1.01 | + |
| 2026 | 2.56 | 2.61 | 1.02 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-18 | 2025-12-29 | -0.38 | 11 |
| 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 |
| 2026-01-08 | 2026-01-12 | -0.27 | 4 |
| 2025-10-14 | 2025-10-23 | -0.23 | 9 |
| 2025-05-29 | 2025-06-02 | -0.22 | 4 |
| 2026-01-19 | 2026-01-20 | -0.21 | 1 |
| 2026-03-02 | 2026-03-03 | -0.20 | 1 |