| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 25.24% | 26.75% |
| CAGR﹪ | 18.21% | 19.27% |
| Sharpe | 7.57 | 27.05 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 5.59 | 19.97 |
| Sortino | 13.88 | - |
| Smart Sortino | 10.25 | - |
| Sortino/√2 | 9.81 | - |
| Smart Sortino/√2 | 7.25 | - |
| Omega | 3.8 | 3.8 |
| Max Drawdown | -0.49% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.07% | 0.61% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 37.0 | - |
| Skew | -0.27 | 8.23 |
| Kurtosis | 3.07 | 80.52 |
| Expected Daily | 0.06% | 0.07% |
| Expected Monthly | 1.26% | 1.33% |
| Expected Yearly | 7.79% | 8.22% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.15% | -0.0% |
| Expected Shortfall (cVaR) | -0.15% | -0.0% |
| Max Consecutive Wins | 23 | 361 |
| Max Consecutive Losses | 2 | 0 |
| Gain/Pain Ratio | 2.8 | - |
| Gain/Pain (1M) | 75.88 | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.8 | - |
| Common Sense Ratio | 4.94 | - |
| CPC Index | - | - |
| Tail Ratio | 1.3 | 2.4 |
| Outlier Win Ratio | 2.56 | 4.01 |
| Outlier Loss Ratio | 1.22 | - |
| MTD | -0.24% | 0.04% |
| 3M | 3.56% | 3.5% |
| 6M | 7.45% | 7.47% |
| YTD | 4.8% | 4.75% |
| 1Y | 17.71% | 16.83% |
| 3Y (ann.) | 18.21% | 19.27% |
| 5Y (ann.) | 18.21% | 19.27% |
| 10Y (ann.) | 18.21% | 19.27% |
| All-time (ann.) | 18.21% | 19.27% |
| Best Day | 0.59% | 0.45% |
| Worst Day | -0.43% | 0.0% |
| Best Month | 1.83% | 1.79% |
| Worst Month | -0.24% | 0.04% |
| Best Year | 19.57% | 19.38% |
| Worst Year | -0.06% | 1.35% |
| Avg. Drawdown | -0.15% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 51.28 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 174.28 | - |
| Avg. Up Month | 1.44% | 1.41% |
| Avg. Down Month | - | - |
| Win Days | 80.78% | 100.0% |
| Win Month | 88.89% | 100.0% |
| Win Quarter | 85.71% | 100.0% |
| Win Year | 66.67% | 100.0% |
| Beta | -0.04 | - |
| Alpha | 0.16 | - |
| Correlation | -1.24% | - |
| Treynor Ratio | -598.73% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.35 | -0.06 | -0.04 | - |
| 2025 | 19.38 | 19.57 | 1.01 | + |
| 2026 | 4.75 | 4.80 | 1.01 | + |
| 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 |
| 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 |
| 2026-03-02 | 2026-03-09 | -0.26 | 7 |