| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 27.88% | 10.28% |
| CAGR﹪ | 18.12% | 6.85% |
| Sharpe | 6.69 | 11.53 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 4.53 | 7.81 |
| Sortino | 12.45 | 88.07 |
| Smart Sortino | 8.43 | 59.63 |
| Sortino/√2 | 8.8 | 62.27 |
| Smart Sortino/√2 | 5.96 | 42.16 |
| Omega | 3.25 | 3.25 |
| Max Drawdown | -0.49% | -0.4% |
| Longest DD Days | 11 | 63 |
| Volatility (ann.) | 2.28% | 0.53% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.25 | 0.25 |
| Calmar | 36.81 | 17.13 |
| Skew | -0.02 | 5.9 |
| Kurtosis | 2.35 | 51.14 |
| Expected Daily | 0.06% | 0.02% |
| Expected Monthly | 1.3% | 0.52% |
| Expected Yearly | 8.54% | 3.32% |
| Kelly Criterion | 64.73% | 91.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.03% |
| Expected Shortfall (cVaR) | -0.18% | -0.03% |
| Max Consecutive Wins | 23 | 236 |
| Max Consecutive Losses | 2 | 21 |
| Gain/Pain Ratio | 2.25 | 24.42 |
| Gain/Pain (1M) | 414.52 | 24.42 |
| Payoff Ratio | 1.83 | 1.38 |
| Profit Factor | 3.25 | 25.42 |
| Common Sense Ratio | 4.42 | 145.69 |
| CPC Index | 4.59 | 33.25 |
| Tail Ratio | 1.36 | 5.73 |
| Outlier Win Ratio | 2.39 | 10.05 |
| Outlier Loss Ratio | 1.54 | 10.25 |
| MTD | 0.56% | 0.11% |
| 3M | 3.61% | 0.69% |
| 6M | 7.24% | 3.54% |
| YTD | 7.01% | 3.41% |
| 1Y | 16.84% | 5.32% |
| 3Y (ann.) | 18.12% | 6.85% |
| 5Y (ann.) | 18.12% | 6.85% |
| 10Y (ann.) | 18.12% | 6.85% |
| All-time (ann.) | 18.12% | 6.85% |
| Best Day | 0.59% | 0.33% |
| Worst Day | -0.43% | -0.02% |
| Best Month | 1.83% | 1.62% |
| Worst Month | -0.06% | -0.4% |
| Best Year | 19.57% | 5.6% |
| Worst Year | -0.06% | 0.99% |
| Avg. Drawdown | -0.16% | -0.4% |
| Avg. Drawdown Days | 3 | 63 |
| Recovery Factor | 56.64 | 25.7 |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 177.2 | 29.52 |
| Avg. Up Month | 1.38% | 0.54% |
| Avg. Down Month | - | - |
| Win Days | 77.19% | 94.83% |
| Win Month | 94.74% | 94.74% |
| Win Quarter | 85.71% | 100.0% |
| Win Year | 66.67% | 100.0% |
| Beta | -0.12 | - |
| Alpha | 0.16 | - |
| Correlation | -2.7% | - |
| Treynor Ratio | -237.71% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.99 | -0.06 | -0.06 | - |
| 2025 | 5.60 | 19.57 | 3.49 | + |
| 2026 | 3.41 | 7.01 | 2.06 | + |
| 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 |