| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 60.66% | 71.42% |
| CAGR﹪ | 12.98% | 14.88% |
| Sharpe | 3.42 | 46.73 |
| Prob. Sharpe Ratio | 100.0% | - |
| Smart Sharpe | 3.23 | 44.24 |
| Sortino | 5.26 | - |
| Smart Sortino | 4.98 | - |
| Sortino/√2 | 3.72 | - |
| Smart Sortino/√2 | 3.52 | - |
| Omega | 1.89 | 1.89 |
| Max Drawdown | -4.56% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 3.55% | 0.29% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 2.84 | - |
| Skew | -1.18 | -0.04 |
| Kurtosis | 19.64 | -0.92 |
| Expected Daily | 0.05% | 0.05% |
| Expected Monthly | 0.99% | 1.13% |
| Expected Yearly | 9.95% | 11.38% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -0.02% |
| Expected Shortfall (cVaR) | -0.32% | -0.02% |
| Max Consecutive Wins | 25 | 991 |
| Max Consecutive Losses | 7 | 0 |
| Gain/Pain Ratio | 0.89 | - |
| Gain/Pain (1M) | 5.04 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.89 | - |
| Common Sense Ratio | 2.39 | - |
| CPC Index | - | - |
| Tail Ratio | 1.26 | 3.18 |
| Outlier Win Ratio | 2.09 | 6.05 |
| Outlier Loss Ratio | 1.39 | - |
| MTD | 0.3% | 0.38% |
| 3M | 4.97% | 3.46% |
| 6M | 9.88% | 7.2% |
| YTD | 7.65% | 6.22% |
| 1Y | 21.67% | 16.14% |
| 3Y (ann.) | 14.26% | 17.25% |
| 5Y (ann.) | 12.98% | 14.88% |
| 10Y (ann.) | 12.98% | 14.88% |
| All-time (ann.) | 12.98% | 14.88% |
| Best Day | 1.43% | 0.1% |
| Worst Day | -2.21% | 0.0% |
| Best Month | 5.56% | 1.83% |
| Worst Month | -2.04% | 0.38% |
| Best Year | 28.2% | 19.38% |
| Worst Year | 3.68% | 3.5% |
| Avg. Drawdown | -0.3% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 13.29 | - |
| Ulcer Index | 0.01 | 0.0 |
| Serenity Index | 7.42 | - |
| Avg. Up Month | 1.48% | 1.14% |
| Avg. Down Month | - | - |
| Win Days | 63.24% | 100.0% |
| Win Month | 81.25% | 100.0% |
| Win Quarter | 87.5% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 1.26 | - |
| Alpha | -0.05 | - |
| Correlation | 10.44% | - |
| Treynor Ratio | 48.01% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 3.50 | 4.31 | 1.23 | + |
| 2023 | 10.00 | 3.68 | 0.37 | - |
| 2024 | 18.74 | 7.65 | 0.41 | - |
| 2025 | 19.38 | 28.20 | 1.45 | + |
| 2026 | 6.22 | 7.65 | 1.23 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-19 | 2022-11-15 | -4.56 | 57 |
| 2023-08-09 | 2024-02-09 | -3.85 | 184 |
| 2024-10-09 | 2024-12-24 | -2.81 | 76 |
| 2024-05-13 | 2024-07-24 | -1.67 | 72 |
| 2025-09-09 | 2025-11-01 | -1.58 | 53 |
| 2024-08-15 | 2024-10-08 | -1.11 | 54 |
| 2025-04-04 | 2025-04-16 | -1.10 | 12 |
| 2023-02-06 | 2023-03-10 | -0.87 | 32 |
| 2024-03-13 | 2024-03-29 | -0.64 | 16 |
| 2025-12-19 | 2025-12-26 | -0.56 | 7 |