| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 7.0% | 7.0% |
| Time in Market | 99.0% | 98.0% |
| Cumulative Return | 5.07% | 4.95% |
| CAGR﹪ | 14.43% | 14.05% |
| Sharpe | 13.28 | 11.65 |
| Prob. Sharpe Ratio | - | - |
| Smart Sharpe | 10.31 | 9.04 |
| Sortino | 140.48 | 78.79 |
| Smart Sortino | 109.02 | 61.15 |
| Sortino/√2 | 99.33 | 55.71 |
| Smart Sortino/√2 | 77.09 | 43.24 |
| Omega | 71.29 | 71.29 |
| Max Drawdown | - | -0.0% |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.48% | 0.52% |
| R^2 | 0.02 | 0.02 |
| Information Ratio | 0.03 | 0.03 |
| Calmar | - | 14434.38 |
| Skew | 1.2 | 1.29 |
| Kurtosis | -0.07 | 0.32 |
| Expected Daily | 0.05% | 0.05% |
| Expected Monthly | 0.99% | 0.97% |
| Expected Yearly | 5.07% | 4.95% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.0% | -0.0% |
| Expected Shortfall (cVaR) | -0.0% | -0.0% |
| Max Consecutive Wins | 94 | 47 |
| Max Consecutive Losses | 0 | 1 |
| Gain/Pain Ratio | - | 4960.25 |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | - | 4961.25 |
| Common Sense Ratio | - | 16972.24 |
| CPC Index | - | - |
| Tail Ratio | 3.98 | 3.42 |
| Outlier Win Ratio | 2.25 | 2.28 |
| Outlier Loss Ratio | - | -9.41 |
| MTD | 0.5% | 0.51% |
| 3M | 3.51% | 3.39% |
| 6M | 5.07% | 4.95% |
| YTD | 5.07% | 4.95% |
| 1Y | 5.07% | 4.95% |
| 3Y (ann.) | 14.43% | 14.05% |
| 5Y (ann.) | 14.43% | 14.05% |
| 10Y (ann.) | 14.43% | 14.05% |
| All-time (ann.) | 14.43% | 14.05% |
| Best Day | 0.12% | 0.15% |
| Worst Day | 0.0% | -0.0% |
| Best Month | 1.19% | 1.09% |
| Worst Month | 0.5% | 0.51% |
| Best Year | 5.07% | 4.95% |
| Worst Year | 5.07% | 4.95% |
| Avg. Drawdown | - | -0.0% |
| Avg. Drawdown Days | - | - |
| Recovery Factor | - | 5080.09 |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | - | -3832441.93 |
| Avg. Up Month | 1.0% | 0.97% |
| Avg. Down Month | - | - |
| Win Days | 100.0% | 98.92% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.12 | - |
| Alpha | 0.15 | - |
| Correlation | -12.77% | - |
| Treynor Ratio | 16.33% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 4.95 | 5.07 | 1.03 | + |
| Started | Recovered | Drawdown | Days |
|---|