OPNB[Strategy] vs RUB Inflation[Benchmark]

6 Sep, 2021 - 30 Jun, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	97.0%	100.0%
Cumulative Return	2.56%	31.59%
CAGR﹪	0.67%	7.46%
Sharpe	0.12	21.28
Prob. Sharpe Ratio	59.17%	100.0%
Smart Sharpe	0.11	20.67
Sortino	0.18	89.64
Smart Sortino	0.17	87.08
Sortino/√2	0.13	63.39
Smart Sortino/√2	0.12	61.58
Omega	1.03	1.03
Max Drawdown	-25.49%	-1.25%
Longest DD Days	1055	209
Volatility (ann.)	14.76%	0.34%
R^2	0.0	0.0
Information Ratio	-0.02	-0.02
Calmar	0.03	5.94
Skew	3.0	-0.17
Kurtosis	149.32	0.28
Expected Daily	0.0%	0.03%
Expected Monthly	0.06%	0.61%
Expected Yearly	0.51%	5.64%
Kelly Criterion	13.27%	88.94%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-1.52%	-0.01%
Expected Shortfall (cVaR)	-1.52%	-0.01%
Max Consecutive Wins	13	725
Max Consecutive Losses	10	65
Gain/Pain Ratio	0.03	21.75
Gain/Pain (1M)	0.09	21.75
Payoff Ratio	1.5	1.64
Profit Factor	1.03	22.75
Common Sense Ratio	1.05	88.07
CPC Index	0.74	34.68
Tail Ratio	1.01	3.87
Outlier Win Ratio	2.16	28.62
Outlier Loss Ratio	1.75	37.47
MTD	5.13%	0.33%
3M	7.9%	1.2%
6M	12.05%	3.97%
YTD	11.85%	3.91%
1Y	18.69%	9.56%
3Y (ann.)	0.16%	7.44%
5Y (ann.)	0.67%	7.46%
10Y (ann.)	0.67%	7.46%
All-time (ann.)	0.67%	7.46%
Best Day	16.67%	0.08%
Worst Day	-12.11%	-0.02%
Best Month	24.19%	1.56%
Worst Month	-22.9%	-0.52%
Best Year	11.85%	9.51%
Worst Year	-5.64%	3.5%
Avg. Drawdown	-7.21%	-1.25%
Avg. Drawdown Days	197	209
Recovery Factor	0.1	25.17
Ulcer Index	0.09	0.0
Serenity Index	0.02	3.16
Avg. Up Month	3.85%	0.68%
Avg. Down Month	-0.78%	-0.52%
Win Days	47.97%	93.14%
Win Month	46.67%	93.33%
Win Quarter	43.75%	93.75%
Win Year	20.0%	100.0%
Beta	0.85	-
Alpha	-0.04	-
Correlation	1.97%	-
Treynor Ratio	3.03%	-