| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 33.78% | 17.92% |
| CAGR﹪ | 33.88% | 17.98% |
| Sharpe | 1.19 | 48.19 |
| Prob. Sharpe Ratio | 88.57% | 100.0% |
| Smart Sharpe | 1.13 | 45.83 |
| Sortino | 1.67 | - |
| Smart Sortino | 1.59 | - |
| Sortino/√2 | 1.18 | - |
| Smart Sortino/√2 | 1.12 | - |
| Omega | 1.24 | 1.24 |
| Max Drawdown | -14.61% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 24.91% | 0.31% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.04 | 0.04 |
| Calmar | 2.32 | - |
| Skew | -0.85 | 2.21 |
| Kurtosis | 5.12 | 6.97 |
| Expected Daily | 0.11% | 0.06% |
| Expected Monthly | 2.26% | 1.28% |
| Expected Yearly | 15.66% | 8.59% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.46% | -0.03% |
| Expected Shortfall (cVaR) | -2.46% | -0.03% |
| Max Consecutive Wins | 7 | 275 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 0.24 | - |
| Gain/Pain (1M) | 1.74 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.24 | - |
| Common Sense Ratio | 1.19 | - |
| CPC Index | - | - |
| Tail Ratio | 0.96 | 1.93 |
| Outlier Win Ratio | 1.67 | 31.23 |
| Outlier Loss Ratio | 1.98 | - |
| MTD | -4.99% | 0.58% |
| 3M | 0.1% | 3.86% |
| 6M | 10.3% | 7.69% |
| YTD | 6.17% | 4.16% |
| 1Y | 33.78% | 17.92% |
| 3Y (ann.) | 33.88% | 17.98% |
| 5Y (ann.) | 33.88% | 17.98% |
| 10Y (ann.) | 33.88% | 17.98% |
| All-time (ann.) | 33.88% | 17.98% |
| Best Day | 5.08% | 0.14% |
| Worst Day | -9.1% | 0.0% |
| Best Month | 17.77% | 1.62% |
| Worst Month | -9.07% | 0.58% |
| Best Year | 26.0% | 13.21% |
| Worst Year | 6.17% | 4.16% |
| Avg. Drawdown | -4.01% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 2.31 | - |
| Ulcer Index | 0.06 | 0.0 |
| Serenity Index | 0.81 | - |
| Avg. Up Month | 6.44% | 1.28% |
| Avg. Down Month | - | - |
| Win Days | 54.55% | 100.0% |
| Win Month | 61.54% | 100.0% |
| Win Quarter | 60.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.37 | - |
| Alpha | 0.35 | - |
| Correlation | -0.47% | - |
| Treynor Ratio | -90.43% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.21 | 26.00 | 1.97 | + |
| 2026 | 4.16 | 6.17 | 1.48 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-04-14 | -14.61 | 43 |
| 2026-01-29 | 2026-02-28 | -11.26 | 30 |
| 2025-10-21 | 2026-01-05 | -10.49 | 76 |
| 2025-04-23 | 2025-09-03 | -9.35 | 133 |
| 2025-09-11 | 2025-09-23 | -2.50 | 12 |
| 2025-09-30 | 2025-10-03 | -2.17 | 3 |
| 2025-04-17 | 2025-04-21 | -1.84 | 4 |
| 2026-01-14 | 2026-01-19 | -1.30 | 5 |
| 2025-09-24 | 2025-09-29 | -0.84 | 5 |
| 2026-01-08 | 2026-01-12 | -0.81 | 4 |