| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 20.39% | 11.77% |
| CAGR﹪ | 34.76% | 19.6% |
| Sharpe | 1.53 | 53.08 |
| Prob. Sharpe Ratio | 88.56% | 100.0% |
| Smart Sharpe | 1.52 | 52.84 |
| Sortino | 2.28 | - |
| Smart Sortino | 2.27 | - |
| Sortino/√2 | 1.62 | - |
| Smart Sortino/√2 | 1.61 | - |
| Omega | 1.3 | 1.3 |
| Max Drawdown | -10.49% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 20.33% | 0.33% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.04 | 0.04 |
| Calmar | 3.31 | - |
| Skew | -0.27 | 2.09 |
| Kurtosis | 1.38 | 5.79 |
| Expected Daily | 0.12% | 0.07% |
| Expected Monthly | 2.35% | 1.4% |
| Expected Yearly | 20.39% | 11.77% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -0.04% |
| Expected Shortfall (cVaR) | -1.98% | -0.04% |
| Max Consecutive Wins | 6 | 160 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 0.3 | - |
| Gain/Pain (1M) | 4.18 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.3 | - |
| Common Sense Ratio | 1.55 | - |
| CPC Index | - | - |
| Tail Ratio | 1.2 | 2.46 |
| Outlier Win Ratio | 1.7 | 24.65 |
| Outlier Loss Ratio | 2.08 | - |
| MTD | 0.54% | 1.29% |
| 3M | 20.21% | 4.05% |
| 6M | 23.33% | 8.62% |
| YTD | 20.39% | 11.77% |
| 1Y | 20.39% | 11.77% |
| 3Y (ann.) | 34.76% | 19.6% |
| 5Y (ann.) | 34.76% | 19.6% |
| 10Y (ann.) | 34.76% | 19.6% |
| All-time (ann.) | 34.76% | 19.6% |
| Best Day | 3.38% | 0.14% |
| Worst Day | -4.19% | 0.0% |
| Best Month | 13.55% | 1.62% |
| Worst Month | -3.95% | 1.28% |
| Best Year | 20.39% | 11.77% |
| Worst Year | 20.39% | 11.77% |
| Avg. Drawdown | -3.1% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1.94 | - |
| Ulcer Index | 0.06 | 0.0 |
| Serenity Index | 0.48 | - |
| Avg. Up Month | 4.95% | 1.31% |
| Avg. Down Month | - | - |
| Win Days | 53.75% | 100.0% |
| Win Month | 62.5% | 100.0% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -4.28 | - |
| Alpha | 1.06 | - |
| Correlation | -6.92% | - |
| Treynor Ratio | -4.76% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.77 | 20.39 | 1.73 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-21 | 2025-11-28 | -10.49 | 38 |
| 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 |
| 2025-09-24 | 2025-09-29 | -0.84 | 5 |
| 2025-09-04 | 2025-09-05 | -0.35 | 1 |
| 2025-10-09 | 2025-10-10 | -0.23 | 1 |
| 2025-10-15 | 2025-10-16 | -0.13 | 1 |