| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 42.34% | 43.97% |
| CAGR﹪ | 18.48% | 19.13% |
| Sharpe | 11.85 | 42.63 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 8.25 | 29.67 |
| Sortino | 35.69 | - |
| Smart Sortino | 24.84 | - |
| Sortino/√2 | 25.24 | - |
| Smart Sortino/√2 | 17.56 | - |
| Omega | 9.43 | 9.43 |
| Max Drawdown | -0.24% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 1.25% | 0.36% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 75.99 | - |
| Skew | 0.78 | 4.0 |
| Kurtosis | 4.87 | 31.55 |
| Expected Daily | 0.06% | 0.06% |
| Expected Monthly | 1.37% | 1.41% |
| Expected Yearly | 12.49% | 12.92% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.02% |
| Expected Shortfall (cVaR) | -0.07% | -0.02% |
| Max Consecutive Wins | 78 | 599 |
| Max Consecutive Losses | 3 | 0 |
| Gain/Pain Ratio | 8.43 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 9.43 | - |
| Common Sense Ratio | 42.24 | - |
| CPC Index | - | - |
| Tail Ratio | 4.48 | 2.33 |
| Outlier Win Ratio | 2.29 | 2.97 |
| Outlier Loss Ratio | 0.83 | - |
| MTD | 1.09% | 1.07% |
| 3M | 3.6% | 3.54% |
| 6M | 7.45% | 7.2% |
| YTD | 7.01% | 6.95% |
| 1Y | 16.86% | 15.88% |
| 3Y (ann.) | 18.48% | 19.13% |
| 5Y (ann.) | 18.48% | 19.13% |
| 10Y (ann.) | 18.48% | 19.13% |
| All-time (ann.) | 18.48% | 19.13% |
| Best Day | 0.58% | 0.25% |
| Worst Day | -0.24% | 0.0% |
| Best Month | 2.41% | 1.83% |
| Worst Month | 0.1% | 1.01% |
| Best Year | 20.77% | 19.38% |
| Worst Year | 7.01% | 6.95% |
| Avg. Drawdown | -0.05% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 174.12 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 2202.18 | - |
| Avg. Up Month | 1.37% | 1.41% |
| Avg. Down Month | - | - |
| Win Days | 82.51% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.35 | - |
| Alpha | 0.09 | - |
| Correlation | 10.07% | - |
| Treynor Ratio | 120.51% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.75 | 10.14 | 0.79 | - |
| 2025 | 19.38 | 20.77 | 1.07 | + |
| 2026 | 6.95 | 7.01 | 1.01 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-17 | 2025-07-18 | -0.24 | 1 |
| 2025-07-28 | 2025-07-29 | -0.23 | 1 |
| 2025-07-30 | 2025-08-01 | -0.23 | 2 |
| 2025-09-17 | 2025-09-19 | -0.22 | 2 |
| 2025-07-21 | 2025-07-22 | -0.19 | 1 |
| 2025-08-13 | 2025-08-15 | -0.16 | 2 |
| 2025-10-02 | 2025-10-03 | -0.13 | 1 |
| 2025-10-04 | 2025-10-06 | -0.11 | 2 |
| 2025-10-27 | 2025-10-29 | -0.11 | 2 |
| 2025-07-07 | 2025-07-08 | -0.11 | 1 |