| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 20.29% | 22.66% |
| CAGR﹪ | 20.11% | 22.46% |
| Sharpe | 17.61 | 51.28 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 14.86 | 43.26 |
| Sortino | 107.65 | - |
| Smart Sortino | 90.81 | - |
| Sortino/√2 | 76.12 | - |
| Smart Sortino/√2 | 64.21 | - |
| Omega | 29.73 | 29.73 |
| Max Drawdown | -0.07% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 1.0% | 0.38% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.11 | -0.11 |
| Calmar | 289.48 | - |
| Skew | 0.69 | 5.77 |
| Kurtosis | 0.44 | 41.5 |
| Expected Daily | 0.07% | 0.08% |
| Expected Monthly | 1.43% | 1.58% |
| Expected Yearly | 9.68% | 10.75% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.03% | -0.04% |
| Expected Shortfall (cVaR) | -0.03% | -0.04% |
| Max Consecutive Wins | 78 | 264 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 28.73 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 29.73 | - |
| Common Sense Ratio | 230.3 | - |
| CPC Index | - | - |
| Tail Ratio | 7.75 | 1.44 |
| Outlier Win Ratio | 3.07 | 3.11 |
| Outlier Loss Ratio | -0.11 | - |
| MTD | 1.71% | 1.63% |
| 3M | 6.03% | 5.14% |
| 6M | 11.11% | 10.76% |
| YTD | 9.22% | 8.79% |
| 1Y | 20.23% | 22.05% |
| 3Y (ann.) | 20.11% | 22.46% |
| 5Y (ann.) | 20.11% | 22.46% |
| 10Y (ann.) | 20.11% | 22.46% |
| All-time (ann.) | 20.11% | 22.46% |
| Best Day | 0.29% | 0.25% |
| Worst Day | -0.07% | 0.0% |
| Best Month | 2.41% | 1.83% |
| Worst Month | 0.1% | 1.01% |
| Best Year | 10.14% | 12.75% |
| Worst Year | 9.22% | 8.79% |
| Avg. Drawdown | -0.03% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 292.08 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 6519.12 | - |
| Avg. Up Month | 1.43% | 1.58% |
| Avg. Down Month | - | - |
| Win Days | 92.03% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.03 | - |
| Alpha | 0.18 | - |
| Correlation | -1.0% | - |
| Treynor Ratio | -771.34% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.75 | 10.14 | 0.79 | - |
| 2025 | 8.79 | 9.22 | 1.05 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2024-06-21 | -0.07 | 1 |
| 2025-05-28 | 2025-05-29 | -0.07 | 1 |
| 2024-07-29 | 2024-07-30 | -0.06 | 1 |
| 2025-05-05 | 2025-05-06 | -0.05 | 1 |
| 2024-06-04 | 2024-06-05 | -0.05 | 1 |
| 2024-07-09 | 2024-07-11 | -0.05 | 2 |
| 2025-03-13 | 2025-03-14 | -0.03 | 1 |
| 2025-04-02 | 2025-04-03 | -0.03 | 1 |
| 2025-05-07 | 2025-05-08 | -0.03 | 1 |
| 2024-08-13 | 2024-08-14 | -0.03 | 1 |