| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 29.2% | 26.81% |
| CAGR﹪ | 21.96% | 20.21% |
| Sharpe | 1.43 | 40.66 |
| Prob. Sharpe Ratio | 95.87% | 100.0% |
| Smart Sharpe | 1.14 | 32.46 |
| Sortino | 2.43 | - |
| Smart Sortino | 1.94 | - |
| Sortino/√2 | 1.72 | - |
| Smart Sortino/√2 | 1.37 | - |
| Omega | 1.29 | 1.29 |
| Max Drawdown | -8.86% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 13.62% | 0.42% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 2.48 | - |
| Skew | 0.75 | 4.19 |
| Kurtosis | 2.6 | 23.14 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.52% | 1.41% |
| Expected Yearly | 8.91% | 8.24% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -0.02% |
| Expected Shortfall (cVaR) | -1.33% | -0.02% |
| Max Consecutive Wins | 6 | 347 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | 0.29 | - |
| Gain/Pain (1M) | 2.86 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.29 | - |
| Common Sense Ratio | 1.94 | - |
| CPC Index | - | - |
| Tail Ratio | 1.51 | 1.96 |
| Outlier Win Ratio | 2.05 | 20.4 |
| Outlier Loss Ratio | 1.68 | - |
| MTD | 0.24% | 0.28% |
| 3M | 2.15% | 3.76% |
| 6M | 1.65% | 7.77% |
| YTD | 2.13% | 2.69% |
| 1Y | 20.14% | 18.1% |
| 3Y (ann.) | 21.96% | 20.21% |
| 5Y (ann.) | 21.96% | 20.21% |
| 10Y (ann.) | 21.96% | 20.21% |
| All-time (ann.) | 21.96% | 20.21% |
| Best Day | 4.25% | 0.23% |
| Worst Day | -2.71% | 0.0% |
| Best Month | 7.81% | 1.81% |
| Worst Month | -5.19% | 0.28% |
| Best Year | 23.79% | 19.38% |
| Worst Year | 2.13% | 2.69% |
| Avg. Drawdown | -1.49% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 3.3 | - |
| Ulcer Index | 0.03 | 0.0 |
| Serenity Index | 1.23 | - |
| Avg. Up Month | 2.77% | 1.38% |
| Avg. Down Month | - | - |
| Win Days | 48.82% | 100.0% |
| Win Month | 76.47% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.41 | - |
| Alpha | 0.12 | - |
| Correlation | 1.27% | - |
| Treynor Ratio | 71.32% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.44 | 2.19 | 0.64 | - |
| 2025 | 19.38 | 23.79 | 1.23 | + |
| 2026 | 2.69 | 2.13 | 0.79 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-20 | 2026-02-17 | -8.86 | 181 |
| 2025-03-19 | 2025-06-13 | -7.97 | 86 |
| 2024-12-24 | 2025-02-14 | -5.97 | 52 |
| 2024-12-12 | 2024-12-20 | -2.88 | 8 |
| 2025-02-17 | 2025-02-21 | -2.71 | 4 |
| 2025-07-07 | 2025-07-15 | -1.74 | 8 |
| 2025-07-18 | 2025-07-21 | -1.67 | 3 |
| 2024-11-29 | 2024-12-03 | -1.61 | 4 |
| 2025-06-23 | 2025-06-26 | -1.31 | 3 |
| 2024-12-04 | 2024-12-06 | -1.10 | 2 |