| Metric | Strategy | Benchmark | 
|---|---|---|
| Risk-Free Rate | 7.0% | 7.0% | 
| Time in Market | 99.0% | 99.0% | 
| Cumulative Return | -8.39% | -7.28% | 
| CAGR﹪ | -29.12% | -25.67% | 
| Sharpe | -1.56 | -1.3 | 
| Prob. Sharpe Ratio | 11.21% | 13.62% | 
| Smart Sharpe | -1.48 | -1.24 | 
| Sortino | -2.07 | -1.75 | 
| Smart Sortino | -1.97 | -1.67 | 
| Sortino/√2 | -1.46 | -1.24 | 
| Smart Sortino/√2 | -1.4 | -1.18 | 
| Omega | 0.76 | 0.76 | 
| Max Drawdown | -16.41% | -17.77% | 
| Longest DD Days | 73 | 73 | 
| Volatility (ann.) | 23.46% | 24.45% | 
| R^2 | 0.44 | 0.44 | 
| Information Ratio | -0.02 | -0.02 | 
| Calmar | -1.77 | -1.44 | 
| Skew | 0.21 | 0.1 | 
| Kurtosis | 2.29 | 1.38 | 
| Expected Daily | -0.13% | -0.11% | 
| Expected Monthly | -2.17% | -1.87% | 
| Expected Yearly | -8.39% | -7.28% | 
| Kelly Criterion | -14.22% | -10.78% | 
| Risk of Ruin | 0.0% | 0.0% | 
| Daily Value-at-Risk | -2.55% | -2.63% | 
| Expected Shortfall (cVaR) | -2.55% | -2.63% | 
| Max Consecutive Wins | 5 | 5 | 
| Max Consecutive Losses | 6 | 5 | 
| Gain/Pain Ratio | -0.2 | -0.16 | 
| Gain/Pain (1M) | -0.57 | -0.52 | 
| Payoff Ratio | 0.8 | 0.85 | 
| Profit Factor | 0.8 | 0.84 | 
| Common Sense Ratio | 0.63 | 0.72 | 
| CPC Index | 0.32 | 0.35 | 
| Tail Ratio | 0.79 | 0.86 | 
| Outlier Win Ratio | 3.9 | 3.63 | 
| Outlier Loss Ratio | 3.22 | 3.13 | 
| MTD | -5.58% | -4.74% | 
| 3M | -8.39% | -7.28% | 
| 6M | -8.39% | -7.28% | 
| YTD | -8.39% | -7.28% | 
| 1Y | -8.39% | -7.28% | 
| 3Y (ann.) | -29.12% | -25.67% | 
| 5Y (ann.) | -29.12% | -25.67% | 
| 10Y (ann.) | -29.12% | -25.67% | 
| All-time (ann.) | -29.12% | -25.67% | 
| Best Day | 5.27% | 4.35% | 
| Worst Day | -3.94% | -4.1% | 
| Best Month | 5.97% | 6.12% | 
| Worst Month | -5.58% | -7.41% | 
| Best Year | -8.39% | -7.28% | 
| Worst Year | -8.39% | -7.28% | 
| Avg. Drawdown | -6.97% | -4.96% | 
| Avg. Drawdown Days | 27 | 20 | 
| Recovery Factor | -0.51 | -0.41 | 
| Ulcer Index | 0.08 | 0.09 | 
| Serenity Index | -0.22 | -0.15 | 
| Avg. Up Month | 5.97% | 6.12% | 
| Avg. Down Month | -4.73% | -4.36% | 
| Win Days | 49.25% | 49.25% | 
| Win Month | 25.0% | 25.0% | 
| Win Quarter | 0.0% | 0.0% | 
| Win Year | 0.0% | 0.0% | 
| Beta | 0.64 | - | 
| Alpha | -0.14 | - | 
| Correlation | 66.34% | - | 
| Treynor Ratio | -24.18% | - | 
| Year | Benchmark | Strategy | Multiplier | Won | 
|---|---|---|---|---|
| 2025 | -7.28 | -8.39 | 1.15 | - | 
| Started | Recovered | Drawdown | Days | 
|---|---|---|---|
| 2025-08-18 | 2025-10-30 | -16.41 | 73 | 
| 2025-07-30 | 2025-08-06 | -3.58 | 7 | 
| 2025-08-13 | 2025-08-14 | -0.92 | 1 |