| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | -1.78% | 7.49% |
| CAGR﹪ | -4.29% | 19.2% |
| Sharpe | -0.08 | 47.51 |
| Prob. Sharpe Ratio | 47.78% | 100.0% |
| Smart Sharpe | -0.08 | 42.68 |
| Sortino | -0.12 | - |
| Smart Sortino | -0.11 | - |
| Sortino/√2 | -0.08 | - |
| Smart Sortino/√2 | -0.08 | - |
| Omega | 0.99 | 0.99 |
| Max Drawdown | -16.41% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 21.65% | 0.35% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | -0.26 | - |
| Skew | 0.04 | 2.39 |
| Kurtosis | 1.82 | 6.5 |
| Expected Daily | -0.02% | 0.07% |
| Expected Monthly | -0.3% | 1.21% |
| Expected Yearly | -1.78% | 7.49% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -0.03% |
| Expected Shortfall (cVaR) | -2.25% | -0.03% |
| Max Consecutive Wins | 5 | 108 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | -0.01 | - |
| Gain/Pain (1M) | -0.05 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.99 | - |
| Common Sense Ratio | 0.92 | - |
| CPC Index | - | - |
| Tail Ratio | 0.93 | 2.46 |
| Outlier Win Ratio | 1.34 | 19.26 |
| Outlier Loss Ratio | 1.59 | - |
| MTD | 2.75% | 0.84% |
| 3M | -2.36% | 4.19% |
| 6M | -1.78% | 7.49% |
| YTD | -1.78% | 7.49% |
| 1Y | -1.78% | 7.49% |
| 3Y (ann.) | -4.29% | 19.2% |
| 5Y (ann.) | -4.29% | 19.2% |
| 10Y (ann.) | -4.29% | 19.2% |
| All-time (ann.) | -4.29% | 19.2% |
| Best Day | 5.27% | 0.14% |
| Worst Day | -3.94% | 0.0% |
| Best Month | 6.46% | 1.31% |
| Worst Month | -7.45% | 0.84% |
| Best Year | -1.78% | 7.49% |
| Worst Year | -1.78% | 7.49% |
| Avg. Drawdown | -4.41% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.11 | - |
| Ulcer Index | 0.09 | 0.0 |
| Serenity Index | -0.02 | - |
| Avg. Up Month | 5.06% | 1.15% |
| Avg. Down Month | - | - |
| Win Days | 51.43% | 100.0% |
| Win Month | 50.0% | 100.0% |
| Win Quarter | 50.0% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | -2.7 | - |
| Alpha | 0.43 | - |
| Correlation | -4.39% | - |
| Treynor Ratio | 0.66% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 7.49 | -1.78 | -0.24 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-18 | 2025-12-15 | -16.41 | 119 |
| 2025-07-30 | 2025-08-06 | -3.58 | 7 |
| 2025-08-13 | 2025-08-14 | -0.92 | 1 |
| 2025-07-25 | 2025-07-29 | -0.77 | 4 |
| 2025-07-21 | 2025-07-22 | -0.36 | 1 |