| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | -3.86% | 13.03% |
| CAGR﹪ | -4.89% | 16.92% |
| Sharpe | -0.17 | 44.63 |
| Prob. Sharpe Ratio | 43.5% | 100.0% |
| Smart Sharpe | -0.16 | 41.1 |
| Sortino | -0.24 | - |
| Smart Sortino | -0.22 | - |
| Sortino/√2 | -0.17 | - |
| Smart Sortino/√2 | -0.15 | - |
| Omega | 0.97 | 0.97 |
| Max Drawdown | -16.41% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 17.0% | 0.31% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | -0.3 | - |
| Skew | -0.03 | 2.88 |
| Kurtosis | 3.34 | 10.77 |
| Expected Daily | -0.02% | 0.05% |
| Expected Monthly | -0.39% | 1.23% |
| Expected Yearly | -1.95% | 6.32% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -0.02% |
| Expected Shortfall (cVaR) | -1.77% | -0.02% |
| Max Consecutive Wins | 6 | 225 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | -0.03 | - |
| Gain/Pain (1M) | -0.11 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.97 | - |
| Common Sense Ratio | 0.87 | - |
| CPC Index | - | - |
| Tail Ratio | 0.89 | 1.75 |
| Outlier Win Ratio | 1.72 | 22.62 |
| Outlier Loss Ratio | 1.91 | - |
| MTD | -3.56% | 1.12% |
| 3M | -6.87% | 3.46% |
| 6M | 6.18% | 7.55% |
| YTD | -4.0% | 4.71% |
| 1Y | -3.86% | 13.03% |
| 3Y (ann.) | -4.89% | 16.92% |
| 5Y (ann.) | -4.89% | 16.92% |
| 10Y (ann.) | -4.89% | 16.92% |
| All-time (ann.) | -4.89% | 16.92% |
| Best Day | 5.27% | 0.14% |
| Worst Day | -3.94% | 0.0% |
| Best Month | 6.46% | 1.31% |
| Worst Month | -7.45% | 1.12% |
| Best Year | 0.15% | 7.95% |
| Worst Year | -4.0% | 4.71% |
| Avg. Drawdown | -4.41% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.23 | - |
| Ulcer Index | 0.07 | 0.0 |
| Serenity Index | -0.05 | - |
| Avg. Up Month | 4.09% | 1.25% |
| Avg. Down Month | - | - |
| Win Days | 51.82% | 100.0% |
| Win Month | 50.0% | 100.0% |
| Win Quarter | 25.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | -1.31 | - |
| Alpha | 0.15 | - |
| Correlation | -2.37% | - |
| Treynor Ratio | 2.93% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 7.95 | 0.15 | 0.02 | - |
| 2026 | 4.71 | -4.00 | -0.85 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-18 | 2026-04-30 | -16.41 | 255 |
| 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 |