| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 3.27% | 11.81% |
| CAGR﹪ | 4.99% | 18.42% |
| Sharpe | 0.34 | 48.41 |
| Prob. Sharpe Ratio | 61.26% | 100.0% |
| Smart Sharpe | 0.3 | 43.65 |
| Sortino | 0.47 | - |
| Smart Sortino | 0.43 | - |
| Sortino/√2 | 0.34 | - |
| Smart Sortino/√2 | 0.3 | - |
| Omega | 1.06 | 1.06 |
| Max Drawdown | -16.41% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 17.9% | 0.32% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 0.3 | - |
| Skew | -0.02 | 2.47 |
| Kurtosis | 3.17 | 7.78 |
| Expected Daily | 0.02% | 0.06% |
| Expected Monthly | 0.36% | 1.25% |
| Expected Yearly | 1.62% | 5.74% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -0.03% |
| Expected Shortfall (cVaR) | -1.83% | -0.03% |
| Max Consecutive Wins | 5 | 182 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | 0.06 | - |
| Gain/Pain (1M) | 0.27 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.06 | - |
| Common Sense Ratio | 1.13 | - |
| CPC Index | - | - |
| Tail Ratio | 1.07 | 1.82 |
| Outlier Win Ratio | 1.62 | 20.65 |
| Outlier Loss Ratio | 1.95 | - |
| MTD | -0.16% | 1.16% |
| 3M | 5.15% | 4.29% |
| 6M | 2.89% | 8.32% |
| YTD | 3.12% | 3.58% |
| 1Y | 3.27% | 11.81% |
| 3Y (ann.) | 4.99% | 18.42% |
| 5Y (ann.) | 4.99% | 18.42% |
| 10Y (ann.) | 4.99% | 18.42% |
| All-time (ann.) | 4.99% | 18.42% |
| Best Day | 5.27% | 0.14% |
| Worst Day | -3.94% | 0.0% |
| Best Month | 6.46% | 1.31% |
| Worst Month | -7.45% | 1.16% |
| Best Year | 3.12% | 7.95% |
| Worst Year | 0.15% | 3.58% |
| Avg. Drawdown | -4.41% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.2 | - |
| Ulcer Index | 0.07 | 0.0 |
| Serenity Index | 0.04 | - |
| Avg. Up Month | 4.09% | 1.25% |
| Avg. Down Month | - | - |
| Win Days | 52.54% | 100.0% |
| Win Month | 55.56% | 100.0% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -3.43 | - |
| Alpha | 0.59 | - |
| Correlation | -6.09% | - |
| Treynor Ratio | -0.95% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 7.95 | 0.15 | 0.02 | - |
| 2026 | 3.58 | 3.12 | 0.87 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-18 | 2026-03-16 | -16.41 | 210 |
| 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 |