| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 88.0% | 97.0% |
| Cumulative Return | 2.66% | 2.67% |
| CAGR﹪ | 23.18% | 23.3% |
| Sharpe | 10.83 | 12.6 |
| Prob. Sharpe Ratio | 100.0% | 99.99% |
| Smart Sharpe | 7.06 | 8.22 |
| Sortino | 54.46 | - |
| Smart Sortino | 35.52 | - |
| Sortino/√2 | 38.51 | - |
| Smart Sortino/√2 | 25.12 | - |
| Omega | 10.54 | 10.54 |
| Max Drawdown | -0.09% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 1.86% | 1.6% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.0 | -0.0 |
| Calmar | 252.54 | - |
| Skew | 1.77 | 5.62 |
| Kurtosis | 4.62 | 32.12 |
| Expected Daily | 0.08% | 0.08% |
| Expected Monthly | 0.88% | 0.88% |
| Expected Yearly | 2.66% | 2.67% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.11% | -0.09% |
| Expected Shortfall (cVaR) | -0.11% | -0.09% |
| Max Consecutive Wins | 6 | 32 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 9.54 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 10.54 | - |
| Common Sense Ratio | 46.34 | - |
| CPC Index | - | - |
| Tail Ratio | 4.39 | 1.01 |
| Outlier Win Ratio | 4.39 | 5.69 |
| Outlier Loss Ratio | 0.56 | - |
| MTD | 1.38% | 0.71% |
| 3M | 2.66% | 2.67% |
| 6M | 2.66% | 2.67% |
| YTD | 2.66% | 2.67% |
| 1Y | 2.66% | 2.67% |
| 3Y (ann.) | 23.18% | 23.3% |
| 5Y (ann.) | 23.18% | 23.3% |
| 10Y (ann.) | 23.18% | 23.3% |
| All-time (ann.) | 23.18% | 23.3% |
| Best Day | 0.48% | 0.64% |
| Worst Day | -0.09% | 0.0% |
| Best Month | 1.38% | 1.3% |
| Worst Month | 0.12% | 0.64% |
| Best Year | 2.66% | 2.67% |
| Worst Year | 2.66% | 2.67% |
| Avg. Drawdown | -0.06% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 29.0 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 295.84 | - |
| Avg. Up Month | 0.88% | 0.88% |
| Avg. Down Month | - | - |
| Win Days | 82.76% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.09 | - |
| Alpha | 0.18 | - |
| Correlation | 8.06% | - |
| Treynor Ratio | 28.5% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.67 | 2.66 | 1.00 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-25 | 2025-11-26 | -0.09 | 1 |
| 2025-11-06 | 2025-11-07 | -0.06 | 1 |
| 2025-12-02 | 2025-12-03 | -0.06 | 1 |
| 2025-11-19 | 2025-11-20 | -0.03 | 1 |
| 2025-12-05 | 2025-12-08 | -0.03 | 3 |