| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 0.36% | 14.94% |
| CAGR﹪ | 0.45% | 19.01% |
| Sharpe | 0.13 | 29.01 |
| Prob. Sharpe Ratio | 54.65% | 100.0% |
| Smart Sharpe | 0.13 | 28.57 |
| Sortino | 0.19 | - |
| Smart Sortino | 0.18 | - |
| Sortino/√2 | 0.13 | - |
| Smart Sortino/√2 | 0.13 | - |
| Omega | 1.02 | 1.02 |
| Max Drawdown | -16.59% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 22.38% | 0.6% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 0.03 | - |
| Skew | 0.03 | 6.26 |
| Kurtosis | 0.8 | 40.6 |
| Expected Daily | 0.0% | 0.07% |
| Expected Monthly | 0.03% | 1.27% |
| Expected Yearly | 0.18% | 7.21% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -0.01% |
| Expected Shortfall (cVaR) | -2.31% | -0.01% |
| Max Consecutive Wins | 8 | 199 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 0.02 | - |
| Gain/Pain (1M) | 0.12 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.02 | - |
| Common Sense Ratio | 1.0 | - |
| CPC Index | - | - |
| Tail Ratio | 0.98 | 1.45 |
| Outlier Win Ratio | 1.96 | 29.24 |
| Outlier Loss Ratio | 1.61 | - |
| MTD | -4.34% | 0.5% |
| 3M | 7.82% | 4.02% |
| 6M | -3.36% | 8.06% |
| YTD | -0.8% | 1.72% |
| 1Y | 0.36% | 14.94% |
| 3Y (ann.) | 0.45% | 19.01% |
| 5Y (ann.) | 0.45% | 19.01% |
| 10Y (ann.) | 0.45% | 19.01% |
| All-time (ann.) | 0.45% | 19.01% |
| Best Day | 4.27% | 0.33% |
| Worst Day | -4.2% | 0.0% |
| Best Month | 6.77% | 1.62% |
| Worst Month | -6.42% | 0.5% |
| Best Year | 1.17% | 12.99% |
| Worst Year | -0.8% | 1.72% |
| Avg. Drawdown | -9.79% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.02 | - |
| Ulcer Index | 0.08 | 0.0 |
| Serenity Index | 0.0 | - |
| Avg. Up Month | 4.49% | 1.33% |
| Avg. Down Month | - | - |
| Win Days | 51.26% | 100.0% |
| Win Month | 45.45% | 100.0% |
| Win Quarter | 25.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | -0.17 | - |
| Alpha | 0.06 | - |
| Correlation | -0.46% | - |
| Treynor Ratio | -2.12% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.99 | 1.17 | 0.09 | - |
| 2026 | 1.72 | -0.80 | -0.46 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-18 | 2026-02-10 | -16.59 | 176 |
| 2025-04-29 | 2025-08-08 | -11.92 | 101 |
| 2025-08-12 | 2025-08-15 | -0.85 | 3 |