| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 19.74% | 21.53% |
| CAGR﹪ | 8.21% | 8.91% |
| Sharpe | 0.57 | 33.71 |
| Prob. Sharpe Ratio | 80.94% | - |
| Smart Sharpe | 0.56 | 32.89 |
| Sortino | 0.84 | - |
| Smart Sortino | 0.82 | - |
| Sortino/√2 | 0.59 | - |
| Smart Sortino/√2 | 0.58 | - |
| Omega | 1.11 | 1.11 |
| Max Drawdown | -25.07% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 15.71% | 0.25% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.0 | 0.0 |
| Calmar | 0.33 | - |
| Skew | 0.23 | 0.58 |
| Kurtosis | 3.87 | -0.34 |
| Expected Daily | 0.03% | 0.03% |
| Expected Monthly | 0.65% | 0.7% |
| Expected Yearly | 6.19% | 6.72% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -0.01% |
| Expected Shortfall (cVaR) | -1.59% | -0.01% |
| Max Consecutive Wins | 8 | 582 |
| Max Consecutive Losses | 8 | 0 |
| Gain/Pain Ratio | 0.11 | - |
| Gain/Pain (1M) | 0.48 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.11 | - |
| Common Sense Ratio | 1.1 | - |
| CPC Index | - | - |
| Tail Ratio | 0.99 | 5.56 |
| Outlier Win Ratio | 1.96 | 40.71 |
| Outlier Loss Ratio | 1.87 | - |
| MTD | -4.38% | 0.65% |
| 3M | -16.65% | 2.31% |
| 6M | -17.43% | 6.35% |
| YTD | -18.66% | 3.38% |
| 1Y | -6.56% | 10.55% |
| 3Y (ann.) | 8.21% | 8.91% |
| 5Y (ann.) | 8.21% | 8.91% |
| 10Y (ann.) | 8.21% | 8.91% |
| All-time (ann.) | 8.21% | 8.91% |
| Best Day | 5.06% | 0.07% |
| Worst Day | -4.13% | 0.0% |
| Best Month | 13.51% | 1.43% |
| Worst Month | -9.03% | 0.2% |
| Best Year | 26.22% | 9.51% |
| Worst Year | -18.66% | 3.38% |
| Avg. Drawdown | -3.27% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.79 | - |
| Ulcer Index | 0.09 | 0.0 |
| Serenity Index | 0.13 | - |
| Avg. Up Month | 3.8% | 0.61% |
| Avg. Down Month | - | - |
| Win Days | 51.91% | 100.0% |
| Win Month | 60.71% | 100.0% |
| Win Quarter | 60.0% | 100.0% |
| Win Year | 66.67% | 100.0% |
| Beta | -2.71 | - |
| Alpha | 0.32 | - |
| Correlation | -4.32% | - |
| Treynor Ratio | -7.27% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 7.34 | 26.22 | 3.57 | + |
| 2024 | 9.51 | 16.64 | 1.75 | + |
| 2025 | 3.38 | -18.66 | -5.52 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-04-29 | -25.07 | 151 |
| 2023-10-09 | 2024-09-20 | -17.44 | 347 |
| 2023-04-12 | 2023-06-29 | -7.67 | 78 |
| 2023-08-14 | 2023-10-05 | -6.46 | 52 |
| 2024-10-07 | 2024-11-22 | -6.18 | 46 |
| 2023-02-27 | 2023-03-16 | -2.51 | 17 |
| 2024-10-03 | 2024-10-04 | -2.01 | 1 |
| 2024-11-27 | 2024-11-28 | -1.97 | 1 |
| 2023-02-17 | 2023-02-22 | -1.16 | 5 |
| 2023-07-03 | 2023-07-04 | -1.16 | 1 |