| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | -99.58% | 93.9% |
| CAGR﹪ | -66.26% | 14.08% |
| Sharpe | -0.12 | 42.93 |
| Prob. Sharpe Ratio | 39.45% | 100.0% |
| Smart Sharpe | -0.11 | 40.94 |
| Sortino | -0.19 | - |
| Smart Sortino | -0.18 | - |
| Sortino/√2 | -0.14 | - |
| Smart Sortino/√2 | -0.13 | - |
| Omega | 0.97 | 0.97 |
| Max Drawdown | -99.9% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 136.95% | 0.31% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | -0.66 | - |
| Skew | 1.86 | 1.42 |
| Kurtosis | 25.44 | 13.44 |
| Expected Daily | -0.43% | 0.05% |
| Expected Monthly | -8.43% | 1.07% |
| Expected Yearly | -59.76% | 11.67% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -14.26% | -0.02% |
| Expected Shortfall (cVaR) | -14.26% | -0.02% |
| Max Consecutive Wins | 7 | 1261 |
| Max Consecutive Losses | 13 | 0 |
| Gain/Pain Ratio | -0.03 | - |
| Gain/Pain (1M) | -0.1 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.97 | - |
| Common Sense Ratio | 1.02 | - |
| CPC Index | - | - |
| Tail Ratio | 1.05 | 3.15 |
| Outlier Win Ratio | 3.09 | 288.74 |
| Outlier Loss Ratio | 2.34 | - |
| MTD | 24.58% | 0.25% |
| 3M | -19.19% | 3.38% |
| 6M | -39.66% | 6.73% |
| YTD | -50.58% | 11.92% |
| 1Y | -77.19% | 14.59% |
| 3Y (ann.) | -76.53% | 17.54% |
| 5Y (ann.) | -66.29% | 14.18% |
| 10Y (ann.) | -66.26% | 14.08% |
| All-time (ann.) | -66.26% | 14.08% |
| Best Day | 85.16% | 0.28% |
| Worst Day | -62.9% | 0.0% |
| Best Month | 284.62% | 1.83% |
| Worst Month | -80.36% | 0.25% |
| Best Year | 65.59% | 19.39% |
| Worst Year | -86.73% | 1.53% |
| Avg. Drawdown | -26.91% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -1.0 | - |
| Ulcer Index | 0.86 | 0.0 |
| Serenity Index | -0.09 | - |
| Avg. Up Month | 35.97% | 0.98% |
| Avg. Down Month | - | - |
| Win Days | 45.06% | 100.0% |
| Win Month | 37.1% | 100.0% |
| Win Quarter | 28.57% | 100.0% |
| Win Year | 16.67% | 100.0% |
| Beta | 1.84 | - |
| Alpha | -0.41 | - |
| Correlation | 0.41% | - |
| Treynor Ratio | -54.02% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 1.53 | -11.24 | -7.36 | - |
| 2022 | 9.43 | -76.20 | -8.08 | - |
| 2023 | 10.00 | 65.59 | 6.56 | + |
| 2024 | 18.74 | -81.49 | -4.35 | - |
| 2025 | 19.39 | -86.73 | -4.47 | - |
| 2026 | 11.92 | -50.58 | -4.24 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-16 | 2026-11-06 | -99.90 | 1816 |
| 2021-11-10 | 2021-11-12 | -4.91 | 2 |
| 2021-11-02 | 2021-11-04 | -2.50 | 2 |
| 2021-11-05 | 2021-11-09 | -0.31 | 4 |