| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 51.27% | 50.99% |
| CAGR﹪ | 18.21% | 18.12% |
| Sharpe | 7.08 | 60.83 |
| Prob. Sharpe Ratio | 100.0% | - |
| Smart Sharpe | 6.2 | 53.27 |
| Sortino | 14.53 | - |
| Smart Sortino | 12.72 | - |
| Sortino/√2 | 10.27 | - |
| Smart Sortino/√2 | 9.0 | - |
| Omega | 3.55 | 3.55 |
| Max Drawdown | -1.14% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.18% | 0.25% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | 0.0 | 0.0 |
| Calmar | 15.95 | - |
| Skew | 0.37 | -0.08 |
| Kurtosis | 4.24 | -0.81 |
| Expected Daily | 0.06% | 0.06% |
| Expected Monthly | 1.34% | 1.34% |
| Expected Yearly | 14.79% | 14.72% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -0.03% |
| Expected Shortfall (cVaR) | -0.16% | -0.03% |
| Max Consecutive Wins | 13 | 676 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 2.55 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.55 | - |
| Common Sense Ratio | 7.21 | - |
| CPC Index | - | - |
| Tail Ratio | 2.03 | 2.29 |
| Outlier Win Ratio | 2.32 | 4.32 |
| Outlier Loss Ratio | 1.33 | - |
| MTD | 0.49% | 0.83% |
| 3M | 3.08% | 3.34% |
| 6M | 7.65% | 7.03% |
| YTD | 8.54% | 7.84% |
| 1Y | 17.24% | 15.53% |
| 3Y (ann.) | 18.21% | 18.12% |
| 5Y (ann.) | 18.21% | 18.12% |
| 10Y (ann.) | 18.21% | 18.12% |
| All-time (ann.) | 18.21% | 18.12% |
| Best Day | 0.86% | 0.09% |
| Worst Day | -0.54% | 0.0% |
| Best Month | 2.82% | 1.83% |
| Worst Month | 0.0% | 0.0% |
| Best Year | 22.23% | 19.38% |
| Worst Year | 8.54% | 7.84% |
| Avg. Drawdown | -0.12% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 44.92 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 135.91 | - |
| Avg. Up Month | 1.39% | 1.38% |
| Avg. Down Month | - | - |
| Win Days | 73.55% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.64 | - |
| Alpha | 0.06 | - |
| Correlation | 7.42% | - |
| Treynor Ratio | 79.94% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.29 | 14.02 | 0.81 | - |
| 2025 | 19.38 | 22.23 | 1.15 | + |
| 2026 | 7.84 | 8.54 | 1.09 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-18 | 2024-11-20 | -1.14 | 33 |
| 2024-12-10 | 2024-12-25 | -0.96 | 15 |
| 2024-11-21 | 2024-12-05 | -0.66 | 14 |
| 2025-01-06 | 2025-01-10 | -0.49 | 4 |
| 2025-04-07 | 2025-04-11 | -0.42 | 4 |
| 2025-09-11 | 2025-09-23 | -0.41 | 12 |
| 2026-07-05 | 2026-07-19 | -0.38 | 14 |
| 2025-09-30 | 2025-10-07 | -0.33 | 7 |
| 2026-06-29 | 2026-07-02 | -0.28 | 3 |
| 2024-07-09 | 2024-07-15 | -0.26 | 6 |