| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 38.99% | 40.03% |
| CAGR﹪ | 18.87% | 19.34% |
| Sharpe | 7.12 | 96.26 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 6.26 | 84.62 |
| Sortino | 14.37 | - |
| Smart Sortino | 12.63 | - |
| Sortino/√2 | 10.16 | - |
| Smart Sortino/√2 | 8.93 | - |
| Omega | 3.47 | 3.47 |
| Max Drawdown | -1.14% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.37% | 0.18% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 16.53 | - |
| Skew | 0.28 | -0.13 |
| Kurtosis | 3.75 | 1.38 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.38% | 1.41% |
| Expected Yearly | 17.89% | 18.33% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.05% |
| Expected Shortfall (cVaR) | -0.18% | -0.05% |
| Max Consecutive Wins | 13 | 491 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 2.47 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.47 | - |
| Common Sense Ratio | 7.14 | - |
| CPC Index | - | - |
| Tail Ratio | 2.06 | 1.62 |
| Outlier Win Ratio | 2.15 | 3.95 |
| Outlier Loss Ratio | 1.29 | - |
| MTD | 1.22% | 1.28% |
| 3M | 4.41% | 4.1% |
| 6M | 10.11% | 8.36% |
| YTD | 21.9% | 19.39% |
| 1Y | 22.63% | 19.78% |
| 3Y (ann.) | 18.87% | 19.34% |
| 5Y (ann.) | 18.87% | 19.34% |
| 10Y (ann.) | 18.87% | 19.34% |
| All-time (ann.) | 18.87% | 19.34% |
| 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 | 21.9% | 19.39% |
| Worst Year | 14.02% | 17.29% |
| Avg. Drawdown | -0.14% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 34.15 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 86.05 | - |
| Avg. Up Month | 1.44% | 1.47% |
| Avg. Down Month | - | - |
| Win Days | 73.72% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.33 | - |
| Alpha | 0.11 | - |
| Correlation | 2.49% | - |
| Treynor Ratio | 118.51% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.29 | 14.02 | 0.81 | - |
| 2025 | 19.39 | 21.90 | 1.13 | + |
| 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 |
| 2025-09-30 | 2025-10-07 | -0.33 | 7 |
| 2024-07-09 | 2024-07-15 | -0.26 | 6 |
| 2025-10-16 | 2025-10-21 | -0.25 | 5 |
| 2024-04-30 | 2024-05-07 | -0.25 | 7 |