| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 49.37% | 48.18% |
| CAGR﹪ | 18.8% | 18.4% |
| Sharpe | 7.28 | 66.84 |
| Prob. Sharpe Ratio | 100.0% | - |
| Smart Sharpe | 6.34 | 58.18 |
| Sortino | 15.07 | - |
| Smart Sortino | 13.12 | - |
| Sortino/√2 | 10.66 | - |
| Smart Sortino/√2 | 9.28 | - |
| Omega | 3.68 | 3.68 |
| Max Drawdown | -1.14% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.22% | 0.24% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 16.47 | - |
| Skew | 0.36 | -0.16 |
| Kurtosis | 4.12 | -0.5 |
| Expected Daily | 0.06% | 0.06% |
| Expected Monthly | 1.39% | 1.37% |
| Expected Yearly | 14.31% | 14.01% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.17% | -0.04% |
| Expected Shortfall (cVaR) | -0.17% | -0.04% |
| Max Consecutive Wins | 13 | 625 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 2.68 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.68 | - |
| Common Sense Ratio | 7.63 | - |
| CPC Index | - | - |
| Tail Ratio | 2.07 | 2.16 |
| Outlier Win Ratio | 2.27 | 4.22 |
| Outlier Loss Ratio | 1.34 | - |
| MTD | 1.38% | 1.09% |
| 3M | 4.31% | 3.39% |
| 6M | 8.79% | 7.17% |
| YTD | 7.18% | 5.83% |
| 1Y | 20.69% | 16.24% |
| 3Y (ann.) | 18.8% | 18.4% |
| 5Y (ann.) | 18.8% | 18.4% |
| 10Y (ann.) | 18.8% | 18.4% |
| All-time (ann.) | 18.8% | 18.4% |
| 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 | 7.18% | 5.83% |
| Avg. Drawdown | -0.12% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 43.25 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 129.08 | - |
| Avg. Up Month | 1.44% | 1.41% |
| Avg. Down Month | - | - |
| Win Days | 74.07% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.45 | - |
| Alpha | 0.09 | - |
| Correlation | 4.79% | - |
| Treynor Ratio | 109.98% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.29 | 14.02 | 0.81 | - |
| 2025 | 19.38 | 22.23 | 1.15 | + |
| 2026 | 5.83 | 7.18 | 1.23 | + |
| 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 |