| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 35.79% | 36.64% |
| CAGR﹪ | 19.0% | 19.42% |
| Sharpe | 7.06 | 98.3 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 6.21 | 86.49 |
| Sortino | 14.19 | - |
| Smart Sortino | 12.49 | - |
| Sortino/√2 | 10.03 | - |
| Smart Sortino/√2 | 8.83 | - |
| Omega | 3.42 | 3.42 |
| Max Drawdown | -1.14% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.43% | 0.18% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 16.64 | - |
| Skew | 0.27 | -0.26 |
| Kurtosis | 3.59 | 1.8 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.34% | 1.37% |
| Expected Yearly | 16.53% | 16.89% |
| 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 | 449 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 2.42 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.42 | - |
| Common Sense Ratio | 7.01 | - |
| CPC Index | - | - |
| Tail Ratio | 2.05 | 1.61 |
| Outlier Win Ratio | 2.13 | 3.95 |
| Outlier Loss Ratio | 1.32 | - |
| MTD | 0.13% | 0.11% |
| 3M | 4.38% | 3.99% |
| 6M | 11.62% | 8.75% |
| YTD | 19.09% | 16.51% |
| 1Y | 22.2% | 20.58% |
| 3Y (ann.) | 19.0% | 19.42% |
| 5Y (ann.) | 19.0% | 19.42% |
| 10Y (ann.) | 19.0% | 19.42% |
| All-time (ann.) | 19.0% | 19.42% |
| 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 | 19.09% | 17.29% |
| Worst Year | 14.02% | 16.51% |
| Avg. Drawdown | -0.15% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 31.36 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 74.55 | - |
| Avg. Up Month | 1.4% | 1.43% |
| Avg. Down Month | - | - |
| Win Days | 73.43% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.25 | - |
| Alpha | 0.13 | - |
| Correlation | 1.8% | - |
| Treynor Ratio | 145.69% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.29 | 14.02 | 0.81 | - |
| 2025 | 16.51 | 19.09 | 1.16 | + |
| 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 |