| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 54.86% | 53.58% |
| CAGR﹪ | 18.22% | 17.84% |
| Sharpe | 7.15 | 57.22 |
| Prob. Sharpe Ratio | 100.0% | - |
| Smart Sharpe | 6.25 | 49.97 |
| Sortino | 14.76 | - |
| Smart Sortino | 12.89 | - |
| Sortino/√2 | 10.44 | - |
| Smart Sortino/√2 | 9.11 | - |
| Omega | 3.62 | 3.62 |
| Max Drawdown | -1.14% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.13% | 0.26% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 15.96 | - |
| Skew | 0.39 | 0.01 |
| Kurtosis | 4.42 | -0.96 |
| Expected Daily | 0.06% | 0.06% |
| Expected Monthly | 1.33% | 1.31% |
| Expected Yearly | 15.7% | 15.38% |
| 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 | 722 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 2.62 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.62 | - |
| Common Sense Ratio | 7.36 | - |
| CPC Index | - | - |
| Tail Ratio | 2.03 | 2.4 |
| Outlier Win Ratio | 2.34 | 4.39 |
| Outlier Loss Ratio | 1.35 | - |
| MTD | 0.56% | 0.4% |
| 3M | 3.5% | 3.26% |
| 6M | 7.65% | 6.76% |
| YTD | 11.12% | 9.68% |
| 1Y | 16.71% | 14.91% |
| 3Y (ann.) | 18.22% | 17.84% |
| 5Y (ann.) | 18.22% | 17.84% |
| 10Y (ann.) | 18.22% | 17.84% |
| All-time (ann.) | 18.22% | 17.84% |
| 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 | 11.12% | 9.68% |
| Avg. Drawdown | -0.12% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 48.07 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 151.87 | - |
| Avg. Up Month | 1.38% | 1.35% |
| Avg. Down Month | - | - |
| Win Days | 73.87% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.62 | - |
| Alpha | 0.06 | - |
| Correlation | 7.57% | - |
| Treynor Ratio | 88.73% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.29 | 14.02 | 0.81 | - |
| 2025 | 19.38 | 22.23 | 1.15 | + |
| 2026 | 9.68 | 11.12 | 1.15 | + |
| 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 |