| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 29.88% | 12.94% |
| CAGR﹪ | 19.06% | 8.46% |
| Sharpe | 7.02 | 28.95 |
| Prob. Sharpe Ratio | 100.0% | - |
| Smart Sharpe | 6.3 | 26.02 |
| Sortino | 14.29 | - |
| Smart Sortino | 12.84 | - |
| Sortino/√2 | 10.1 | - |
| Smart Sortino/√2 | 9.08 | - |
| Omega | 3.4 | 3.4 |
| Max Drawdown | -1.14% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 2.46% | 0.28% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.23 | 0.23 |
| Calmar | 16.7 | - |
| Skew | 0.33 | 0.58 |
| Kurtosis | 3.74 | -0.65 |
| Expected Daily | 0.07% | 0.03% |
| Expected Monthly | 1.39% | 0.64% |
| Expected Yearly | 13.96% | 6.27% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -0.0% |
| Expected Shortfall (cVaR) | -0.19% | -0.0% |
| Max Consecutive Wins | 13 | 381 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 2.4 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 3.4 | - |
| Common Sense Ratio | 6.99 | - |
| CPC Index | - | - |
| Tail Ratio | 2.06 | 7.45 |
| Outlier Win Ratio | 1.99 | 8.19 |
| Outlier Loss Ratio | 1.39 | - |
| MTD | 2.04% | 0.23% |
| 3M | 6.89% | 0.88% |
| 6M | 12.2% | 2.81% |
| YTD | 13.91% | 4.01% |
| 1Y | 19.96% | 8.48% |
| 3Y (ann.) | 19.06% | 8.46% |
| 5Y (ann.) | 19.06% | 8.46% |
| 10Y (ann.) | 19.06% | 8.46% |
| All-time (ann.) | 19.06% | 8.46% |
| Best Day | 0.86% | 0.07% |
| Worst Day | -0.54% | 0.0% |
| Best Month | 2.82% | 1.43% |
| Worst Month | 0.0% | 0.0% |
| Best Year | 14.02% | 8.58% |
| Worst Year | 13.91% | 4.01% |
| Avg. Drawdown | -0.14% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 26.18 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 56.86 | - |
| Avg. Up Month | 1.46% | 0.68% |
| Avg. Down Month | - | - |
| Win Days | 72.95% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.46 | - |
| Alpha | 0.21 | - |
| Correlation | -5.18% | - |
| Treynor Ratio | -64.94% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.58 | 14.02 | 1.63 | + |
| 2025 | 4.01 | 13.91 | 3.47 | + |
| 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 |
| 2024-07-09 | 2024-07-15 | -0.26 | 6 |
| 2024-04-30 | 2024-05-07 | -0.25 | 7 |
| 2025-02-18 | 2025-02-24 | -0.24 | 6 |
| 2025-03-11 | 2025-03-13 | -0.19 | 2 |
| 2024-02-20 | 2024-02-21 | -0.18 | 1 |