| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 180.53% | 70.78% |
| CAGR﹪ | 31.32% | 15.18% |
| Sharpe | 1.36 | 48.52 |
| Prob. Sharpe Ratio | 99.46% | - |
| Smart Sharpe | 1.22 | 43.86 |
| Sortino | 1.98 | - |
| Smart Sortino | 1.79 | - |
| Sortino/√2 | 1.4 | - |
| Smart Sortino/√2 | 1.26 | - |
| Omega | 1.27 | 1.27 |
| Max Drawdown | -28.59% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 21.72% | 0.29% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.04 | 0.04 |
| Calmar | 1.1 | - |
| Skew | -0.72 | -0.09 |
| Kurtosis | 9.15 | -1.02 |
| Expected Daily | 0.11% | 0.06% |
| Expected Monthly | 2.27% | 1.17% |
| Expected Yearly | 22.91% | 11.3% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -0.03% |
| Expected Shortfall (cVaR) | -2.13% | -0.03% |
| Max Consecutive Wins | 11 | 960 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | 0.27 | - |
| Gain/Pain (1M) | 1.96 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.27 | - |
| Common Sense Ratio | 1.65 | - |
| CPC Index | - | - |
| Tail Ratio | 1.3 | 2.98 |
| Outlier Win Ratio | 1.79 | 32.01 |
| Outlier Loss Ratio | 1.86 | - |
| MTD | -5.77% | 1.08% |
| 3M | -24.47% | 3.76% |
| 6M | -10.59% | 7.46% |
| YTD | -11.49% | 6.96% |
| 1Y | 15.67% | 16.33% |
| 3Y (ann.) | 19.16% | 17.42% |
| 5Y (ann.) | 31.32% | 15.18% |
| 10Y (ann.) | 31.32% | 15.18% |
| All-time (ann.) | 31.32% | 15.18% |
| Best Day | 6.25% | 0.09% |
| Worst Day | -12.71% | 0.0% |
| Best Month | 20.57% | 1.83% |
| Worst Month | -7.96% | 0.52% |
| Best Year | 45.34% | 19.38% |
| Worst Year | -11.49% | 2.39% |
| Avg. Drawdown | -2.85% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 6.31 | - |
| Ulcer Index | 0.06 | 0.0 |
| Serenity Index | 3.15 | - |
| Avg. Up Month | 5.74% | 1.15% |
| Avg. Down Month | - | - |
| Win Days | 55.03% | 100.0% |
| Win Month | 65.22% | 100.0% |
| Win Quarter | 68.75% | 100.0% |
| Win Year | 80.0% | 100.0% |
| Beta | -2.21 | - |
| Alpha | 0.6 | - |
| Correlation | -2.95% | - |
| Treynor Ratio | -81.64% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 2.39 | 20.09 | 8.40 | + |
| 2023 | 10.00 | 43.56 | 4.36 | + |
| 2024 | 18.74 | 45.34 | 2.42 | + |
| 2025 | 19.38 | 26.50 | 1.37 | + |
| 2026 | 6.96 | -11.49 | -1.65 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-02 | 2026-06-19 | -28.59 | 137 |
| 2024-04-18 | 2024-09-11 | -12.87 | 146 |
| 2024-11-29 | 2025-09-03 | -10.56 | 278 |
| 2025-10-21 | 2025-12-24 | -9.76 | 64 |
| 2023-08-14 | 2024-03-05 | -9.30 | 204 |
| 2022-09-13 | 2022-10-11 | -8.20 | 28 |
| 2024-10-31 | 2024-11-22 | -6.75 | 22 |
| 2023-04-14 | 2023-07-03 | -6.69 | 80 |
| 2022-10-13 | 2022-11-24 | -6.60 | 42 |
| 2022-12-22 | 2023-01-03 | -3.46 | 12 |