| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 137.48% | 23.44% |
| CAGR﹪ | 37.25% | 8.01% |
| Sharpe | 1.75 | 30.81 |
| Prob. Sharpe Ratio | 99.82% | - |
| Smart Sharpe | 1.62 | 28.52 |
| Sortino | 2.69 | - |
| Smart Sortino | 2.49 | - |
| Sortino/√2 | 1.9 | - |
| Smart Sortino/√2 | 1.76 | - |
| Omega | 1.34 | 1.34 |
| Max Drawdown | -12.87% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 18.97% | 0.25% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.08 | 0.08 |
| Calmar | 2.89 | - |
| Skew | 0.07 | 0.51 |
| Kurtosis | 2.04 | -0.29 |
| Expected Daily | 0.12% | 0.03% |
| Expected Monthly | 2.66% | 0.64% |
| Expected Yearly | 24.14% | 5.4% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -0.0% |
| Expected Shortfall (cVaR) | -1.83% | -0.0% |
| Max Consecutive Wins | 11 | 695 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | 0.34 | - |
| Gain/Pain (1M) | 3.2 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.34 | - |
| Common Sense Ratio | 1.56 | - |
| CPC Index | - | - |
| Tail Ratio | 1.16 | 7.14 |
| Outlier Win Ratio | 1.78 | 53.98 |
| Outlier Loss Ratio | 1.92 | - |
| MTD | -3.41% | 0.36% |
| 3M | -0.26% | 1.46% |
| 6M | -8.71% | 4.87% |
| YTD | -5.22% | 3.5% |
| 1Y | 20.02% | 9.9% |
| 3Y (ann.) | 37.25% | 8.01% |
| 5Y (ann.) | 37.25% | 8.01% |
| 10Y (ann.) | 37.25% | 8.01% |
| All-time (ann.) | 37.25% | 8.01% |
| Best Day | 5.4% | 0.07% |
| Worst Day | -4.36% | 0.0% |
| Best Month | 16.43% | 1.43% |
| Worst Month | -6.2% | 0.05% |
| Best Year | 45.34% | 9.51% |
| Worst Year | -5.22% | 1.38% |
| Avg. Drawdown | -2.47% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 10.68 | - |
| Ulcer Index | 0.05 | 0.0 |
| Serenity Index | 4.43 | - |
| Avg. Up Month | 5.27% | 0.61% |
| Avg. Down Month | - | - |
| Win Days | 56.42% | 100.0% |
| Win Month | 69.7% | 100.0% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 75.0% | 100.0% |
| Beta | -2.46 | - |
| Alpha | 0.52 | - |
| Correlation | -3.21% | - |
| Treynor Ratio | -55.9% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 1.38 | 20.09 | 14.52 | + |
| 2023 | 7.42 | 43.56 | 5.87 | + |
| 2024 | 9.51 | 45.34 | 4.77 | + |
| 2025 | 3.50 | -5.22 | -1.49 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-18 | 2024-09-11 | -12.87 | 146 |
| 2024-11-29 | 2025-05-30 | -10.56 | 182 |
| 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 |
| 2023-01-05 | 2023-01-25 | -3.04 | 20 |
| 2023-03-21 | 2023-04-04 | -2.59 | 14 |