| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 23.0% | 35.69% |
| CAGR﹪ | 13.05% | 19.82% |
| Sharpe | 1.04 | 105.73 |
| Prob. Sharpe Ratio | 92.16% | 100.0% |
| Smart Sharpe | 0.82 | 83.15 |
| Sortino | 1.73 | - |
| Smart Sortino | 1.36 | - |
| Sortino/√2 | 1.23 | - |
| Smart Sortino/√2 | 0.96 | - |
| Omega | 1.2 | 1.2 |
| Max Drawdown | -14.73% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 12.29% | 0.17% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 0.89 | - |
| Skew | 1.17 | -0.43 |
| Kurtosis | 5.67 | 3.09 |
| Expected Daily | 0.05% | 0.07% |
| Expected Monthly | 0.99% | 1.46% |
| Expected Yearly | 10.91% | 16.49% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -0.05% |
| Expected Shortfall (cVaR) | -1.22% | -0.05% |
| Max Consecutive Wins | 9 | 432 |
| Max Consecutive Losses | 10 | 0 |
| Gain/Pain Ratio | 0.2 | - |
| Gain/Pain (1M) | 0.82 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.2 | - |
| Common Sense Ratio | 1.44 | - |
| CPC Index | - | - |
| Tail Ratio | 1.2 | 1.56 |
| Outlier Win Ratio | 2.16 | 17.72 |
| Outlier Loss Ratio | 1.44 | - |
| MTD | 2.62% | 0.65% |
| 3M | 1.19% | 4.05% |
| 6M | 12.12% | 8.41% |
| YTD | 19.79% | 18.65% |
| 1Y | 31.36% | 20.01% |
| 3Y (ann.) | 13.05% | 19.82% |
| 5Y (ann.) | 13.05% | 19.82% |
| 10Y (ann.) | 13.05% | 19.82% |
| All-time (ann.) | 13.05% | 19.82% |
| Best Day | 4.91% | 0.09% |
| Worst Day | -1.8% | 0.0% |
| Best Month | 11.99% | 1.83% |
| Worst Month | -7.1% | 0.65% |
| Best Year | 19.79% | 18.65% |
| Worst Year | 2.68% | 14.37% |
| Avg. Drawdown | -2.68% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1.56 | - |
| Ulcer Index | 0.07 | 0.0 |
| Serenity Index | 0.22 | - |
| Avg. Up Month | 3.28% | 1.44% |
| Avg. Down Month | - | - |
| Win Days | 51.88% | 100.0% |
| Win Month | 71.43% | 100.0% |
| Win Quarter | 71.43% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 5.41 | - |
| Alpha | -0.83 | - |
| Correlation | 7.41% | - |
| Treynor Ratio | 4.25% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.37 | 2.68 | 0.19 | - |
| 2025 | 18.65 | 19.79 | 1.06 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-19 | 2025-03-05 | -14.73 | 320 |
| 2025-03-19 | 2025-06-04 | -7.29 | 77 |
| 2025-08-20 | 2025-12-12 | -7.25 | 114 |
| 2025-06-06 | 2025-06-11 | -1.11 | 5 |
| 2025-03-11 | 2025-03-17 | -1.06 | 6 |
| 2024-04-11 | 2024-04-15 | -0.70 | 4 |
| 2025-06-23 | 2025-06-25 | -0.65 | 2 |
| 2025-06-16 | 2025-06-19 | -0.57 | 3 |
| 2025-07-04 | 2025-07-15 | -0.53 | 11 |
| 2025-07-29 | 2025-08-07 | -0.49 | 9 |