| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 36.04% | 37.46% |
| CAGR﹪ | 19.22% | 19.93% |
| Sharpe | 13.85 | 64.91 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 10.1 | 47.35 |
| Sortino | 26.88 | - |
| Smart Sortino | 19.6 | - |
| Sortino/√2 | 19.0 | - |
| Smart Sortino/√2 | 13.86 | - |
| Omega | 25.01 | 25.01 |
| Max Drawdown | -0.72% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 1.26% | 0.28% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 26.65 | - |
| Skew | -0.55 | 3.24 |
| Kurtosis | 43.2 | 19.12 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.41% | 1.46% |
| Expected Yearly | 10.81% | 11.19% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.06% | -0.04% |
| Expected Shortfall (cVaR) | -0.06% | -0.04% |
| Max Consecutive Wins | 213 | 444 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 24.01 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 25.01 | - |
| Common Sense Ratio | - | - |
| CPC Index | - | - |
| Tail Ratio | - | 1.69 |
| Outlier Win Ratio | 2.73 | 2.81 |
| Outlier Loss Ratio | -0.15 | - |
| MTD | 0.84% | 1.12% |
| 3M | 3.65% | 3.9% |
| 6M | 7.84% | 7.9% |
| YTD | 4.41% | 4.71% |
| 1Y | 18.17% | 17.39% |
| 3Y (ann.) | 19.22% | 19.93% |
| 5Y (ann.) | 19.22% | 19.93% |
| 10Y (ann.) | 19.22% | 19.93% |
| All-time (ann.) | 19.22% | 19.93% |
| Best Day | 0.8% | 0.18% |
| Worst Day | -0.72% | 0.0% |
| Best Month | 1.8% | 1.83% |
| Worst Month | 0.43% | 1.12% |
| Best Year | 20.2% | 19.38% |
| Worst Year | 4.41% | 4.71% |
| Avg. Drawdown | -0.14% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 49.97 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 242.03 | - |
| Avg. Up Month | 1.41% | 1.46% |
| Avg. Down Month | - | - |
| Win Days | 97.91% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.24 | - |
| Alpha | 0.13 | - |
| Correlation | 5.32% | - |
| Treynor Ratio | 149.28% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.96 | 8.40 | 0.84 | - |
| 2025 | 19.38 | 20.20 | 1.04 | + |
| 2026 | 4.71 | 4.41 | 0.94 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-08-15 | -0.72 | 16 |
| 2026-01-14 | 2026-01-26 | -0.47 | 12 |
| 2025-11-06 | 2025-11-07 | -0.03 | 1 |
| 2024-09-04 | 2024-09-05 | -0.02 | 1 |
| 2025-08-13 | 2025-08-14 | -0.01 | 1 |
| 2025-09-09 | 2025-09-10 | -0.01 | 1 |
| 2025-11-24 | 2025-11-25 | -0.01 | 1 |
| 2025-12-23 | 2025-12-24 | -0.01 | 1 |
| 2026-01-29 | 2026-02-02 | -0.01 | 4 |