| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 7.0% | 7.0% |
| Time in Market | 98.0% | 98.0% |
| Cumulative Return | 28.07% | 28.07% |
| CAGR﹪ | 20.19% | 20.19% |
| Sharpe | 14.06 | 12.26 |
| Prob. Sharpe Ratio | - | 100.0% |
| Smart Sharpe | 11.28 | 9.84 |
| Sortino | 91.49 | 163.42 |
| Smart Sortino | 73.43 | 131.16 |
| Sortino/√2 | 64.7 | 115.56 |
| Smart Sortino/√2 | 51.92 | 92.74 |
| Omega | 19.15 | 19.15 |
| Max Drawdown | -0.03% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.8% | 0.92% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.0 | -0.0 |
| Calmar | 641.67 | - |
| Skew | 0.93 | 4.51 |
| Kurtosis | 0.22 | 38.73 |
| Expected Daily | 0.07% | 0.07% |
| Expected Monthly | 1.38% | 1.38% |
| Expected Yearly | 13.17% | 13.17% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.01% | -0.02% |
| Expected Shortfall (cVaR) | -0.01% | -0.02% |
| Max Consecutive Wins | 213 | 108 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 329.63 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 330.63 | - |
| Common Sense Ratio | 6809.37 | - |
| CPC Index | - | - |
| Tail Ratio | 20.6 | 4.13 |
| Outlier Win Ratio | 2.96 | 3.01 |
| Outlier Loss Ratio | 0.26 | - |
| MTD | 0.19% | 0.25% |
| 3M | 4.12% | 4.1% |
| 6M | 9.09% | 9.01% |
| YTD | 18.65% | 18.94% |
| 1Y | 20.56% | 20.54% |
| 3Y (ann.) | 20.19% | 20.19% |
| 5Y (ann.) | 20.19% | 20.19% |
| 10Y (ann.) | 20.19% | 20.19% |
| All-time (ann.) | 20.19% | 20.19% |
| Best Day | 0.23% | 0.69% |
| Worst Day | -0.03% | 0.0% |
| Best Month | 1.8% | 1.88% |
| Worst Month | 0.0% | 0.0% |
| Best Year | 18.65% | 18.94% |
| Worst Year | 7.94% | 7.68% |
| Avg. Drawdown | -0.02% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 892.03 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 134756.5 | - |
| Avg. Up Month | 1.47% | 1.47% |
| Avg. Down Month | - | - |
| Win Days | 98.53% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.08 | - |
| Alpha | 0.19 | - |
| Correlation | -9.23% | - |
| Treynor Ratio | -261.69% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 7.68 | 7.94 | 1.03 | + |
| 2025 | 18.94 | 18.65 | 0.98 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 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 |