| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 3.61% | 4.36% |
| CAGR﹪ | 14.12% | 17.21% |
| Sharpe | 15.12 | 98.83 |
| Prob. Sharpe Ratio | 100.0% | 99.94% |
| Smart Sharpe | 10.25 | 67.0 |
| Sortino | 59.83 | - |
| Smart Sortino | 40.56 | - |
| Sortino/√2 | 42.3 | - |
| Smart Sortino/√2 | 28.68 | - |
| Omega | 16.68 | 16.68 |
| Max Drawdown | -0.11% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.91% | 0.17% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.19 | -0.19 |
| Calmar | 129.34 | - |
| Skew | 0.61 | -3.93 |
| Kurtosis | 1.84 | 22.82 |
| Expected Daily | 0.05% | 0.07% |
| Expected Monthly | 0.89% | 1.07% |
| Expected Yearly | 1.79% | 2.15% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.04% | -0.05% |
| Expected Shortfall (cVaR) | -0.04% | -0.05% |
| Max Consecutive Wins | 16 | 64 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 15.68 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 16.68 | - |
| Common Sense Ratio | 147.21 | - |
| CPC Index | - | - |
| Tail Ratio | 8.83 | 1.25 |
| Outlier Win Ratio | 1.98 | 2.07 |
| Outlier Loss Ratio | 0.33 | - |
| MTD | 0.41% | 0.57% |
| 3M | 3.52% | 4.13% |
| 6M | 3.61% | 4.36% |
| YTD | 1.34% | 1.79% |
| 1Y | 3.61% | 4.36% |
| 3Y (ann.) | 14.12% | 17.21% |
| 5Y (ann.) | 14.12% | 17.21% |
| 10Y (ann.) | 14.12% | 17.21% |
| All-time (ann.) | 14.12% | 17.21% |
| Best Day | 0.25% | 0.07% |
| Worst Day | -0.11% | 0.0% |
| Best Month | 1.3% | 1.28% |
| Worst Month | 0.41% | 0.57% |
| Best Year | 2.24% | 2.52% |
| Worst Year | 1.34% | 1.79% |
| Avg. Drawdown | -0.02% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 33.07 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 528.98 | - |
| Avg. Up Month | 0.89% | 1.07% |
| Avg. Down Month | - | - |
| Win Days | 84.38% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.37 | - |
| Alpha | 0.08 | - |
| Correlation | 6.73% | - |
| Treynor Ratio | 9.87% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.52 | 2.24 | 0.89 | - |
| 2026 | 1.79 | 1.34 | 0.75 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-10 | 2025-11-11 | -0.11 | 1 |
| 2025-11-18 | 2025-11-19 | -0.02 | 1 |
| 2025-11-26 | 2025-11-27 | -0.02 | 1 |
| 2026-02-11 | 2026-02-11 | -0.02 | 0 |
| 2025-12-08 | 2025-12-09 | -0.01 | 1 |
| 2025-12-11 | 2025-12-12 | -0.01 | 1 |
| 2025-12-16 | 2025-12-17 | -0.01 | 1 |
| 2026-01-15 | 2026-01-16 | -0.01 | 1 |
| 2026-01-19 | 2026-01-20 | -0.01 | 1 |
| 2026-02-09 | 2026-02-10 | -0.01 | 1 |