| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 6.91% | 7.7% |
| CAGR﹪ | 13.86% | 15.48% |
| Sharpe | 15.9 | 91.43 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 10.71 | 61.59 |
| Sortino | 77.91 | - |
| Smart Sortino | 52.47 | - |
| Sortino/√2 | 55.09 | - |
| Smart Sortino/√2 | 37.11 | - |
| Omega | 25.45 | 25.45 |
| Max Drawdown | -0.11% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.83% | 0.16% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.11 | -0.11 |
| Calmar | 126.9 | - |
| Skew | 0.74 | -1.19 |
| Kurtosis | 1.34 | 7.08 |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 0.96% | 1.06% |
| Expected Yearly | 3.4% | 3.78% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.03% | -0.04% |
| Expected Shortfall (cVaR) | -0.03% | -0.04% |
| Max Consecutive Wins | 16 | 126 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 24.45 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 25.45 | - |
| Common Sense Ratio | 394.59 | - |
| CPC Index | - | - |
| Tail Ratio | 15.5 | 1.46 |
| Outlier Win Ratio | 1.96 | 2.05 |
| Outlier Loss Ratio | -0.55 | - |
| MTD | 0.27% | 0.35% |
| 3M | 3.15% | 3.28% |
| 6M | 6.68% | 7.39% |
| YTD | 4.57% | 5.05% |
| 1Y | 6.91% | 7.7% |
| 3Y (ann.) | 13.86% | 15.48% |
| 5Y (ann.) | 13.86% | 15.48% |
| 10Y (ann.) | 13.86% | 15.48% |
| All-time (ann.) | 13.86% | 15.48% |
| Best Day | 0.25% | 0.07% |
| Worst Day | -0.11% | 0.0% |
| Best Month | 1.3% | 1.28% |
| Worst Month | 0.27% | 0.35% |
| Best Year | 4.57% | 5.05% |
| Worst Year | 2.24% | 2.52% |
| Avg. Drawdown | -0.02% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 63.31 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 1729.33 | - |
| Avg. Up Month | 0.96% | 1.07% |
| Avg. Down Month | - | - |
| Win Days | 89.17% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.44 | - |
| Alpha | 0.07 | - |
| Correlation | 8.43% | - |
| Treynor Ratio | 15.81% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.52 | 2.24 | 0.89 | - |
| 2026 | 5.05 | 4.57 | 0.91 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-10 | 2025-11-11 | -0.11 | 1 |
| 2026-03-10 | 2026-03-11 | -0.03 | 1 |
| 2025-11-18 | 2025-11-19 | -0.02 | 1 |
| 2025-11-26 | 2025-11-27 | -0.02 | 1 |
| 2026-04-09 | 2026-04-10 | -0.02 | 1 |
| 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 |