| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 95.0% | 99.0% |
| Cumulative Return | 5.3% | 6.19% |
| CAGR﹪ | 14.2% | 16.69% |
| Sharpe | 15.56 | 109.96 |
| Prob. Sharpe Ratio | 100.0% | 100.0% |
| Smart Sharpe | 10.38 | 73.36 |
| Sortino | 70.1 | - |
| Smart Sortino | 46.77 | - |
| Sortino/√2 | 49.57 | - |
| Smart Sortino/√2 | 33.07 | - |
| Omega | 21.29 | 21.29 |
| Max Drawdown | -0.11% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 0.87% | 0.14% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.16 | -0.16 |
| Calmar | 130.04 | - |
| Skew | 0.65 | -3.31 |
| Kurtosis | 1.36 | 23.13 |
| Expected Daily | 0.05% | 0.06% |
| Expected Monthly | 1.04% | 1.21% |
| Expected Yearly | 2.62% | 3.05% |
| 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 | 95 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 20.29 | - |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | - | - |
| Profit Factor | 21.29 | - |
| Common Sense Ratio | 331.44 | - |
| CPC Index | - | - |
| Tail Ratio | 15.57 | 1.26 |
| Outlier Win Ratio | 1.9 | 1.96 |
| Outlier Loss Ratio | -0.51 | - |
| MTD | 0.94% | 1.15% |
| 3M | 3.27% | 3.7% |
| 6M | 5.3% | 6.19% |
| YTD | 3.0% | 3.58% |
| 1Y | 5.3% | 6.19% |
| 3Y (ann.) | 14.2% | 16.69% |
| 5Y (ann.) | 14.2% | 16.69% |
| 10Y (ann.) | 14.2% | 16.69% |
| All-time (ann.) | 14.2% | 16.69% |
| Best Day | 0.25% | 0.07% |
| Worst Day | -0.11% | 0.0% |
| Best Month | 1.3% | 1.28% |
| Worst Month | 0.92% | 1.15% |
| Best Year | 3.0% | 3.58% |
| Worst Year | 2.24% | 2.52% |
| Avg. Drawdown | -0.02% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 48.55 | - |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | 1063.98 | - |
| Avg. Up Month | 1.04% | 1.21% |
| Avg. Down Month | - | - |
| Win Days | 86.81% | 100.0% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.46 | - |
| Alpha | 0.06 | - |
| Correlation | 7.64% | - |
| Treynor Ratio | 11.42% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.52 | 2.24 | 0.89 | - |
| 2026 | 3.58 | 3.00 | 0.84 | - |
| 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 |
| 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 |