| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -30.09% | 31.29% |
| CAGR﹪ | -22.15% | 20.97% |
| Sharpe | -0.92 | 64.95 |
| Prob. Sharpe Ratio | 13.69% | 100.0% |
| Smart Sharpe | -0.84 | 59.1 |
| Sortino | -1.32 | - |
| Smart Sortino | -1.2 | - |
| Sortino/√2 | -0.93 | - |
| Smart Sortino/√2 | -0.85 | - |
| Omega | 0.85 | 0.85 |
| Max Drawdown | -34.27% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 23.49% | 0.29% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.11 | -0.11 |
| Calmar | -0.65 | - |
| Skew | 0.67 | 3.31 |
| Kurtosis | 3.87 | 18.78 |
| Expected Daily | -0.1% | 0.07% |
| Expected Monthly | -1.97% | 1.52% |
| Expected Yearly | -16.39% | 14.58% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -0.04% |
| Expected Shortfall (cVaR) | -2.52% | -0.04% |
| Max Consecutive Wins | 6 | 368 |
| Max Consecutive Losses | 8 | 0 |
| Gain/Pain Ratio | -0.15 | - |
| Gain/Pain (1M) | -0.48 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.85 | - |
| Common Sense Ratio | 0.76 | - |
| CPC Index | - | - |
| Tail Ratio | 0.89 | 1.6 |
| Outlier Win Ratio | 2.09 | 30.64 |
| Outlier Loss Ratio | 1.7 | - |
| MTD | 1.0% | 1.28% |
| 3M | -4.95% | 4.1% |
| 6M | -8.07% | 8.36% |
| YTD | -13.98% | 19.39% |
| 1Y | -7.62% | 19.78% |
| 3Y (ann.) | -22.15% | 20.97% |
| 5Y (ann.) | -22.15% | 20.97% |
| 10Y (ann.) | -22.15% | 20.97% |
| All-time (ann.) | -22.15% | 20.97% |
| Best Day | 8.63% | 0.18% |
| Worst Day | -5.04% | 0.0% |
| Best Month | 13.45% | 1.83% |
| Worst Month | -14.74% | 1.25% |
| Best Year | -13.98% | 19.39% |
| Worst Year | -18.73% | 9.96% |
| Avg. Drawdown | -34.27% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.88 | - |
| Ulcer Index | 0.23 | 0.0 |
| Serenity Index | -0.06 | - |
| Avg. Up Month | 3.81% | 1.52% |
| Avg. Down Month | - | - |
| Win Days | 45.45% | 100.0% |
| Win Month | 50.0% | 100.0% |
| Win Quarter | 16.67% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | 0.89 | - |
| Alpha | -0.38 | - |
| Correlation | 1.08% | - |
| Treynor Ratio | -33.97% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.96 | -18.73 | -1.88 | - |
| 2025 | 19.39 | -13.98 | -0.72 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2025-12-26 | -34.27 | 520 |