| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -27.76% | 37.47% |
| CAGR﹪ | -17.03% | 20.04% |
| Sharpe | -0.71 | 57.96 |
| Prob. Sharpe Ratio | 17.31% | 100.0% |
| Smart Sharpe | -0.65 | 53.05 |
| Sortino | -1.0 | - |
| Smart Sortino | -0.92 | - |
| Sortino/√2 | -0.71 | - |
| Smart Sortino/√2 | -0.65 | - |
| Omega | 0.88 | 0.88 |
| Max Drawdown | -34.27% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 21.85% | 0.3% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.1 | -0.1 |
| Calmar | -0.5 | - |
| Skew | 0.59 | 2.5 |
| Kurtosis | 4.45 | 13.96 |
| Expected Daily | -0.07% | 0.07% |
| Expected Monthly | -1.47% | 1.46% |
| Expected Yearly | -10.27% | 11.19% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -0.04% |
| Expected Shortfall (cVaR) | -2.33% | -0.04% |
| Max Consecutive Wins | 7 | 458 |
| Max Consecutive Losses | 8 | 0 |
| Gain/Pain Ratio | -0.12 | - |
| Gain/Pain (1M) | -0.38 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.88 | - |
| Common Sense Ratio | 0.76 | - |
| CPC Index | - | - |
| Tail Ratio | 0.86 | 2.13 |
| Outlier Win Ratio | 2.14 | 29.94 |
| Outlier Loss Ratio | 1.74 | - |
| MTD | -0.38% | 1.12% |
| 3M | -0.66% | 4.12% |
| 6M | 3.71% | 8.03% |
| YTD | 3.15% | 4.72% |
| 1Y | -10.78% | 17.48% |
| 3Y (ann.) | -17.03% | 20.04% |
| 5Y (ann.) | -17.03% | 20.04% |
| 10Y (ann.) | -17.03% | 20.04% |
| All-time (ann.) | -17.03% | 20.04% |
| Best Day | 8.63% | 0.18% |
| Worst Day | -5.04% | 0.0% |
| Best Month | 13.45% | 1.83% |
| Worst Month | -14.74% | 1.12% |
| Best Year | 3.15% | 19.38% |
| Worst Year | -18.73% | 4.72% |
| Avg. Drawdown | -34.27% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.81 | - |
| Ulcer Index | 0.24 | 0.0 |
| Serenity Index | -0.05 | - |
| Avg. Up Month | 4.13% | 1.46% |
| Avg. Down Month | - | - |
| Win Days | 47.02% | 100.0% |
| Win Month | 50.0% | 100.0% |
| Win Quarter | 25.0% | 100.0% |
| Win Year | 33.33% | 100.0% |
| Beta | 0.38 | - |
| Alpha | -0.22 | - |
| Correlation | 0.53% | - |
| Treynor Ratio | -72.85% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.96 | -18.73 | -1.88 | - |
| 2025 | 19.38 | -13.83 | -0.71 | - |
| 2026 | 4.72 | 3.15 | 0.67 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2026-04-19 | -34.27 | 634 |