| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | -21.48% | 10.53% |
| CAGR﹪ | -19.45% | 9.37% |
| Sharpe | -0.73 | 22.29 |
| Prob. Sharpe Ratio | 22.26% | 100.0% |
| Smart Sharpe | -0.66 | 20.04 |
| Sortino | -1.06 | - |
| Smart Sortino | -0.95 | - |
| Sortino/√2 | -0.75 | - |
| Smart Sortino/√2 | -0.67 | - |
| Omega | 0.88 | 0.88 |
| Max Drawdown | -33.89% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 24.9% | 0.39% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.07 | -0.07 |
| Calmar | -0.57 | - |
| Skew | 0.73 | 2.06 |
| Kurtosis | 3.72 | 6.1 |
| Expected Daily | -0.08% | 0.03% |
| Expected Monthly | -1.6% | 0.67% |
| Expected Yearly | -11.39% | 5.14% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.65% | -0.01% |
| Expected Shortfall (cVaR) | -2.65% | -0.01% |
| Max Consecutive Wins | 5 | 286 |
| Max Consecutive Losses | 8 | 0 |
| Gain/Pain Ratio | -0.12 | - |
| Gain/Pain (1M) | -0.39 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.88 | - |
| Common Sense Ratio | 0.81 | - |
| CPC Index | - | - |
| Tail Ratio | 0.92 | 7.45 |
| Outlier Win Ratio | 1.89 | 65.21 |
| Outlier Loss Ratio | 1.73 | - |
| MTD | -0.61% | 0.07% |
| 3M | 2.07% | 1.36% |
| 6M | -10.78% | 2.88% |
| YTD | -3.38% | 4.99% |
| 1Y | -2.94% | 9.2% |
| 3Y (ann.) | -19.45% | 9.37% |
| 5Y (ann.) | -19.45% | 9.37% |
| 10Y (ann.) | -19.45% | 9.37% |
| All-time (ann.) | -19.45% | 9.37% |
| Best Day | 8.63% | 0.14% |
| Worst Day | -5.04% | 0.0% |
| Best Month | 13.45% | 1.43% |
| Worst Month | -14.74% | 0.07% |
| Best Year | -3.38% | 5.28% |
| Worst Year | -18.73% | 4.99% |
| Avg. Drawdown | -33.89% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.63 | - |
| Ulcer Index | 0.2 | 0.0 |
| Serenity Index | -0.06 | - |
| Avg. Up Month | 4.57% | 0.73% |
| Avg. Down Month | - | - |
| Win Days | 44.52% | 100.0% |
| Win Month | 46.67% | 100.0% |
| Win Quarter | 40.0% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | 2.23 | - |
| Alpha | -0.38 | - |
| Correlation | 3.54% | - |
| Treynor Ratio | -9.63% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 5.28 | -18.73 | -3.54 | - |
| 2025 | 4.99 | -3.38 | -0.68 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-24 | 2025-09-03 | -33.89 | 406 |