| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 7.0% | 7.0% |
| Time in Market | 82.0% | 97.0% |
| Cumulative Return | 0.0% | 24.03% |
| CAGR﹪ | 0.0% | 20.58% |
| Sharpe | -0.08 | 10.3 |
| Prob. Sharpe Ratio | 14.77% | 100.0% |
| Smart Sharpe | -0.05 | 6.01 |
| Sortino | -0.12 | 31.78 |
| Smart Sortino | -0.07 | 18.55 |
| Sortino/√2 | -0.08 | 22.47 |
| Smart Sortino/√2 | -0.05 | 13.12 |
| Omega | 0.98 | 0.98 |
| Max Drawdown | -16.5% | -0.18% |
| Longest DD Days | 211 | 6 |
| Volatility (ann.) | 29.87% | 1.14% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 0.0 | 116.4 |
| Skew | 1.88 | 0.72 |
| Kurtosis | 60.39 | 2.0 |
| Expected Daily | 0.0% | 0.07% |
| Expected Monthly | 0.0% | 1.45% |
| Expected Yearly | 0.0% | 11.37% |
| Kelly Criterion | 2.77% | 89.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.08% | -0.04% |
| Expected Shortfall (cVaR) | -3.08% | -0.04% |
| Max Consecutive Wins | 7 | 54 |
| Max Consecutive Losses | 3 | 1 |
| Gain/Pain Ratio | 0.05 | 23.61 |
| Gain/Pain (1M) | 0.74 | - |
| Payoff Ratio | 0.83 | 1.81 |
| Profit Factor | 1.05 | 24.61 |
| Common Sense Ratio | 1.07 | 374.43 |
| CPC Index | 0.49 | 41.58 |
| Tail Ratio | 1.03 | 15.21 |
| Outlier Win Ratio | 3.32 | 24.5 |
| Outlier Loss Ratio | 1.98 | 42.13 |
| MTD | 0.45% | 0.9% |
| 3M | 0.6% | 4.25% |
| 6M | -0.79% | 8.68% |
| YTD | 0.86% | 5.19% |
| 1Y | -0.58% | 20.26% |
| 3Y (ann.) | 0.0% | 20.58% |
| 5Y (ann.) | 0.0% | 20.58% |
| 10Y (ann.) | 0.0% | 20.58% |
| All-time (ann.) | 0.0% | 20.58% |
| Best Day | 19.88% | 0.41% |
| Worst Day | -16.07% | -0.18% |
| Best Month | 1.73% | 3.1% |
| Worst Month | -4.12% | 0.0% |
| Best Year | 0.86% | 17.91% |
| Worst Year | -0.85% | 5.19% |
| Avg. Drawdown | -5.25% | -0.05% |
| Avg. Drawdown Days | 45 | 2 |
| Recovery Factor | 0.0 | 135.9 |
| Ulcer Index | 0.04 | 0.0 |
| Serenity Index | -0.4 | 1665.85 |
| Avg. Up Month | 0.89% | 1.64% |
| Avg. Down Month | - | - |
| Win Days | 55.83% | 93.26% |
| Win Month | 64.29% | 100.0% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | -0.86 | - |
| Alpha | 0.2 | - |
| Correlation | -3.29% | - |
| Treynor Ratio | 8.14% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 17.91 | -0.85 | -0.05 | - |
| 2026 | 5.19 | 0.86 | 0.17 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-12 | 2025-03-14 | -16.50 | 2 |
| 2025-12-22 | 2026-04-24 | -8.19 | 123 |
| 2025-03-27 | 2025-10-24 | -5.55 | 211 |
| 2025-10-27 | 2025-12-10 | -4.56 | 44 |
| 2025-12-11 | 2025-12-15 | -3.57 | 4 |
| 2025-12-16 | 2025-12-19 | -3.45 | 3 |
| 2025-03-24 | 2025-03-26 | -3.13 | 2 |
| 2025-03-17 | 2025-03-21 | -1.28 | 4 |
| 2025-03-03 | 2025-03-11 | -0.98 | 8 |