| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 0.3% | 22.6% |
| CAGR﹪ | 0.25% | 18.84% |
| Sharpe | 0.16 | 50.24 |
| Prob. Sharpe Ratio | 56.7% | 100.0% |
| Smart Sharpe | 0.09 | 28.71 |
| Sortino | 0.25 | - |
| Smart Sortino | 0.14 | - |
| Sortino/√2 | 0.17 | - |
| Smart Sortino/√2 | 0.1 | - |
| Omega | 1.05 | 1.05 |
| Max Drawdown | -16.5% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 31.03% | 0.38% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 0.02 | - |
| Skew | 1.81 | 2.2 |
| Kurtosis | 55.76 | 7.37 |
| Expected Daily | 0.0% | 0.07% |
| Expected Monthly | 0.02% | 1.37% |
| Expected Yearly | 0.15% | 10.73% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.2% | -0.04% |
| Expected Shortfall (cVaR) | -3.2% | -0.04% |
| Max Consecutive Wins | 7 | 271 |
| Max Consecutive Losses | 4 | 0 |
| Gain/Pain Ratio | 0.05 | - |
| Gain/Pain (1M) | 0.79 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.05 | - |
| Common Sense Ratio | 1.05 | - |
| CPC Index | - | - |
| Tail Ratio | 1.01 | 1.98 |
| Outlier Win Ratio | 2.75 | 26.16 |
| Outlier Loss Ratio | 2.0 | - |
| MTD | 0.45% | 1.12% |
| 3M | 0.6% | 3.77% |
| 6M | -0.79% | 7.86% |
| YTD | 0.86% | 4.71% |
| 1Y | -0.58% | 17.35% |
| 3Y (ann.) | 0.25% | 18.84% |
| 5Y (ann.) | 0.25% | 18.84% |
| 10Y (ann.) | 0.25% | 18.84% |
| All-time (ann.) | 0.25% | 18.84% |
| Best Day | 19.88% | 0.17% |
| Worst Day | -16.07% | 0.0% |
| Best Month | 1.73% | 1.69% |
| Worst Month | -4.12% | 1.12% |
| Best Year | 0.86% | 17.08% |
| Worst Year | -0.56% | 4.71% |
| Avg. Drawdown | -4.4% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.02 | - |
| Ulcer Index | 0.04 | 0.0 |
| Serenity Index | 0.02 | - |
| Avg. Up Month | 0.83% | 1.39% |
| Avg. Down Month | - | - |
| Win Days | 55.42% | 100.0% |
| Win Month | 66.67% | 100.0% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | 0.14 | - |
| Alpha | 0.02 | - |
| Correlation | 0.17% | - |
| Treynor Ratio | 2.12% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 17.08 | -0.56 | -0.03 | - |
| 2026 | 4.71 | 0.86 | 0.18 | - |
| 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 |
| 2025-02-20 | 2025-02-28 | -1.14 | 8 |
| 2025-03-03 | 2025-03-11 | -0.98 | 8 |