| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | -0.2% | 20.06% |
| CAGR﹪ | -0.19% | 19.25% |
| Sharpe | 0.16 | 51.79 |
| Prob. Sharpe Ratio | 56.04% | 100.0% |
| Smart Sharpe | 0.09 | 29.58 |
| Sortino | 0.24 | - |
| 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.) | 33.23% | 0.38% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | -0.01 | - |
| Skew | 1.71 | 2.18 |
| Kurtosis | 49.1 | 7.15 |
| Expected Daily | -0.0% | 0.08% |
| Expected Monthly | -0.01% | 1.31% |
| Expected Yearly | -0.1% | 9.57% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.42% | -0.04% |
| Expected Shortfall (cVaR) | -3.42% | -0.04% |
| Max Consecutive Wins | 7 | 233 |
| Max Consecutive Losses | 4 | 0 |
| Gain/Pain Ratio | 0.05 | - |
| Gain/Pain (1M) | 0.71 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.05 | - |
| Common Sense Ratio | 0.96 | - |
| CPC Index | - | - |
| Tail Ratio | 0.92 | 1.76 |
| Outlier Win Ratio | 2.55 | 25.17 |
| Outlier Loss Ratio | 1.89 | - |
| MTD | 0.46% | 0.12% |
| 3M | -0.59% | 3.73% |
| 6M | -0.2% | 7.75% |
| YTD | 0.36% | 2.54% |
| 1Y | -0.5% | 18.22% |
| 3Y (ann.) | -0.19% | 19.25% |
| 5Y (ann.) | -0.19% | 19.25% |
| 10Y (ann.) | -0.19% | 19.25% |
| All-time (ann.) | -0.19% | 19.25% |
| Best Day | 19.88% | 0.17% |
| Worst Day | -16.07% | 0.0% |
| Best Month | 1.73% | 1.69% |
| Worst Month | -4.12% | 0.12% |
| Best Year | 0.36% | 17.08% |
| Worst Year | -0.56% | 2.54% |
| Avg. Drawdown | -4.36% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.01 | - |
| Ulcer Index | 0.04 | 0.0 |
| Serenity Index | -0.02 | - |
| Avg. Up Month | 0.86% | 1.3% |
| Avg. Down Month | - | - |
| Win Days | 55.56% | 100.0% |
| Win Month | 64.29% | 100.0% |
| Win Quarter | 60.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | 0.13 | - |
| Alpha | 0.03 | - |
| Correlation | 0.15% | - |
| Treynor Ratio | -1.52% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 17.08 | -0.56 | -0.03 | - |
| 2026 | 2.54 | 0.36 | 0.14 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-12 | 2025-03-14 | -16.50 | 2 |
| 2025-12-22 | 2026-03-03 | -7.78 | 71 |
| 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 |