| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 1.74% | 6.64% |
| CAGR﹪ | 5.4% | 21.59% |
| Sharpe | 1.44 | 24.77 |
| Prob. Sharpe Ratio | 75.41% | 100.0% |
| Smart Sharpe | 1.41 | 24.25 |
| Sortino | 1.52 | - |
| Smart Sortino | 1.49 | - |
| Sortino/√2 | 1.08 | - |
| Smart Sortino/√2 | 1.06 | - |
| Omega | 1.52 | 1.52 |
| Max Drawdown | -1.19% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 3.53% | 0.75% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.24 | -0.24 |
| Calmar | 4.55 | - |
| Skew | -4.92 | 3.42 |
| Kurtosis | 23.95 | 11.22 |
| Expected Daily | 0.02% | 0.07% |
| Expected Monthly | 0.35% | 1.29% |
| Expected Yearly | 1.74% | 6.64% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -0.0% |
| Expected Shortfall (cVaR) | -0.35% | -0.0% |
| Max Consecutive Wins | 31 | 86 |
| Max Consecutive Losses | 1 | 0 |
| Gain/Pain Ratio | 0.52 | - |
| Gain/Pain (1M) | 78.0 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.52 | - |
| Common Sense Ratio | 75.19 | - |
| CPC Index | - | - |
| Tail Ratio | 49.58 | 3.67 |
| Outlier Win Ratio | 3.51 | 2.95 |
| Outlier Loss Ratio | 0.65 | - |
| MTD | 0.35% | 1.3% |
| 3M | 0.5% | 5.02% |
| 6M | 1.74% | 6.64% |
| YTD | 1.74% | 6.64% |
| 1Y | 1.74% | 6.64% |
| 3Y (ann.) | 5.4% | 21.59% |
| 5Y (ann.) | 5.4% | 21.59% |
| 10Y (ann.) | 5.4% | 21.59% |
| All-time (ann.) | 5.4% | 21.59% |
| Best Day | 0.18% | 0.26% |
| Worst Day | -1.19% | 0.0% |
| Best Month | 0.97% | 1.31% |
| Worst Month | -0.03% | 1.28% |
| Best Year | 1.74% | 6.64% |
| Worst Year | 1.74% | 6.64% |
| Avg. Drawdown | -0.85% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 1.47 | - |
| Ulcer Index | 0.01 | 0.0 |
| Serenity Index | 0.77 | - |
| Avg. Up Month | 0.44% | 1.29% |
| Avg. Down Month | - | - |
| Win Days | 95.35% | 100.0% |
| Win Month | 80.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 0.36 | - |
| Alpha | -0.02 | - |
| Correlation | 7.57% | - |
| Treynor Ratio | 4.91% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 6.64 | 1.74 | 0.26 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-30 | 2025-10-27 | -1.19 | 27 |
| 2025-08-29 | 2025-09-24 | -1.15 | 26 |
| 2025-10-31 | 2025-11-07 | -1.04 | 7 |
| 2025-08-25 | 2025-08-26 | -0.01 | 1 |