| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 98.0% | 98.0% |
| Cumulative Return | -3.31% | 2.45% |
| CAGR﹪ | -21.78% | 19.32% |
| Sharpe | 0.35 | 16.19 |
| Prob. Sharpe Ratio | 55.29% | - |
| Smart Sharpe | 0.21 | 9.86 |
| Sortino | 0.61 | - |
| Smart Sortino | 0.37 | - |
| Sortino/√2 | 0.43 | - |
| Smart Sortino/√2 | 0.26 | - |
| Omega | 1.17 | 1.17 |
| Max Drawdown | -29.32% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 118.73% | 1.05% |
| R^2 | 0.02 | 0.02 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | -0.74 | - |
| Skew | 2.03 | 3.05 |
| Kurtosis | 19.18 | 8.05 |
| Expected Daily | -0.09% | 0.07% |
| Expected Monthly | -1.12% | 0.81% |
| Expected Yearly | -3.31% | 2.45% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -12.14% | -0.04% |
| Expected Shortfall (cVaR) | -12.14% | -0.04% |
| Max Consecutive Wins | 4 | 35 |
| Max Consecutive Losses | 8 | 0 |
| Gain/Pain Ratio | 0.17 | - |
| Gain/Pain (1M) | 1.39 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.17 | - |
| Common Sense Ratio | 0.97 | - |
| CPC Index | - | - |
| Tail Ratio | 0.83 | 5.71 |
| Outlier Win Ratio | 4.95 | 178.94 |
| Outlier Loss Ratio | 4.63 | - |
| MTD | -0.67% | 0.49% |
| 3M | -3.31% | 2.45% |
| 6M | -3.31% | 2.45% |
| YTD | -3.31% | 2.45% |
| 1Y | -3.31% | 2.45% |
| 3Y (ann.) | -21.78% | 19.32% |
| 5Y (ann.) | -21.78% | 19.32% |
| 10Y (ann.) | -21.78% | 19.32% |
| All-time (ann.) | -21.78% | 19.32% |
| Best Day | 35.86% | 0.28% |
| Worst Day | -25.71% | 0.0% |
| Best Month | 0.96% | 1.09% |
| Worst Month | -3.58% | 0.49% |
| Best Year | -3.31% | 2.45% |
| Worst Year | -3.31% | 2.45% |
| Avg. Drawdown | -29.32% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.11 | - |
| Ulcer Index | 0.27 | 0.0 |
| Serenity Index | -0.03 | - |
| Avg. Up Month | 0.96% | 0.85% |
| Avg. Down Month | - | - |
| Win Days | 45.71% | 100.0% |
| Win Month | 33.33% | 100.0% |
| Win Quarter | 50.0% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | 14.81 | - |
| Alpha | -2.1 | - |
| Correlation | 13.06% | - |
| Treynor Ratio | -0.22% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 2.45 | -3.31 | -1.35 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-30 | 2026-05-15 | -29.32 | 46 |