| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | -8.2% | 6.27% |
| CAGR﹪ | -9.44% | 7.3% |
| Sharpe | -0.42 | 19.7 |
| Prob. Sharpe Ratio | 34.78% | - |
| Smart Sharpe | -0.34 | 15.68 |
| Sortino | -0.57 | - |
| Smart Sortino | -0.46 | - |
| Sortino/√2 | -0.41 | - |
| Smart Sortino/√2 | -0.32 | - |
| Omega | 0.92 | 0.92 |
| Max Drawdown | -21.09% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 19.19% | 0.36% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | -0.45 | - |
| Skew | -0.19 | 1.87 |
| Kurtosis | 6.81 | 3.25 |
| Expected Daily | -0.04% | 0.03% |
| Expected Monthly | -0.77% | 0.55% |
| Expected Yearly | -4.19% | 3.09% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -0.01% |
| Expected Shortfall (cVaR) | -2.02% | -0.01% |
| Max Consecutive Wins | 5 | 216 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | -0.08 | - |
| Gain/Pain (1M) | -0.3 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.92 | - |
| Common Sense Ratio | 0.75 | - |
| CPC Index | - | - |
| Tail Ratio | 0.81 | 14.87 |
| Outlier Win Ratio | 2.33 | 58.73 |
| Outlier Loss Ratio | 1.9 | - |
| MTD | -3.15% | 0.41% |
| 3M | -12.54% | 1.54% |
| 6M | -14.86% | 4.13% |
| YTD | -13.26% | 4.62% |
| 1Y | -8.2% | 6.27% |
| 3Y (ann.) | -9.44% | 7.3% |
| 5Y (ann.) | -9.44% | 7.3% |
| 10Y (ann.) | -9.44% | 7.3% |
| All-time (ann.) | -9.44% | 7.3% |
| Best Day | 5.94% | 0.09% |
| Worst Day | -6.2% | 0.0% |
| Best Month | 7.98% | 1.62% |
| Worst Month | -5.07% | 0.14% |
| Best Year | 5.84% | 4.62% |
| Worst Year | -13.26% | 1.57% |
| Avg. Drawdown | -5.94% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.39 | - |
| Ulcer Index | 0.08 | 0.0 |
| Serenity Index | -0.08 | - |
| Avg. Up Month | 4.1% | 0.71% |
| Avg. Down Month | - | - |
| Win Days | 52.22% | 100.0% |
| Win Month | 36.36% | 100.0% |
| Win Quarter | 40.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | 4.69 | - |
| Alpha | -0.41 | - |
| Correlation | 8.77% | - |
| Treynor Ratio | -1.75% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 1.57 | 5.84 | 3.71 | + |
| 2026 | 4.62 | -13.26 | -2.87 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-02-02 | 2026-07-14 | -21.09 | 162 |
| 2025-09-11 | 2025-10-17 | -9.52 | 36 |
| 2025-10-21 | 2025-12-11 | -5.22 | 51 |
| 2025-12-23 | 2026-01-14 | -4.56 | 22 |
| 2026-01-15 | 2026-01-19 | -0.46 | 4 |
| 2025-12-16 | 2025-12-17 | -0.36 | 1 |
| 2026-01-21 | 2026-01-23 | -0.34 | 2 |