| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 4.97% | 4.91% |
| CAGR﹪ | 8.18% | 8.08% |
| Sharpe | 0.5 | 20.83 |
| Prob. Sharpe Ratio | 65.18% | - |
| Smart Sharpe | 0.36 | 15.11 |
| Sortino | 0.7 | - |
| Smart Sortino | 0.51 | - |
| Sortino/√2 | 0.49 | - |
| Smart Sortino/√2 | 0.36 | - |
| Omega | 1.11 | 1.11 |
| Max Drawdown | -9.52% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 19.43% | 0.37% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 0.86 | - |
| Skew | -0.4 | 2.09 |
| Kurtosis | 9.15 | 3.13 |
| Expected Daily | 0.03% | 0.03% |
| Expected Monthly | 0.61% | 0.6% |
| Expected Yearly | 2.45% | 2.43% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -0.01% |
| Expected Shortfall (cVaR) | -1.97% | -0.01% |
| Max Consecutive Wins | 5 | 154 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 0.11 | - |
| Gain/Pain (1M) | 0.58 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.11 | - |
| Common Sense Ratio | 0.99 | - |
| CPC Index | - | - |
| Tail Ratio | 0.9 | 6.51 |
| Outlier Win Ratio | 2.58 | 57.21 |
| Outlier Loss Ratio | 2.33 | - |
| MTD | -2.65% | 0.3% |
| 3M | -3.76% | 2.7% |
| 6M | 5.23% | 4.34% |
| YTD | -0.82% | 3.28% |
| 1Y | 4.97% | 4.91% |
| 3Y (ann.) | 8.18% | 8.08% |
| 5Y (ann.) | 8.18% | 8.08% |
| 10Y (ann.) | 8.18% | 8.08% |
| All-time (ann.) | 8.18% | 8.08% |
| Best Day | 5.94% | 0.09% |
| Worst Day | -6.2% | 0.0% |
| Best Month | 7.98% | 1.62% |
| Worst Month | -4.41% | 0.3% |
| Best Year | 5.84% | 3.28% |
| Worst Year | -0.82% | 1.57% |
| Avg. Drawdown | -4.09% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.52 | - |
| Ulcer Index | 0.03 | 0.0 |
| Serenity Index | 0.31 | - |
| Avg. Up Month | 4.1% | 0.71% |
| Avg. Down Month | - | - |
| Win Days | 55.94% | 100.0% |
| Win Month | 50.0% | 100.0% |
| Win Quarter | 50.0% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | 4.81 | - |
| Alpha | -0.28 | - |
| Correlation | 9.26% | - |
| Treynor Ratio | 1.03% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 1.57 | 5.84 | 3.71 | + |
| 2026 | 3.28 | -0.82 | -0.25 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-11 | 2025-10-17 | -9.52 | 36 |
| 2026-02-02 | 2026-04-15 | -8.15 | 72 |
| 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 |