| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 7.0% | 7.0% |
| Time in Market | 98.0% | 99.0% |
| Cumulative Return | 713,565.99% | 700,812.87% |
| CAGR% | -1.54% | -0.5% |
| Sharpe | 0.07 | 0.12 |
| Sortino | 0.1 | 0.18 |
| Max Drawdown | % | % |
| Longest DD Days | - | - |
| Volatility (ann.) | 6.65% | 6.65% |
| R^2 | 0.99 | 0.99 |
| Calmar | -0.1 | -0.03 |
| Skew | 0.25 | 0.27 |
| Kurtosis | 1.17 | 0.74 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.1% | -0.03% |
| Expected Yearly % | -0.31% | -0.1% |
| Kelly Criterion | 0.63% | 1.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.76% | -2.95% |
| Expected Shortfall (cVaR) | -3.51% | -3.51% |
| Payoff Ratio | 0.95 | 0.94 |
| Profit Factor | 0.01 | 0.02 |
| Common Sense Ratio | 0.01 | 0.02 |
| CPC Index | 0.01 | 0.01 |
| Tail Ratio | 0.85 | 0.9 |
| Outlier Win Ratio | 3.71 | 3.39 |
| Outlier Loss Ratio | 2.75 | 2.53 |
| MTD | 44.46% | 44.29% |
| 3M | 35883.17% | 35484.27% |
| 6M | 713565.99% | 700812.87% |
| YTD | 253912.28% | 250257.86% |
| 1Y | 713565.99% | 700812.87% |
| 3Y (ann.) | -1.57% | -0.53% |
| 5Y (ann.) | -1.57% | -0.53% |
| 10Y (ann.) | -1.57% | -0.53% |
| All-time (ann.) | -1.57% | -0.53% |
| Best Day | 5.97% | 5.85% |
| Worst Day | -4.16% | -3.88% |
| Best Month | 6.85% | 6.83% |
| Worst Month | -4.4% | -5.34% |
| Best Year | 0.2% | 1.24% |
| Worst Year | -0.82% | -1.43% |
| Recovery Factor | -0.04 | -0.01 |
| Ulcer Index | 1.1 | 1.1 |
| Avg. Up Month | 3.57% | 4.05% |
| Avg. Down Month | -3.61% | -3.93% |
| Win Days % | 51.65% | 52.17% |
| Win Month % | 50.0% | 50.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 50.0% |
| Beta | 1.0 | - |
| Alpha | 0.13 | - |
| Avg. Drawdown Days | - | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 180.91 | 181.91 | 1.01 | + |
| 2021 | 256719.82 | 260479.68 | 1.01 | + |