| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 7.0% | 7.0% |
| Time in Market | 91.0% | 91.0% |
| Cumulative Return | 81,755,061,770,938.58% | 81,797,921,315,629.50% |
| CAGR% | 0.59% | 0.68% |
| Sharpe | 0.11 | 0.12 |
| Sortino | 0.14 | 0.16 |
| Max Drawdown | % | % |
| Longest DD Days | - | - |
| Volatility (ann.) | 4.81% | 4.85% |
| R^2 | 0.99 | 0.99 |
| Calmar | 0.04 | 0.05 |
| Skew | -1.82 | -0.57 |
| Kurtosis | 11.72 | 5.64 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.05% | 0.05% |
| Expected Yearly % | 0.23% | 0.27% |
| Kelly Criterion | -3.61% | -2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -0.98% |
| Expected Shortfall (cVaR) | -1.69% | -1.69% |
| Payoff Ratio | 0.72 | 0.79 |
| Profit Factor | 0.02 | 0.02 |
| Common Sense Ratio | 0.02 | 0.02 |
| CPC Index | 0.01 | 0.01 |
| Tail Ratio | 0.87 | 0.79 |
| Outlier Win Ratio | 4.35 | 3.95 |
| Outlier Loss Ratio | 4.38 | 4.34 |
| MTD | 425.69% | 423.79% |
| 3M | 36545.97% | 36196.69% |
| 6M | 13783435.23% | 13781082.78% |
| YTD | 3028.92% | 3008.35% |
| 1Y | 1284235518011.87% | 1295184525387.76% |
| 3Y (ann.) | 0.59% | 0.68% |
| 5Y (ann.) | 0.59% | 0.68% |
| 10Y (ann.) | 0.59% | 0.68% |
| All-time (ann.) | 0.59% | 0.68% |
| Best Day | 2.41% | 2.52% |
| Worst Day | -4.11% | -2.89% |
| Best Month | 3.38% | 3.06% |
| Worst Month | -4.82% | -4.92% |
| Best Year | 4.2% | 4.72% |
| Worst Year | -3.36% | -3.64% |
| Recovery Factor | 0.05 | 0.06 |
| Ulcer Index | 1.12 | 1.1 |
| Avg. Up Month | 1.63% | 1.69% |
| Avg. Down Month | -1.72% | -1.77% |
| Win Days % | 56.59% | 54.44% |
| Win Month % | 53.33% | 53.33% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 33.33% | 33.33% |
| Beta | 0.99 | - |
| Alpha | 0.37 | - |
| Avg. Drawdown Days | - | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2019 | 77.00 | 77.27 | 1.00 | + |
| 2020 | 1607611680863.63 | 1593708384975.55 | 0.99 | - |
| 2021 | 3043.24 | 3064.10 | 1.01 | + |