| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 30.89% | 15.37% |
| CAGR﹪ | 45.3% | 21.94% |
| Sharpe | 2.84 | 81.53 |
| Prob. Sharpe Ratio | 99.44% | 100.0% |
| Smart Sharpe | 2.7 | 77.46 |
| Sortino | 4.93 | - |
| Smart Sortino | 4.68 | - |
| Sortino/√2 | 3.49 | - |
| Smart Sortino/√2 | 3.31 | - |
| Omega | 1.64 | 1.64 |
| Max Drawdown | -7.57% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 12.85% | 0.23% |
| R^2 | 0.01 | 0.01 |
| Information Ratio | 0.09 | 0.09 |
| Calmar | 5.98 | - |
| Skew | 0.36 | -0.19 |
| Kurtosis | 2.28 | 2.77 |
| Expected Daily | 0.14% | 0.08% |
| Expected Monthly | 3.04% | 1.6% |
| Expected Yearly | 14.41% | 7.41% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -0.05% |
| Expected Shortfall (cVaR) | -1.19% | -0.05% |
| Max Consecutive Wins | 6 | 189 |
| Max Consecutive Losses | 5 | 0 |
| Gain/Pain Ratio | 0.64 | - |
| Gain/Pain (1M) | 13.73 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.64 | - |
| Common Sense Ratio | 2.6 | - |
| CPC Index | - | - |
| Tail Ratio | 1.58 | 1.78 |
| Outlier Win Ratio | 2.18 | 18.37 |
| Outlier Loss Ratio | 1.76 | - |
| MTD | 1.69% | 1.32% |
| 3M | 13.77% | 4.42% |
| 6M | 17.41% | 9.64% |
| YTD | 20.62% | 13.44% |
| 1Y | 30.89% | 15.37% |
| 3Y (ann.) | 45.3% | 21.94% |
| 5Y (ann.) | 45.3% | 21.94% |
| 10Y (ann.) | 45.3% | 21.94% |
| All-time (ann.) | 45.3% | 21.94% |
| Best Day | 3.34% | 0.11% |
| Worst Day | -2.54% | 0.0% |
| Best Month | 8.51% | 1.79% |
| Worst Month | -1.55% | 1.32% |
| Best Year | 20.62% | 13.44% |
| Worst Year | 8.51% | 1.7% |
| Avg. Drawdown | -1.15% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 4.08 | - |
| Ulcer Index | 0.03 | 0.0 |
| Serenity Index | 1.45 | - |
| Avg. Up Month | 4.25% | 1.57% |
| Avg. Down Month | - | - |
| Win Days | 55.37% | 100.0% |
| Win Month | 77.78% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 4.95 | - |
| Alpha | -0.57 | - |
| Correlation | 8.97% | - |
| Treynor Ratio | 6.24% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.70 | 8.51 | 5.01 | + |
| 2025 | 13.44 | 20.62 | 1.53 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-20 | 2025-06-20 | -7.57 | 92 |
| 2025-01-03 | 2025-02-12 | -2.01 | 40 |
| 2025-08-20 | 2025-08-29 | -1.93 | 9 |
| 2025-07-04 | 2025-07-15 | -1.65 | 11 |
| 2025-07-29 | 2025-08-11 | -1.44 | 13 |
| 2025-02-13 | 2025-02-20 | -1.35 | 7 |
| 2025-03-11 | 2025-03-13 | -0.67 | 2 |
| 2024-12-28 | 2024-12-30 | -0.64 | 2 |
| 2025-02-26 | 2025-02-27 | -0.62 | 1 |
| 2025-07-21 | 2025-07-28 | -0.61 | 7 |