TOPS[Strategy] vs RUB Inflation[Benchmark]

9 Jul, 2026 - 11 Oct, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	13.46%	0.32%
CAGR﹪	63.27%	1.26%
Sharpe	1.45	4.97
Prob. Sharpe Ratio	80.31%	99.99%
Smart Sharpe	1.23	4.24
Sortino	2.19	22.89
Smart Sortino	1.87	19.51
Sortino/√2	1.55	16.19
Smart Sortino/√2	1.32	13.8
Omega	1.29	1.29
Max Drawdown	-11.79%	-0.19%
Longest DD Days	58	69
Volatility (ann.)	27.97%	0.19%
R^2	0.0	0.0
Information Ratio	0.09	0.09
Calmar	5.37	6.52
Skew	0.24	1.23
Kurtosis	2.75	-0.5
Expected Daily	0.15%	0.0%
Expected Monthly	3.21%	0.08%
Expected Yearly	13.46%	0.32%
Kelly Criterion	28.12%	15.27%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.74%	-0.02%
Expected Shortfall (cVaR)	-2.74%	-0.02%
Max Consecutive Wins	7	21
Max Consecutive Losses	4	65
Gain/Pain Ratio	0.29	1.67
Gain/Pain (1M)	5.51	1.67
Payoff Ratio	1.39	8.26
Profit Factor	1.29	2.67
Common Sense Ratio	1.24	22.04
CPC Index	1.04	5.38
Tail Ratio	0.96	8.26
Outlier Win Ratio	1.5	78.75
Outlier Loss Ratio	1.51	685.17
MTD	6.38%	-0.03%
3M	15.77%	0.3%
6M	13.46%	0.32%
YTD	13.46%	0.32%
1Y	13.46%	0.32%
3Y (ann.)	63.27%	1.26%
5Y (ann.)	63.27%	1.26%
10Y (ann.)	63.27%	1.26%
All-time (ann.)	63.27%	1.26%
Best Day	7.29%	0.02%
Worst Day	-4.85%	-0.0%
Best Month	6.38%	0.52%
Worst Month	-2.95%	-0.08%
Best Year	13.46%	0.32%
Worst Year	13.46%	0.32%
Avg. Drawdown	-3.82%	-0.19%
Avg. Drawdown Days	11	69
Recovery Factor	1.14	1.67
Ulcer Index	0.05	0.0
Serenity Index	0.48	0.22
Avg. Up Month	5.91%	0.52%
Avg. Down Month	-2.95%	-0.08%
Win Days	58.14%	24.42%
Win Month	75.0%	25.0%
Win Quarter	100.0%	50.0%
Win Year	100.0%	100.0%
Beta	6.82	-
Alpha	0.34	-
Correlation	4.57%	-
Treynor Ratio	1.97%	-