TPAY[Strategy] vs RUB Inflation[Benchmark]

12 Aug, 2024 - 11 Jul, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	-1.86%	8.47%
CAGR﹪	-2.04%	9.32%
Sharpe	-0.29	28.32
Prob. Sharpe Ratio	38.44%	-
Smart Sharpe	-0.27	26.29
Sortino	-0.33	-
Smart Sortino	-0.31	-
Sortino/√2	-0.23	-
Smart Sortino/√2	-0.22	-
Omega	0.94	0.94
Max Drawdown	-8.5%	-
Longest DD Days	-	-
Volatility (ann.)	6.07%	0.3%
R^2	0.01	0.01
Information Ratio	-0.11	-0.11
Calmar	-0.24	-
Skew	-2.69	0.64
Kurtosis	9.15	-1.1
Expected Daily	-0.01%	0.03%
Expected Monthly	-0.16%	0.68%
Expected Yearly	-0.93%	4.15%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.64%	-0.0%
Expected Shortfall (cVaR)	-0.64%	-0.0%
Max Consecutive Wins	11	239
Max Consecutive Losses	7	0
Gain/Pain Ratio	-0.06	-
Gain/Pain (1M)	-0.27	-
Payoff Ratio	-	-
Profit Factor	0.94	-
Common Sense Ratio	0.61	-
CPC Index	-	-
Tail Ratio	0.65	5.08
Outlier Win Ratio	2.12	9.74
Outlier Loss Ratio	2.3	-
MTD	0.88%	0.15%
3M	3.69%	1.17%
6M	1.73%	3.75%
YTD	3.01%	4.06%
1Y	-1.86%	8.47%
3Y (ann.)	-2.04%	9.32%
5Y (ann.)	-2.04%	9.32%
10Y (ann.)	-2.04%	9.32%
All-time (ann.)	-2.04%	9.32%
Best Day	0.74%	0.07%
Worst Day	-1.92%	0.0%
Best Month	1.78%	1.43%
Worst Month	-3.01%	0.15%
Best Year	3.01%	4.23%
Worst Year	-4.73%	4.06%
Avg. Drawdown	-1.77%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.22	-
Ulcer Index	0.05	0.0
Serenity Index	-0.02	-
Avg. Up Month	0.65%	0.58%
Avg. Down Month	-	-
Win Days	65.5%	100.0%
Win Month	58.33%	100.0%
Win Quarter	60.0%	100.0%
Win Year	50.0%	100.0%
Beta	-1.87	-
Alpha	0.14	-
Correlation	-9.27%	-
Treynor Ratio	1.0%	-