TPAY[Strategy] vs RUB Inflation[Benchmark]

12 Aug, 2024 - 29 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	96.0%	100.0%
Cumulative Return	0.01%	9.35%
CAGR﹪	0.01%	8.91%
Sharpe	0.03	28.16
Prob. Sharpe Ratio	51.31%	-
Smart Sharpe	0.03	25.92
Sortino	0.04	-
Smart Sortino	0.03	-
Sortino/√2	0.03	-
Smart Sortino/√2	0.02	-
Omega	1.01	1.01
Max Drawdown	-8.5%	-
Longest DD Days	-	-
Volatility (ann.)	6.0%	0.29%
R^2	0.01	0.01
Information Ratio	-0.08	-0.08
Calmar	0.0	-
Skew	-2.69	0.75
Kurtosis	9.08	-0.76
Expected Daily	0.0%	0.03%
Expected Monthly	0.0%	0.69%
Expected Yearly	0.0%	4.57%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.62%	-0.0%
Expected Shortfall (cVaR)	-0.62%	-0.0%
Max Consecutive Wins	14	274
Max Consecutive Losses	7	0
Gain/Pain Ratio	0.01	-
Gain/Pain (1M)	0.03	-
Payoff Ratio	-	-
Profit Factor	1.01	-
Common Sense Ratio	0.62	-
CPC Index	-	-
Tail Ratio	0.61	6.77
Outlier Win Ratio	2.06	10.08
Outlier Loss Ratio	2.27	-
MTD	0.62%	0.52%
3M	3.09%	1.33%
6M	3.55%	2.84%
YTD	4.97%	4.91%
1Y	-0.39%	9.17%
3Y (ann.)	0.01%	8.91%
5Y (ann.)	0.01%	8.91%
10Y (ann.)	0.01%	8.91%
All-time (ann.)	0.01%	8.91%
Best Day	0.74%	0.07%
Worst Day	-1.92%	0.0%
Best Month	2.17%	1.43%
Worst Month	-3.01%	0.19%
Best Year	4.97%	4.91%
Worst Year	-4.73%	4.23%
Avg. Drawdown	-1.77%	-
Avg. Drawdown Days	-	-
Recovery Factor	0.0	-
Ulcer Index	0.05	0.0
Serenity Index	0.0	-
Avg. Up Month	0.8%	0.61%
Avg. Down Month	-	-
Win Days	66.79%	100.0%
Win Month	61.54%	100.0%
Win Quarter	60.0%	100.0%
Win Year	50.0%	100.0%
Beta	-1.98	-
Alpha	0.16	-
Correlation	-9.61%	-
Treynor Ratio	-0.01%	-