| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | -4.04% | 21.98% |
| CAGR﹪ | -3.38% | 18.01% |
| Sharpe | -0.08 | 35.2 |
| Prob. Sharpe Ratio | 46.35% | 100.0% |
| Smart Sharpe | -0.08 | 32.91 |
| Sortino | -0.12 | - |
| Smart Sortino | -0.11 | - |
| Sortino/√2 | -0.08 | - |
| Smart Sortino/√2 | -0.08 | - |
| Omega | 0.99 | 0.99 |
| Max Drawdown | -14.76% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 18.95% | 0.46% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.06 | -0.06 |
| Calmar | -0.23 | - |
| Skew | 0.1 | 6.64 |
| Kurtosis | 2.02 | 47.39 |
| Expected Daily | -0.01% | 0.06% |
| Expected Monthly | -0.26% | 1.25% |
| Expected Yearly | -2.04% | 10.44% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -0.02% |
| Expected Shortfall (cVaR) | -1.97% | -0.02% |
| Max Consecutive Wins | 6 | 308 |
| Max Consecutive Losses | 6 | 0 |
| Gain/Pain Ratio | -0.01 | - |
| Gain/Pain (1M) | -0.06 | - |
| Payoff Ratio | - | - |
| Profit Factor | 0.99 | - |
| Common Sense Ratio | 0.92 | - |
| CPC Index | - | - |
| Tail Ratio | 0.93 | 1.54 |
| Outlier Win Ratio | 1.82 | 24.28 |
| Outlier Loss Ratio | 1.66 | - |
| MTD | 0.32% | 0.27% |
| 3M | -8.03% | 3.46% |
| 6M | 1.49% | 7.21% |
| YTD | -4.71% | 6.1% |
| 1Y | 4.62% | 16.19% |
| 3Y (ann.) | -3.38% | 18.01% |
| 5Y (ann.) | -3.38% | 18.01% |
| 10Y (ann.) | -3.38% | 18.01% |
| All-time (ann.) | -3.38% | 18.01% |
| Best Day | 5.47% | 0.28% |
| Worst Day | -4.47% | 0.0% |
| Best Month | 6.51% | 1.65% |
| Worst Month | -5.51% | 0.27% |
| Best Year | 0.71% | 14.96% |
| Worst Year | -4.71% | 6.1% |
| Avg. Drawdown | -4.1% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.27 | - |
| Ulcer Index | 0.08 | 0.0 |
| Serenity Index | -0.05 | - |
| Avg. Up Month | 3.51% | 1.18% |
| Avg. Down Month | - | - |
| Win Days | 47.93% | 100.0% |
| Win Month | 50.0% | 100.0% |
| Win Quarter | 33.33% | 100.0% |
| Win Year | 50.0% | 100.0% |
| Beta | -2.59 | - |
| Alpha | 0.4 | - |
| Correlation | -6.28% | - |
| Treynor Ratio | 1.56% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 14.96 | 0.71 | 0.05 | - |
| 2026 | 6.10 | -4.71 | -0.77 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-15 | 2026-01-19 | -14.76 | 157 |
| 2025-03-26 | 2025-08-08 | -14.50 | 135 |
| 2026-03-02 | 2026-06-05 | -9.89 | 95 |
| 2026-01-29 | 2026-02-16 | -2.69 | 18 |
| 2025-08-13 | 2025-08-14 | -0.89 | 1 |
| 2026-02-19 | 2026-02-20 | -0.77 | 1 |
| 2025-08-11 | 2025-08-12 | -0.49 | 1 |
| 2026-01-26 | 2026-01-27 | -0.39 | 1 |
| 2026-02-17 | 2026-02-18 | -0.29 | 1 |
| 2026-01-20 | 2026-01-21 | -0.20 | 1 |