TRND[Strategy] vs RUB Inflation[Benchmark]

24 Mar, 2025 - 7 Sep, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	95.0%	100.0%
Cumulative Return	-12.82%	8.95%
CAGR﹪	-8.98%	6.05%
Sharpe	-0.31	15.7
Prob. Sharpe Ratio	35.15%	100.0%
Smart Sharpe	-0.31	15.39
Sortino	-0.44	80.44
Smart Sortino	-0.43	78.84
Sortino/√2	-0.31	56.88
Smart Sortino/√2	-0.3	55.75
Omega	0.95	0.95
Max Drawdown	-30.42%	-0.4%
Longest DD Days	189	63
Volatility (ann.)	21.85%	0.37%
R^2	0.0	0.0
Information Ratio	-0.04	-0.04
Calmar	-0.3	15.14
Skew	0.17	1.94
Kurtosis	3.09	5.63
Expected Daily	-0.04%	0.02%
Expected Monthly	-0.72%	0.45%
Expected Yearly	-6.63%	4.38%
Kelly Criterion	20.68%	90.12%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.29%	-0.02%
Expected Shortfall (cVaR)	-2.29%	-0.02%
Max Consecutive Wins	6	256
Max Consecutive Losses	6	21
Gain/Pain Ratio	-0.05	21.38
Gain/Pain (1M)	-0.25	21.38
Payoff Ratio	1.89	1.32
Profit Factor	0.95	22.38
Common Sense Ratio	0.78	117.87
CPC Index	0.86	27.99
Tail Ratio	0.82	5.27
Outlier Win Ratio	1.57	59.23
Outlier Loss Ratio	1.56	86.48
MTD	2.49%	0.12%
3M	-9.15%	1.82%
6M	-16.2%	2.82%
YTD	-13.43%	5.4%
1Y	-12.02%	6.99%
3Y (ann.)	-8.98%	6.05%
5Y (ann.)	-8.98%	6.05%
10Y (ann.)	-8.98%	6.05%
All-time (ann.)	-8.98%	6.05%
Best Day	7.38%	0.11%
Worst Day	-4.85%	-0.02%
Best Month	6.51%	1.62%
Worst Month	-6.86%	-0.4%
Best Year	0.71%	5.4%
Worst Year	-13.43%	3.37%
Avg. Drawdown	-5.96%	-0.4%
Avg. Drawdown Days	46	63
Recovery Factor	-0.42	22.37
Ulcer Index	0.11	0.0
Serenity Index	-0.09	16.46
Avg. Up Month	3.72%	0.57%
Avg. Down Month	-	-
Win Days	48.16%	94.37%
Win Month	42.11%	94.74%
Win Quarter	28.57%	100.0%
Win Year	50.0%	100.0%
Beta	-1.41	-
Alpha	0.01	-
Correlation	-2.38%	-
Treynor Ratio	9.06%	-