TRND[Strategy] vs RUB Inflation[Benchmark]

24 Mar, 2025 - 29 Aug, 2025

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	94.0%	100.0%
Cumulative Return	-1.11%	2.69%
CAGR﹪	-2.55%	6.33%
Sharpe	-0.0	18.91
Prob. Sharpe Ratio	49.94%	100.0%
Smart Sharpe	-0.0	18.04
Sortino	-0.0	-
Smart Sortino	-0.0	-
Sortino/√2	-0.0	-
Smart Sortino/√2	-0.0	-
Omega	1.0	1.0
Max Drawdown	-14.5%	-
Longest DD Days	-	-
Volatility (ann.)	21.69%	0.3%
R^2	0.01	0.01
Information Ratio	-0.02	-0.02
Calmar	-0.18	-
Skew	-0.18	3.96
Kurtosis	0.94	15.85
Expected Daily	-0.01%	0.02%
Expected Monthly	-0.19%	0.44%
Expected Yearly	-1.11%	2.69%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-2.25%	-0.01%
Expected Shortfall (cVaR)	-2.25%	-0.01%
Max Consecutive Wins	6	117
Max Consecutive Losses	6	0
Gain/Pain Ratio	-0.0	-
Gain/Pain (1M)	-0.0	-
Payoff Ratio	-	-
Profit Factor	1.0	-
Common Sense Ratio	1.02	-
CPC Index	-	-
Tail Ratio	1.02	2.47
Outlier Win Ratio	1.61	69.41
Outlier Loss Ratio	1.5	-
MTD	4.26%	0.52%
3M	10.24%	1.33%
6M	-1.11%	2.69%
YTD	-1.11%	2.69%
1Y	-1.11%	2.69%
3Y (ann.)	-2.55%	6.33%
5Y (ann.)	-2.55%	6.33%
10Y (ann.)	-2.55%	6.33%
All-time (ann.)	-2.55%	6.33%
Best Day	3.86%	0.11%
Worst Day	-4.47%	0.0%
Best Month	4.26%	0.57%
Worst Month	-4.1%	0.2%
Best Year	-1.11%	2.69%
Worst Year	-1.11%	2.69%
Avg. Drawdown	-4.86%	-
Avg. Drawdown Days	-	-
Recovery Factor	-0.08	-
Ulcer Index	0.09	0.0
Serenity Index	-0.01	-
Avg. Up Month	3.27%	0.43%
Avg. Down Month	-	-
Win Days	48.18%	100.0%
Win Month	50.0%	100.0%
Win Quarter	33.33%	100.0%
Win Year	0.0%	100.0%
Beta	-8.0	-
Alpha	0.45	-
Correlation	-11.07%	-
Treynor Ratio	0.14%	-