| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 7.0% | 7.0% |
| Time in Market | 95.0% | 98.0% |
| Cumulative Return | 3.08% | 1.83% |
| CAGR﹪ | 24.24% | 13.89% |
| Sharpe | 7.09 | 2.38 |
| Prob. Sharpe Ratio | 98.98% | 93.78% |
| Smart Sharpe | 5.98 | 2.01 |
| Sortino | 11.62 | 3.98 |
| Smart Sortino | 9.81 | 3.35 |
| Sortino/√2 | 8.22 | 2.81 |
| Smart Sortino/√2 | 6.94 | 2.37 |
| Omega | 3.24 | 3.24 |
| Max Drawdown | -0.58% | -0.38% |
| Longest DD Days | 18 | 11 |
| Volatility (ann.) | 2.04% | 2.52% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.16 | 0.16 |
| Calmar | 42.04 | 36.31 |
| Skew | -1.36 | 0.16 |
| Kurtosis | 4.12 | -0.06 |
| Expected Daily | 0.08% | 0.05% |
| Expected Monthly | 1.02% | 0.61% |
| Expected Yearly | 3.08% | 1.83% |
| Kelly Criterion | 50.49% | 36.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.13% | -0.21% |
| Expected Shortfall (cVaR) | -0.13% | -0.21% |
| Max Consecutive Wins | 17 | 6 |
| Max Consecutive Losses | 2 | 3 |
| Gain/Pain Ratio | 4.59 | 1.27 |
| Gain/Pain (1M) | - | - |
| Payoff Ratio | 0.42 | 1.44 |
| Profit Factor | 5.59 | 2.27 |
| Common Sense Ratio | 19.21 | 4.43 |
| CPC Index | 2.01 | 2.05 |
| Tail Ratio | 3.44 | 1.95 |
| Outlier Win Ratio | 2.78 | 2.34 |
| Outlier Loss Ratio | 2.16 | 2.59 |
| MTD | 1.56% | 0.83% |
| 3M | 3.08% | 1.83% |
| 6M | 3.08% | 1.83% |
| YTD | 3.08% | 1.83% |
| 1Y | 3.08% | 1.83% |
| 3Y (ann.) | 24.24% | 13.89% |
| 5Y (ann.) | 24.24% | 13.89% |
| 10Y (ann.) | 24.24% | 13.89% |
| All-time (ann.) | 24.24% | 13.89% |
| Best Day | 0.3% | 0.38% |
| Worst Day | -0.39% | -0.3% |
| Best Month | 1.56% | 0.83% |
| Worst Month | 0.38% | 0.22% |
| Best Year | 3.08% | 1.83% |
| Worst Year | 3.08% | 1.83% |
| Avg. Drawdown | -0.58% | -0.22% |
| Avg. Drawdown Days | 18 | 4 |
| Recovery Factor | 5.34 | 4.79 |
| Ulcer Index | 0.0 | 0.0 |
| Serenity Index | -10.04 | -20.95 |
| Avg. Up Month | 1.02% | 0.61% |
| Avg. Down Month | - | - |
| Win Days | 85.29% | 62.86% |
| Win Month | 100.0% | 100.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | -0.01 | - |
| Alpha | 0.21 | - |
| Correlation | -1.55% | - |
| Treynor Ratio | 311.11% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 1.83 | 3.08 | 1.68 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-14 | 2026-06-01 | -0.58 | 18 |