| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | -0.47% | 9.91% |
| CAGR﹪ | -0.9% | 19.91% |
| Sharpe | 0.06 | 38.16 |
| Prob. Sharpe Ratio | 51.7% | 100.0% |
| Smart Sharpe | 0.05 | 33.53 |
| Sortino | 0.09 | - |
| Smart Sortino | 0.07 | - |
| Sortino/√2 | 0.06 | - |
| Smart Sortino/√2 | 0.05 | - |
| Omega | 1.01 | 1.01 |
| Max Drawdown | -17.98% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 20.25% | 0.45% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.05 | -0.05 |
| Calmar | -0.05 | - |
| Skew | 0.59 | 3.24 |
| Kurtosis | 3.62 | 10.57 |
| Expected Daily | -0.0% | 0.07% |
| Expected Monthly | -0.07% | 1.36% |
| Expected Yearly | -0.47% | 9.91% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -0.02% |
| Expected Shortfall (cVaR) | -2.09% | -0.02% |
| Max Consecutive Wins | 8 | 137 |
| Max Consecutive Losses | 10 | 0 |
| Gain/Pain Ratio | 0.01 | - |
| Gain/Pain (1M) | 0.05 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.01 | - |
| Common Sense Ratio | 1.0 | - |
| CPC Index | - | - |
| Tail Ratio | 0.99 | 3.22 |
| Outlier Win Ratio | 1.44 | 19.55 |
| Outlier Loss Ratio | 1.44 | - |
| MTD | 5.38% | 1.29% |
| 3M | -9.55% | 4.05% |
| 6M | 0.96% | 8.94% |
| YTD | -0.47% | 9.91% |
| 1Y | -0.47% | 9.91% |
| 3Y (ann.) | -0.9% | 19.91% |
| 5Y (ann.) | -0.9% | 19.91% |
| 10Y (ann.) | -0.9% | 19.91% |
| All-time (ann.) | -0.9% | 19.91% |
| Best Day | 6.26% | 0.18% |
| Worst Day | -3.8% | 0.0% |
| Best Month | 5.38% | 1.53% |
| Worst Month | -9.03% | 1.28% |
| Best Year | -0.47% | 9.91% |
| Worst Year | -0.47% | 9.91% |
| Avg. Drawdown | -4.54% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | -0.03 | - |
| Ulcer Index | 0.09 | 0.0 |
| Serenity Index | -0.0 | - |
| Avg. Up Month | 2.82% | 1.39% |
| Avg. Down Month | - | - |
| Win Days | 49.62% | 100.0% |
| Win Month | 71.43% | 100.0% |
| Win Quarter | 66.67% | 100.0% |
| Win Year | 0.0% | 100.0% |
| Beta | 2.09 | - |
| Alpha | -0.35 | - |
| Correlation | 4.68% | - |
| Treynor Ratio | -0.22% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 9.91 | -0.47 | -0.05 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-18 | 2025-11-28 | -17.98 | 102 |
| 2025-07-02 | 2025-07-18 | -4.85 | 16 |
| 2025-06-06 | 2025-07-01 | -4.21 | 25 |
| 2025-05-23 | 2025-05-28 | -2.51 | 5 |
| 2025-07-25 | 2025-08-06 | -2.10 | 12 |
| 2025-07-23 | 2025-07-24 | -0.09 | 1 |
| 2025-08-12 | 2025-08-13 | -0.05 | 1 |