| Metric | Strategy | Benchmark |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 8.15% | 16.57% |
| CAGR﹪ | 8.86% | 18.07% |
| Sharpe | 0.57 | 45.75 |
| Prob. Sharpe Ratio | 70.96% | 100.0% |
| Smart Sharpe | 0.5 | 40.08 |
| Sortino | 0.84 | - |
| Smart Sortino | 0.74 | - |
| Sortino/√2 | 0.6 | - |
| Smart Sortino/√2 | 0.52 | - |
| Omega | 1.1 | 1.1 |
| Max Drawdown | -17.98% | - |
| Longest DD Days | - | - |
| Volatility (ann.) | 17.4% | 0.36% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 0.49 | - |
| Skew | 0.46 | 4.21 |
| Kurtosis | 4.25 | 19.44 |
| Expected Daily | 0.03% | 0.07% |
| Expected Monthly | 0.66% | 1.29% |
| Expected Yearly | 4.0% | 7.97% |
| Kelly Criterion | - | - |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -0.03% |
| Expected Shortfall (cVaR) | -1.76% | -0.03% |
| Max Consecutive Wins | 8 | 235 |
| Max Consecutive Losses | 10 | 0 |
| Gain/Pain Ratio | 0.1 | - |
| Gain/Pain (1M) | 0.59 | - |
| Payoff Ratio | - | - |
| Profit Factor | 1.1 | - |
| Common Sense Ratio | 1.14 | - |
| CPC Index | - | - |
| Tail Ratio | 1.03 | 1.48 |
| Outlier Win Ratio | 1.64 | 20.13 |
| Outlier Loss Ratio | 1.56 | - |
| MTD | 1.42% | 1.12% |
| 3M | 0.98% | 3.75% |
| 6M | 12.75% | 7.79% |
| YTD | 3.59% | 4.71% |
| 1Y | 8.15% | 16.57% |
| 3Y (ann.) | 8.86% | 18.07% |
| 5Y (ann.) | 8.86% | 18.07% |
| 10Y (ann.) | 8.86% | 18.07% |
| All-time (ann.) | 8.86% | 18.07% |
| Best Day | 6.26% | 0.18% |
| Worst Day | -3.8% | 0.0% |
| Best Month | 6.07% | 1.53% |
| Worst Month | -9.03% | 1.12% |
| Best Year | 4.41% | 11.33% |
| Worst Year | 3.59% | 4.71% |
| Avg. Drawdown | -4.54% | - |
| Avg. Drawdown Days | - | - |
| Recovery Factor | 0.45 | - |
| Ulcer Index | 0.08 | 0.0 |
| Serenity Index | 0.07 | - |
| Avg. Up Month | 2.73% | 1.3% |
| Avg. Down Month | - | - |
| Win Days | 51.11% | 100.0% |
| Win Month | 75.0% | 100.0% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | 2.11 | - |
| Alpha | -0.25 | - |
| Correlation | 4.34% | - |
| Treynor Ratio | 3.87% | - |
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.33 | 4.41 | 0.39 | - |
| 2026 | 4.71 | 3.59 | 0.76 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-18 | 2026-04-24 | -17.98 | 249 |
| 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 |