| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 31.0% |
| Cumulative Return | 5.62% |
| CAGR﹪ | 1.88% |
| Sharpe | 1.91 |
| Prob. Sharpe Ratio | 99.96% |
| Smart Sharpe | 1.9 |
| Sortino | 3.02 |
| Smart Sortino | 2.99 |
| Sortino/√2 | 2.14 |
| Smart Sortino/√2 | 2.12 |
| Omega | 2.08 |
| Max Drawdown | -0.66% |
| Longest DD Days | 166 |
| Volatility (ann.) | 0.97% |
| Calmar | 2.83 |
| Skew | 0.92 |
| Kurtosis | 24.48 |
| Expected Daily | 0.01% |
| Expected Monthly | 0.22% |
| Expected Yearly | 1.84% |
| Kelly Criterion | 41.11% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.09% |
| Expected Shortfall (cVaR) | -0.09% |
| Max Consecutive Wins | 4 |
| Max Consecutive Losses | 3 |
| Gain/Pain Ratio | 1.08 |
| Gain/Pain (1M) | 4.05 |
| Payoff Ratio | 0.54 |
| Profit Factor | 2.08 |
| Common Sense Ratio | 88.64 |
| CPC Index | 0.89 |
| Tail Ratio | 42.68 |
| Outlier Win Ratio | 14.45 |
| Outlier Loss Ratio | 2.27 |
| MTD | 0.02% |
| 3M | 1.07% |
| 6M | 3.1% |
| YTD | 3.24% |
| 1Y | 4.52% |
| 3Y (ann.) | 1.88% |
| 5Y (ann.) | 1.88% |
| 10Y (ann.) | 1.88% |
| All-time (ann.) | 1.88% |
| Best Day | 0.58% |
| Worst Day | -0.37% |
| Best Month | 1.3% |
| Worst Month | -0.39% |
| Best Year | 3.24% |
| Worst Year | 0.28% |
| Avg. Drawdown | -0.22% |
| Avg. Drawdown Days | 34 |
| Recovery Factor | 8.28 |
| Ulcer Index | 0.0 |
| Serenity Index | 3.45 |
| Avg. Up Month | 0.38% |
| Avg. Down Month | -0.19% |
| Win Days | 79.3% |
| Win Month | 72.0% |
| Win Quarter | 88.89% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | 0.28% | 0.28% |
| 2025 | 2.0% | 2.01% |
| 2026 | 3.2% | 3.24% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-10 | 2026-01-26 | -0.66 | 48 |
| 2024-08-21 | 2025-02-02 | -0.49 | 166 |
| 2025-05-19 | 2025-07-31 | -0.46 | 74 |
| 2025-10-29 | 2025-12-08 | -0.40 | 41 |
| 2026-05-12 | 2026-05-18 | -0.35 | 7 |
| 2025-09-17 | 2025-10-01 | -0.30 | 15 |
| 2025-02-07 | 2025-04-22 | -0.29 | 75 |
| 2024-05-21 | 2024-05-27 | -0.18 | 7 |
| 2024-06-04 | 2024-06-10 | -0.12 | 7 |
| 2024-06-28 | 2024-08-19 | -0.11 | 53 |