| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 31.0% |
| Cumulative Return | 5.47% |
| CAGR﹪ | 1.9% |
| Sharpe | 1.96 |
| Prob. Sharpe Ratio | 99.97% |
| Smart Sharpe | 1.95 |
| Sortino | 3.18 |
| Smart Sortino | 3.15 |
| Sortino/√2 | 2.25 |
| Smart Sortino/√2 | 2.23 |
| Omega | 2.13 |
| Max Drawdown | -0.66% |
| Longest DD Days | 166 |
| Volatility (ann.) | 0.96% |
| Calmar | 2.87 |
| Skew | 1.23 |
| Kurtosis | 25.37 |
| Expected Daily | 0.01% |
| Expected Monthly | 0.22% |
| Expected Yearly | 1.79% |
| Kelly Criterion | 42.24% |
| 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 | 1.13 |
| Gain/Pain (1M) | 3.95 |
| Payoff Ratio | 0.54 |
| Profit Factor | 2.13 |
| Common Sense Ratio | 84.87 |
| CPC Index | 0.92 |
| Tail Ratio | 39.9 |
| Outlier Win Ratio | 15.0 |
| Outlier Loss Ratio | 2.11 |
| MTD | 0.33% |
| 3M | 2.86% |
| 6M | 2.83% |
| YTD | 3.1% |
| 1Y | 4.83% |
| 3Y (ann.) | 1.9% |
| 5Y (ann.) | 1.9% |
| 10Y (ann.) | 1.9% |
| All-time (ann.) | 1.9% |
| Best Day | 0.58% |
| Worst Day | -0.37% |
| Best Month | 1.3% |
| Worst Month | -0.39% |
| Best Year | 3.1% |
| Worst Year | 0.28% |
| Avg. Drawdown | -0.23% |
| Avg. Drawdown Days | 38 |
| Recovery Factor | 8.07 |
| Ulcer Index | 0.0 |
| Serenity Index | 3.27 |
| Avg. Up Month | 0.39% |
| Avg. Down Month | -0.19% |
| Win Days | 79.72% |
| Win Month | 70.83% |
| Win Quarter | 88.89% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | 0.28% | 0.28% |
| 2025 | 2.0% | 2.01% |
| 2026 | 3.06% | 3.1% |
| 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 |
| 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 |
| 2025-04-25 | 2025-04-29 | -0.00 | 5 |