| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 31.0% |
| Cumulative Return | 5.97% |
| CAGR﹪ | 2.02% |
| Sharpe | 2.09 |
| Prob. Sharpe Ratio | 99.99% |
| Smart Sharpe | 2.07 |
| Sortino | 3.41 |
| Smart Sortino | 3.38 |
| Sortino/√2 | 2.41 |
| Smart Sortino/√2 | 2.39 |
| Omega | 2.23 |
| Max Drawdown | -0.66% |
| Longest DD Days | 166 |
| Volatility (ann.) | 0.96% |
| Calmar | 3.05 |
| Skew | 1.23 |
| Kurtosis | 25.06 |
| Expected Daily | 0.01% |
| Expected Monthly | 0.23% |
| Expected Yearly | 1.95% |
| Kelly Criterion | 44.01% |
| 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 | 1.23 |
| Gain/Pain (1M) | 4.3 |
| Payoff Ratio | 0.56 |
| Profit Factor | 2.23 |
| Common Sense Ratio | 112.15 |
| CPC Index | 1.0 |
| Tail Ratio | 50.38 |
| Outlier Win Ratio | 14.45 |
| Outlier Loss Ratio | 2.05 |
| MTD | 0.36% |
| 3M | 2.15% |
| 6M | 3.32% |
| YTD | 3.59% |
| 1Y | 4.94% |
| 3Y (ann.) | 2.02% |
| 5Y (ann.) | 2.02% |
| 10Y (ann.) | 2.02% |
| All-time (ann.) | 2.02% |
| Best Day | 0.58% |
| Worst Day | -0.37% |
| Best Month | 1.3% |
| Worst Month | -0.39% |
| Best Year | 3.59% |
| Worst Year | 0.28% |
| Avg. Drawdown | -0.21% |
| Avg. Drawdown Days | 36 |
| Recovery Factor | 8.78 |
| Ulcer Index | 0.0 |
| Serenity Index | 3.63 |
| Avg. Up Month | 0.4% |
| Avg. Down Month | -0.19% |
| Win Days | 79.91% |
| 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 | 3.53% | 3.59% |
| 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 |