| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 48.0% |
| Cumulative Return | 5.71% |
| CAGR﹪ | 1.92% |
| Sharpe | 1.31 |
| Prob. Sharpe Ratio | 99.02% |
| Smart Sharpe | 1.3 |
| Sortino | 2.14 |
| Smart Sortino | 2.13 |
| Sortino/√2 | 1.52 |
| Smart Sortino/√2 | 1.51 |
| Omega | 1.47 |
| Max Drawdown | -0.9% |
| Longest DD Days | 223 |
| Volatility (ann.) | 1.46% |
| Calmar | 2.13 |
| Skew | 1.38 |
| Kurtosis | 19.39 |
| Expected Daily | 0.01% |
| Expected Monthly | 0.22% |
| Expected Yearly | 1.87% |
| Kelly Criterion | 20.57% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.14% |
| Expected Shortfall (cVaR) | -0.14% |
| Max Consecutive Wins | 4 |
| Max Consecutive Losses | 4 |
| Gain/Pain Ratio | 0.47 |
| Gain/Pain (1M) | 2.9 |
| Payoff Ratio | 0.82 |
| Profit Factor | 1.47 |
| Common Sense Ratio | 2.02 |
| CPC Index | 0.77 |
| Tail Ratio | 1.37 |
| Outlier Win Ratio | 9.99 |
| Outlier Loss Ratio | 3.11 |
| MTD | -0.27% |
| 3M | 2.24% |
| 6M | 2.96% |
| YTD | 2.52% |
| 1Y | 3.93% |
| 3Y (ann.) | 1.92% |
| 5Y (ann.) | 1.92% |
| 10Y (ann.) | 1.92% |
| All-time (ann.) | 1.92% |
| Best Day | 0.81% |
| Worst Day | -0.53% |
| Best Month | 2.12% |
| Worst Month | -0.43% |
| Best Year | 2.73% |
| Worst Year | 0.37% |
| Avg. Drawdown | -0.32% |
| Avg. Drawdown Days | 26 |
| Recovery Factor | 6.21 |
| Ulcer Index | 0.0 |
| Serenity Index | 2.08 |
| Avg. Up Month | 0.5% |
| Avg. Down Month | -0.19% |
| Win Days | 64.27% |
| Win Month | 60.0% |
| Win Quarter | 77.78% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | 0.37% | 0.37% |
| 2025 | 2.71% | 2.73% |
| 2026 | 2.5% | 2.52% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-16 | 2025-09-17 | -0.90 | 64 |
| 2025-11-20 | 2026-01-26 | -0.78 | 68 |
| 2026-04-09 | 2026-04-24 | -0.72 | 16 |
| 2024-08-27 | 2025-04-06 | -0.71 | 223 |
| 2025-05-20 | 2025-07-10 | -0.58 | 52 |
| 2026-01-29 | 2026-02-01 | -0.53 | 4 |
| 2025-10-31 | 2025-11-12 | -0.52 | 13 |
| 2024-06-19 | 2024-08-04 | -0.35 | 47 |
| 2026-03-30 | 2026-03-30 | -0.34 | 1 |
| 2025-10-09 | 2025-10-15 | -0.34 | 7 |