| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 32.0% |
| Cumulative Return | 2.52% |
| CAGR﹪ | 1.15% |
| Sharpe | 1.41 |
| Prob. Sharpe Ratio | 97.47% |
| Smart Sharpe | 1.4 |
| Sortino | 1.95 |
| Smart Sortino | 1.93 |
| Sortino/√2 | 1.38 |
| Smart Sortino/√2 | 1.37 |
| Omega | 1.66 |
| Max Drawdown | -0.49% |
| Longest DD Days | 166 |
| Volatility (ann.) | 0.81% |
| Calmar | 2.33 |
| Skew | -1.14 |
| Kurtosis | 17.29 |
| Expected Daily | 0.0% |
| Expected Monthly | 0.13% |
| Expected Yearly | 1.25% |
| Kelly Criterion | 30.47% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.08% |
| Expected Shortfall (cVaR) | -0.08% |
| Max Consecutive Wins | 4 |
| Max Consecutive Losses | 3 |
| Gain/Pain Ratio | 0.66 |
| Gain/Pain (1M) | 2.59 |
| Payoff Ratio | 0.5 |
| Profit Factor | 1.66 |
| Common Sense Ratio | 32.63 |
| CPC Index | 0.64 |
| Tail Ratio | 19.68 |
| Outlier Win Ratio | 12.29 |
| Outlier Loss Ratio | 1.86 |
| MTD | 0.05% |
| 3M | 1.45% |
| 6M | 1.52% |
| YTD | 2.23% |
| 1Y | 2.42% |
| 3Y (ann.) | 1.15% |
| 5Y (ann.) | 1.15% |
| 10Y (ann.) | 1.15% |
| All-time (ann.) | 1.15% |
| Best Day | 0.29% |
| Worst Day | -0.37% |
| Best Month | 0.75% |
| Worst Month | -0.21% |
| Best Year | 2.23% |
| Worst Year | 0.28% |
| Avg. Drawdown | -0.19% |
| Avg. Drawdown Days | 35 |
| Recovery Factor | 5.06 |
| Ulcer Index | 0.0 |
| Serenity Index | 1.42 |
| Avg. Up Month | 0.27% |
| Avg. Down Month | -0.16% |
| Win Days | 76.74% |
| Win Month | 68.42% |
| Win Quarter | 85.71% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | 0.28% | 0.28% |
| 2025 | 2.21% | 2.23% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-21 | 2025-02-02 | -0.49 | 166 |
| 2025-05-19 | 2025-07-31 | -0.46 | 74 |
| 2025-10-29 | 2025-11-07 | -0.37 | 10 |
| 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 |
| 2024-05-29 | 2024-05-30 | -0.00 | 2 |