Performance Report for Driftlight

7 May, 2024 - 17 Oct, 2025

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	31.0%
Cumulative Return	2.57%
CAGR﹪	1.22%
Sharpe	1.56
Prob. Sharpe Ratio	98.48%
Smart Sharpe	1.54
Sortino	2.24
Smart Sortino	2.22
Sortino/√2	1.59
Smart Sortino/√2	1.57
Omega	1.74
Max Drawdown	-0.49%
Longest DD Days	166
Volatility (ann.)	0.78%
Calmar	2.47
Skew	-0.52
Kurtosis	15.07
Expected Daily	0.0%
Expected Monthly	0.14%
Expected Yearly	1.28%
Kelly Criterion	32.48%
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	0.74
Gain/Pain (1M)	2.64
Payoff Ratio	0.55
Profit Factor	1.74
Common Sense Ratio	34.29
CPC Index	0.73
Tail Ratio	19.65
Outlier Win Ratio	12.47
Outlier Loss Ratio	2.0
MTD	0.73%
3M	1.83%
6M	1.95%
YTD	2.28%
1Y	2.26%
3Y (ann.)	1.22%
5Y (ann.)	1.22%
10Y (ann.)	1.22%
All-time (ann.)	1.22%
Best Day	0.29%
Worst Day	-0.3%
Best Month	0.75%
Worst Month	-0.21%
Best Year	2.28%
Worst Year	0.28%
Avg. Drawdown	-0.18%
Avg. Drawdown Days	37
Recovery Factor	5.16
Ulcer Index	0.0
Serenity Index	1.4
Avg. Up Month	0.29%
Avg. Down Month	-0.16%
Win Days	76.07%
Win Month	66.67%
Win Quarter	85.71%
Win Year	100.0%