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% |
Year | Return | Cumulative |
---|---|---|
2024 | 0.28% | 0.28% |
2025 | 2.26% | 2.28% |
Started | Recovered | Drawdown | Days |
---|---|---|---|
2024-08-21 | 2025-02-02 | -0.49 | 166 |
2025-05-19 | 2025-07-31 | -0.46 | 74 |
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 |
2025-08-05 | 2025-08-06 | -0.00 | 2 |