Performance Report for Moonshade

13 Apr, 2023 - 28 Jan, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	34.0%
Cumulative Return	48.69%
CAGR﹪	10.29%
Sharpe	1.01
Prob. Sharpe Ratio	98.5%
Smart Sharpe	0.96
Sortino	1.97
Smart Sortino	1.88
Sortino/√2	1.4
Smart Sortino/√2	1.33
Omega	1.37
Max Drawdown	-10.84%
Longest DD Days	185
Volatility (ann.)	10.23%
Calmar	0.95
Skew	2.19
Kurtosis	10.44
Expected Daily	0.04%
Expected Monthly	1.17%
Expected Yearly	10.43%
Kelly Criterion	11.32%
Risk of Ruin	0.0%
Daily Value-at-Risk	-1.02%
Expected Shortfall (cVaR)	-1.02%
Max Consecutive Wins	4
Max Consecutive Losses	4
Gain/Pain Ratio	0.37
Gain/Pain (1M)	1.49
Payoff Ratio	1.86
Profit Factor	1.37
Common Sense Ratio	2.12
CPC Index	1.08
Tail Ratio	1.55
Outlier Win Ratio	14.71
Outlier Loss Ratio	2.58
MTD	0.28%
3M	6.26%
6M	16.71%
YTD	0.28%
1Y	31.66%
3Y (ann.)	10.29%
5Y (ann.)	10.29%
10Y (ann.)	10.29%
All-time (ann.)	10.29%
Best Day	4.17%
Worst Day	-2.87%
Best Month	8.01%
Worst Month	-4.36%
Best Year	33.7%
Worst Year	0.28%
Avg. Drawdown	-2.62%
Avg. Drawdown Days	32
Recovery Factor	3.85
Ulcer Index	0.04
Serenity Index	0.8
Avg. Up Month	2.9%
Avg. Down Month	-2.8%
Win Days	42.31%
Win Month	70.59%
Win Quarter	75.0%
Win Year	100.0%