| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 34.0% |
| Cumulative Return | 52.56% |
| CAGR﹪ | 10.58% |
| Sharpe | 1.03 |
| Prob. Sharpe Ratio | 98.83% |
| Smart Sharpe | 0.98 |
| Sortino | 2.03 |
| Smart Sortino | 1.93 |
| Sortino/√2 | 1.43 |
| Smart Sortino/√2 | 1.37 |
| Omega | 1.37 |
| Max Drawdown | -10.84% |
| Longest DD Days | 185 |
| Volatility (ann.) | 10.26% |
| Calmar | 0.98 |
| Skew | 2.18 |
| Kurtosis | 10.27 |
| Expected Daily | 0.04% |
| Expected Monthly | 1.18% |
| Expected Yearly | 11.14% |
| Kelly Criterion | 11.6% |
| 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) | 1.59 |
| Payoff Ratio | 1.85 |
| Profit Factor | 1.37 |
| Common Sense Ratio | 2.14 |
| CPC Index | 1.08 |
| Tail Ratio | 1.56 |
| Outlier Win Ratio | 14.42 |
| Outlier Loss Ratio | 2.58 |
| MTD | 0.91% |
| 3M | 4.32% |
| 6M | 15.4% |
| YTD | 2.89% |
| 1Y | 32.31% |
| 3Y (ann.) | 10.58% |
| 5Y (ann.) | 10.58% |
| 10Y (ann.) | 10.58% |
| All-time (ann.) | 10.58% |
| Best Day | 4.17% |
| Worst Day | -2.87% |
| Best Month | 8.01% |
| Worst Month | -4.36% |
| Best Year | 33.7% |
| Worst Year | 2.37% |
| Avg. Drawdown | -2.57% |
| Avg. Drawdown Days | 31 |
| Recovery Factor | 4.1 |
| Ulcer Index | 0.04 |
| Serenity Index | 0.88 |
| Avg. Up Month | 2.78% |
| Avg. Down Month | -2.8% |
| Win Days | 42.61% |
| Win Month | 72.22% |
| Win Quarter | 75.0% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2023 | 8.43% | 8.34% |
| 2024 | 2.85% | 2.37% |
| 2025 | 30.19% | 33.7% |
| 2026 | 2.97% | 2.89% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-08 | 2024-05-16 | -10.84 | 161 |
| 2024-08-05 | 2025-02-05 | -10.25 | 185 |
| 2025-05-28 | 2025-07-17 | -10.03 | 51 |
| 2025-02-21 | 2025-04-07 | -7.75 | 46 |
| 2024-05-20 | 2024-07-24 | -5.07 | 66 |
| 2023-04-19 | 2023-07-05 | -3.86 | 78 |
| 2023-08-04 | 2023-10-18 | -3.38 | 76 |
| 2026-01-23 | 2026-02-23 | -3.04 | 32 |
| 2023-11-03 | 2023-11-30 | -2.87 | 28 |
| 2025-05-12 | 2025-05-22 | -2.11 | 11 |