Performance Report for Moonshade

13 Apr, 2023 - 6 Mar, 2026

Key Performance Metrics

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%