| Metric | Strategy | 
|---|---|
| Risk-Free Rate | 0.0% | 
| Time in Market | 2.0% | 
| Cumulative Return | 17.5% | 
| CAGR﹪ | 1.8% | 
| Sharpe | 0.59 | 
| Prob. Sharpe Ratio | 98.37% | 
| Smart Sharpe | 0.58 | 
| Sortino | 1.25 | 
| Smart Sortino | 1.24 | 
| Sortino/√2 | 0.88 | 
| Smart Sortino/√2 | 0.88 | 
| Omega | 2.05 | 
| Max Drawdown | -3.51% | 
| Longest DD Days | 259 | 
| Volatility (ann.) | 3.12% | 
| Calmar | 0.51 | 
| Skew | 10.88 | 
| Kurtosis | 256.82 | 
| Expected Daily | 0.01% | 
| Expected Monthly | 0.22% | 
| Expected Yearly | 2.33% | 
| Kelly Criterion | 31.05% | 
| Risk of Ruin | 0.0% | 
| Daily Value-at-Risk | -0.32% | 
| Expected Shortfall (cVaR) | -0.32% | 
| Max Consecutive Wins | 2 | 
| Max Consecutive Losses | 1 | 
| Gain/Pain Ratio | 1.05 | 
| Gain/Pain (1M) | 1.3 | 
| Payoff Ratio | 1.34 | 
| Profit Factor | 2.05 | 
| Common Sense Ratio | - | 
| CPC Index | 1.66 | 
| Tail Ratio | - | 
| Outlier Win Ratio | 11.59 | 
| Outlier Loss Ratio | -0.0 | 
| MTD | -0.22% | 
| 3M | -0.22% | 
| 6M | -1.75% | 
| YTD | 0.11% | 
| 1Y | 1.16% | 
| 3Y (ann.) | 1.99% | 
| 5Y (ann.) | 1.22% | 
| 10Y (ann.) | 1.8% | 
| All-time (ann.) | 1.8% | 
| Best Day | 4.7% | 
| Worst Day | -1.86% | 
| Best Month | 9.03% | 
| Worst Month | -1.66% | 
| Best Year | 8.05% | 
| Worst Year | -2.39% | 
| Avg. Drawdown | -1.45% | 
| Avg. Drawdown Days | 100 | 
| Recovery Factor | 4.72 | 
| Ulcer Index | 0.01 | 
| Serenity Index | 1.23 | 
| Avg. Up Month | 1.85% | 
| Avg. Down Month | -0.91% | 
| Win Days | 60.53% | 
| Win Month | 53.33% | 
| Win Quarter | 59.09% | 
| Win Year | 71.43% | 
| Year | Return | Cumulative | 
|---|---|---|
| 2019 | -1.08% | -1.08% | 
| 2020 | 7.97% | 8.05% | 
| 2021 | 2.28% | 2.28% | 
| 2022 | -2.38% | -2.39% | 
| 2023 | 7.43% | 7.67% | 
| 2024 | 2.16% | 2.15% | 
| 2025 | 0.18% | 0.11% | 
| Started | Recovered | Drawdown | Days | 
|---|---|---|---|
| 2025-05-30 | 2025-10-31 | -3.51 | 155 | 
| 2022-07-15 | 2023-03-30 | -2.92 | 259 | 
| 2020-10-16 | 2021-03-31 | -2.13 | 167 | 
| 2019-12-13 | 2020-03-08 | -1.78 | 87 | 
| 2022-05-31 | 2022-06-13 | -1.04 | 14 | 
| 2024-01-18 | 2024-02-22 | -0.85 | 36 | 
| 2024-05-08 | 2024-08-04 | -0.77 | 89 | 
| 2021-07-26 | 2021-12-26 | -0.77 | 154 | 
| 2023-06-20 | 2023-07-05 | -0.74 | 16 | 
| 2023-07-14 | 2023-08-01 | -0.00 | 19 |