| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 25.0% |
| Cumulative Return | 14.73% |
| CAGR﹪ | 41.39% |
| Sharpe | 2.03 |
| Prob. Sharpe Ratio | 98.79% |
| Smart Sharpe | 1.99 |
| Sortino | 12.58 |
| Smart Sortino | 12.38 |
| Sortino/√2 | 8.9 |
| Smart Sortino/√2 | 8.75 |
| Omega | 4.73 |
| Max Drawdown | -3.79% |
| Longest DD Days | 81 |
| Volatility (ann.) | 17.64% |
| Calmar | 10.92 |
| Skew | 7.07 |
| Kurtosis | 56.04 |
| Expected Daily | 0.14% |
| Expected Monthly | 3.5% |
| Expected Yearly | 14.73% |
| Kelly Criterion | 12.62% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.69% |
| Expected Shortfall (cVaR) | -1.69% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 3 |
| Gain/Pain Ratio | 3.73 |
| Gain/Pain (1M) | 3.74 |
| Payoff Ratio | 24.82 |
| Profit Factor | 4.73 |
| Common Sense Ratio | 0.0 |
| CPC Index | 18.77 |
| Tail Ratio | 0.0 |
| Outlier Win Ratio | 21.0 |
| Outlier Loss Ratio | 3.33 |
| MTD | -0.24% |
| 3M | -0.09% |
| 6M | 14.73% |
| YTD | 14.73% |
| 1Y | 14.73% |
| 3Y (ann.) | 41.39% |
| 5Y (ann.) | 41.39% |
| 10Y (ann.) | 41.39% |
| All-time (ann.) | 41.39% |
| Best Day | 9.6% |
| Worst Day | -1.45% |
| Best Month | 19.24% |
| Worst Month | -3.21% |
| Best Year | 14.73% |
| Worst Year | 14.73% |
| Avg. Drawdown | -1.9% |
| Avg. Drawdown Days | 44 |
| Recovery Factor | 3.79 |
| Ulcer Index | 0.03 |
| Serenity Index | 1.33 |
| Avg. Up Month | 19.24% |
| Avg. Down Month | -1.27% |
| Win Days | 16.0% |
| Win Month | 25.0% |
| Win Quarter | 50.0% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2026 | 14.34% | 14.73% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-26 | 2026-08-14 | -3.79 | 81 |
| 2026-05-13 | 2026-05-18 | -0.00 | 6 |