| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 7.0% |
| Cumulative Return | 30.66% |
| CAGR﹪ | 6.21% |
| Sharpe | 1.02 |
| Prob. Sharpe Ratio | 97.72% |
| Smart Sharpe | 1.0 |
| Sortino | 1.5 |
| Smart Sortino | 1.47 |
| Sortino/√2 | 1.06 |
| Smart Sortino/√2 | 1.04 |
| Omega | 1.99 |
| Max Drawdown | -7.85% |
| Longest DD Days | 149 |
| Volatility (ann.) | 6.11% |
| Calmar | 0.79 |
| Skew | -1.32 |
| Kurtosis | 60.48 |
| Expected Daily | 0.02% |
| Expected Monthly | 0.71% |
| Expected Yearly | 6.91% |
| Kelly Criterion | 35.89% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.61% |
| Expected Shortfall (cVaR) | -0.61% |
| Max Consecutive Wins | 2 |
| Max Consecutive Losses | 1 |
| Gain/Pain Ratio | 0.99 |
| Gain/Pain (1M) | 1.71 |
| Payoff Ratio | 0.77 |
| Profit Factor | 1.99 |
| Common Sense Ratio | - |
| CPC Index | 1.11 |
| Tail Ratio | - |
| Outlier Win Ratio | 31.13 |
| Outlier Loss Ratio | 0.45 |
| MTD | -3.87% |
| 3M | -6.17% |
| 6M | -7.85% |
| YTD | -4.66% |
| 1Y | -2.55% |
| 3Y (ann.) | 6.53% |
| 5Y (ann.) | 6.21% |
| 10Y (ann.) | 6.21% |
| All-time (ann.) | 6.21% |
| Best Day | 3.96% |
| Worst Day | -4.72% |
| Best Month | 6.17% |
| Worst Month | -3.87% |
| Best Year | 20.7% |
| Worst Year | -4.66% |
| Avg. Drawdown | -2.15% |
| Avg. Drawdown Days | 43 |
| Recovery Factor | 3.51 |
| Ulcer Index | 0.02 |
| Serenity Index | 1.43 |
| Avg. Up Month | 2.0% |
| Avg. Down Month | -1.63% |
| Win Days | 72.06% |
| Win Month | 68.75% |
| Win Quarter | 66.67% |
| Win Year | 66.67% |
| Year | Return | Cumulative |
|---|---|---|
| 2023 | 0.0% | 0.0% |
| 2024 | 13.11% | 13.54% |
| 2025 | 19.07% | 20.7% |
| 2026 | -4.61% | -4.66% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-11 | 2026-11-06 | -7.85 | 149 |
| 2024-08-02 | 2024-11-20 | -5.21 | 111 |
| 2024-06-14 | 2024-07-24 | -3.42 | 41 |
| 2024-12-20 | 2025-03-13 | -3.20 | 84 |
| 2025-03-21 | 2025-04-29 | -1.80 | 40 |
| 2024-06-07 | 2024-06-10 | -0.61 | 4 |
| 2025-10-31 | 2025-11-04 | -0.59 | 5 |
| 2024-05-17 | 2024-05-21 | -0.51 | 5 |
| 2025-08-01 | 2025-08-27 | -0.36 | 27 |
| 2024-04-03 | 2024-04-09 | -0.08 | 7 |