| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 23.0% |
| Cumulative Return | 14.28% |
| CAGR﹪ | 32.05% |
| Sharpe | 1.79 |
| Prob. Sharpe Ratio | 98.4% |
| Smart Sharpe | 1.77 |
| Sortino | 10.88 |
| Smart Sortino | 10.74 |
| Sortino/√2 | 7.69 |
| Smart Sortino/√2 | 7.6 |
| Omega | 4.29 |
| Max Drawdown | -4.17% |
| Longest DD Days | 102 |
| Volatility (ann.) | 16.08% |
| Calmar | 7.69 |
| Skew | 7.78 |
| Kurtosis | 67.94 |
| Expected Daily | 0.11% |
| Expected Monthly | 2.71% |
| Expected Yearly | 14.28% |
| Kelly Criterion | 11.36% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.55% |
| Expected Shortfall (cVaR) | -1.55% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 3 |
| Gain/Pain Ratio | 3.29 |
| Gain/Pain (1M) | 3.3 |
| Payoff Ratio | 24.64 |
| Profit Factor | 4.29 |
| Common Sense Ratio | 0.0 |
| CPC Index | 15.65 |
| Tail Ratio | 0.0 |
| Outlier Win Ratio | 22.89 |
| Outlier Loss Ratio | 3.25 |
| MTD | 0.0% |
| 3M | -2.74% |
| 6M | 14.28% |
| YTD | 14.28% |
| 1Y | 14.28% |
| 3Y (ann.) | 32.05% |
| 5Y (ann.) | 32.05% |
| 10Y (ann.) | 32.05% |
| All-time (ann.) | 32.05% |
| Best Day | 9.6% |
| Worst Day | -1.45% |
| Best Month | 19.24% |
| Worst Month | -3.21% |
| Best Year | 14.28% |
| Worst Year | 14.28% |
| Avg. Drawdown | -2.09% |
| Avg. Drawdown Days | 54 |
| Recovery Factor | 3.34 |
| Ulcer Index | 0.03 |
| Serenity Index | 0.96 |
| Avg. Up Month | 19.24% |
| Avg. Down Month | -1.4% |
| Win Days | 14.81% |
| Win Month | 25.0% |
| Win Quarter | 50.0% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2026 | 13.94% | 14.28% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-26 | 2026-09-04 | -4.17 | 102 |
| 2026-05-13 | 2026-05-18 | -0.00 | 6 |