| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 36.0% |
| Cumulative Return | 3.69% |
| CAGR﹪ | 1.18% |
| Sharpe | 1.12 |
| Prob. Sharpe Ratio | 97.74% |
| Smart Sharpe | 1.07 |
| Sortino | 1.7 |
| Smart Sortino | 1.63 |
| Sortino/√2 | 1.2 |
| Smart Sortino/√2 | 1.15 |
| Omega | 1.42 |
| Max Drawdown | -1.27% |
| Longest DD Days | 373 |
| Volatility (ann.) | 1.05% |
| Calmar | 0.93 |
| Skew | 0.97 |
| Kurtosis | 23.61 |
| Expected Daily | 0.0% |
| Expected Monthly | 0.13% |
| Expected Yearly | 1.22% |
| Kelly Criterion | 21.17% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.1% |
| Expected Shortfall (cVaR) | -0.1% |
| Max Consecutive Wins | 5 |
| Max Consecutive Losses | 4 |
| Gain/Pain Ratio | 0.42 |
| Gain/Pain (1M) | 1.52 |
| Payoff Ratio | 0.56 |
| Profit Factor | 1.42 |
| Common Sense Ratio | 1.64 |
| CPC Index | 0.57 |
| Tail Ratio | 1.16 |
| Outlier Win Ratio | 10.98 |
| Outlier Loss Ratio | 1.96 |
| MTD | 0.43% |
| 3M | 0.14% |
| 6M | 2.11% |
| YTD | 2.37% |
| 1Y | 3.7% |
| 3Y (ann.) | 1.18% |
| 5Y (ann.) | 1.18% |
| 10Y (ann.) | 1.18% |
| All-time (ann.) | 1.18% |
| Best Day | 0.62% |
| Worst Day | -0.46% |
| Best Month | 1.97% |
| Worst Month | -0.87% |
| Best Year | 2.37% |
| Worst Year | -0.1% |
| Avg. Drawdown | -0.42% |
| Avg. Drawdown Days | 56 |
| Recovery Factor | 2.87 |
| Ulcer Index | 0.0 |
| Serenity Index | 0.66 |
| Avg. Up Month | 0.43% |
| Avg. Down Month | -0.18% |
| Win Days | 71.79% |
| Win Month | 51.85% |
| Win Quarter | 77.78% |
| Win Year | 66.67% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | -0.1% | -0.1% |
| 2025 | 1.38% | 1.39% |
| 2026 | 2.36% | 2.37% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-05-11 | 2026-06-05 | -1.27 | 26 |
| 2024-08-28 | 2025-09-04 | -1.19 | 373 |
| 2025-12-24 | 2026-02-04 | -0.66 | 43 |
| 2024-04-24 | 2024-08-04 | -0.37 | 103 |
| 2025-10-27 | 2025-11-05 | -0.27 | 10 |
| 2025-11-12 | 2025-11-18 | -0.24 | 7 |
| 2025-10-13 | 2025-10-23 | -0.22 | 11 |
| 2025-12-05 | 2025-12-17 | -0.16 | 13 |
| 2025-09-09 | 2025-09-23 | -0.13 | 15 |
| 2025-10-02 | 2025-10-08 | -0.06 | 7 |