| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 34.0% |
| Cumulative Return | 48.45% |
| CAGR﹪ | 8.83% |
| Sharpe | 0.88 |
| Prob. Sharpe Ratio | 97.76% |
| Smart Sharpe | 0.83 |
| Sortino | 1.68 |
| Smart Sortino | 1.59 |
| Sortino/√2 | 1.18 |
| Smart Sortino/√2 | 1.12 |
| Omega | 1.31 |
| Max Drawdown | -10.84% |
| Longest DD Days | 185 |
| Volatility (ann.) | 10.22% |
| Calmar | 0.81 |
| Skew | 2.07 |
| Kurtosis | 10.02 |
| Expected Daily | 0.03% |
| Expected Monthly | 0.99% |
| Expected Yearly | 10.38% |
| Kelly Criterion | 9.97% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.02% |
| Expected Shortfall (cVaR) | -1.02% |
| Max Consecutive Wins | 4 |
| Max Consecutive Losses | 4 |
| Gain/Pain Ratio | 0.31 |
| Gain/Pain (1M) | 1.19 |
| Payoff Ratio | 1.8 |
| Profit Factor | 1.31 |
| Common Sense Ratio | 1.96 |
| CPC Index | 0.99 |
| Tail Ratio | 1.5 |
| Outlier Win Ratio | 14.52 |
| Outlier Loss Ratio | 2.63 |
| MTD | 0.88% |
| 3M | -5.42% |
| 6M | 0.44% |
| YTD | 0.11% |
| 1Y | 23.51% |
| 3Y (ann.) | 8.43% |
| 5Y (ann.) | 8.83% |
| 10Y (ann.) | 8.83% |
| All-time (ann.) | 8.83% |
| Best Day | 4.17% |
| Worst Day | -2.87% |
| Best Month | 8.01% |
| Worst Month | -7.03% |
| Best Year | 33.7% |
| Worst Year | 0.11% |
| Avg. Drawdown | -2.65% |
| Avg. Drawdown Days | 30 |
| Recovery Factor | 3.87 |
| Ulcer Index | 0.04 |
| Serenity Index | 0.82 |
| Avg. Up Month | 2.75% |
| Avg. Down Month | -2.93% |
| Win Days | 42.16% |
| Win Month | 70.0% |
| Win Quarter | 71.43% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2023 | 8.43% | 8.34% |
| 2024 | 2.85% | 2.37% |
| 2025 | 30.19% | 33.7% |
| 2026 | 0.46% | 0.11% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-08 | 2024-05-16 | -10.84 | 161 |
| 2024-08-05 | 2025-02-05 | -10.25 | 185 |
| 2025-05-28 | 2025-07-17 | -10.03 | 51 |
| 2026-05-22 | 2026-07-03 | -9.98 | 43 |
| 2025-02-21 | 2025-04-07 | -7.75 | 46 |
| 2024-05-20 | 2024-07-24 | -5.07 | 66 |
| 2023-04-19 | 2023-07-05 | -3.86 | 78 |
| 2023-08-04 | 2023-10-18 | -3.38 | 76 |
| 2026-04-21 | 2026-05-14 | -3.22 | 24 |
| 2026-01-23 | 2026-02-23 | -3.04 | 32 |