Performance Report for Moonshade

13 Apr, 2023 - 17 Dec, 2025

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	34.0%
Cumulative Return	46.11%
CAGR﹪	10.25%
Sharpe	0.99
Prob. Sharpe Ratio	98.21%
Smart Sharpe	0.95
Sortino	1.94
Smart Sortino	1.85
Sortino/√2	1.37
Smart Sortino/√2	1.31
Omega	1.36
Max Drawdown	-10.84%
Longest DD Days	185
Volatility (ann.)	10.33%
Calmar	0.95
Skew	2.17
Kurtosis	10.3
Expected Daily	0.04%
Expected Monthly	1.16%
Expected Yearly	13.47%
Kelly Criterion	11.21%
Risk of Ruin	0.0%
Daily Value-at-Risk	-1.03%
Expected Shortfall (cVaR)	-1.03%
Max Consecutive Wins	4
Max Consecutive Losses	4
Gain/Pain Ratio	0.36
Gain/Pain (1M)	1.43
Payoff Ratio	1.84
Profit Factor	1.36
Common Sense Ratio	2.1
CPC Index	1.06
Tail Ratio	1.55
Outlier Win Ratio	14.68
Outlier Loss Ratio	2.6
MTD	0.84%
3M	11.71%
6M	21.84%
YTD	31.74%
1Y	28.46%
3Y (ann.)	10.25%
5Y (ann.)	10.25%
10Y (ann.)	10.25%
All-time (ann.)	10.25%
Best Day	4.17%
Worst Day	-2.87%
Best Month	8.01%
Worst Month	-4.36%
Best Year	31.74%
Worst Year	2.37%
Avg. Drawdown	-2.74%
Avg. Drawdown Days	33
Recovery Factor	3.69
Ulcer Index	0.04
Serenity Index	0.74
Avg. Up Month	2.95%
Avg. Down Month	-2.8%
Win Days	42.51%
Win Month	69.7%
Win Quarter	72.73%
Win Year	100.0%