Performance Report for Glimmeron

30 Apr, 2024 - 28 Aug, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	31.0%
Cumulative Return	2.97%
CAGR﹪	0.87%
Sharpe	0.82
Prob. Sharpe Ratio	92.61%
Smart Sharpe	0.79
Sortino	1.13
Smart Sortino	1.1
Sortino/√2	0.8
Smart Sortino/√2	0.78
Omega	1.37
Max Drawdown	-1.23%
Longest DD Days	128
Volatility (ann.)	1.07%
Calmar	0.71
Skew	-0.9
Kurtosis	36.84
Expected Daily	0.0%
Expected Monthly	0.1%
Expected Yearly	0.98%
Kelly Criterion	19.24%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.11%
Expected Shortfall (cVaR)	-0.11%
Max Consecutive Wins	5
Max Consecutive Losses	3
Gain/Pain Ratio	0.37
Gain/Pain (1M)	1.29
Payoff Ratio	0.57
Profit Factor	1.37
Common Sense Ratio	2.62
CPC Index	0.55
Tail Ratio	1.91
Outlier Win Ratio	16.15
Outlier Loss Ratio	2.29
MTD	0.43%
3M	0.11%
6M	0.16%
YTD	1.97%
1Y	1.09%
3Y (ann.)	0.87%
5Y (ann.)	0.87%
10Y (ann.)	0.87%
All-time (ann.)	0.87%
Best Day	0.65%
Worst Day	-0.76%
Best Month	1.53%
Worst Month	-0.76%
Best Year	1.97%
Worst Year	0.06%
Avg. Drawdown	-0.2%
Avg. Drawdown Days	23
Recovery Factor	2.4
Ulcer Index	0.0
Serenity Index	0.69
Avg. Up Month	0.28%
Avg. Down Month	-0.29%
Win Days	70.77%
Win Month	70.37%
Win Quarter	70.0%
Win Year	100.0%