| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 37.0% |
| Cumulative Return | 0.96% |
| CAGR﹪ | 0.37% |
| Sharpe | 0.27 |
| Prob. Sharpe Ratio | 66.73% |
| Smart Sharpe | 0.27 |
| Sortino | 0.36 |
| Smart Sortino | 0.35 |
| Sortino/√2 | 0.25 |
| Smart Sortino/√2 | 0.25 |
| Omega | 1.08 |
| Max Drawdown | -1.59% |
| Longest DD Days | 634 |
| Volatility (ann.) | 1.38% |
| Calmar | 0.23 |
| Skew | -2.19 |
| Kurtosis | 36.3 |
| Expected Daily | 0.0% |
| Expected Monthly | 0.04% |
| Expected Yearly | 0.32% |
| Kelly Criterion | 4.65% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.14% |
| Expected Shortfall (cVaR) | -0.14% |
| Max Consecutive Wins | 4 |
| Max Consecutive Losses | 3 |
| Gain/Pain Ratio | 0.08 |
| Gain/Pain (1M) | 0.31 |
| Payoff Ratio | 0.74 |
| Profit Factor | 1.08 |
| Common Sense Ratio | 1.03 |
| CPC Index | 0.48 |
| Tail Ratio | 0.95 |
| Outlier Win Ratio | 9.74 |
| Outlier Loss Ratio | 2.3 |
| MTD | 1.32% |
| 3M | 2.45% |
| 6M | 1.48% |
| YTD | 1.32% |
| 1Y | 2.4% |
| 3Y (ann.) | 0.37% |
| 5Y (ann.) | 0.37% |
| 10Y (ann.) | 0.37% |
| All-time (ann.) | 0.37% |
| Best Day | 0.55% |
| Worst Day | -1.03% |
| Best Month | 1.32% |
| Worst Month | -1.15% |
| Best Year | 1.32% |
| Worst Year | -0.78% |
| Avg. Drawdown | -0.96% |
| Avg. Drawdown Days | 318 |
| Recovery Factor | 0.62 |
| Ulcer Index | 0.01 |
| Serenity Index | 0.09 |
| Avg. Up Month | 0.38% |
| Avg. Down Month | -0.29% |
| Win Days | 59.41% |
| Win Month | 50.0% |
| Win Quarter | 50.0% |
| Win Year | 66.67% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | -0.78% | -0.78% |
| 2025 | 0.44% | 0.42% |
| 2026 | 1.32% | 1.32% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-22 | 2026-01-15 | -1.59 | 634 |
| 2026-01-26 | 2026-01-28 | -0.33 | 3 |