| Metric | close | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 91.0% |
| Cumulative Return | 243.3% | 419.02% |
| CAGR﹪ | 46.99% | 67.24% |
| Sharpe | 1.65 | 1.83 |
| Prob. Sharpe Ratio | 99.85% | 99.95% |
| Smart Sharpe | 1.47 | 1.63 |
| Sortino | 2.56 | 2.84 |
| Smart Sortino | 2.26 | 2.51 |
| Sortino/√2 | 1.81 | 2.0 |
| Smart Sortino/√2 | 1.6 | 1.78 |
| Omega | 1.36 | 1.4 |
| Max Drawdown | -22.06% | -25.04% |
| Max DD Date | 2026-03-09 | 2025-06-23 |
| Max DD Period Start | 2026-01-26 | 2025-04-23 |
| Max DD Period End | 2026-09-22 | 2025-07-18 |
| Longest DD Days | 240 | 109 |
| Volatility (ann.) | 25.2% | 30.6% |
| R^2 | 0.31 | 0.31 |
| Information Ratio | 0.03 | 0.03 |
| Calmar | 2.13 | 2.68 |
| Skew | 0.24 | -0.0 |
| Kurtosis | 7.37 | 2.85 |
| Ulcer Performance Index | 41.11 | 49.45 |
| Risk-Adjusted Return | 46.99% | 73.89% |
| Risk-Return Ratio | 0.1 | 0.12 |
| Avg. Return | 0.16% | 0.25% |
| Avg. Win | 1.11% | 1.76% |
| Avg. Loss | -1.18% | -1.76% |
| Win/Loss Ratio | 0.95 | 1.0 |
| Profit Ratio | 0.87 | 0.62 |
| Expected Daily | 0.15% | 0.2% |
| Expected Monthly | 3.13% | 4.2% |
| Expected Yearly | 36.12% | 50.94% |
| Kelly Criterion | 8.51% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -2.95% |
| Expected Shortfall (cVaR) | -3.87% | -4.63% |
| Max Consecutive Wins | 12 | 13 |
| Max Consecutive Losses | 7 | 10 |
| Gain/Pain Ratio | 0.36 | 0.4 |
| Gain/Pain (1M) | 2.54 | 1.63 |
| Payoff Ratio | 0.95 | 1.0 |
| Profit Factor | 1.36 | 1.4 |
| Common Sense Ratio | 1.48 | 1.73 |
| CPC Index | 0.72 | 0.78 |
| Tail Ratio | 1.08 | 1.23 |
| Outlier Win Ratio | 4.1 | 4.37 |
| Outlier Loss Ratio | 4.05 | 3.83 |
| MTD | -2.92% | -6.44% |
| 3M | -4.27% | -1.7% |
| 6M | 11.49% | 24.93% |
| YTD | -1.7% | 14.95% |
| 1Y | 4.43% | 17.55% |
| 3Y (ann.) | 43.91% | 72.02% |
| 5Y (ann.) | 46.99% | 67.24% |
| 10Y (ann.) | 46.99% | 67.24% |
| All-time (ann.) | 46.99% | 67.24% |
| Best Day | 10.0% | 8.3% |
| Worst Day | -9.84% | -8.18% |
| Best Month | 20.23% | 39.15% |
| Worst Month | -9.85% | -20.88% |
| Best Year | 70.57% | 96.11% |
| Worst Year | -1.7% | 14.95% |
| Avg. Drawdown | -2.94% | -6.06% |
| Avg. Drawdown Days | 18 | 26 |
| Recovery Factor | 6.05 | 7.18 |
| Ulcer Index | 0.06 | 0.08 |
| Serenity Index | 2.27 | 2.12 |
| Avg. Up Month | 7.55% | 13.35% |
| Avg. Down Month | -3.86% | -7.42% |
| Win Days | 55.53% | 55.71% |
| Win Month | 67.5% | 58.97% |
| Win Quarter | 71.43% | 57.14% |
| Win Year | 75.0% | 100.0% |
| Beta | - | 0.68 |
| Alpha | - | 0.28 |
| Correlation | - | 56.0% |
| Treynor Ratio | - | 616.36% |
| Year | close | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 47.77 | 82.98 | 1.74 | + |
| 2024 | 70.57 | 96.11 | 1.36 | + |
| 2025 | 39.13 | 25.83 | 0.66 | - |
| 2026 | -1.70 | 14.95 | -8.78 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-23 | 2025-07-18 | -25.04 | 87 |
| 2023-08-03 | 2023-10-30 | -23.41 | 89 |
| 2026-01-29 | 2026-04-20 | -16.01 | 82 |
| 2024-01-02 | 2024-04-18 | -15.82 | 108 |
| 2025-09-26 | 2026-01-06 | -14.08 | 103 |
| 2025-01-03 | 2025-04-21 | -13.50 | 109 |
| 2023-12-18 | 2023-12-29 | -13.39 | 12 |
| 2026-07-07 | 2026-09-22 | -11.97 | 78 |
| 2024-05-14 | 2024-08-26 | -11.84 | 105 |
| 2024-12-17 | 2024-12-27 | -10.05 | 11 |