| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 98.0% |
| Cumulative Return | 651.87% |
| CAGR﹪ | 30.39% |
| Sharpe | 2.53 |
| Prob. Sharpe Ratio | 100.0% |
| Smart Sharpe | 2.42 |
| Sortino | 8.11 |
| Smart Sortino | 7.76 |
| Sortino/√2 | 5.74 |
| Smart Sortino/√2 | 5.49 |
| Omega | 1.98 |
| Max Drawdown | -11.44% |
| Max DD Date | 2025-07-09 |
| Max DD Period Start | 2025-04-27 |
| Max DD Period End | 2026-01-19 |
| Longest DD Days | 268 |
| Volatility (ann.) | 10.71% |
| Calmar | 2.66 |
| Skew | 7.37 |
| Kurtosis | 97.38 |
| Expected Daily | 0.11% |
| Expected Monthly | 3.2% |
| Expected Yearly | 33.4% |
| Kelly Criterion | 23.47% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.0% |
| Expected Shortfall (cVaR) | -1.26% |
| Max Consecutive Wins | 8 |
| Max Consecutive Losses | 14 |
| Gain/Pain Ratio | 0.98 |
| Gain/Pain (1M) | 8.41 |
| Payoff Ratio | 2.2 |
| Profit Factor | 1.98 |
| Common Sense Ratio | 3.96 |
| CPC Index | 2.07 |
| Tail Ratio | 2.0 |
| Outlier Win Ratio | 4.82 |
| Outlier Loss Ratio | 3.48 |
| MTD | -0.19% |
| 3M | 1.88% |
| 6M | 6.91% |
| YTD | -0.19% |
| 1Y | 3.32% |
| 3Y (ann.) | 21.1% |
| 5Y (ann.) | 27.19% |
| 10Y (ann.) | 30.39% |
| All-time (ann.) | 30.39% |
| Best Day | 11.92% |
| Worst Day | -1.63% |
| Best Month | 20.81% |
| Worst Month | -5.21% |
| Best Year | 142.96% |
| Worst Year | -0.19% |
| Avg. Drawdown | -0.75% |
| Avg. Drawdown Days | 10 |
| Recovery Factor | 18.01 |
| Ulcer Index | 0.03 |
| Serenity Index | 5.85 |
| Avg. Up Month | 4.82% |
| Avg. Down Month | -1.62% |
| Win Days | 47.35% |
| Win Month | 76.56% |
| Win Quarter | 81.82% |
| Win Year | 85.71% |
| Year | Return | Cumulative |
|---|---|---|
| 2020 | 8.9% | 9.19% |
| 2021 | 90.72% | 142.96% |
| 2022 | 24.77% | 27.59% |
| 2023 | 14.68% | 15.37% |
| 2024 | 63.64% | 86.76% |
| 2025 | 3.53% | 3.29% |
| 2026 | -0.18% | -0.19% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-27 | 2026-01-19 | -11.44 | 268 |
| 2023-06-24 | 2023-11-15 | -5.40 | 145 |
| 2023-01-15 | 2023-05-20 | -4.40 | 126 |
| 2024-12-04 | 2025-02-16 | -3.85 | 75 |
| 2021-12-06 | 2022-04-28 | -3.54 | 144 |
| 2021-03-09 | 2021-03-30 | -2.82 | 22 |
| 2021-01-11 | 2021-01-25 | -2.51 | 15 |
| 2021-05-29 | 2021-08-14 | -2.49 | 78 |
| 2021-02-10 | 2021-02-21 | -2.36 | 12 |
| 2020-11-24 | 2020-12-16 | -2.36 | 23 |