| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 937.73% |
| CAGR﹪ | 74.04% |
| Sharpe | 1.99 |
| Prob. Sharpe Ratio | 100.0% |
| Smart Sharpe | 1.84 |
| Sortino | 3.77 |
| Smart Sortino | 3.48 |
| Sortino/√2 | 2.66 |
| Smart Sortino/√2 | 2.46 |
| Omega | 1.44 |
| Max Drawdown | -21.96% |
| Longest DD Days | 114 |
| Volatility (ann.) | 30.0% |
| Calmar | 3.37 |
| Skew | 1.26 |
| Kurtosis | 4.29 |
| Expected Daily | 0.22% |
| Expected Monthly | 6.91% |
| Expected Yearly | 79.48% |
| Kelly Criterion | 15.02% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -2.87% |
| Expected Shortfall (cVaR) | -2.87% |
| Max Consecutive Wins | 10 |
| Max Consecutive Losses | 8 |
| Gain/Pain Ratio | 0.44 |
| Gain/Pain (1M) | 5.65 |
| Payoff Ratio | 1.49 |
| Profit Factor | 1.44 |
| Common Sense Ratio | 2.17 |
| CPC Index | 1.05 |
| Tail Ratio | 1.51 |
| Outlier Win Ratio | 4.6 |
| Outlier Loss Ratio | 3.1 |
| MTD | 4.85% |
| 3M | 24.85% |
| 6M | 39.92% |
| YTD | 67.96% |
| 1Y | 90.36% |
| 3Y (ann.) | 74.04% |
| 5Y (ann.) | 74.04% |
| 10Y (ann.) | 74.04% |
| All-time (ann.) | 74.04% |
| Best Day | 11.28% |
| Worst Day | -7.31% |
| Best Month | 28.66% |
| Worst Month | -16.82% |
| Best Year | 196.79% |
| Worst Year | 23.52% |
| Avg. Drawdown | -3.49% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 11.51 |
| Ulcer Index | 0.06 |
| Serenity Index | 7.12 |
| Avg. Up Month | 11.16% |
| Avg. Down Month | -5.6% |
| Win Days | 49.2% |
| Win Month | 77.14% |
| Win Quarter | 91.67% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2021 | 22.56% | 23.52% |
| 2022 | 116.86% | 196.79% |
| 2023 | 58.64% | 68.53% |
| 2024 | 54.83% | 67.96% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-30 | 2023-10-21 | -21.96 | 114 |
| 2022-09-14 | 2022-11-16 | -21.94 | 64 |
| 2023-03-16 | 2023-05-07 | -16.67 | 53 |
| 2024-05-21 | 2024-07-05 | -14.60 | 46 |
| 2023-10-24 | 2023-12-22 | -12.83 | 60 |
| 2023-05-09 | 2023-06-08 | -10.43 | 31 |
| 2022-07-29 | 2022-08-18 | -10.27 | 21 |
| 2024-02-11 | 2024-03-13 | -7.95 | 32 |
| 2022-02-25 | 2022-03-21 | -7.75 | 25 |
| 2022-12-17 | 2022-12-27 | -7.47 | 11 |