| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 194.51% |
| CAGR﹪ | 22.82% |
| Sharpe | 3.29 |
| Prob. Sharpe Ratio | 100.0% |
| Smart Sharpe | 3.07 |
| Sortino | 6.97 |
| Smart Sortino | 6.5 |
| Sortino/√2 | 4.93 |
| Smart Sortino/√2 | 4.59 |
| Omega | 1.75 |
| Max Drawdown | -5.57% |
| Longest DD Days | 148 |
| Volatility (ann.) | 9.16% |
| Calmar | 4.1 |
| Skew | 2.38 |
| Kurtosis | 15.67 |
| Expected Daily | 0.08% |
| Expected Monthly | 2.49% |
| Expected Yearly | 24.11% |
| Kelly Criterion | 22.72% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.71% |
| Expected Shortfall (cVaR) | -0.71% |
| Max Consecutive Wins | 11 |
| Max Consecutive Losses | 9 |
| Gain/Pain Ratio | 0.75 |
| Gain/Pain (1M) | 9.75 |
| Payoff Ratio | 1.56 |
| Profit Factor | 1.75 |
| Common Sense Ratio | 2.94 |
| CPC Index | 1.45 |
| Tail Ratio | 1.68 |
| Outlier Win Ratio | 4.7 |
| Outlier Loss Ratio | 3.93 |
| MTD | 0.23% |
| 3M | 10.54% |
| 6M | 16.84% |
| YTD | 8.61% |
| 1Y | 33.99% |
| 3Y (ann.) | 25.4% |
| 5Y (ann.) | 22.82% |
| 10Y (ann.) | 22.82% |
| All-time (ann.) | 22.82% |
| Best Day | 4.71% |
| Worst Day | -1.92% |
| Best Month | 12.15% |
| Worst Month | -2.3% |
| Best Year | 48.2% |
| Worst Year | 7.52% |
| Avg. Drawdown | -0.74% |
| Avg. Drawdown Days | 10 |
| Recovery Factor | 19.67 |
| Ulcer Index | 0.02 |
| Serenity Index | 11.31 |
| Avg. Up Month | 3.5% |
| Avg. Down Month | -1.25% |
| Win Days | 52.91% |
| Win Month | 79.55% |
| Win Quarter | 93.33% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2021 | 7.36% | 7.52% |
| 2022 | 17.12% | 18.32% |
| 2023 | 36.85% | 43.83% |
| 2024 | 39.87% | 48.2% |
| 2025 | 8.37% | 8.61% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-10-25 | 2022-01-21 | -5.57 | 89 |
| 2024-12-04 | 2025-01-21 | -4.95 | 49 |
| 2023-01-15 | 2023-06-11 | -4.20 | 148 |
| 2024-08-25 | 2024-10-23 | -3.14 | 60 |
| 2022-11-02 | 2022-12-26 | -3.09 | 55 |
| 2022-02-03 | 2022-04-04 | -2.97 | 61 |
| 2023-07-26 | 2023-08-15 | -2.19 | 21 |
| 2024-08-06 | 2024-08-19 | -2.06 | 14 |
| 2024-05-02 | 2024-06-03 | -1.83 | 33 |
| 2024-01-14 | 2024-02-11 | -1.82 | 29 |