| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 96.0% |
| Cumulative Return | 23.94% |
| CAGR﹪ | 19.9% |
| Sharpe | 0.73 |
| Prob. Sharpe Ratio | 79.03% |
| Smart Sharpe | 0.68 |
| Sortino | 1.18 |
| Smart Sortino | 1.09 |
| Sortino/√2 | 0.84 |
| Smart Sortino/√2 | 0.77 |
| Omega | 1.19 |
| Max Drawdown | -37.15% |
| Longest DD Days | 213 |
| Volatility (ann.) | 31.89% |
| Calmar | 0.54 |
| Skew | 0.99 |
| Kurtosis | 14.02 |
| Expected Daily | 0.07% |
| Expected Monthly | 2.17% |
| Expected Yearly | 23.94% |
| Kelly Criterion | 7.97% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -3.21% |
| Expected Shortfall (cVaR) | -3.21% |
| Max Consecutive Wins | 7 |
| Max Consecutive Losses | 8 |
| Gain/Pain Ratio | 0.19 |
| Gain/Pain (1M) | 0.68 |
| Payoff Ratio | 1.15 |
| Profit Factor | 1.19 |
| Common Sense Ratio | 1.63 |
| CPC Index | 0.69 |
| Tail Ratio | 1.38 |
| Outlier Win Ratio | 6.28 |
| Outlier Loss Ratio | 4.9 |
| MTD | 2.19% |
| 3M | 14.93% |
| 6M | -11.17% |
| YTD | 23.94% |
| 1Y | 23.94% |
| 3Y (ann.) | 19.9% |
| 5Y (ann.) | 19.9% |
| 10Y (ann.) | 19.9% |
| All-time (ann.) | 19.9% |
| Best Day | 13.2% |
| Worst Day | -11.94% |
| Best Month | 25.02% |
| Worst Month | -15.61% |
| Best Year | 23.94% |
| Worst Year | 23.94% |
| Avg. Drawdown | -9.33% |
| Avg. Drawdown Days | 34 |
| Recovery Factor | 0.74 |
| Ulcer Index | 0.22 |
| Serenity Index | 0.06 |
| Avg. Up Month | 9.59% |
| Avg. Down Month | -12.76% |
| Win Days | 50.71% |
| Win Month | 70.0% |
| Win Quarter | 75.0% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2026 | 27.32% | 23.94% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-29 | 2026-10-27 | -37.15 | 213 |
| 2026-01-07 | 2026-02-01 | -15.65 | 26 |
| 2026-02-03 | 2026-02-05 | -7.62 | 3 |
| 2026-03-18 | 2026-03-23 | -5.07 | 6 |
| 2026-02-14 | 2026-03-03 | -4.15 | 18 |
| 2026-02-07 | 2026-02-09 | -3.79 | 3 |
| 2026-03-05 | 2026-03-07 | -0.95 | 3 |
| 2026-03-14 | 2026-03-14 | -0.26 | 1 |