| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 30.57% |
| CAGR﹪ | 22.37% |
| Sharpe | 4.37 |
| Prob. Sharpe Ratio | 99.81% |
| Smart Sharpe | 3.84 |
| Sortino | 6.36 |
| Smart Sortino | 5.6 |
| Sortino/√2 | 4.5 |
| Smart Sortino/√2 | 3.96 |
| Omega | 2.48 |
| Max Drawdown | -4.6% |
| Longest DD Days | 50 |
| Volatility (ann.) | 6.72% |
| Calmar | 4.86 |
| Skew | -2.59 |
| Kurtosis | 38.23 |
| Expected Daily | 0.08% |
| Expected Monthly | 2.45% |
| Expected Yearly | 30.57% |
| Kelly Criterion | 41.05% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.5% |
| Expected Shortfall (cVaR) | -0.5% |
| Max Consecutive Wins | 10 |
| Max Consecutive Losses | 4 |
| Gain/Pain Ratio | 1.48 |
| Gain/Pain (1M) | 25.67 |
| Payoff Ratio | 1.12 |
| Profit Factor | 2.48 |
| Common Sense Ratio | 5.25 |
| CPC Index | 1.91 |
| Tail Ratio | 2.12 |
| Outlier Win Ratio | 5.06 |
| Outlier Loss Ratio | 4.29 |
| MTD | 6.14% |
| 3M | 11.59% |
| 6M | 20.86% |
| YTD | 30.57% |
| 1Y | 30.57% |
| 3Y (ann.) | 22.37% |
| 5Y (ann.) | 22.37% |
| 10Y (ann.) | 22.37% |
| All-time (ann.) | 22.37% |
| Best Day | 2.14% |
| Worst Day | -3.54% |
| Best Month | 6.14% |
| Worst Month | -1.14% |
| Best Year | 30.57% |
| Worst Year | 30.57% |
| Avg. Drawdown | -0.29% |
| Avg. Drawdown Days | 4 |
| Recovery Factor | 5.85 |
| Ulcer Index | 0.01 |
| Serenity Index | 2.8 |
| Avg. Up Month | 2.84% |
| Avg. Down Month | -1.14% |
| Win Days | 68.86% |
| Win Month | 90.91% |
| Win Quarter | 100.0% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2023 | 26.89% | 30.57% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-03 | 2023-08-21 | -4.60 | 50 |
| 2023-10-25 | 2023-11-01 | -1.55 | 8 |
| 2023-06-23 | 2023-06-27 | -0.83 | 5 |
| 2023-11-04 | 2023-11-08 | -0.67 | 5 |
| 2023-09-25 | 2023-09-27 | -0.64 | 3 |
| 2023-04-22 | 2023-05-03 | -0.45 | 12 |
| 2023-11-18 | 2023-11-21 | -0.44 | 4 |
| 2023-05-10 | 2023-05-15 | -0.43 | 6 |
| 2023-02-21 | 2023-03-02 | -0.40 | 10 |
| 2023-06-11 | 2023-06-17 | -0.39 | 7 |