| Metric | close | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 50.0% |
| Cumulative Return | -38.96% | 141.74% |
| CAGR﹪ | -6.83% | 13.48% |
| Sharpe | 0.16 | 0.54 |
| Prob. Sharpe Ratio | 66.76% | 92.37% |
| Smart Sharpe | 0.15 | 0.48 |
| Sortino | 0.24 | 0.82 |
| Smart Sortino | 0.22 | 0.74 |
| Sortino/√2 | 0.17 | 0.58 |
| Smart Sortino/√2 | 0.15 | 0.52 |
| Omega | 1.03 | 1.16 |
| Max Drawdown | -79.35% | -43.2% |
| Max DD Date | 2022-06-18 | 2026-06-06 |
| Max DD Period Start | 2021-11-09 | 2025-08-27 |
| Max DD Period End | 2025-08-21 | 2026-08-21 |
| Longest DD Days | 1382 | 554 |
| Volatility (ann.) | 57.54% | 34.88% |
| R^2 | 0.49 | 0.49 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | -0.09 | 0.31 |
| Skew | 0.29 | 0.78 |
| Kurtosis | 4.25 | 18.2 |
| Ulcer Performance Index | -0.76 | 7.7 |
| Risk-Adjusted Return | -6.83% | 26.96% |
| Risk-Return Ratio | 0.01 | 0.03 |
| Avg. Return | 0.14% | 0.15% |
| Avg. Win | 2.94% | 2.27% |
| Avg. Loss | -2.79% | -2.08% |
| Win/Loss Ratio | 1.06 | 1.09 |
| Profit Ratio | 1.02 | 0.12 |
| Expected Daily | -0.03% | 0.05% |
| Expected Monthly | -0.83% | 1.51% |
| Expected Yearly | -7.9% | 15.85% |
| Kelly Criterion | 2.83% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.92% | -3.54% |
| Expected Shortfall (cVaR) | -8.55% | -6.1% |
| Max Consecutive Wins | 9 | 6 |
| Max Consecutive Losses | 7 | 6 |
| Gain/Pain Ratio | 0.03 | 0.16 |
| Gain/Pain (1M) | 0.16 | 0.91 |
| Payoff Ratio | 1.06 | 1.09 |
| Profit Factor | 1.03 | 1.16 |
| Common Sense Ratio | 1.09 | 1.26 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | 1.05 | 1.09 |
| Outlier Win Ratio | 4.39 | 10.23 |
| Outlier Loss Ratio | 3.96 | 3.33 |
| MTD | 28.96% | 1.67% |
| 3M | 12.79% | -7.59% |
| 6M | 21.84% | -0.91% |
| YTD | -19.14% | -19.85% |
| 1Y | -44.65% | -24.09% |
| 3Y (ann.) | 9.68% | 18.57% |
| 5Y (ann.) | -6.83% | 13.48% |
| 10Y (ann.) | -6.83% | 13.48% |
| All-time (ann.) | -6.83% | 13.48% |
| Best Day | 21.8% | 19.19% |
| Worst Day | -17.46% | -17.13% |
| Best Month | 57.55% | 43.76% |
| Worst Month | -45.05% | -18.97% |
| Best Year | 90.64% | 54.55% |
| Worst Year | -67.5% | -19.85% |
| Avg. Drawdown | -38.11% | -7.97% |
| Avg. Drawdown Days | 438 | 47 |
| Recovery Factor | 0.83 | 3.02 |
| Ulcer Index | 0.52 | 0.18 |
| Serenity Index | 0.06 | 0.44 |
| Avg. Up Month | 19.86% | 9.83% |
| Avg. Down Month | -15.74% | -7.44% |
| Win Days | 50.09% | 50.86% |
| Win Month | 47.46% | 60.34% |
| Win Quarter | 45.0% | 60.0% |
| Win Year | 33.33% | 66.67% |
| Beta | - | 0.42 |
| Alpha | - | 0.15 |
| Correlation | - | 69.9% |
| Treynor Ratio | - | 334.57% |
| Year | close | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -6.30 | 14.97 | -2.38 | + |
| 2022 | -67.50 | -11.63 | 0.17 | + |
| 2023 | 90.64 | 28.19 | 0.31 | - |
| 2024 | 46.07 | 49.84 | 1.08 | + |
| 2025 | -10.97 | 54.55 | -4.97 | + |
| 2026 | -19.14 | -19.85 | 1.04 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-27 | 2026-08-21 | -43.20 | 360 |
| 2022-08-14 | 2024-02-18 | -41.05 | 554 |
| 2024-06-06 | 2025-02-02 | -34.63 | 242 |
| 2022-04-21 | 2022-07-26 | -30.31 | 97 |
| 2021-12-24 | 2022-03-31 | -24.54 | 98 |
| 2024-03-12 | 2024-05-19 | -14.68 | 69 |
| 2025-03-03 | 2025-04-08 | -11.26 | 37 |
| 2025-02-04 | 2025-03-01 | -11.19 | 26 |
| 2021-11-24 | 2021-12-17 | -10.42 | 24 |
| 2025-04-10 | 2025-06-06 | -6.75 | 58 |