Strategy Performance Report

3 Jan, 2025 - 31 Dec, 2025

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	37.0%
Cumulative Return	238.16%
CAGR﹪	132.98%
Sharpe	3.95
Prob. Sharpe Ratio	100.0%
Smart Sharpe	3.94
Sortino	32.24
Smart Sortino	32.16
Sortino/√2	22.79
Smart Sortino/√2	22.74
Omega	8.4
Max Drawdown	-2.25%
Max DD Date	2025-01-24
Max DD Period Start	2025-01-23
Max DD Period End	2025-01-27
Longest DD Days	20
Volatility (ann.)	22.03%
Calmar	59.16
Skew	5.65
Kurtosis	40.05
Expected Daily	0.34%
Expected Monthly	10.69%
Expected Yearly	238.16%
Kelly Criterion	53.13%
Risk of Ruin	0.0%
Daily Value-at-Risk	-1.94%
Expected Shortfall (cVaR)	-1.94%
Max Consecutive Wins	3
Max Consecutive Losses	2
Gain/Pain Ratio	7.4
Gain/Pain (1M)	-
Payoff Ratio	5.53
Profit Factor	8.4
Common Sense Ratio	54.24
CPC Index	28.01
Tail Ratio	6.46
Outlier Win Ratio	15.0
Outlier Loss Ratio	2.23
MTD	2.63%
3M	19.67%
6M	30.69%
YTD	238.16%
1Y	238.16%
3Y (ann.)	132.98%
5Y (ann.)	132.98%
10Y (ann.)	132.98%
All-time (ann.)	132.98%
Best Day	13.65%
Worst Day	-1.91%
Best Month	24.3%
Worst Month	0.17%
Best Year	238.16%
Worst Year	238.16%
Avg. Drawdown	-0.5%
Avg. Drawdown Days	6
Recovery Factor	55.77
Ulcer Index	0.0
Serenity Index	310.32
Avg. Up Month	10.96%
Avg. Down Month	-
Win Days	60.31%
Win Month	100.0%
Win Quarter	100.0%
Win Year	100.0%