| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 1.0% |
| Cumulative Return | 21,712.10% |
| CAGR﹪ | 66.18% |
| Sharpe | 0.54 |
| Prob. Sharpe Ratio | 99.99% |
| Smart Sharpe | 0.54 |
| Sortino | 5.8 |
| Smart Sortino | 5.8 |
| Sortino/√2 | 4.1 |
| Smart Sortino/√2 | 4.1 |
| Omega | 6.79 |
| Max Drawdown | -80.64% |
| Max DD Date | 2016-09-18 |
| Max DD Period Start | 2015-08-17 |
| Max DD Period End | 2017-06-14 |
| Longest DD Days | 921 |
| Volatility (ann.) | 283.73% |
| Calmar | 0.82 |
| Skew | 41.58 |
| Kurtosis | 1968.94 |
| Expected Daily | 0.14% |
| Expected Monthly | 4.3% |
| Expected Yearly | 56.64% |
| Kelly Criterion | 42.64% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -24.01% |
| Expected Shortfall (cVaR) | -33.71% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 1 |
| Gain/Pain Ratio | 5.79 |
| Gain/Pain (1M) | 5.79 |
| Payoff Ratio | 6.79 |
| Profit Factor | 6.79 |
| Common Sense Ratio | - |
| CPC Index | 23.05 |
| Tail Ratio | - |
| Outlier Win Ratio | 0.0 |
| Outlier Loss Ratio | -0.0 |
| MTD | 2.68% |
| 3M | 2.68% |
| 6M | 10.09% |
| YTD | 2.68% |
| 1Y | 17.82% |
| 3Y (ann.) | 57.14% |
| 5Y (ann.) | 99.38% |
| 10Y (ann.) | 89.64% |
| All-time (ann.) | 66.18% |
| Best Day | 768.26% |
| Worst Day | -40.0% |
| Best Month | 768.26% |
| Worst Month | -40.0% |
| Best Year | 1350.91% |
| Worst Year | -64.0% |
| Avg. Drawdown | -29.7% |
| Avg. Drawdown Days | 366 |
| Recovery Factor | 20.16 |
| Ulcer Index | 0.31 |
| Serenity Index | 10.66 |
| Avg. Up Month | 119.17% |
| Avg. Down Month | -17.55% |
| Win Days | 50.0% |
| Win Month | 50.0% |
| Win Quarter | 50.0% |
| Win Year | 58.33% |
| Year | Return | Cumulative |
|---|---|---|
| 2015 | -80.0% | -64.0% |
| 2016 | -53.33% | -46.22% |
| 2017 | 324.8% | 255.68% |
| 2018 | 374.5% | 542.72% |
| 2019 | -2.52% | -3.68% |
| 2020 | 1.9% | 0.38% |
| 2021 | 836.94% | 1350.91% |
| 2022 | -3.22% | -6.14% |
| 2023 | -28.46% | -26.18% |
| 2024 | 237.84% | 330.37% |
| 2025 | 14.73% | 14.74% |
| 2026 | 2.68% | 2.68% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2015-08-17 | 2017-06-14 | -80.64 | 668 |
| 2017-09-11 | 2018-01-15 | -35.20 | 127 |
| 2021-09-08 | 2024-03-16 | -32.25 | 921 |
| 2019-07-17 | 2021-01-21 | -22.16 | 555 |
| 2018-08-09 | 2018-10-03 | -20.00 | 56 |
| 2024-08-03 | 2024-12-10 | -13.46 | 130 |
| 2025-09-23 | 2026-01-05 | -4.17 | 105 |