| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 2.0% |
| Cumulative Return | 887.67% |
| CAGR﹪ | 26.38% |
| Sharpe | 0.59 |
| Prob. Sharpe Ratio | 99.84% |
| Smart Sharpe | 0.59 |
| Sortino | 2.14 |
| Smart Sortino | 2.14 |
| Sortino/√2 | 1.52 |
| Smart Sortino/√2 | 1.51 |
| Omega | 3.81 |
| Max Drawdown | -55.47% |
| Max DD Date | 2019-10-04 |
| Max DD Period Start | 2019-06-17 |
| Max DD Period End | 2020-06-24 |
| Longest DD Days | 374 |
| Volatility (ann.) | 60.78% |
| Calmar | 0.48 |
| Skew | 21.47 |
| Kurtosis | 576.86 |
| Expected Daily | 0.09% |
| Expected Monthly | 2.83% |
| Expected Yearly | 38.7% |
| Kelly Criterion | 36.87% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -6.15% |
| Expected Shortfall (cVaR) | -19.11% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 1 |
| Gain/Pain Ratio | 2.81 |
| Gain/Pain (1M) | 2.81 |
| Payoff Ratio | 3.81 |
| Profit Factor | 3.81 |
| Common Sense Ratio | - |
| CPC Index | 7.25 |
| Tail Ratio | - |
| Outlier Win Ratio | 0.0 |
| Outlier Loss Ratio | -0.0 |
| MTD | -0.39% |
| 3M | 4.46% |
| 6M | 3.13% |
| YTD | 13.37% |
| 1Y | 13.37% |
| 3Y (ann.) | 14.6% |
| 5Y (ann.) | 20.49% |
| 10Y (ann.) | 26.38% |
| All-time (ann.) | 26.38% |
| Best Day | 110.01% |
| Worst Day | -33.86% |
| Best Month | 110.01% |
| Worst Month | -33.86% |
| Best Year | 179.67% |
| Worst Year | -6.47% |
| Avg. Drawdown | -12.43% |
| Avg. Drawdown Days | 153 |
| Recovery Factor | 6.38 |
| Ulcer Index | 0.14 |
| Serenity Index | 2.81 |
| Avg. Up Month | 31.98% |
| Avg. Down Month | -8.87% |
| Win Days | 50.0% |
| Win Month | 51.72% |
| Win Quarter | 56.52% |
| Win Year | 85.71% |
| Year | Return | Cumulative |
|---|---|---|
| 2019 | 42.93% | -6.47% |
| 2020 | 158.46% | 179.67% |
| 2021 | 50.07% | 50.15% |
| 2022 | 38.74% | 41.27% |
| 2023 | 35.94% | 38.84% |
| 2024 | 14.17% | 13.09% |
| 2025 | 13.38% | 13.37% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2019-06-17 | 2020-06-24 | -55.47 | 374 |
| 2021-02-22 | 2021-06-23 | -13.61 | 122 |
| 2024-12-20 | 2025-05-28 | -10.44 | 160 |
| 2022-01-21 | 2022-08-24 | -3.49 | 216 |
| 2024-03-13 | 2024-07-24 | -2.31 | 134 |
| 2025-09-25 | 2025-11-24 | -1.27 | 61 |
| 2025-12-26 | 2025-12-26 | -0.39 | 1 |