| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 1.43% |
| CAGR﹪ | 0.48% |
| Sharpe | 84.02 |
| Prob. Sharpe Ratio | - |
| Smart Sharpe | - |
| Sortino | - |
| Smart Sortino | - |
| Sortino/√2 | - |
| Smart Sortino/√2 | - |
| Omega | - |
| Max Drawdown | % |
| Longest DD Days | - |
| Volatility (ann.) | 2.14% |
| Calmar | - |
| Skew | - |
| Kurtosis | - |
| Expected Daily | 0.71% |
| Expected Monthly | 1.43% |
| Expected Yearly | 1.43% |
| Kelly Criterion | - |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.49% |
| Expected Shortfall (cVaR) | -0.49% |
| Max Consecutive Wins | 2 |
| Max Consecutive Losses | 0 |
| Gain/Pain Ratio | - |
| Gain/Pain (1M) | - |
| Payoff Ratio | - |
| Profit Factor | - |
| Common Sense Ratio | - |
| CPC Index | - |
| Tail Ratio | 1.27 |
| Outlier Win Ratio | 1.13 |
| Outlier Loss Ratio | - |
| MTD | 1.43% |
| 3M | 1.43% |
| 6M | 1.43% |
| YTD | 1.43% |
| 1Y | 1.43% |
| 3Y (ann.) | 0.48% |
| 5Y (ann.) | 0.48% |
| 10Y (ann.) | 0.48% |
| All-time (ann.) | 0.48% |
| Best Day | 0.81% |
| Worst Day | 0.62% |
| Best Month | 1.43% |
| Worst Month | 1.43% |
| Best Year | 1.43% |
| Worst Year | 1.43% |
| Recovery Factor | - |
| Ulcer Index | 0.0 |
| Serenity Index | - |
| Avg. Up Month | 1.43% |
| Avg. Down Month | - |
| Win Days | 100.0% |
| Win Month | 100.0% |
| Win Quarter | 100.0% |
| Win Year | 100.0% |
| Avg. Drawdown Days | - |
| Year | Return | Cumulative |
|---|---|---|
| 2025 | 1.43% | 1.43% |