| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | -1.68% |
| CAGR﹪ | -0.56% |
| Sharpe | -2.89 |
| Prob. Sharpe Ratio | 36.82% |
| Smart Sharpe | -2.33 |
| Sortino | -3.8 |
| Smart Sortino | -3.07 |
| Sortino/√2 | -2.69 |
| Smart Sortino/√2 | -2.17 |
| Omega | 0.57 |
| Max Drawdown | -3.77% |
| Longest DD Days | 2 |
| Volatility (ann.) | 35.13% |
| Calmar | -20.1 |
| Skew | -0.68 |
| Kurtosis | 1.38 |
| Expected Daily | -0.42% |
| Expected Monthly | -1.68% |
| Expected Yearly | -1.68% |
| Kelly Criterion | -37.06% |
| Risk of Ruin | 0.01% |
| Daily Value-at-Risk | -4.04% |
| Expected Shortfall (cVaR) | -4.04% |
| Max Consecutive Wins | 2 |
| Max Consecutive Losses | 2 |
| Gain/Pain Ratio | -0.43 |
| Gain/Pain (1M) | -1.0 |
| Payoff Ratio | 0.57 |
| Profit Factor | 0.57 |
| Common Sense Ratio | 0.34 |
| CPC Index | 0.16 |
| Tail Ratio | 0.59 |
| Outlier Win Ratio | 1.79 |
| Outlier Loss Ratio | 1.71 |
| MTD | -1.68% |
| 3M | -1.68% |
| 6M | -1.68% |
| YTD | -1.68% |
| 1Y | -1.68% |
| 3Y (ann.) | -0.56% |
| 5Y (ann.) | -0.56% |
| 10Y (ann.) | -0.56% |
| All-time (ann.) | -0.56% |
| Best Day | 2.0% |
| Worst Day | -3.33% |
| Best Month | -1.68% |
| Worst Month | -1.68% |
| Best Year | -1.68% |
| Worst Year | -1.68% |
| Avg. Drawdown | -3.77% |
| Avg. Drawdown Days | 2 |
| Recovery Factor | -0.44 |
| Ulcer Index | 0.02 |
| Serenity Index | -0.42 |
| Avg. Up Month | - |
| Avg. Down Month | -1.68% |
| Win Days | 50.0% |
| Win Month | 0.0% |
| Win Quarter | 0.0% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2025 | -1.61% | -1.68% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-09 | 2025-07-10 | -3.77 | 2 |