| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 1.0% |
| CAGR﹪ | 0.33% |
| Sharpe | 3.31 |
| Prob. Sharpe Ratio | 66.7% |
| Smart Sharpe | 2.88 |
| Sortino | 9.65 |
| Smart Sortino | 8.39 |
| Sortino/√2 | 6.82 |
| Smart Sortino/√2 | 5.93 |
| Omega | 1.88 |
| Max Drawdown | -1.15% |
| Longest DD Days | 2 |
| Volatility (ann.) | 19.38% |
| Calmar | 113.08 |
| Skew | 1.49 |
| Kurtosis | 2.06 |
| Expected Daily | 0.25% |
| Expected Monthly | 1.0% |
| Expected Yearly | 1.0% |
| Kelly Criterion | 23.39% |
| Risk of Ruin | 0.01% |
| Daily Value-at-Risk | -1.75% |
| Expected Shortfall (cVaR) | -1.75% |
| Max Consecutive Wins | 2 |
| Max Consecutive Losses | 2 |
| Gain/Pain Ratio | 0.88 |
| Gain/Pain (1M) | - |
| Payoff Ratio | 1.88 |
| Profit Factor | 1.88 |
| Common Sense Ratio | 4.87 |
| CPC Index | 1.77 |
| Tail Ratio | 2.59 |
| Outlier Win Ratio | 1.79 |
| Outlier Loss Ratio | 1.2 |
| MTD | 1.0% |
| 3M | 1.0% |
| 6M | 1.0% |
| YTD | 1.0% |
| 1Y | 1.0% |
| 3Y (ann.) | 0.33% |
| 5Y (ann.) | 0.33% |
| 10Y (ann.) | 0.33% |
| All-time (ann.) | 0.33% |
| Best Day | 2.0% |
| Worst Day | -0.7% |
| Best Month | 1.0% |
| Worst Month | 1.0% |
| Best Year | 1.0% |
| Worst Year | 1.0% |
| Avg. Drawdown | -1.15% |
| Avg. Drawdown Days | 2 |
| Recovery Factor | 0.87 |
| Ulcer Index | 0.01 |
| Serenity Index | 1.31 |
| Avg. Up Month | 1.0% |
| Avg. Down Month | - |
| Win Days | 50.0% |
| Win Month | 100.0% |
| Win Quarter | 100.0% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2025 | 1.02% | 1.0% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-09 | 2025-07-10 | -1.15 | 2 |