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 |