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 |