| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 578.23% |
| CAGR﹪ | 101.26% |
| Sharpe | 1.28 |
| Prob. Sharpe Ratio | 99.45% |
| Smart Sharpe | 1.26 |
| Sortino | 1.91 |
| Smart Sortino | 1.88 |
| Sortino/√2 | 1.35 |
| Smart Sortino/√2 | 1.33 |
| Omega | 1.2 |
| Max Drawdown | -46.67% |
| Longest DD Days | 262 |
| Volatility (ann.) | 46.01% |
| Calmar | 2.17 |
| Skew | -0.09 |
| Kurtosis | -1.21 |
| Expected Daily | 0.19% |
| Expected Monthly | 5.97% |
| Expected Yearly | 89.29% |
| Kelly Criterion | 9.11% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -4.53% |
| Expected Shortfall (cVaR) | -4.53% |
| Max Consecutive Wins | 8 |
| Max Consecutive Losses | 10 |
| Gain/Pain Ratio | 0.2 |
| Gain/Pain (1M) | 1.77 |
| Payoff Ratio | 1.04 |
| Profit Factor | 1.2 |
| Common Sense Ratio | 1.27 |
| CPC Index | 0.67 |
| Tail Ratio | 1.05 |
| Outlier Win Ratio | 1.92 |
| Outlier Loss Ratio | 1.98 |
| MTD | 24.56% |
| 3M | 38.58% |
| 6M | 84.62% |
| YTD | 46.33% |
| 1Y | 157.72% |
| 3Y (ann.) | 101.26% |
| 5Y (ann.) | 101.26% |
| 10Y (ann.) | 101.26% |
| All-time (ann.) | 101.26% |
| Best Day | 5.0% |
| Worst Day | -5.0% |
| Best Month | 43.06% |
| Worst Month | -25.98% |
| Best Year | 249.42% |
| Worst Year | 32.65% |
| Avg. Drawdown | -9.07% |
| Avg. Drawdown Days | 24 |
| Recovery Factor | 12.39 |
| Ulcer Index | 0.2 |
| Serenity Index | 2.36 |
| Avg. Up Month | 17.07% |
| Avg. Down Month | -12.08% |
| Win Days | 53.7% |
| Win Month | 66.67% |
| Win Quarter | 72.73% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2020 | 140.72% | 249.42% |
| 2021 | 43.64% | 32.65% |
| 2022 | 49.21% | 46.33% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-03-13 | 2021-11-30 | -46.67 | 262 |
| 2021-12-18 | 2022-05-14 | -41.55 | 147 |
| 2020-03-28 | 2020-06-18 | -33.51 | 82 |
| 2022-05-22 | 2022-09-21 | -26.29 | 122 |
| 2020-09-25 | 2020-10-23 | -17.28 | 28 |
| 2020-07-26 | 2020-08-29 | -16.66 | 34 |
| 2020-10-24 | 2020-12-05 | -15.70 | 42 |
| 2020-12-19 | 2021-02-01 | -13.80 | 44 |
| 2020-03-07 | 2020-03-19 | -10.26 | 12 |
| 2021-02-07 | 2021-02-21 | -10.16 | 14 |