| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 65.0% |
| Cumulative Return | -0.05% |
| CAGR﹪ | -0.03% |
| Sharpe | -0.22 |
| Prob. Sharpe Ratio | 38.31% |
| Smart Sharpe | -0.22 |
| Sortino | -0.31 |
| Smart Sortino | -0.3 |
| Sortino/√2 | -0.22 |
| Smart Sortino/√2 | -0.21 |
| Omega | 0.95 |
| Max Drawdown | -0.16% |
| Longest DD Days | 405 |
| Volatility (ann.) | 0.13% |
| Calmar | -0.16 |
| Skew | -0.17 |
| Kurtosis | 4.18 |
| Expected Daily | -0.0% |
| Expected Monthly | -0.0% |
| Expected Yearly | -0.03% |
| Kelly Criterion | -2.22% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.01% |
| Expected Shortfall (cVaR) | -0.01% |
| Max Consecutive Wins | 8 |
| Max Consecutive Losses | 6 |
| Gain/Pain Ratio | -0.05 |
| Gain/Pain (1M) | -0.2 |
| Payoff Ratio | 1.11 |
| Profit Factor | 0.95 |
| Common Sense Ratio | 0.98 |
| CPC Index | 0.49 |
| Tail Ratio | 1.03 |
| Outlier Win Ratio | 5.99 |
| Outlier Loss Ratio | 3.69 |
| MTD | 0.0% |
| 3M | 0.01% |
| 6M | 0.01% |
| YTD | -0.04% |
| 1Y | -0.07% |
| 3Y (ann.) | -0.03% |
| 5Y (ann.) | -0.03% |
| 10Y (ann.) | -0.03% |
| All-time (ann.) | -0.03% |
| Best Day | 0.03% |
| Worst Day | -0.04% |
| Best Month | 0.06% |
| Worst Month | -0.07% |
| Best Year | -0.01% |
| Worst Year | -0.04% |
| Avg. Drawdown | -0.06% |
| Avg. Drawdown Days | 90 |
| Recovery Factor | -0.31 |
| Ulcer Index | 0.0 |
| Serenity Index | -0.04 |
| Avg. Up Month | 0.03% |
| Avg. Down Month | -0.02% |
| Win Days | 46.15% |
| Win Month | 42.11% |
| Win Quarter | 37.5% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2021 | -0.01% | -0.01% |
| 2022 | -0.04% | -0.04% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-10-27 | 2022-12-06 | -0.16 | 405 |
| 2021-06-28 | 2021-09-10 | -0.09 | 74 |
| 2021-09-13 | 2021-10-22 | -0.05 | 39 |
| 2021-03-17 | 2021-06-25 | -0.05 | 100 |
| 2021-03-04 | 2021-03-12 | -0.04 | 8 |
| 2021-03-01 | 2021-03-03 | -0.02 | 2 |
| 2021-03-15 | 2021-03-16 | -0.00 | 1 |