Disclaimer: This report is for informational purposes only and should not be considered as investment advice. Past performance is not indicative of future results.
| Metric | Close | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 19.0% |
| Total Return | 31% | 176% |
| CAGR% (Annual Return) | 9.15% | 39.34% |
| Sharpe | 0.6 | 1.44 |
| RoMaD | 0.1 | 2.0 |
| Corr to Benchmark | 1.0 | 0.0 |
| Prob. Sharpe Ratio | 85.24% | 99.58% |
| Smart Sharpe | 0.59 | 1.42 |
| Sortino | 0.89 | 2.49 |
| Smart Sortino | 0.88 | 2.46 |
| Sortino/√2 | 0.63 | 1.76 |
| Smart Sortino/√2 | 0.62 | 1.74 |
| Omega | 1.55 | 1.55 |
| Max Drawdown | -91.88% | -19.65% |
| Longest DD Days | 626 | 523 |
| Volatility (ann.) | 101.24% | 25.3% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | -0.01 | -0.01 |
| Calmar | 0.1 | 2.0 |
| Skew | 0.08 | 1.41 |
| Kurtosis | 6.8 | 11.69 |
| Expected Daily% | 0.02% | 0.09% |
| Expected Monthly% | 0.73% | 2.79% |
| Expected Yearly% | 6.94% | 28.95% |
| Daily Value-at-Risk | -8.55% | -2.08% |
| Expected Shortfall (cVaR) | -8.55% | -2.08% |
| MTD | 18.4% | -8.15% |
| 3M | -35.23% | 1.53% |
| 6M | -17.68% | 8.34% |
| YTD | -21.99% | 1.87% |
| 1Y | 7.16% | 115.19% |
| 3Y (ann.) | 50.31% | 35.87% |
| 5Y (ann.) | 9.15% | 39.34% |
| 10Y (ann.) | 9.15% | 39.34% |
| All-time (ann.) | 9.15% | 39.34% |
| Best Day | 32.59% | 8.39% |
| Worst Day | -42.28% | -6.52% |
| Best Month | 140.46% | 30.42% |
| Worst Month | -56.72% | -12.54% |
| Best Year | 919.03% | 115.35% |
| Worst Year | -91.18% | 1.87% |
| Avg. Drawdown | -23.46% | -5.34% |
| Avg. Drawdown Days | 92 | 38 |
| Recovery Factor | 2.02 | 5.67 |
| Ulcer Index | 0.59 | 0.07 |
| Serenity Index | 0.17 | 1.95 |
| Avg. Up Month | 35.79% | 9.46% |
| Avg. Down Month | -19.5% | -6.41% |
| Win Days | 542.0 | 608.46 |
| Loss Days | 578.0 | 511.54 |
| Win Days% | 48.39% | 54.33% |
| Win Month% | 48.65% | 65.22% |
| Win Quarter% | 53.85% | 77.78% |
| Win Year% | 50.0% | 100.0% |
| Beta | - | 0.0 |
| Alpha | - | 0.36 |
| Correlation | - | 0.35% |
| Treynor Ratio | - | 202945.39% |
| Year | Close | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.18 | 11.94 | -0.13 | + |
| 2023 | 919.03 | 12.59 | 0.01 | - |
| 2024 | 86.46 | 115.35 | 1.33 | + |
| 2025 | -21.99 | 1.87 | -0.08 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-02 | 2023-12-06 | -19.65 | 523 |
| 2024-04-01 | 2024-06-17 | -14.62 | 78 |
| 2025-03-04 | 2025-04-30 | -13.00 | 58 |
| 2025-01-07 | 2025-02-17 | -9.25 | 42 |
| 2024-11-28 | 2025-01-02 | -8.32 | 36 |
| 2024-01-02 | 2024-02-08 | -7.99 | 38 |
| 2024-10-04 | 2024-11-09 | -7.50 | 37 |
| 2024-09-07 | 2024-09-18 | -5.49 | 12 |
| 2022-05-01 | 2022-05-04 | -5.46 | 4 |
| 2024-07-07 | 2024-07-14 | -5.44 | 8 |