| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 12.0% |
| Cumulative Return | -0.08% |
| CAGR﹪ | -0.39% |
| Sharpe | -0.12 |
| Prob. Sharpe Ratio | 23.0% |
| Smart Sharpe | -0.12 |
| Sortino | -0.19 |
| Smart Sortino | -0.19 |
| Sortino/√2 | -0.14 |
| Smart Sortino/√2 | -0.14 |
| Omega | 0.89 |
| Max Drawdown | -0.13% |
| Max DD Date | 2025-09-25 |
| Max DD Period Start | 2025-09-11 |
| Max DD Period End | 2025-10-22 |
| Longest DD Days | 41 |
| Volatility (ann.) | 0.02% |
| Calmar | -3.06 |
| Skew | 10.88 |
| Kurtosis | 735.12 |
| Ulcer Performance Index | -1.13 |
| Risk-Adjusted Return | -3.28% |
| Risk-Return Ratio | -0.01 |
| Avg. Return | -0.0% |
| Avg. Win | 0.0% |
| Avg. Loss | -0.0% |
| Win/Loss Ratio | 2.95 |
| Profit Ratio | 0.01 |
| Expected Daily | -0.0% |
| Expected Monthly | -0.04% |
| Expected Yearly | -0.08% |
| Kelly Criterion | -2.76% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.0% |
| Expected Shortfall (cVaR) | -0.0% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 2 |
| Gain/Pain Ratio | -0.32 |
| Gain/Pain (1M) | -1.0 |
| Payoff Ratio | 2.95 |
| Profit Factor | 0.89 |
| Common Sense Ratio | 0.0 |
| CPC Index | 0.61 |
| Tail Ratio | 0.0 |
| Outlier Win Ratio | 26.9 |
| Outlier Loss Ratio | 2.54 |
| MTD | -0.01% |
| 3M | -0.08% |
| 6M | -0.08% |
| YTD | -0.08% |
| 1Y | -0.08% |
| 3Y (ann.) | -0.39% |
| 5Y (ann.) | -0.39% |
| 10Y (ann.) | -0.39% |
| All-time (ann.) | -0.39% |
| Best Day | 0.05% |
| Worst Day | -0.03% |
| Best Month | -0.01% |
| Worst Month | -0.07% |
| Best Year | -0.08% |
| Worst Year | -0.08% |
| Avg. Drawdown | -0.01% |
| Avg. Drawdown Days | 4 |
| Recovery Factor | 0.6 |
| Ulcer Index | 0.0 |
| Serenity Index | -0.01 |
| Avg. Up Month | - |
| Avg. Down Month | -0.04% |
| Win Days | 23.23% |
| Win Month | 0.0% |
| Win Quarter | 0.0% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2025 | -0.08 | -0.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-09-11 | 2025-10-22 | -0.13 | 41 |
| 2025-09-05 | 2025-09-09 | -0.02 | 4 |
| 2025-09-09 | 2025-09-11 | -0.02 | 3 |
| 2025-09-04 | 2025-09-05 | -0.01 | 2 |
| 2025-09-03 | 2025-09-04 | -0.01 | 1 |
| 2025-09-03 | 2025-09-03 | -0.01 | 1 |
| 2025-09-03 | 2025-09-03 | -0.00 | 1 |
| 2025-09-03 | 2025-09-03 | -0.00 | 1 |
| 2025-09-02 | 2025-09-02 | -0.00 | 1 |
| 2025-09-02 | 2025-09-02 | -0.00 | 1 |