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 | Returns | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 70.0% |
| Total Return | -72.7% | -75.79% |
| CAGR% (Annual Return) | -73.48% | -76.55% |
| Sharpe | -0.91 | -2.1 |
| ROMaD | -0.95 | -1.01 |
| Corr to Benchmark | 1.0 | 0.41 |
| Prob. Sharpe Ratio | 18.22% | 2.42% |
| Smart Sharpe | -0.86 | -1.98 |
| Sortino | -1.24 | -3.03 |
| Smart Sortino | -1.17 | -2.85 |
| Sortino/√2 | -0.88 | -2.14 |
| Smart Sortino/√2 | -0.83 | -2.02 |
| Omega | 0.7 | 0.7 |
| Max Drawdown | -77.56% | -76.08% |
| Longest DD Days | 355 | 357 |
| Volatility (ann.) | 94.74% | 60.12% |
| R^2 | 0.17 | 0.17 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | -0.95 | -1.01 |
| Skew | -0.19 | 0.92 |
| Kurtosis | 4.14 | 4.61 |
| Expected Daily | -0.36% | -0.4% |
| Expected Monthly | -9.5% | -10.34% |
| Expected Yearly | -47.75% | -50.79% |
| Kelly Criterion | -2.22% | -17.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.39% | -5.52% |
| Expected Shortfall (cVaR) | -8.39% | -5.52% |
| Max Consecutive Wins | 5 | 5 |
| Max Consecutive Losses | 6 | 7 |
| Gain/Pain Ratio | -0.12 | -0.3 |
| Gain/Pain (1M) | -0.52 | -0.79 |
| Payoff Ratio | 1.01 | 1.25 |
| Profit Factor | 0.88 | 0.7 |
| Common Sense Ratio | 0.94 | 0.8 |
| CPC Index | 0.43 | 0.3 |
| Tail Ratio | 1.07 | 1.14 |
| Outlier Win Ratio | 3.5 | 8.1 |
| Outlier Loss Ratio | 2.63 | 3.89 |
| MTD | -2.11% | 0.0% |
| 3M | -49.71% | -33.52% |
| 6M | -48.26% | -36.12% |
| YTD | -66.22% | -70.54% |
| 1Y | -72.7% | -75.79% |
| 3Y (ann.) | -73.48% | -76.55% |
| 5Y (ann.) | -73.48% | -76.55% |
| 10Y (ann.) | -73.48% | -76.55% |
| All-time (ann.) | -73.48% | -76.55% |
| Best Day | 21.49% | 14.22% |
| Worst Day | -28.88% | -12.0% |
| Best Month | 42.26% | 32.03% |
| Worst Month | -36.68% | -23.74% |
| Best Year | -19.18% | -17.8% |
| Worst Year | -66.22% | -70.54% |
| Avg. Drawdown | -40.23% | -76.08% |
| Avg. Drawdown Days | 178 | 357 |
| Recovery Factor | 1.09 | 1.63 |
| Ulcer Index | 0.55 | 0.56 |
| Serenity Index | -0.1 | -0.08 |
| Avg. Up Month | 42.26% | 32.03% |
| Avg. Down Month | -19.78% | -17.65% |
| Win Days | 48.74% | 34.54% |
| Win Month | 30.77% | 18.18% |
| Win Quarter | 40.0% | 0.0% |
| Win Year | 0.0% | 0.0% |
| Beta | - | 0.26 |
| Alpha | - | -1.04 |
| Correlation | - | 41.19% |
| Treynor Ratio | - | -289.95% |
| Year | Returns | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -19.18 | -17.80 | 0.93 | + |
| 2025 | -66.22 | -70.54 | 1.07 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-12-05 | -76.08 | 357 |