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% | 65.0% |
| Total Return | -13.02% | -75.23% |
| CAGR% (Annual Return) | -13.29% | -75.99% |
| Sharpe | 0.25 | -1.99 |
| ROMaD | -0.29 | -0.94 |
| Corr to Benchmark | 1.0 | 0.28 |
| Prob. Sharpe Ratio | 59.74% | 2.61% |
| Smart Sharpe | 0.21 | -1.72 |
| Sortino | 0.38 | -2.69 |
| Smart Sortino | 0.33 | -2.33 |
| Sortino/√2 | 0.27 | -1.91 |
| Smart Sortino/√2 | 0.23 | -1.65 |
| Omega | 0.67 | 0.67 |
| Max Drawdown | -45.44% | -80.51% |
| Longest DD Days | 180 | 322 |
| Volatility (ann.) | 85.28% | 61.68% |
| R^2 | 0.08 | 0.08 |
| Information Ratio | -0.08 | -0.08 |
| Calmar | -0.29 | -0.94 |
| Skew | 1.25 | -0.1 |
| Kurtosis | 11.06 | 15.0 |
| Expected Daily | -0.04% | -0.39% |
| Expected Monthly | -1.07% | -10.18% |
| Expected Yearly | -6.74% | -50.23% |
| Kelly Criterion | 6.18% | -25.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.28% | -5.65% |
| Expected Shortfall (cVaR) | -7.28% | -5.65% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 7 | 6 |
| Gain/Pain Ratio | 0.04 | -0.33 |
| Gain/Pain (1M) | 0.27 | -0.8 |
| Payoff Ratio | 1.2 | 1.01 |
| Profit Factor | 1.04 | 0.67 |
| Common Sense Ratio | 1.16 | 0.61 |
| CPC Index | 0.61 | 0.25 |
| Tail Ratio | 1.12 | 0.91 |
| Outlier Win Ratio | 3.98 | 10.68 |
| Outlier Loss Ratio | 3.32 | 3.75 |
| MTD | -5.59% | 2.3% |
| 3M | -27.21% | -19.07% |
| 6M | -7.57% | -38.55% |
| YTD | -2.41% | -69.68% |
| 1Y | -13.02% | -75.23% |
| 3Y (ann.) | -13.29% | -75.99% |
| 5Y (ann.) | -13.29% | -75.99% |
| 10Y (ann.) | -13.29% | -75.99% |
| All-time (ann.) | -13.29% | -75.99% |
| Best Day | 34.15% | 18.39% |
| Worst Day | -18.8% | -24.49% |
| Best Month | 45.65% | 24.84% |
| Worst Month | -29.34% | -38.55% |
| Best Year | -2.41% | -18.31% |
| Worst Year | -10.87% | -69.68% |
| Avg. Drawdown | -19.35% | -33.79% |
| Avg. Drawdown Days | 58 | 117 |
| Recovery Factor | 0.46 | 1.5 |
| Ulcer Index | 0.27 | 0.64 |
| Serenity Index | 0.08 | -0.06 |
| Avg. Up Month | 45.65% | 24.84% |
| Avg. Down Month | -12.19% | -18.68% |
| Win Days | 48.88% | 37.23% |
| Win Month | 38.46% | 25.0% |
| Win Quarter | 60.0% | 0.0% |
| Win Year | 0.0% | 0.0% |
| Beta | - | 0.2 |
| Alpha | - | -1.27 |
| Correlation | - | 27.85% |
| Treynor Ratio | - | -373.53% |
| Year | Returns | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -10.87 | -18.31 | 1.68 | - |
| 2025 | -2.41 | -69.68 | 28.86 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-12-05 | -80.51 | 322 |
| 2024-12-14 | 2025-01-10 | -16.74 | 28 |
| 2025-01-12 | 2025-01-13 | -4.13 | 2 |