| Metric | NEW | returns_benchmark |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 123.73% | 66.92% |
| Max Drawdown | -5.46% | -28.19% |
| Sharpe | 3.39 | 1.04 |
| Sortino | 6.62 | 1.61 |
| Payoff Ratio | 1.85 | 1.11 |
| Profit Factor | 1.88 | 1.17 |
| Common Sense Ratio | 3.59 | 1.29 |
| CPC Index | 1.84 | 0.66 |
| Tail Ratio | 1.91 | 1.11 |
| Outlier Win Ratio | 7.64 | 2.75 |
| Outlier Loss Ratio | 9.91 | 2.59 |
| Volatility (ann.) | 17.76% | 45.71% |
| R^2 | 0.01 | 0.01 |
| Calmar | 14.65 | 1.61 |
| Skew | 1.5 | 0.47 |
| Kurtosis | 8.98 | 2.93 |
| Expected Daily % | 0.16% | 0.1% |
| Expected Monthly % | 4.85% | 3.06% |
| Expected Yearly % | 49.58% | 29.2% |
| Kelly Criterion | 27.65% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.81% |
| Expected Shortfall (cVaR) | -1.36% | -3.81% |
| Year | returns_benchmark | NEW | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.78 | 45.99 | 1.22 | + |
| 2025 | 21.15 | 53.24 | 2.52 | + |
| Metric | NEW | returns_benchmark |
|---|---|---|
| MTD | 2.65% | -0.88% |
| 3M | 15.97% | -5.08% |
| 6M | 30.0% | 35.09% |
| YTD | 53.24% | 21.15% |
| 1Y | 94.07% | 79.94% |
| 3Y (ann.) | 80.01% | 45.36% |
| 5Y (ann.) | 80.01% | 45.36% |
| Metric | NEW | returns_benchmark |
|---|---|---|
| Max Drawdown | -5.46% | -28.19% |
| Longest DD Days | 40.0 | 145.0 |
| Avg. Drawdown | -1.33% | -7.37% |
| Avg. Drawdown Days | 9.0 | 26.0 |
| Recovery Factor | 22.65 | 2.37 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-16 | -5.46 | 40 |
| 2025-03-04 | 2025-04-12 | -4.94 | 39 |
| 2024-12-18 | 2025-01-18 | -4.61 | 31 |
| 2024-07-22 | 2024-08-06 | -4.31 | 15 |
| 2025-06-12 | 2025-07-03 | -4.14 | 21 |
| 2025-10-08 | 2025-10-14 | -2.91 | 6 |
| 2024-08-10 | 2024-09-10 | -2.88 | 31 |
| 2025-07-19 | 2025-08-08 | -2.64 | 20 |
| 2025-04-15 | 2025-04-21 | -2.57 | 6 |
| 2025-01-25 | 2025-03-01 | -2.54 | 35 |
| Metric | NEW | returns_benchmark |
|---|---|---|
| Best Day | 6.72% | 11.89% |
| Worst Day | -3.05% | -8.6% |
| Best Week | 13.57% | 18.92% |
| Worst Week | -4.13% | -12.35% |
| Best Month | 23.29% | 37.42% |
| Worst Month | -4.11% | -17.71% |
| Best Year | 53.24% | 37.78% |
| Worst Year | 45.99% | 21.15% |
| Avg. Up Day | 0.71% | 1.96% |
| Avg. Down Day | -0.38% | -1.77% |
| Avg. Up Week | 2.7% | 5.14% |
| Avg. Down Week | -0.98% | -4.28% |
| Avg. Up Month | 7.45% | 10.95% |
| Avg. Down Month | -3.48% | -5.36% |
| Win Days % | 53.05% | 51.31% |
| Win Month % | 88.24% | 58.82% |
| Win Week % | 63.01% | 56.16% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |