| Metric | 11404180.ORIG | returns_benchmark |
|---|---|---|
| Time in Market | 30.0% | 99.0% |
| Cumulative Return | 12.48% | 0.28% |
| Max Drawdown | -7.67% | -15.69% |
| Sharpe | 0.83 | 0.09 |
| Sortino | 1.22 | 0.13 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.25 | 1.01 |
| Common Sense Ratio | 1.99 | 1.01 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.59 | 0.99 |
| Outlier Win Ratio | 15.95 | 3.42 |
| Outlier Loss Ratio | 3.52 | 3.38 |
| Volatility (ann.) | 9.06% | 16.11% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.32 | 0.04 |
| Skew | -0.26 | -0.25 |
| Kurtosis | 11.92 | 3.13 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.98% | 0.05% |
| Expected Yearly % | 12.48% | 0.28% |
| Kelly Criterion | 8.81% | 9.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -1.38% |
| Expected Shortfall (cVaR) | -0.76% | -1.38% |
| Year | returns_benchmark | 11404180.ORIG | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.28 | 12.48 | 43.96 | + |
| Metric | 11404180.ORIG | returns_benchmark |
|---|---|---|
| MTD | 6.76% | -2.61% |
| 3M | 7.41% | -5.78% |
| 6M | 12.48% | 0.28% |
| YTD | 12.48% | 0.28% |
| 1Y | 12.48% | 0.28% |
| 3Y (ann.) | 33.13% | 0.69% |
| 5Y (ann.) | 33.13% | 0.69% |
| Metric | 11404180.ORIG | returns_benchmark |
|---|---|---|
| Max Drawdown | -7.67% | -15.69% |
| Longest DD Days | 106.0 | 52.0 |
| Avg. Drawdown | -1.83% | -8.22% |
| Avg. Drawdown Days | 11.0 | 24.0 |
| Recovery Factor | 1.63 | 0.02 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-16 | 2025-10-01 | -7.67 | 106 |
| 2025-06-03 | 2025-06-08 | -4.18 | 4 |
| 2025-10-14 | 2025-10-20 | -2.96 | 6 |
| 2025-10-02 | 2025-10-12 | -1.98 | 10 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-06-10 | 2025-06-16 | -1.15 | 6 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| 2025-10-13 | 2025-10-13 | -0.67 | 0 |
| 2025-06-03 | 2025-06-03 | -0.53 | 0 |
| 2025-06-01 | 2025-06-01 | -0.47 | 0 |
| Metric | 11404180.ORIG | returns_benchmark |
|---|---|---|
| Best Day | 2.57% | 4.2% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 4.75% | 11.48% |
| Worst Week | -3.18% | -7.62% |
| Best Month | 6.76% | 8.06% |
| Worst Month | -1.85% | -6.49% |
| Best Year | 12.48% | 0.28% |
| Worst Year | 12.48% | 0.28% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.61% | -0.62% |
| Avg. Up Week | 2.38% | 3.41% |
| Avg. Down Week | -1.38% | -3.94% |
| Avg. Up Month | 2.87% | 3.88% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.69% | 51.76% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 61.54% | 52.17% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 100.0% |