| Metric | NEW | returns_benchmark |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 16.09% | -0.12% |
| Max Drawdown | -2.91% | -12.24% |
| Sharpe | 5.0 | 0.16 |
| Sortino | 12.45 | 0.22 |
| Payoff Ratio | 2.43 | 0.69 |
| Profit Factor | 2.33 | 1.02 |
| Common Sense Ratio | 7.3 | 0.8 |
| CPC Index | 3.04 | 0.37 |
| Tail Ratio | 3.13 | 0.78 |
| Outlier Win Ratio | 5.13 | 2.52 |
| Outlier Loss Ratio | 8.87 | 2.13 |
| Volatility (ann.) | 14.96% | 35.97% |
| R^2 | 0.02 | 0.02 |
| Calmar | 38.17 | -0.05 |
| Skew | 1.43 | -0.78 |
| Kurtosis | 2.86 | 2.31 |
| Expected Daily % | 0.2% | -0.0% |
| Expected Monthly % | 5.1% | -0.04% |
| Expected Yearly % | 16.09% | -0.12% |
| Kelly Criterion | 34.43% | -15.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -3.08% |
| Expected Shortfall (cVaR) | -1.08% | -3.08% |
| Year | returns_benchmark | NEW | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -0.12 | 16.09 | -137.83 | + |
| Metric | NEW | returns_benchmark |
|---|---|---|
| MTD | 2.65% | -0.88% |
| 3M | 16.09% | -0.12% |
| 6M | 16.09% | -0.12% |
| YTD | 16.09% | -0.12% |
| 1Y | 16.09% | -0.12% |
| 3Y (ann.) | 110.89% | -0.58% |
| 5Y (ann.) | 110.89% | -0.58% |
| Metric | NEW | returns_benchmark |
|---|---|---|
| Max Drawdown | -2.91% | -12.24% |
| Longest DD Days | 27.0 | 52.0 |
| Avg. Drawdown | -1.12% | -5.13% |
| Avg. Drawdown Days | 8.0 | 13.0 |
| Recovery Factor | 5.54 | -0.01 |
| Ulcer Index | 0.95 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-10-14 | -2.91 | 6 |
| 2025-08-15 | 2025-09-11 | -1.85 | 27 |
| 2025-09-15 | 2025-10-02 | -1.61 | 17 |
| 2025-08-03 | 2025-08-05 | -0.59 | 2 |
| 2025-10-06 | 2025-10-07 | -0.34 | 1 |
| 2025-08-06 | 2025-08-07 | -0.28 | 1 |
| 2025-08-12 | 2025-08-13 | -0.27 | 1 |
| Metric | NEW | returns_benchmark |
|---|---|---|
| Best Day | 2.72% | 4.03% |
| Worst Day | -1.48% | -7.18% |
| Best Week | 6.15% | 11.52% |
| Worst Week | -1.17% | -7.65% |
| Best Month | 9.24% | 5.4% |
| Worst Month | 2.65% | -4.39% |
| Best Year | 16.09% | -0.12% |
| Worst Year | 16.09% | -0.12% |
| Avg. Up Day | 0.74% | 1.23% |
| Avg. Down Day | -0.3% | -1.79% |
| Avg. Up Week | 4.35% | 5.04% |
| Avg. Down Week | -0.75% | -4.43% |
| Avg. Up Month | 3.52% | 5.4% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 53.52% | 52.7% |
| Win Month % | 100.0% | 33.33% |
| Win Week % | 54.55% | 54.55% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |