| Metric | 11404180.ORIG | returns_benchmark |
|---|---|---|
| Time in Market | 23.0% | 99.0% |
| Cumulative Return | 7.41% | 4.56% |
| Max Drawdown | -5.09% | -15.69% |
| Sharpe | 0.8 | 0.3 |
| Sortino | 1.21 | 0.42 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 2.38 | 1.1 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 1.87 | 1.05 |
| Outlier Win Ratio | 22.63 | 3.48 |
| Outlier Loss Ratio | 3.34 | 3.16 |
| Volatility (ann.) | 7.34% | 15.65% |
| R^2 | 0.22 | 0.22 |
| Calmar | 4.96 | 0.96 |
| Skew | 0.15 | -0.18 |
| Kurtosis | 14.66 | 3.95 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.44% | 0.9% |
| Expected Yearly % | 7.41% | 4.56% |
| Kelly Criterion | 9.31% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -1.33% |
| Expected Shortfall (cVaR) | -0.62% | -1.33% |
| Year | returns_benchmark | 11404180.ORIG | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 4.56 | 7.41 | 1.62 | + |
| Metric | 11404180.ORIG | returns_benchmark |
|---|---|---|
| MTD | 6.76% | -2.61% |
| 3M | 7.41% | -5.78% |
| 6M | 7.41% | 4.56% |
| YTD | 7.41% | 4.56% |
| 1Y | 7.41% | 4.56% |
| 3Y (ann.) | 25.21% | 15.07% |
| 5Y (ann.) | 25.21% | 15.07% |
| Metric | 11404180.ORIG | returns_benchmark |
|---|---|---|
| Max Drawdown | -5.09% | -15.69% |
| Longest DD Days | 27.0 | 52.0 |
| Avg. Drawdown | -2.04% | -3.98% |
| Avg. Drawdown Days | 8.0 | 10.0 |
| Recovery Factor | 1.46 | 0.29 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-31 | 2025-08-26 | -5.09 | 26 |
| 2025-08-28 | 2025-09-03 | -3.19 | 5 |
| 2025-10-14 | 2025-10-20 | -2.96 | 6 |
| 2025-09-03 | 2025-10-01 | -2.61 | 27 |
| 2025-07-24 | 2025-07-27 | -2.55 | 2 |
| 2025-10-02 | 2025-10-12 | -1.98 | 10 |
| 2025-08-27 | 2025-08-28 | -0.97 | 0 |
| 2025-10-13 | 2025-10-13 | -0.67 | 0 |
| 2025-08-27 | 2025-08-27 | -0.40 | 0 |
| 2025-10-01 | 2025-10-01 | -0.03 | 0 |
| Metric | 11404180.ORIG | returns_benchmark |
|---|---|---|
| Best Day | 2.01% | 4.2% |
| Worst Day | -2.52% | -3.97% |
| Best Week | 4.35% | 11.48% |
| Worst Week | -3.18% | -7.62% |
| Best Month | 6.76% | 8.06% |
| Worst Month | -1.85% | -6.49% |
| Best Year | 7.41% | 4.56% |
| Worst Year | 7.41% | 4.56% |
| Avg. Up Day | 0.66% | 0.67% |
| Avg. Down Day | -0.57% | -0.59% |
| Avg. Up Week | 2.37% | 4.33% |
| Avg. Down Week | -1.12% | -4.27% |
| Avg. Up Month | 1.93% | 5.36% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.46% | 52.06% |
| Win Month % | 75.0% | 60.0% |
| Win Week % | 55.56% | 55.56% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |