2 Jan, 2021 - 4 Feb, 2026
EOY Returns
| Year | Return | Cumulative |
|---|---|---|
| 2021 | 83.93 | 128.07% |
| 2022 | 44.14 | 53.48% |
| 2023 | 55.20 | 70.69% |
| 2024 | 56.37 | 73.84% |
| 2025 | 39.92 | 47.35% |
| 2026 | 4.62 | 4.61% |
Worst 10 Drawdowns
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-05 | 2025-03-30 | -4.43 | 53 |
| 2023-04-16 | 2023-05-29 | -3.98 | 43 |
| 2023-08-19 | 2023-10-17 | -3.91 | 59 |
| 2024-08-07 | 2024-10-02 | -3.67 | 56 |
| 2022-08-15 | 2022-08-21 | -3.59 | 6 |
| 2025-08-26 | 2025-10-02 | -3.56 | 37 |
| 2025-05-15 | 2025-07-11 | -3.52 | 57 |
| 2022-08-30 | 2022-10-26 | -3.44 | 57 |
| 2023-01-18 | 2023-01-30 | -3.32 | 12 |
| 2025-12-17 | 2026-01-14 | -3.19 | 28 |
Key Performance Metrics
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Total Return | 284.17% |
| CAGR﹪ | 30.25% |
| Sharpe | 2.86 |
| Prob. Sharpe Ratio | 100.0% |
| Smart Sharpe | 2.44 |
| Sortino | 5.63 |
| Smart Sortino | 4.81 |
| Sortino/√2 | 3.98 |
| Smart Sortino/√2 | 3.4 |
| Omega | 1.74 |
| Max Drawdown | -4.43% |
| Longest DD Days | 59 |
| Volatility (ann.) | 13.48% |
| Calmar | 16.34 |
| Skew | 1.24 |
| Kurtosis | 4.65 |
| Expected Daily | 0.15% |
| Expected Monthly | 4.57% |
| Expected Yearly | 58.76% |
| Kelly Criterion | 23.27% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.24% |
| Expected Shortfall (cVaR) | -1.24% |
| Max Consecutive Wins | 12 |
| Max Consecutive Losses | 6 |
| Gain/Pain Ratio | 0.74 |
| Gain/Pain (1M) | 316.06 |
| Payoff Ratio | 1.43 |
| Profit Factor | 1.74 |
| Common Sense Ratio | 2.93 |
| CPC Index | 1.36 |
| Tail Ratio | 1.69 |
| Outlier Win Ratio | 4.73 |
| Outlier Loss Ratio | 3.69 |
| MTD | 0.95% |
| 3M | 9.14% |
| 6M | 16.2% |
| YTD | 4.62% |
| 1Y | 38.27% |
| 3Y (ann.) | 35.15% |
| 5Y (ann.) | 29.84% |
| 10Y (ann.) | 30.25% |
| All-time (ann.) | 30.25% |
| Best Day | 5.25% |
| Worst Day | -2.95% |
| Best Month | 18.5% |
| Worst Month | -0.83% |
| Best Year | 128.07% |
| Worst Year | 4.61% |
| Avg. Drawdown | -1.29% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 12.59 |
| Ulcer Index | 0.01 |
| Serenity Index | 68.8 |
| Avg. Up Month | 4.8% |
| Avg. Down Month | -0.49% |
| Win Days | 54.87% |
| Win Month | 96.77% |
| Win Quarter | 100.0% |
| Win Year | 100.0% |