| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 72.0% |
| Cumulative Return | 36.88% |
| CAGR% | 234.09% |
| Sharpe | 6.34 |
| Sortino | 13.53 |
| Sortino/√2 | 9.57 |
| Max Drawdown | -3.63% |
| Longest DD Days | 12 |
| Volatility (ann.) | 19.85% |
| Calmar | 64.43 |
| Skew | 0.56 |
| Kurtosis | 3.23 |
| Expected Daily % | 0.49% |
| Expected Monthly % | 8.17% |
| Expected Yearly % | 36.88% |
| Kelly Criterion | 52.06% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.56% |
| Expected Shortfall (cVaR) | -1.56% |
| Gain/Pain Ratio | 2.64 |
| Gain/Pain (1M) | inf |
| Payoff Ratio | 1.44 |
| Profit Factor | 3.64 |
| Common Sense Ratio | 7.86 |
| CPC Index | 3.75 |
| Tail Ratio | 2.16 |
| Outlier Win Ratio | 5.13 |
| Outlier Loss Ratio | 3.11 |
| MTD | 2.97% |
| 3M | 36.88% |
| 6M | 36.88% |
| YTD | 36.88% |
| 1Y | 36.88% |
| 3Y (ann.) | 234.09% |
| 5Y (ann.) | 234.09% |
| 10Y (ann.) | 234.09% |
| All-time (ann.) | 234.09% |
| Best Day | 4.87% |
| Worst Day | -2.93% |
| Best Month | 13.62% |
| Worst Month | 2.97% |
| Best Year | 36.88% |
| Worst Year | 36.88% |
| Avg. Drawdown | -1.47% |
| Avg. Drawdown Days | 6 |
| Recovery Factor | 10.15 |
| Ulcer Index | 0.94 |
| Avg. Up Month | 8.24% |
| Avg. Down Month | nan% |
| Win Days % | 71.74% |
| Win Month % | 100.0% |
| Win Quarter % | 100.0% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2021 | 31.96% | 36.88% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-03-05 | 2021-03-17 | -3.63 | 12 |
| 2021-02-10 | 2021-02-19 | -2.99 | 9 |
| 2021-03-25 | 2021-04-01 | -1.52 | 7 |
| 2021-04-23 | 2021-04-29 | -1.34 | 6 |
| 2021-04-19 | 2021-04-20 | -1.12 | 1 |
| 2021-03-19 | 2021-03-24 | -0.74 | 5 |
| 2021-05-05 | 2021-05-06 | -0.32 | 1 |
| 2021-04-09 | 2021-04-12 | -0.12 | 3 |