| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 62.0% |
| Cumulative Return | 100.06% |
| CAGR% | 101.6% |
| Sharpe | 2.12 |
| Sortino | 3.93 |
| Max Drawdown | -16.11% |
| Longest DD Days | 69 |
| Volatility (ann.) | 34.91% |
| Calmar | 6.31 |
| Skew | 1.57 |
| Kurtosis | 10.47 |
| Expected Daily % | 0.27% |
| Expected Monthly % | 5.95% |
| Expected Yearly % | 100.06% |
| Kelly Criterion | 22.88% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -3.32% |
| Expected Shortfall (cVaR) | -3.32% |
| Payoff Ratio | 1.33 |
| Profit Factor | 1.69 |
| Common Sense Ratio | 2.68 |
| CPC Index | 1.26 |
| Tail Ratio | 1.58 |
| Outlier Win Ratio | 7.12 |
| Outlier Loss Ratio | 3.21 |
| MTD | -0.02% |
| 3M | 38.03% |
| 6M | 82.14% |
| YTD | 100.06% |
| 1Y | 100.06% |
| Best Day | 15.15% |
| Worst Day | -7.58% |
| Best Month | 32.76% |
| Worst Month | -2.75% |
| Avg. Drawdown | -5.28% |
| Avg. Drawdown Days | 19 |
| Recovery Factor | 6.21 |
| Ulcer Index | 0.97 |
| Avg. Up Month | 12.07% |
| Avg. Down Month | -1.45% |
| Win Days % | 56.05% |
| Win Month % | 63.64% |
| Win Quarter % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2017 | 75.49% | 100.06% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2017-07-11 | 2017-09-18 | -16.11 | 69 |
| 2017-03-12 | 2017-05-09 | -14.56 | 58 |
| 2017-05-11 | 2017-07-03 | -13.72 | 53 |
| 2017-09-22 | 2017-09-26 | -4.82 | 4 |
| 2017-12-01 | 2017-12-08 | -4.02 | 7 |
| 2017-11-22 | 2017-11-29 | -3.39 | 7 |
| 2017-10-19 | 2017-10-20 | -3.37 | 1 |
| 2017-03-05 | 2017-03-08 | -2.87 | 3 |
| 2017-12-12 | 2017-12-29 | -2.68 | 17 |
| 2017-09-28 | 2017-10-16 | -1.86 | 18 |