| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 30.0% |
| Cumulative Return | -12.11% |
| CAGR% | -12.17% |
| Sharpe | -1.14 |
| Sortino | -1.26 |
| Max Drawdown | -14.33% |
| Longest DD Days | 356 |
| Volatility (ann.) | 10.5% |
| Calmar | -0.85 |
| Skew | -4.61 |
| Kurtosis | 35.8 |
| Expected Daily % | -0.05% |
| Expected Monthly % | -1.07% |
| Expected Yearly % | -12.11% |
| Kelly Criterion | -32.92% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.14% |
| Expected Shortfall (cVaR) | -1.14% |
| Payoff Ratio | 0.49 |
| Profit Factor | 0.63 |
| Common Sense Ratio | 0.47 |
| CPC Index | 0.17 |
| Tail Ratio | 0.74 |
| Outlier Win Ratio | 15.06 |
| Outlier Loss Ratio | 2.45 |
| MTD | -6.65% |
| 3M | -8.13% |
| 6M | -7.22% |
| YTD | -12.11% |
| 1Y | -12.11% |
| Best Day | 1.77% |
| Worst Day | -5.58% |
| Best Month | 3.04% |
| Worst Month | -6.65% |
| Avg. Drawdown | -7.6% |
| Avg. Drawdown Days | 178 |
| Recovery Factor | -0.84 |
| Ulcer Index | inf |
| Avg. Up Month | 0.88% |
| Avg. Down Month | -4.19% |
| Win Days % | 56.41% |
| Win Month % | 55.56% |
| Win Quarter % | 50.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2018 | -12.32% | -12.11% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-01-08 | 2018-12-30 | -14.33 | 356 |
| 2018-01-02 | 2018-01-03 | -0.87 | 1 |