| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 75.0% |
| Cumulative Return | 7.81% |
| CAGR% | 7.99% |
| Sharpe | 0.62 |
| Sortino | 0.93 |
| Max Drawdown | -8.94% |
| Longest DD Days | 124 |
| Volatility (ann.) | 13.51% |
| Calmar | 0.89 |
| Skew | 0.14 |
| Kurtosis | 5.73 |
| Expected Daily % | 0.03% |
| Expected Monthly % | 0.63% |
| Expected Yearly % | 7.81% |
| Kelly Criterion | 6.83% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.37% |
| Expected Shortfall (cVaR) | -1.37% |
| Payoff Ratio | 1.01 |
| Profit Factor | 1.15 |
| Common Sense Ratio | 1.24 |
| CPC Index | 0.62 |
| Tail Ratio | 1.08 |
| Outlier Win Ratio | 7.42 |
| Outlier Loss Ratio | 3.43 |
| MTD | -1.75% |
| 3M | -8.15% |
| 6M | -8.74% |
| YTD | 7.81% |
| 1Y | 7.81% |
| Best Day | 3.56% |
| Worst Day | -4.25% |
| Best Month | 14.65% |
| Worst Month | -4.16% |
| Avg. Drawdown | -2.81% |
| Avg. Drawdown Days | 32 |
| Recovery Factor | 0.87 |
| Ulcer Index | 7.87 |
| Avg. Up Month | 6.3% |
| Avg. Down Month | -2.03% |
| Win Days % | 53.19% |
| Win Month % | 33.33% |
| Win Quarter % | 50.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2019 | 8.44% | 7.81% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2019-08-22 | 2019-12-24 | -8.94 | 124 |
| 2019-03-04 | 2019-06-10 | -8.46 | 98 |
| 2019-06-24 | 2019-08-21 | -4.83 | 58 |
| 2019-02-05 | 2019-02-12 | -1.58 | 7 |
| 2019-02-26 | 2019-03-01 | -1.46 | 3 |
| 2019-02-21 | 2019-02-22 | -1.09 | 1 |
| 2019-01-04 | 2019-01-30 | -1.03 | 26 |
| 2019-02-14 | 2019-02-15 | -0.32 | 1 |
| 2019-06-14 | 2019-06-17 | -0.25 | 3 |
| 2019-06-11 | 2019-06-13 | -0.17 | 2 |