| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 60.0% |
| Cumulative Return | 42.0% |
| CAGR% | 42.69% |
| Sharpe | 2.2 |
| Sortino | 3.56 |
| Max Drawdown | -13.16% |
| Longest DD Days | 104 |
| Volatility (ann.) | 16.8% |
| Calmar | 3.24 |
| Skew | -0.1 |
| Kurtosis | 11.09 |
| Expected Daily % | 0.14% |
| Expected Monthly % | 2.97% |
| Expected Yearly % | 42.0% |
| Kelly Criterion | 25.53% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.59% |
| Expected Shortfall (cVaR) | -1.59% |
| Payoff Ratio | 1.22 |
| Profit Factor | 1.76 |
| Common Sense Ratio | 2.58 |
| CPC Index | 1.27 |
| Tail Ratio | 1.46 |
| Outlier Win Ratio | 8.19 |
| Outlier Loss Ratio | 3.24 |
| MTD | 0.57% |
| 3M | 7.79% |
| 6M | 24.91% |
| YTD | 42.0% |
| 1Y | 42.0% |
| Best Day | 4.87% |
| Worst Day | -6.77% |
| Best Month | 9.8% |
| Worst Month | -1.44% |
| Avg. Drawdown | -1.7% |
| Avg. Drawdown Days | 11 |
| Recovery Factor | 3.19 |
| Ulcer Index | inf |
| Avg. Up Month | 3.81% |
| Avg. Down Month | -0.84% |
| Win Days % | 59.06% |
| Win Month % | 83.33% |
| Win Quarter % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2021 | 36.48% | 42.0% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-02-22 | 2021-03-15 | -13.16 | 21 |
| 2021-03-17 | 2021-06-29 | -6.38 | 104 |
| 2021-12-01 | 2021-12-22 | -3.52 | 21 |
| 2021-01-21 | 2021-01-28 | -1.67 | 7 |
| 2021-07-02 | 2021-07-26 | -1.56 | 24 |
| 2021-10-04 | 2021-10-06 | -1.36 | 2 |
| 2021-02-11 | 2021-02-19 | -1.35 | 8 |
| 2021-11-24 | 2021-11-30 | -1.14 | 6 |
| 2021-09-15 | 2021-09-16 | -1.06 | 1 |
| 2021-10-08 | 2021-10-14 | -0.94 | 6 |