| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 98.0% |
| Cumulative Return | -15.81% |
| CAGR% | -15.89% |
| Sharpe | -0.14 |
| Sortino | -0.21 |
| Max Drawdown | -40.74% |
| Longest DD Days | 269 |
| Volatility (ann.) | 52.42% |
| Calmar | -0.39 |
| Skew | 0.19 |
| Kurtosis | 3.54 |
| Expected Daily % | -0.08% |
| Expected Monthly % | -1.42% |
| Expected Yearly % | -15.81% |
| Kelly Criterion | -1.22% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -5.46% |
| Expected Shortfall (cVaR) | -5.46% |
| Payoff Ratio | 1.24 |
| Profit Factor | 0.97 |
| Common Sense Ratio | 0.98 |
| CPC Index | 0.53 |
| Tail Ratio | 1.0 |
| Outlier Win Ratio | 4.42 |
| Outlier Loss Ratio | 4.64 |
| MTD | -1.98% |
| 3M | 36.04% |
| 6M | 12.4% |
| YTD | -15.81% |
| 1Y | -15.81% |
| Best Day | 12.91% |
| Worst Day | -12.1% |
| Best Month | 26.57% |
| Worst Month | -18.43% |
| Avg. Drawdown | -16.04% |
| Avg. Drawdown Days | 89 |
| Recovery Factor | -0.39 |
| Ulcer Index | inf |
| Avg. Up Month | 14.97% |
| Avg. Down Month | -8.39% |
| Win Days % | 43.94% |
| Win Month % | 33.33% |
| Win Quarter % | 50.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2022 | -6.14% | -15.81% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2022-12-30 | -40.74 | 269 |
| 2022-01-07 | 2022-03-29 | -20.24 | 81 |
| 2022-03-30 | 2022-04-04 | -3.07 | 5 |
| 2022-01-03 | 2022-01-05 | -0.12 | 2 |