| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 42.0% |
| Cumulative Return | 28.0% |
| CAGR% | 8.46% |
| Sharpe | 0.72 |
| Sortino | 1.15 |
| Max Drawdown | -16.59% |
| Longest DD Days | 500 |
| Volatility (ann.) | 11.91% |
| Calmar | 0.51 |
| Skew | 1.01 |
| Kurtosis | 14.6 |
| Expected Daily % | 0.03% |
| Expected Monthly % | 0.65% |
| Expected Yearly % | 6.37% |
| Kelly Criterion | 10.17% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.2% |
| Expected Shortfall (cVaR) | -1.2% |
| Payoff Ratio | 1.26 |
| Profit Factor | 1.26 |
| Common Sense Ratio | 1.51 |
| CPC Index | 0.79 |
| Tail Ratio | 1.2 |
| Outlier Win Ratio | 15.2 |
| Outlier Loss Ratio | 3.85 |
| MTD | 0.0% |
| 3M | 0.0% |
| 6M | -7.43% |
| YTD | 0.0% |
| 1Y | -7.99% |
| 3Y (ann.) | 5.39% |
| 5Y (ann.) | 8.46% |
| 10Y (ann.) | 8.46% |
| All-time (ann.) | 8.46% |
| Best Day | 5.0% |
| Worst Day | -4.7% |
| Best Month | 15.04% |
| Worst Month | -9.18% |
| Best Year | 29.96% |
| Worst Year | -10.55% |
| Avg. Drawdown | -4.12% |
| Avg. Drawdown Days | 97 |
| Recovery Factor | 1.69 |
| Ulcer Index | inf |
| Avg. Up Month | 5.03% |
| Avg. Down Month | -2.9% |
| Win Days % | 50.0% |
| Win Month % | 52.17% |
| Win Quarter % | 45.45% |
| Win Year % | 66.67% |
| Year | Return | Cumulative |
|---|---|---|
| 2019 | 27.35% | 29.96% |
| 2020 | 10.49% | 10.11% |
| 2021 | -10.95% | -10.55% |
| 2022 | 0.0% | 0.0% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-10-20 | 2022-03-04 | -16.59 | 500 |
| 2019-03-08 | 2019-06-19 | -10.77 | 103 |
| 2019-07-16 | 2019-12-20 | -6.09 | 157 |
| 2020-01-08 | 2020-02-14 | -3.71 | 37 |
| 2020-10-14 | 2020-10-19 | -2.52 | 5 |
| 2019-06-21 | 2019-07-12 | -2.42 | 21 |
| 2019-03-05 | 2019-03-07 | -1.86 | 2 |
| 2020-02-20 | 2020-10-13 | -0.64 | 236 |
| 2019-12-31 | 2020-01-03 | -0.38 | 3 |
| 2019-02-20 | 2019-02-21 | -0.26 | 1 |
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