| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 84.0% |
| Cumulative Return | 30,701,778,091.68% |
| CAGR% | 149.99% |
| Sharpe | 1.46 |
| Sortino | 2.34 |
| Sortino/√2 | 1.66 |
| Max Drawdown | -81.02% |
| Longest DD Days | 853 |
| Volatility (ann.) | 105.57% |
| Calmar | 1.85 |
| Skew | 1.21 |
| Kurtosis | 19.95 |
| Expected Daily % | 0.4% |
| Expected Monthly % | 7.9% |
| Expected Yearly % | 133.89% |
| Kelly Criterion | 15.24% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -10.33% |
| Expected Shortfall (cVaR) | -10.33% |
| Gain/Pain Ratio | 0.37 |
| Gain/Pain (1M) | 2.18 |
| Payoff Ratio | 1.08 |
| Profit Factor | 1.37 |
| Common Sense Ratio | 1.61 |
| CPC Index | 0.83 |
| Tail Ratio | 1.17 |
| Outlier Win Ratio | 5.58 |
| Outlier Loss Ratio | 4.19 |
| MTD | 1.01% |
| 3M | -69.83% |
| 6M | -48.78% |
| YTD | -63.82% |
| 1Y | -48.46% |
| 3Y (ann.) | 44.73% |
| 5Y (ann.) | 58.57% |
| 10Y (ann.) | 70.16% |
| All-time (ann.) | 149.99% |
| Best Day | 95.54% |
| Worst Day | -47.39% |
| Best Month | 157.32% |
| Worst Month | -66.33% |
| Best Year | 2280.19% |
| Worst Year | -63.82% |
| Avg. Drawdown | -13.84% |
| Avg. Drawdown Days | 33 |
| Recovery Factor | 378945324.58 |
| Ulcer Index | 1.0 |
| Avg. Up Month | 28.62% |
| Avg. Down Month | -15.62% |
| Win Days % | 56.01% |
| Win Month % | 62.85% |
| Win Quarter % | 63.95% |
| Win Year % | 73.91% |
| Year | Return | Cumulative |
|---|---|---|
| 2000 | 132.11% | 225.09% |
| 2001 | 443.81% | 2280.19% |
| 2002 | 50.31% | -17.01% |
| 2003 | 335.82% | 1740.25% |
| 2004 | 96.72% | 79.55% |
| 2005 | -8.79% | -30.04% |
| 2006 | 220.93% | 395.81% |
| 2007 | 126.08% | 140.73% |
| 2008 | 70.78% | 54.64% |
| 2009 | 296.62% | 1045.35% |
| 2010 | 207.65% | 401.88% |
| 2011 | -6.96% | -40.11% |
| 2012 | 86.54% | 44.65% |
| 2013 | 204.08% | 388.34% |
| 2014 | 31.09% | -18.5% |
| 2015 | 94.43% | 59.38% |
| 2016 | 110.86% | 104.0% |
| 2017 | 225.92% | 554.15% |
| 2018 | 37.54% | -31.05% |
| 2019 | 217.11% | 428.55% |
| 2020 | 84.23% | 38.5% |
| 2021 | 56.9% | 45.55% |
| 2022 | -89.29% | -63.82% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2011-05-11 | 2013-09-10 | -81.02 | 853 |
| 2018-08-30 | 2019-12-17 | -80.21 | 474 |
| 2021-12-09 | 2022-02-10 | -74.80 | 63 |
| 2001-12-19 | 2002-08-05 | -69.09 | 229 |
| 2014-09-09 | 2016-06-13 | -68.54 | 643 |
| 2002-08-06 | 2003-01-06 | -55.30 | 153 |
| 2020-06-11 | 2020-08-06 | -55.14 | 56 |
| 2018-03-13 | 2018-07-25 | -54.82 | 134 |
| 2001-01-03 | 2001-03-16 | -54.35 | 72 |
| 2004-02-18 | 2004-08-06 | -53.36 | 170 |
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