| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 54.0% |
| Cumulative Return | 92,427,667,748.42% |
| CAGR﹪ | 153.09% |
| Sharpe | 0.21 |
| Prob. Sharpe Ratio | 97.73% |
| Smart Sharpe | 0.21 |
| Sortino | 1157670.7 |
| Smart Sortino | 1157463.22 |
| Sortino/√2 | 818596.8 |
| Smart Sortino/√2 | 818450.09 |
| Omega | 227342.57 |
| Max Drawdown | -42.11% |
| Longest DD Days | 218 |
| Volatility (ann.) | 71562831.8% |
| Calmar | 3.64 |
| Skew | 74.7 |
| Kurtosis | 5580.0 |
| Expected Daily | 0.37% |
| Expected Monthly | 8.01% |
| Expected Yearly | 136.36% |
| Kelly Criterion | 53.66% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -7354708.05% |
| Expected Shortfall (cVaR) | -7354708.05% |
| Max Consecutive Wins | 9 |
| Max Consecutive Losses | 9 |
| Gain/Pain Ratio | 227341.57 |
| Gain/Pain (1M) | 1820196.42 |
| Payoff Ratio | 196354.29 |
| Profit Factor | 227342.57 |
| Common Sense Ratio | 299915.53 |
| CPC Index | 23952269788.17 |
| Tail Ratio | 1.32 |
| Outlier Win Ratio | 0.0 |
| Outlier Loss Ratio | 3.15 |
| MTD | -4.5% |
| 3M | -8.76% |
| 6M | -14.22% |
| YTD | -4.5% |
| 1Y | 2.47% |
| 3Y (ann.) | 18155.32% |
| 5Y (ann.) | 2231.35% |
| 10Y (ann.) | 428.53% |
| All-time (ann.) | 153.09% |
| Best Day | 336747474.12% |
| Worst Day | -25.0% |
| Best Month | 252560586.84% |
| Worst Month | -10.3% |
| Best Year | 329148992.51% |
| Worst Year | -4.5% |
| Avg. Drawdown | -3.37% |
| Avg. Drawdown Days | 25 |
| Recovery Factor | 2195024681.21 |
| Ulcer Index | 0.05 |
| Serenity Index | 9721152864697608.0 |
| Avg. Up Month | 1608671.42% |
| Avg. Down Month | -2.71% |
| Win Days | 53.66% |
| Win Month | 68.86% |
| Win Quarter | 79.78% |
| Win Year | 95.83% |
| Year | Return | Cumulative |
|---|---|---|
| 2000 | 1.03% | 0.49% |
| 2001 | 47.3% | 48.89% |
| 2002 | 35.91% | 40.73% |
| 2003 | 34.46% | 38.71% |
| 2004 | 33.04% | 37.96% |
| 2005 | 41.38% | 48.76% |
| 2006 | 29.53% | 31.79% |
| 2007 | 45.93% | 55.53% |
| 2008 | 18.2% | 18.09% |
| 2009 | 35.13% | 38.46% |
| 2010 | 12.99% | 12.64% |
| 2011 | 70.95% | 98.43% |
| 2012 | 19.03% | 19.68% |
| 2013 | 16.27% | 16.54% |
| 2014 | 21.56% | 23.38% |
| 2015 | 51.92% | 62.61% |
| 2016 | 25.62% | 26.35% |
| 2017 | 9.39% | 8.64% |
| 2018 | 14.51% | 14.35% |
| 2019 | 30.9% | 31.78% |
| 2020 | 336747479.16% | 329148992.51% |
| 2021 | 6.92% | 4.86% |
| 2022 | 11.41% | 7.92% |
| 2023 | -4.52% | -4.5% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2019-09-17 | 2020-04-22 | -42.11 | 218 |
| 2017-04-12 | 2017-09-05 | -16.56 | 146 |
| 2001-09-17 | 2001-12-03 | -16.55 | 77 |
| 2022-07-07 | 2023-01-06 | -16.16 | 183 |
| 2001-07-09 | 2001-08-07 | -14.82 | 29 |
| 2022-04-12 | 2022-07-05 | -14.63 | 84 |
| 2021-04-22 | 2021-11-19 | -14.12 | 211 |
| 2012-02-03 | 2012-08-07 | -13.94 | 186 |
| 2001-03-08 | 2001-04-10 | -12.38 | 33 |
| 2020-10-05 | 2020-11-03 | -11.68 | 29 |
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