Performance Results from (2018-01-01 to 2025-01-01)

7 May, 2018 - 1 Jan, 2025

Key Performance Metrics

Metric	Equity Realised	Equity Realised + Unrealised
Risk-Free Rate	0.0%	0.0%
Time in Market	3.0%	70.0%
Cumulative Return	309.29%	479.14%
CAGR﹪	15.73%	19.97%
Sharpe	0.54	0.57
Prob. Sharpe Ratio	99.98%	98.7%
Smart Sharpe	0.4	0.42
Sortino	3.49	1.16
Smart Sortino	2.58	0.86
Sortino/√2	2.47	0.82
Smart Sortino/√2	1.82	0.61
Omega	1.28	1.28
Max Drawdown	-20.62%	-61.98%
Longest DD Days	1199	995
Volatility (ann.)	34.94%	53.41%
R^2	0.16	0.16
Information Ratio	0.01	0.01
Calmar	0.76	0.32
Skew	34.62	15.6
Kurtosis	1391.84	564.36
Expected Daily	0.06%	0.07%
Expected Monthly	1.76%	2.19%
Expected Yearly	19.26%	24.55%
Kelly Criterion	51.29%	26.26%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-3.55%	-5.41%
Expected Shortfall (cVaR)	-3.55%	-5.41%
Max Consecutive Wins	2	5
Max Consecutive Losses	1	5
Gain/Pain Ratio	3.47	0.28
Gain/Pain (1M)	3.79	1.8
Payoff Ratio	4.05	2.17
Profit Factor	4.47	1.28
Common Sense Ratio	-	1.53
CPC Index	11.03	1.38
Tail Ratio	-	1.19
Outlier Win Ratio	36.48	4.26
Outlier Loss Ratio	1.24	2.16
MTD	93.72%	54.82%
3M	92.23%	205.16%
6M	98.41%	183.86%
YTD	93.72%	54.82%
1Y	95.03%	179.61%
3Y (ann.)	15.26%	25.0%
5Y (ann.)	23.85%	28.62%
10Y (ann.)	15.73%	19.97%
All-time (ann.)	15.73%	19.97%
Best Day	93.72%	112.22%
Worst Day	-8.91%	-53.13%
Best Month	93.72%	67.47%
Worst Month	-8.91%	-17.53%
Best Year	93.72%	80.6%
Worst Year	-12.95%	-9.5%
Avg. Drawdown	-12.71%	-11.04%
Avg. Drawdown Days	651	103
Recovery Factor	8.81	4.7
Ulcer Index	0.07	0.38
Serenity Index	4.14	0.38
Avg. Up Month	11.35%	14.2%
Avg. Down Month	-2.57%	-4.91%
Win Days	60.94%	49.5%
Win Month	55.77%	48.15%
Win Quarter	55.56%	46.43%
Win Year	50.0%	75.0%
Beta	-	0.61
Alpha	-	0.19
Correlation	-	40.19%
Treynor Ratio	-	780.02%