| Metric | Equity Realised | Equity Realised + Unrealised |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 3.0% | 70.0% |
| Cumulative Return | 351.49% | 785.75% |
| CAGR﹪ | 16.87% | 25.3% |
| Sharpe | 0.52 | 0.73 |
| Prob. Sharpe Ratio | 99.98% | 99.43% |
| Smart Sharpe | 0.41 | 0.57 |
| Sortino | 4.96 | 1.33 |
| Smart Sortino | 3.86 | 1.04 |
| Sortino/√2 | 3.51 | 0.94 |
| Smart Sortino/√2 | 2.73 | 0.73 |
| Omega | 1.29 | 1.29 |
| Max Drawdown | -11.31% | -55.56% |
| Longest DD Days | 1205 | 1372 |
| Volatility (ann.) | 39.7% | 42.37% |
| R^2 | 0.19 | 0.19 |
| Information Ratio | 0.01 | 0.01 |
| Calmar | 1.49 | 0.46 |
| Skew | 36.8 | 5.67 |
| Kurtosis | 1519.93 | 125.48 |
| Expected Daily | 0.06% | 0.09% |
| Expected Monthly | 1.88% | 2.73% |
| Expected Yearly | 20.73% | 31.35% |
| Kelly Criterion | 49.11% | 35.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.03% | -4.27% |
| Expected Shortfall (cVaR) | -4.03% | -4.27% |
| Max Consecutive Wins | 2 | 5 |
| Max Consecutive Losses | 1 | 5 |
| Gain/Pain Ratio | 4.62 | 0.29 |
| Gain/Pain (1M) | 5.31 | 2.01 |
| Payoff Ratio | 5.16 | 3.54 |
| Profit Factor | 5.62 | 1.29 |
| Common Sense Ratio | - | 1.49 |
| CPC Index | 16.62 | 2.25 |
| Tail Ratio | - | 1.16 |
| Outlier Win Ratio | 43.61 | 5.21 |
| Outlier Loss Ratio | 1.47 | 2.02 |
| MTD | 108.99% | 51.2% |
| 3M | 109.47% | 222.49% |
| 6M | 113.85% | 256.7% |
| YTD | 108.99% | 51.2% |
| 1Y | 118.05% | 309.87% |
| 3Y (ann.) | 18.11% | 37.41% |
| 5Y (ann.) | 22.93% | 36.36% |
| 10Y (ann.) | 16.87% | 25.3% |
| All-time (ann.) | 16.87% | 25.3% |
| Best Day | 108.99% | 53.77% |
| Worst Day | -7.92% | -32.0% |
| Best Month | 108.99% | 63.33% |
| Worst Month | -7.92% | -16.23% |
| Best Year | 108.99% | 171.49% |
| Worst Year | -8.51% | -13.15% |
| Avg. Drawdown | -6.14% | -9.78% |
| Avg. Drawdown Days | 393 | 99 |
| Recovery Factor | 17.69 | 5.39 |
| Ulcer Index | 0.06 | 0.31 |
| Serenity Index | 8.6 | 0.52 |
| Avg. Up Month | 11.98% | 11.59% |
| Avg. Down Month | -1.31% | -2.77% |
| Win Days | 57.38% | 49.35% |
| Win Month | 53.19% | 54.32% |
| Win Quarter | 61.54% | 57.14% |
| Win Year | 62.5% | 75.0% |
| Beta | - | 0.47 |
| Alpha | - | 0.21 |
| Correlation | - | 44.04% |
| Treynor Ratio | - | 1671.36% |
| Year | Equity Realised | Equity Realised + Unrealised | Multiplier | Won |
|---|---|---|---|---|
| 2018 | -5.98 | -10.04 | 1.68 | - |
| 2019 | -0.97 | 1.67 | -1.72 | + |
| 2020 | 21.37 | 79.24 | 3.71 | + |
| 2021 | 98.54 | 44.99 | 0.46 | - |
| 2022 | -8.51 | -13.15 | 1.55 | - |
| 2023 | 0.88 | 4.53 | 5.17 | + |
| 2024 | 4.33 | 171.49 | 39.58 | + |
| 2025 | 108.99 | 51.20 | 0.47 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2019-09-16 | 2020-12-14 | -55.56 | 456 |
| 2021-02-21 | 2024-11-23 | -45.68 | 1372 |
| 2019-04-14 | 2019-09-14 | -21.67 | 154 |
| 2024-12-18 | 2024-12-24 | -20.33 | 7 |
| 2018-07-04 | 2019-04-07 | -17.17 | 278 |
| 2021-01-14 | 2021-02-06 | -10.76 | 24 |
| 2020-12-22 | 2021-01-02 | -10.56 | 12 |
| 2021-02-10 | 2021-02-14 | -8.46 | 5 |
| 2024-12-30 | 2024-12-31 | -7.44 | 2 |
| 2021-01-10 | 2021-01-12 | -5.65 | 3 |