| Metric | Equity Realised | Equity Realised + Unrealised |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 3.0% | 70.0% |
| Cumulative Return | 159.99% | 152.79% |
| CAGR﹪ | 10.45% | 10.13% |
| Sharpe | 0.46 | 0.33 |
| Prob. Sharpe Ratio | 98.96% | 98.21% |
| Smart Sharpe | 0.45 | 0.33 |
| Sortino | 1.92 | 18.56 |
| Smart Sortino | 1.9 | 18.33 |
| Sortino/√2 | 1.36 | 13.13 |
| Smart Sortino/√2 | 1.34 | 12.96 |
| Omega | 7.33 | 7.33 |
| Max Drawdown | -19.29% | -99.02% |
| Longest DD Days | 845 | 733 |
| Volatility (ann.) | 28.26% | 2619.75% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.02 | 0.02 |
| Calmar | 0.54 | 0.1 |
| Skew | 27.86 | 49.15 |
| Kurtosis | 893.45 | 2418.67 |
| Expected Daily | 0.04% | 0.04% |
| Expected Monthly | 1.19% | 1.15% |
| Expected Yearly | 12.69% | 12.29% |
| Kelly Criterion | 36.84% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.88% | -268.01% |
| Expected Shortfall (cVaR) | -2.88% | -268.01% |
| Max Consecutive Wins | 1 | 5 |
| Max Consecutive Losses | 2 | 5 |
| Gain/Pain Ratio | 1.63 | 6.33 |
| Gain/Pain (1M) | 2.23 | 40.61 |
| Payoff Ratio | 2.79 | 1.06 |
| Profit Factor | 2.63 | 7.33 |
| Common Sense Ratio | - | 8.28 |
| CPC Index | 3.92 | 3.93 |
| Tail Ratio | - | 1.13 |
| Outlier Win Ratio | 46.35 | 0.65 |
| Outlier Loss Ratio | 1.49 | 2.18 |
| MTD | 39.33% | -30.57% |
| 3M | 43.27% | 48.53% |
| 6M | 42.29% | 38.4% |
| YTD | 39.33% | -30.57% |
| 1Y | 51.93% | 38.73% |
| 3Y (ann.) | 6.38% | 2.57% |
| 5Y (ann.) | 17.42% | 13.05% |
| 10Y (ann.) | 10.45% | 10.13% |
| All-time (ann.) | 10.45% | 10.13% |
| Best Day | 59.89% | 8120.68% |
| Worst Day | -12.86% | -98.81% |
| Best Month | 54.48% | 80.45% |
| Worst Month | -9.07% | -30.57% |
| Best Year | 104.83% | 116.71% |
| Worst Year | -15.7% | -30.57% |
| Avg. Drawdown | -10.19% | -12.21% |
| Avg. Drawdown Days | 349 | 81 |
| Recovery Factor | 6.48 | 84.14 |
| Ulcer Index | 0.1 | 0.59 |
| Serenity Index | 1.2 | 212.48 |
| Avg. Up Month | 3.79% | 21.86% |
| Avg. Down Month | -2.04% | -4.17% |
| Win Days | 53.52% | 50.65% |
| Win Month | 53.19% | 48.15% |
| Win Quarter | 50.0% | 53.57% |
| Win Year | 50.0% | 37.5% |
| Beta | - | -2.21 |
| Alpha | - | 8.95 |
| Correlation | - | -2.38% |
| Treynor Ratio | - | -69.21% |
| Year | Equity Realised | Equity Realised + Unrealised | Multiplier | Won |
|---|---|---|---|---|
| 2018 | -1.92 | -9.03 | 4.69 | - |
| 2019 | -15.70 | -0.99 | 0.06 | + |
| 2020 | 19.36 | 116.71 | 6.03 | + |
| 2021 | 104.83 | 17.93 | 0.17 | - |
| 2022 | -3.65 | -15.16 | 4.16 | - |
| 2023 | -12.14 | -4.09 | 0.34 | + |
| 2024 | 9.05 | 94.38 | 10.43 | + |
| 2025 | 39.33 | -30.57 | -0.78 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-13 | 2025-01-14 | -99.02 | 733 |
| 2022-08-17 | 2023-01-11 | -71.27 | 148 |
| 2021-02-21 | 2022-08-15 | -43.65 | 541 |
| 2019-04-14 | 2020-08-24 | -41.84 | 499 |
| 2021-01-10 | 2021-02-07 | -18.95 | 29 |
| 2018-09-17 | 2019-03-10 | -17.46 | 175 |
| 2020-08-26 | 2020-11-11 | -14.30 | 78 |
| 2020-12-22 | 2021-01-04 | -9.42 | 14 |
| 2020-11-24 | 2020-11-28 | -8.85 | 5 |
| 2019-03-19 | 2019-04-06 | -6.73 | 19 |