Performance Results from (2018-01-21 to 2025-01-21)

28 May, 2018 - 21 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	413.98%	438.06%
CAGR﹪	18.5%	19.07%
Sharpe	0.39	0.68
Prob. Sharpe Ratio	99.81%	98.56%
Smart Sharpe	0.31	0.54
Sortino	5.8	1.08
Smart Sortino	4.61	0.86
Sortino/√2	4.1	0.77
Smart Sortino/√2	3.26	0.61
Omega	1.25	1.25
Max Drawdown	-14.72%	-46.87%
Longest DD Days	783	1429
Volatility (ann.)	72.47%	34.27%
R^2	0.08	0.08
Information Ratio	-0.0	-0.0
Calmar	1.26	0.41
Skew	47.47	2.62
Kurtosis	2307.97	79.47
Expected Daily	0.07%	0.07%
Expected Monthly	2.04%	2.1%
Expected Yearly	22.71%	23.41%
Kelly Criterion	47.55%	19.13%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-7.4%	-3.46%
Expected Shortfall (cVaR)	-7.4%	-3.46%
Max Consecutive Wins	1	5
Max Consecutive Losses	1	5
Gain/Pain Ratio	5.22	0.25
Gain/Pain (1M)	6.09	1.62
Payoff Ratio	6.35	1.49
Profit Factor	6.22	1.25
Common Sense Ratio	-	1.53
CPC Index	21.59	0.96
Tail Ratio	-	1.23
Outlier Win Ratio	27.24	5.3
Outlier Loss Ratio	1.56	2.54
MTD	10.66%	-12.43%
3M	11.11%	6.86%
6M	11.49%	9.48%
YTD	10.66%	-12.43%
1Y	14.51%	13.72%
3Y (ann.)	4.64%	4.11%
5Y (ann.)	28.04%	24.07%
10Y (ann.)	18.5%	19.07%
All-time (ann.)	18.5%	19.07%
Best Day	222.2%	39.31%
Worst Day	-8.9%	-28.47%
Best Month	250.13%	73.06%
Worst Month	-9.02%	-12.48%
Best Year	329.37%	188.13%
Worst Year	-10.1%	-18.7%
Avg. Drawdown	-4.76%	-7.93%
Avg. Drawdown Days	229	71
Recovery Factor	18.68	4.77
Ulcer Index	0.06	0.32
Serenity Index	18.29	0.28
Avg. Up Month	19.74%	6.15%
Avg. Down Month	-0.75%	-3.25%
Win Days	54.69%	51.63%
Win Month	52.0%	51.85%
Win Quarter	61.54%	53.57%
Win Year	62.5%	62.5%
Beta	-	0.14
Alpha	-	0.19
Correlation	-	29.0%
Treynor Ratio	-	3195.07%