| Metric | Equity Realised | Equity Realised + Unrealised |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 3.0% | 70.0% |
| Cumulative Return | 172.77% | 169.86% |
| CAGR﹪ | 10.58% | 10.46% |
| Sharpe | 0.42 | 0.4 |
| Prob. Sharpe Ratio | 98.48% | 99.73% |
| Smart Sharpe | 0.41 | 0.4 |
| Sortino | 2.22 | 87.64 |
| Smart Sortino | 2.21 | 87.27 |
| Sortino/√2 | 1.57 | 61.97 |
| Smart Sortino/√2 | 1.56 | 61.71 |
| Omega | 36.6 | 36.6 |
| Max Drawdown | -18.05% | -99.76% |
| Longest DD Days | 1093 | 761 |
| Volatility (ann.) | 33.98% | 11351.02% |
| R^2 | 0.0 | 0.0 |
| Information Ratio | 0.03 | 0.03 |
| Calmar | 0.59 | 0.1 |
| Skew | 31.53 | 43.83 |
| Kurtosis | 1146.23 | 2013.63 |
| Expected Daily | 0.04% | 0.04% |
| Expected Monthly | 1.2% | 1.19% |
| Expected Yearly | 13.36% | 13.21% |
| Kelly Criterion | 31.4% | 48.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.46% | -1157.93% |
| Expected Shortfall (cVaR) | -3.46% | -1157.93% |
| Max Consecutive Wins | 1 | 5 |
| Max Consecutive Losses | 2 | 5 |
| Gain/Pain Ratio | 1.8 | 35.6 |
| Gain/Pain (1M) | 2.19 | 247.82 |
| Payoff Ratio | 3.93 | 500.29 |
| Profit Factor | 2.8 | 36.6 |
| Common Sense Ratio | - | 44.13 |
| CPC Index | 5.0 | 8960.91 |
| Tail Ratio | - | 1.21 |
| Outlier Win Ratio | 45.16 | 0.14 |
| Outlier Loss Ratio | 1.38 | 2.14 |
| MTD | -1.08% | -1.09% |
| 3M | 27.01% | 44.66% |
| 6M | 26.08% | 47.1% |
| YTD | 27.01% | -19.66% |
| 1Y | 22.67% | 33.42% |
| 3Y (ann.) | 1.04% | 2.44% |
| 5Y (ann.) | 15.17% | 18.46% |
| 10Y (ann.) | 10.58% | 10.46% |
| All-time (ann.) | 10.58% | 10.46% |
| Best Day | 85.9% | 33797.62% |
| Worst Day | -9.85% | -99.7% |
| Best Month | 85.9% | 65.9% |
| Worst Month | -9.85% | -24.11% |
| Best Year | 196.01% | 76.26% |
| Worst Year | -11.64% | -19.66% |
| Avg. Drawdown | -12.44% | -15.02% |
| Avg. Drawdown Days | 381 | 102 |
| Recovery Factor | 7.83 | 459.37 |
| Ulcer Index | 0.1 | 0.6 |
| Serenity Index | 1.55 | 5022.15 |
| Avg. Up Month | 11.83% | 7.58% |
| Avg. Down Month | -1.84% | -3.68% |
| Win Days | 45.31% | 48.94% |
| Win Month | 50.0% | 42.86% |
| Win Quarter | 48.15% | 41.38% |
| Win Year | 37.5% | 37.5% |
| Beta | - | 0.1 |
| Alpha | - | 45.89 |
| Correlation | - | 0.03% |
| Treynor Ratio | - | 1786.21% |
| Year | Equity Realised | Equity Realised + Unrealised | Multiplier | Won |
|---|---|---|---|---|
| 2018 | 5.03 | -6.74 | -1.34 | - |
| 2019 | -11.64 | -3.11 | 0.27 | + |
| 2020 | -4.63 | 76.26 | -16.46 | + |
| 2021 | 196.01 | 57.77 | 0.29 | - |
| 2022 | -9.60 | -14.39 | 1.50 | - |
| 2023 | -6.11 | -6.47 | 1.06 | - |
| 2024 | -3.42 | 66.95 | -19.59 | + |
| 2025 | 27.01 | -19.66 | -0.73 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-03 | 2025-02-01 | -99.76 | 761 |
| 2022-04-12 | 2023-01-01 | -58.80 | 265 |
| 2019-06-13 | 2020-11-22 | -50.89 | 529 |
| 2021-06-17 | 2022-04-10 | -30.70 | 298 |
| 2021-02-21 | 2021-06-15 | -23.48 | 115 |
| 2018-08-06 | 2019-02-17 | -14.01 | 196 |
| 2021-01-14 | 2021-02-01 | -12.95 | 19 |
| 2020-11-24 | 2020-11-28 | -11.48 | 5 |
| 2019-04-14 | 2019-06-11 | -11.07 | 59 |
| 2020-12-22 | 2021-01-04 | -9.66 | 14 |