| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 198.59% |
| CAGR% | 98.59% |
| Sharpe | 0.72 |
| Sortino | 1.1 |
| Max Drawdown | -26.53% |
| Longest DD Days | 36 |
| Volatility (ann.) | 11.84% |
| Calmar | 3.72 |
| Skew | 1.18 |
| Kurtosis | 36.45 |
| Expected Daily % | 0.03% |
| Expected Monthly % | 20.0% |
| Expected Yearly % | 198.59% |
| Kelly Criterion | 8.01% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.19% |
| Expected Shortfall (cVaR) | -2.12% |
| Payoff Ratio | 1.09 |
| Profit Factor | 0.18 |
| Common Sense Ratio | 0.21 |
| CPC Index | 0.1 |
| Tail Ratio | 1.16 |
| Outlier Win Ratio | 5.43 |
| Outlier Loss Ratio | 5.48 |
| MTD | 8.65% |
| 3M | 103.93% |
| 6M | 198.59% |
| YTD | 198.59% |
| 1Y | 198.59% |
| 3Y (ann.) | 98.59% |
| 5Y (ann.) | 98.59% |
| 10Y (ann.) | 98.59% |
| All-time (ann.) | 98.59% |
| Best Day | 12.22% |
| Worst Day | -7.8% |
| Best Month | 51.21% |
| Worst Month | 5.16% |
| Best Year | 198.59% |
| Worst Year | 198.59% |
| Avg. Drawdown | -2.79% |
| Avg. Drawdown Days | 2 |
| Recovery Factor | 7.48 |
| Ulcer Index | 1.0 |
| Avg. Up Month | 20.95% |
| Avg. Down Month | nan% |
| Win Days % | 52.08% |
| Win Month % | 100.0% |
| Win Quarter % | 100.0% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2019 | 119.13% | 198.59% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2019-06-26 | 2019-07-04 | -26.53 | 7 |
| 2019-05-30 | 2019-06-16 | -16.81 | 16 |
| 2019-05-16 | 2019-05-26 | -15.45 | 10 |
| 2019-02-24 | 2019-04-02 | -12.04 | 36 |
| 2019-04-24 | 2019-05-03 | -9.54 | 9 |
| 2019-04-03 | 2019-04-10 | -8.70 | 6 |
| 2019-05-12 | 2019-05-13 | -8.25 | 1 |
| 2019-04-10 | 2019-04-23 | -8.01 | 12 |
| 2019-06-22 | 2019-06-25 | -5.76 | 2 |
| 2019-06-17 | 2019-06-20 | -4.84 | 3 |
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 170.5% |
| CAGR% | 70.5% |
| Sharpe | 0.67 |
| Sortino | 1.01 |
| Max Drawdown | -25.95% |
| Longest DD Days | 37 |
| Volatility (ann.) | 11.61% |
| Calmar | 2.72 |
| Skew | 0.64 |
| Kurtosis | 25.73 |
| Expected Daily % | 0.03% |
| Expected Monthly % | 18.04% |
| Expected Yearly % | 170.5% |
| Kelly Criterion | 7.38% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.17% |
| Expected Shortfall (cVaR) | -2.11% |
| Payoff Ratio | 1.09 |
| Profit Factor | 0.17 |
| Common Sense Ratio | 0.2 |
| CPC Index | 0.09 |
| Tail Ratio | 1.18 |
| Outlier Win Ratio | 5.31 |
| Outlier Loss Ratio | 5.71 |
| MTD | 4.22% |
| 3M | 91.48% |
| 6M | 170.5% |
| YTD | 170.5% |
| 1Y | 170.5% |
| 3Y (ann.) | 70.5% |
| 5Y (ann.) | 70.5% |
| 10Y (ann.) | 70.5% |
| All-time (ann.) | 70.5% |
| Best Day | 9.82% |
| Worst Day | -7.73% |
| Best Month | 54.81% |
| Worst Month | 4.22% |
| Best Year | 170.5% |
| Worst Year | 170.5% |
| Avg. Drawdown | -2.84% |
| Avg. Drawdown Days | 2 |
| Recovery Factor | 6.57 |
| Ulcer Index | 1.0 |
| Avg. Up Month | 19.17% |
| Avg. Down Month | nan% |
| Win Days % | 51.75% |
| Win Month % | 100.0% |
| Win Quarter % | 100.0% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2019 | 108.9% | 170.5% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2019-06-26 | 2019-07-04 | -25.95 | 7 |
| 2019-05-30 | 2019-06-20 | -17.30 | 21 |
| 2019-05-16 | 2019-05-26 | -14.67 | 10 |
| 2019-02-24 | 2019-04-02 | -10.60 | 37 |
| 2019-04-24 | 2019-05-03 | -9.21 | 9 |
| 2019-04-10 | 2019-04-23 | -8.14 | 12 |
| 2019-05-12 | 2019-05-13 | -7.98 | 1 |
| 2019-04-03 | 2019-04-08 | -7.80 | 4 |
| 2019-05-14 | 2019-05-16 | -7.24 | 1 |
| 2019-06-22 | 2019-06-25 | -5.70 | 2 |