| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 528.18% |
| CAGR% | 2338.64% |
| Sharpe | 2.51 |
| Sortino | 4.68 |
| Max Drawdown | -59.55% |
| Longest DD Days | 46 |
| Volatility (ann.) | 204.38% |
| Calmar | 39.27 |
| Skew | 1.3 |
| Kurtosis | 7.09 |
| Expected Daily % | 1.27% |
| Expected Monthly % | 30.02% |
| Expected Yearly % | 528.18% |
| Kelly Criterion | 21.15% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -19.14% |
| Expected Shortfall (cVaR) | -19.14% |
| Payoff Ratio | 1.39 |
| Profit Factor | 1.64 |
| Common Sense Ratio | 2.39 |
| CPC Index | 1.24 |
| Tail Ratio | 1.46 |
| Outlier Win Ratio | 4.73 |
| Outlier Loss Ratio | 4.15 |
| MTD | -23.08% |
| 3M | 50.76% |
| 6M | 375.46% |
| YTD | 528.18% |
| 1Y | 528.18% |
| 3Y (ann.) | 2338.64% |
| 5Y (ann.) | 2338.64% |
| 10Y (ann.) | 2338.64% |
| All-time (ann.) | 2338.64% |
| Best Day | 69.7% |
| Worst Day | -42.01% |
| Best Month | 82.71% |
| Worst Month | -23.08% |
| Best Year | 528.18% |
| Worst Year | 528.18% |
| Avg. Drawdown | -21.09% |
| Avg. Drawdown Days | 19 |
| Recovery Factor | 8.87 |
| Ulcer Index | 0.99 |
| Avg. Up Month | 55.62% |
| Avg. Down Month | -14.3% |
| Win Days % | 54.11% |
| Win Month % | 71.43% |
| Win Quarter % | 66.67% |
| Win Year % | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2020 | 297.09% | 528.18% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2020-03-09 | 2020-04-24 | -59.55 | 46 |
| 2020-01-28 | 2020-03-03 | -40.04 | 35 |
| 2020-06-30 | 2020-07-30 | -38.53 | 30 |
| 2020-04-27 | 2020-05-20 | -29.54 | 23 |
| 2020-05-21 | 2020-06-23 | -24.76 | 33 |
| 2020-01-03 | 2020-01-13 | -7.17 | 10 |
| 2020-06-26 | 2020-06-29 | -4.06 | 3 |
| 2020-01-22 | 2020-01-23 | -3.37 | 1 |
| 2020-01-17 | 2020-01-21 | -3.24 | 4 |
| 2020-01-14 | 2020-01-15 | -0.60 | 1 |