| Metric | EFA | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 31.72% | 80.29% |
| CAGR﹪ | 13.53% | 31.2% |
| Sharpe | 0.85 | 1.47 |
| Prob. Sharpe Ratio | 89.68% | 98.37% |
| Smart Sharpe | 0.83 | 1.43 |
| Sortino | 1.26 | 2.21 |
| Smart Sortino | 1.22 | 2.14 |
| Sortino/√2 | 0.89 | 1.56 |
| Smart Sortino/√2 | 0.86 | 1.51 |
| Omega | 1.16 | 1.29 |
| Max Drawdown | -14.42% | -16.94% |
| Max DD Date | 2025-04-08 | 2024-08-05 |
| Max DD Period Start | 2024-09-27 | 2024-07-18 |
| Max DD Period End | 2025-05-01 | 2024-09-26 |
| Longest DD Days | 217 | 128 |
| Volatility (ann.) | 16.42% | 19.76% |
| R^2 | 0.29 | 0.29 |
| Information Ratio | 0.05 | 0.05 |
| Calmar | 0.94 | 1.84 |
| Skew | 0.25 | -0.27 |
| Kurtosis | 8.69 | 3.61 |
| Ulcer Performance Index | 7.53 | 19.35 |
| Risk-Adjusted Return | 13.53% | 31.2% |
| Risk-Return Ratio | 0.05 | 0.09 |
| Avg. Return | 0.06% | 0.12% |
| Avg. Win | 0.82% | 1.1% |
| Avg. Loss | -0.85% | -0.95% |
| Win/Loss Ratio | 0.96 | 1.17 |
| Profit Ratio | 0.86 | 1.03 |
| Expected Daily | 0.05% | 0.11% |
| Expected Monthly | 1.03% | 2.21% |
| Expected Yearly | 9.62% | 21.71% |
| Kelly Criterion | 5.6% | 12.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -1.93% |
| Expected Shortfall (cVaR) | -2.38% | -3.28% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 7 | 7 |
| Gain/Pain Ratio | 0.16 | 0.29 |
| Gain/Pain (1M) | 1.35 | 3.3 |
| Payoff Ratio | 0.96 | 1.17 |
| Profit Factor | 1.16 | 1.29 |
| Common Sense Ratio | 1.11 | 1.56 |
| CPC Index | 0.6 | 0.79 |
| Tail Ratio | 0.95 | 1.21 |
| Outlier Win Ratio | 3.53 | 3.76 |
| Outlier Loss Ratio | 3.3 | 3.97 |
| MTD | 2.28% | 1.71% |
| 3M | 4.65% | 6.34% |
| 6M | 3.47% | 11.8% |
| YTD | 11.9% | 26.47% |
| 1Y | 19.2% | 39.04% |
| 3Y (ann.) | 13.53% | 31.2% |
| 5Y (ann.) | 13.53% | 31.2% |
| 10Y (ann.) | 13.53% | 31.2% |
| All-time (ann.) | 13.53% | 31.2% |
| Best Day | 7.72% | 5.53% |
| Worst Day | -6.63% | -7.1% |
| Best Month | 5.04% | 11.6% |
| Worst Month | -8.1% | -7.87% |
| Best Year | 26.31% | 26.47% |
| Worst Year | -6.8% | 13.69% |
| Avg. Drawdown | -2.39% | -2.86% |
| Avg. Drawdown Days | 19 | 16 |
| Recovery Factor | 2.11 | 3.73 |
| Ulcer Index | 0.04 | 0.04 |
| Serenity Index | 0.76 | 1.98 |
| Avg. Up Month | 2.52% | 3.83% |
| Avg. Down Month | -3.48% | -3.28% |
| Win Days | 53.75% | 52.83% |
| Win Month | 74.07% | 70.37% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 66.67% | 100.0% |
| Beta | - | 0.65 |
| Alpha | - | 0.2 |
| Correlation | - | 53.67% |
| Treynor Ratio | - | 124.36% |
| Year | EFA | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -6.80 | 13.69 | -2.01 | + |
| 2025 | 26.31 | 25.39 | 0.97 | - |
| 2026 | 11.90 | 26.47 | 2.22 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-18 | 2024-09-26 | -16.94 | 71 |
| 2025-03-18 | 2025-07-23 | -11.98 | 128 |
| 2026-03-02 | 2026-05-05 | -9.77 | 65 |
| 2026-07-07 | 2026-08-03 | -6.40 | 28 |
| 2024-12-10 | 2025-01-28 | -5.73 | 50 |
| 2026-06-02 | 2026-06-16 | -5.28 | 15 |
| 2024-11-12 | 2024-11-22 | -5.04 | 11 |
| 2025-08-13 | 2025-09-10 | -4.89 | 29 |
| 2025-10-28 | 2025-11-11 | -4.26 | 15 |
| 2026-06-22 | 2026-06-29 | -3.99 | 8 |