| Metric | EFA | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 28.09% | 73.98% |
| CAGR﹪ | 12.96% | 31.33% |
| Sharpe | 0.82 | 1.49 |
| Prob. Sharpe Ratio | 87.94% | 98.14% |
| Smart Sharpe | 0.79 | 1.44 |
| Sortino | 1.21 | 2.21 |
| Smart Sortino | 1.16 | 2.13 |
| Sortino/√2 | 0.85 | 1.56 |
| Smart Sortino/√2 | 0.82 | 1.51 |
| Omega | 1.16 | 1.3 |
| 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.) | 16.52% | 19.55% |
| R^2 | 0.27 | 0.27 |
| Information Ratio | 0.06 | 0.06 |
| Calmar | 0.9 | 1.85 |
| Skew | 0.25 | -0.37 |
| Kurtosis | 9.06 | 3.87 |
| Ulcer Performance Index | 6.49 | 17.63 |
| Risk-Adjusted Return | 12.96% | 31.33% |
| Risk-Return Ratio | 0.05 | 0.09 |
| Avg. Return | 0.05% | 0.12% |
| Avg. Win | 0.81% | 1.08% |
| Avg. Loss | -0.86% | -0.93% |
| Win/Loss Ratio | 0.95 | 1.16 |
| Profit Ratio | 0.86 | 1.01 |
| Expected Daily | 0.05% | 0.11% |
| Expected Monthly | 1.0% | 2.24% |
| Expected Yearly | 8.6% | 20.27% |
| Kelly Criterion | 4.8% | 12.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -1.91% |
| Expected Shortfall (cVaR) | -2.4% | -3.28% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 7 | 7 |
| Gain/Pain Ratio | 0.16 | 0.3 |
| Gain/Pain (1M) | 1.22 | 3.11 |
| Payoff Ratio | 0.95 | 1.16 |
| Profit Factor | 1.16 | 1.3 |
| Common Sense Ratio | 1.09 | 1.56 |
| CPC Index | 0.59 | 0.8 |
| Tail Ratio | 0.94 | 1.2 |
| Outlier Win Ratio | 3.36 | 3.39 |
| Outlier Loss Ratio | 3.32 | 4.05 |
| MTD | 1.17% | 3.21% |
| 3M | 12.52% | 13.94% |
| 6M | 9.37% | 22.82% |
| YTD | 8.81% | 22.04% |
| 1Y | 20.64% | 53.59% |
| 3Y (ann.) | 12.96% | 31.33% |
| 5Y (ann.) | 12.96% | 31.33% |
| 10Y (ann.) | 12.96% | 31.33% |
| All-time (ann.) | 12.96% | 31.33% |
| Best Day | 7.72% | 5.53% |
| Worst Day | -6.63% | -7.1% |
| Best Month | 5.04% | 11.6% |
| Worst Month | -8.1% | -7.82% |
| Best Year | 26.31% | 25.39% |
| Worst Year | -6.8% | 13.69% |
| Avg. Drawdown | -2.56% | -2.74% |
| Avg. Drawdown Days | 20 | 16 |
| Recovery Factor | 1.91 | 3.5 |
| Ulcer Index | 0.04 | 0.04 |
| Serenity Index | 0.66 | 1.79 |
| Avg. Up Month | 2.68% | 4.11% |
| Avg. Down Month | -3.48% | -3.26% |
| Win Days | 53.71% | 53.12% |
| Win Month | 72.0% | 68.0% |
| Win Quarter | 77.78% | 77.78% |
| Win Year | 66.67% | 100.0% |
| Beta | - | 0.62 |
| Alpha | - | 0.21 |
| Correlation | - | 52.19% |
| Treynor Ratio | - | 119.76% |
| Year | EFA | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -6.80 | 13.69 | -2.01 | + |
| 2025 | 26.31 | 25.39 | 0.97 | - |
| 2026 | 8.81 | 22.04 | 2.50 | + |
| 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 | -9.72 | 65 |
| 2024-12-10 | 2025-01-28 | -5.73 | 50 |
| 2026-06-02 | 2026-06-16 | -5.29 | 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 |
| 2025-09-24 | 2025-10-24 | -3.79 | 31 |
| 2026-05-15 | 2026-05-29 | -3.67 | 15 |