| Metric | EFA | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 19.2% | 39.04% |
| CAGR﹪ | 19.2% | 39.04% |
| Sharpe | 1.19 | 1.72 |
| Prob. Sharpe Ratio | 88.39% | 95.77% |
| Smart Sharpe | 1.07 | 1.55 |
| Sortino | 1.79 | 2.7 |
| Smart Sortino | 1.61 | 2.44 |
| Sortino/√2 | 1.27 | 1.91 |
| Smart Sortino/√2 | 1.14 | 1.72 |
| Omega | 1.22 | 1.33 |
| Max Drawdown | -11.64% | -9.77% |
| Max DD Date | 2026-03-20 | 2026-03-30 |
| Max DD Period Start | 2026-02-26 | 2026-03-02 |
| Max DD Period End | 2026-07-02 | 2026-05-05 |
| Longest DD Days | 127 | 65 |
| Volatility (ann.) | 15.77% | 20.39% |
| R^2 | 0.49 | 0.49 |
| Information Ratio | 0.07 | 0.07 |
| Calmar | 1.65 | 4.0 |
| Skew | 0.12 | 0.1 |
| Kurtosis | 1.79 | 1.14 |
| Ulcer Performance Index | 5.95 | 12.41 |
| Risk-Adjusted Return | 19.2% | 39.04% |
| Risk-Return Ratio | 0.08 | 0.11 |
| Avg. Return | 0.07% | 0.14% |
| Avg. Win | 0.87% | 1.17% |
| Avg. Loss | -0.86% | -1.02% |
| Win/Loss Ratio | 1.01 | 1.15 |
| Profit Ratio | 0.83 | 0.97 |
| Expected Daily | 0.07% | 0.13% |
| Expected Monthly | 1.36% | 2.57% |
| Expected Yearly | 9.18% | 17.91% |
| Kelly Criterion | 10.09% | 13.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -1.97% |
| Expected Shortfall (cVaR) | -2.16% | -3.08% |
| Max Consecutive Wins | 7 | 7 |
| Max Consecutive Losses | 6 | 4 |
| Gain/Pain Ratio | 0.22 | 0.33 |
| Gain/Pain (1M) | 2.32 | 2.86 |
| Payoff Ratio | 1.01 | 1.15 |
| Profit Factor | 1.22 | 1.33 |
| Common Sense Ratio | 1.17 | 1.71 |
| CPC Index | 0.68 | 0.83 |
| Tail Ratio | 0.96 | 1.29 |
| Outlier Win Ratio | 3.92 | 3.75 |
| Outlier Loss Ratio | 3.25 | 3.62 |
| 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.) | 19.2% | 39.04% |
| 5Y (ann.) | 19.2% | 39.04% |
| 10Y (ann.) | 19.2% | 39.04% |
| All-time (ann.) | 19.2% | 39.04% |
| Best Day | 3.9% | 4.19% |
| Worst Day | -3.12% | -3.81% |
| Best Month | 5.04% | 11.21% |
| Worst Month | -8.1% | -7.87% |
| Best Year | 11.9% | 26.47% |
| Worst Year | 6.52% | 9.94% |
| Avg. Drawdown | -1.85% | -2.36% |
| Avg. Drawdown Days | 13 | 11 |
| Recovery Factor | 1.62 | 3.59 |
| Ulcer Index | 0.03 | 0.03 |
| Serenity Index | 0.69 | 1.99 |
| Avg. Up Month | 2.46% | 4.72% |
| Avg. Down Month | -8.1% | -7.87% |
| Win Days | 54.76% | 53.97% |
| Win Month | 92.31% | 76.92% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.9 |
| Alpha | - | 0.18 |
| Correlation | - | 70.0% |
| Treynor Ratio | - | 43.14% |
| Year | EFA | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 6.52 | 9.94 | 1.52 | + |
| 2026 | 11.90 | 26.47 | 2.22 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-05-05 | -9.77 | 65 |
| 2026-07-07 | 2026-08-03 | -6.40 | 28 |
| 2026-06-02 | 2026-06-16 | -5.28 | 15 |
| 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 |
| 2025-09-24 | 2025-10-24 | -3.79 | 31 |
| 2026-05-15 | 2026-05-29 | -3.67 | 15 |
| 2025-12-01 | 2025-12-18 | -3.19 | 18 |
| 2025-12-30 | 2026-01-08 | -2.66 | 10 |