My basket again the market

6 Aug, 2021 - 4 Aug, 2022

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	0.0%	0.0%
Time in Market	99.0%	99.0%
Cumulative Return	396.63%	-5.07%
CAGR﹪	401.03%	-5.1%
Sharpe	2.42	-0.15
Smart Sharpe	2.39	-0.15
Sortino	3.69	-0.21
Smart Sortino	3.64	-0.2
Sortino/√2	2.61	-0.15
Smart Sortino/√2	2.58	-0.14
Omega	1.5	1.5
Max Drawdown	-41.94%	-23.01%
Longest DD Days	46	212
Volatility (ann.)	78.67%	20.38%
R^2	0.0	0.0
Calmar	9.56	-0.22
Skew	-0.39	-0.33
Kurtosis	1.47	0.63
Expected Daily %	0.63%	-0.02%
Expected Monthly %	13.12%	-0.4%
Expected Yearly %	122.85%	-2.57%
Kelly Criterion	20.13%	-8.82%
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-7.39%	-2.12%
Expected Shortfall (cVaR)	-7.39%	-2.12%
Gain/Pain Ratio	0.5	-0.03
Gain/Pain (1M)	4.76	-0.1
Payoff Ratio	1.17	0.81
Profit Factor	1.5	0.97
Common Sense Ratio	1.76	0.95
CPC Index	1.0	0.41
Tail Ratio	1.18	0.97
Outlier Win Ratio	1.98	8.57
Outlier Loss Ratio	2.48	8.69
MTD	-1.52%	0.83%
3M	19.44%	-0.1%
6M	111.54%	-7.88%
YTD	185.09%	-12.15%
1Y	396.63%	-5.07%
3Y (ann.)	401.03%	-5.1%
5Y (ann.)	401.03%	-5.1%
10Y (ann.)	401.03%	-5.1%
All-time (ann.)	401.03%	-5.1%
Best Day	13.72%	3.18%
Worst Day	-18.75%	-4.03%
Best Month	59.52%	8.89%
Worst Month	-33.23%	-8.25%
Best Year	185.09%	8.06%
Worst Year	74.2%	-12.15%
Avg. Drawdown	-10.83%	-2.88%
Avg. Drawdown Days	12	23
Recovery Factor	9.46	-0.22
Ulcer Index	0.13	0.1
Serenity Index	6.06	-0.04
Avg. Up Month	26.89%	5.47%
Avg. Down Month	-19.2%	-5.6%
Win Days %	56.97%	51.2%
Win Month %	69.23%	46.15%
Win Quarter %	100.0%	40.0%
Win Year %	100.0%	50.0%
Beta	0.2	-
Alpha	1.91	-