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Calmar Ratio Features

The Calmar Ratio features advanced time-based calculations and visual aids to help you quantify strategy efficiency.

  • Time-Aware CAGR: Calculates the true annualized growth rate using exact calendar time elapsed, ensuring precision across all timeframes.

  • Maximum Drawdown Tracking: Dynamically identifies the largest peak-to-trough decline within the specified lookback window.

  • Performance Tiers: Automatically categorizes results into Weak (<0.5), Moderate (0.5-1.0), Strong (1.0-3.0), and Exceptional (>3.0).

  • Risk Heatmap: Includes an optional background heatmap that visualizes the severity of drawdowns without cluttering the price chart.

  • Real-Time Oscillator: Features a color-coded oscillator that transitions from Red (Risk) to Teal (Efficiency) based on the asset's performance quality.

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