| Metric | configs_sql/hl_close/c/nearusd/uniq_fwd_ | NEARUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 35.58% | -73.59% |
| Max Drawdown | -30.18% | -74.45% |
| Sharpe | 0.95 | -1.03 |
| Sortino | 1.51 | -1.41 |
| Payoff Ratio | 1.25 | 0.84 |
| Profit Factor | 1.22 | 0.87 |
| Common Sense Ratio | 1.22 | 0.74 |
| CPC Index | 0.74 | 0.36 |
| Tail Ratio | 1.0 | 0.85 |
| Outlier Win Ratio | 9.61 | 2.6 |
| Outlier Loss Ratio | 5.61 | 2.27 |
| Volatility (ann.) | 47.11% | 97.38% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.35 | -1.04 |
| Skew | 1.14 | 0.01 |
| Kurtosis | 11.09 | 0.7 |
| Expected Daily % | 0.09% | -0.41% |
| Expected Monthly % | 2.57% | -10.5% |
| Expected Yearly % | 16.44% | -48.61% |
| Kelly Criterion | 7.58% | -12.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.93% | -8.66% |
| Expected Shortfall (cVaR) | -3.93% | -8.66% |
| Year | NEARUSD | configs_sql/hl_close/c/nearusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 59.33 | -1.53 | + |
| 2025 | -56.78 | -14.91 | 0.26 | + |
| Metric | configs_sql/hl_close/c/nearusd/uniq_fwd_ | NEARUSD |
|---|---|---|
| MTD | -0.12% | -15.55% |
| 3M | -14.91% | -63.4% |
| 6M | 34.2% | -55.66% |
| YTD | -14.91% | -56.78% |
| 1Y | 35.58% | -73.59% |
| 3Y (ann.) | 40.6% | -77.48% |
| 5Y (ann.) | 40.6% | -77.48% |
| Metric | configs_sql/hl_close/c/nearusd/uniq_fwd_ | NEARUSD |
|---|---|---|
| Max Drawdown | -30.18% | -74.45% |
| Longest DD Days | 133.0 | 321.0 |
| Avg. Drawdown | -8.95% | -38.85% |
| Avg. Drawdown Days | 25.0 | 162.0 |
| Recovery Factor | 1.18 | -0.99 |
| Ulcer Index | inf | 1.23 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-04-07 | -30.18 | 133 |
| 2024-09-29 | 2024-11-09 | -15.16 | 41 |
| 2024-06-22 | 2024-08-10 | -11.14 | 49 |
| 2024-08-14 | 2024-09-23 | -10.72 | 40 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-08-11 | 2024-08-13 | -7.11 | 2 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-09-25 | 2024-09-26 | -2.14 | 1 |
| 2024-09-27 | 2024-09-28 | -1.16 | 1 |
| Metric | configs_sql/hl_close/c/nearusd/uniq_fwd_ | NEARUSD |
|---|---|---|
| Best Day | 17.87% | 17.87% |
| Worst Day | -10.14% | -16.86% |
| Best Week | 28.3% | 28.3% |
| Worst Week | -10.21% | -30.59% |
| Best Month | 63.54% | 73.26% |
| Worst Month | -6.36% | -33.64% |
| Best Year | 59.33% | -38.88% |
| Worst Year | -14.91% | -56.78% |
| Avg. Up Day | 2.22% | 3.89% |
| Avg. Down Day | -1.77% | -4.62% |
| Avg. Up Week | 6.63% | 14.15% |
| Avg. Down Week | -2.95% | -12.5% |
| Avg. Up Month | 35.85% | 52.25% |
| Avg. Down Month | -3.93% | -21.94% |
| Win Days % | 48.58% | 48.62% |
| Win Month % | 36.36% | 16.67% |
| Win Week % | 47.5% | 36.73% |
| Win Quarter % | 40.0% | 0.0% |
| Win Year % | 50.0% | 0.0% |