| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_ | DOTUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 99.04% | -48.91% |
| Max Drawdown | -17.76% | -66.4% |
| Sharpe | 1.75 | -0.43 |
| Sortino | 3.75 | -0.63 |
| Payoff Ratio | 1.65 | 1.04 |
| Profit Factor | 1.51 | 0.94 |
| Common Sense Ratio | 1.75 | 1.01 |
| CPC Index | 1.16 | 0.46 |
| Tail Ratio | 1.16 | 1.08 |
| Outlier Win Ratio | 9.26 | 3.39 |
| Outlier Loss Ratio | 7.26 | 2.64 |
| Volatility (ann.) | 50.82% | 86.8% |
| R^2 | 0.55 | 0.55 |
| Calmar | 6.54 | -0.8 |
| Skew | 3.85 | 0.58 |
| Kurtosis | 31.72 | 5.43 |
| Expected Daily % | 0.21% | -0.21% |
| Expected Monthly % | 5.9% | -5.44% |
| Expected Yearly % | 41.08% | -28.52% |
| Kelly Criterion | 14.14% | -2.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.13% | -7.58% |
| Expected Shortfall (cVaR) | -4.13% | -7.58% |
| Year | DOTUSD | configs_sql/hl_close/c/dotusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 91.54 | -15.89 | + |
| 2025 | -45.79 | 3.92 | -0.09 | + |
| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_ | DOTUSD |
|---|---|---|
| MTD | -0.02% | -10.69% |
| 3M | 3.92% | -53.2% |
| 6M | 133.86% | -13.19% |
| YTD | 3.92% | -45.79% |
| 1Y | 99.04% | -48.91% |
| 3Y (ann.) | 116.12% | -52.86% |
| 5Y (ann.) | 116.12% | -52.86% |
| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_ | DOTUSD |
|---|---|---|
| Max Drawdown | -17.76% | -66.4% |
| Longest DD Days | 166.0 | 179.0 |
| Avg. Drawdown | -6.22% | -17.44% |
| Avg. Drawdown Days | 25.0 | 39.0 |
| Recovery Factor | 5.58 | -0.74 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-28 | 2024-11-10 | -17.76 | 166 |
| 2024-11-12 | 2024-11-16 | -16.19 | 4 |
| 2024-12-07 | 2025-03-15 | -15.72 | 98 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2024-11-19 | 2024-11-22 | -4.80 | 3 |
| 2024-12-03 | 2024-12-04 | -2.16 | 1 |
| 2024-12-05 | 2024-12-06 | -1.00 | 1 |
| 2024-11-30 | 2024-12-01 | -0.82 | 1 |
| 2025-03-16 | 2025-03-19 | -0.68 | 3 |
| Metric | configs_sql/hl_close/c/dotusd/uniq_fwd_ | DOTUSD |
|---|---|---|
| Best Day | 26.34% | 28.35% |
| Worst Day | -6.88% | -18.52% |
| Best Week | 33.05% | 35.94% |
| Worst Week | -13.4% | -27.32% |
| Best Month | 91.06% | 126.38% |
| Worst Month | -8.75% | -25.97% |
| Best Year | 91.54% | -5.76% |
| Worst Year | 3.92% | -45.79% |
| Avg. Up Day | 2.03% | 3.47% |
| Avg. Down Day | -1.23% | -3.34% |
| Avg. Up Week | 8.41% | 13.12% |
| Avg. Down Week | -2.82% | -10.08% |
| Avg. Up Month | 91.06% | 126.38% |
| Avg. Down Month | -3.41% | -13.78% |
| Win Days % | 46.59% | 47.55% |
| Win Month % | 50.0% | 16.67% |
| Win Week % | 53.49% | 37.5% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |