| Metric | configs_sql/hl_close/c/maticusd/uniq_fwd_daily_ | MATICUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 81.44% | -75.27% |
| Max Drawdown | -27.09% | -77.12% |
| Sharpe | 1.57 | -1.38 |
| Sortino | 3.14 | -1.89 |
| Payoff Ratio | 1.54 | 1.01 |
| Profit Factor | 1.44 | 0.82 |
| Common Sense Ratio | 1.65 | 0.78 |
| CPC Index | 1.07 | 0.4 |
| Tail Ratio | 1.14 | 0.95 |
| Outlier Win Ratio | 12.91 | 4.09 |
| Outlier Loss Ratio | 4.76 | 2.26 |
| Volatility (ann.) | 50.29% | 86.33% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.52 | -1.03 |
| Skew | 2.46 | 0.23 |
| Kurtosis | 12.15 | 1.71 |
| Expected Daily % | 0.18% | -0.43% |
| Expected Monthly % | 5.09% | -10.99% |
| Expected Yearly % | 34.7% | -50.27% |
| Kelly Criterion | 14.8% | -3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.11% | -7.76% |
| Expected Shortfall (cVaR) | -4.11% | -7.76% |
| Year | MATICUSD | configs_sql/hl_close/c/maticusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -35.02 | 99.62 | -2.84 | + |
| 2025 | -61.95 | -9.11 | 0.15 | + |
| Metric | configs_sql/hl_close/c/maticusd/uniq_fwd_daily_ | MATICUSD |
|---|---|---|
| MTD | -0.05% | -15.25% |
| 3M | -9.11% | -66.91% |
| 6M | 72.53% | -55.27% |
| YTD | -9.11% | -61.95% |
| 1Y | 81.44% | -75.27% |
| 3Y (ann.) | 95.25% | -79.18% |
| 5Y (ann.) | 95.25% | -79.18% |
| Metric | configs_sql/hl_close/c/maticusd/uniq_fwd_daily_ | MATICUSD |
|---|---|---|
| Max Drawdown | -27.09% | -77.12% |
| Longest DD Days | 78.0 | 320.0 |
| Avg. Drawdown | -7.65% | -40.73% |
| Avg. Drawdown Days | 19.0 | 161.0 |
| Recovery Factor | 3.01 | -0.98 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2024-11-11 | -27.09 | 78 |
| 2024-11-12 | 2024-11-18 | -16.48 | 6 |
| 2025-02-13 | 2025-04-06 | -12.16 | 52 |
| 2024-11-25 | 2024-11-27 | -8.34 | 2 |
| 2024-12-12 | 2025-02-12 | -8.17 | 62 |
| 2024-07-22 | 2024-08-08 | -7.55 | 17 |
| 2024-08-09 | 2024-08-20 | -7.08 | 11 |
| 2024-11-19 | 2024-11-22 | -5.60 | 3 |
| 2024-06-17 | 2024-07-13 | -5.53 | 26 |
| 2024-11-28 | 2024-11-29 | -3.18 | 1 |
| Metric | configs_sql/hl_close/c/maticusd/uniq_fwd_daily_ | MATICUSD |
|---|---|---|
| Best Day | 15.48% | 15.48% |
| Worst Day | -6.74% | -16.74% |
| Best Week | 34.41% | 34.42% |
| Worst Week | -13.29% | -26.6% |
| Best Month | 82.29% | 86.39% |
| Worst Month | -8.01% | -33.28% |
| Best Year | 99.62% | -35.02% |
| Worst Year | -9.11% | -61.95% |
| Avg. Up Day | 2.67% | 3.86% |
| Avg. Down Day | -1.74% | -3.8% |
| Avg. Up Week | 13.86% | 18.37% |
| Avg. Down Week | -2.83% | -9.82% |
| Avg. Up Month | 82.29% | 86.39% |
| Avg. Down Month | -3.11% | -19.65% |
| Win Days % | 48.37% | 47.68% |
| Win Month % | 40.0% | 8.33% |
| Win Week % | 37.5% | 30.61% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |