| Metric | configs_sql/hl_close/c/mkrusd/uniq_fwd_daily_ | MKRUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 61.95% | -57.49% |
| Max Drawdown | -25.4% | -71.54% |
| Sharpe | 1.31 | -0.56 |
| Sortino | 2.5 | -0.83 |
| Payoff Ratio | 1.66 | 1.1 |
| Profit Factor | 1.36 | 0.92 |
| Common Sense Ratio | 1.95 | 0.97 |
| CPC Index | 1.02 | 0.46 |
| Tail Ratio | 1.43 | 1.05 |
| Outlier Win Ratio | 12.79 | 3.2 |
| Outlier Loss Ratio | 4.97 | 2.63 |
| Volatility (ann.) | 50.7% | 94.04% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.83 | -0.86 |
| Skew | 2.66 | 0.74 |
| Kurtosis | 19.18 | 3.12 |
| Expected Daily % | 0.15% | -0.26% |
| Expected Monthly % | 4.1% | -6.88% |
| Expected Yearly % | 27.26% | -34.8% |
| Kelly Criterion | 12.6% | -4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.18% | -8.24% |
| Expected Shortfall (cVaR) | -4.18% | -8.24% |
| Year | MKRUSD | configs_sql/hl_close/c/mkrusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 72.48 | -1.62 | + |
| 2025 | -23.02 | -6.11 | 0.27 | + |
| Metric | configs_sql/hl_close/c/mkrusd/uniq_fwd_daily_ | MKRUSD |
|---|---|---|
| MTD | 0.07% | -11.58% |
| 3M | -6.11% | -28.3% |
| 6M | 36.39% | -21.48% |
| YTD | -6.11% | -23.02% |
| 1Y | 61.95% | -57.49% |
| 3Y (ann.) | 71.85% | -61.74% |
| 5Y (ann.) | 71.85% | -61.74% |
| Metric | configs_sql/hl_close/c/mkrusd/uniq_fwd_daily_ | MKRUSD |
|---|---|---|
| Max Drawdown | -25.4% | -71.54% |
| Longest DD Days | 123.0 | 320.0 |
| Avg. Drawdown | -7.55% | -36.63% |
| Avg. Drawdown Days | 24.0 | 160.0 |
| Recovery Factor | 2.44 | -0.8 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-04-06 | -25.40 | 123 |
| 2024-07-17 | 2024-11-06 | -19.86 | 112 |
| 2024-06-28 | 2024-07-13 | -13.59 | 15 |
| 2024-06-22 | 2024-06-26 | -9.44 | 4 |
| 2024-11-12 | 2024-11-21 | -7.64 | 9 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| 2024-06-10 | 2024-06-20 | -2.87 | 10 |
| 2024-11-08 | 2024-11-11 | -2.62 | 3 |
| 2024-06-07 | 2024-06-09 | -0.43 | 2 |
| Metric | configs_sql/hl_close/c/mkrusd/uniq_fwd_daily_ | MKRUSD |
|---|---|---|
| Best Day | 22.3% | 23.59% |
| Worst Day | -9.35% | -15.11% |
| Best Week | 19.97% | 45.65% |
| Worst Week | -12.31% | -19.71% |
| Best Month | 44.94% | 46.5% |
| Worst Month | -5.07% | -37.3% |
| Best Year | 72.48% | -23.02% |
| Worst Year | -6.11% | -44.78% |
| Avg. Up Day | 3.11% | 4.24% |
| Avg. Down Day | -1.88% | -3.87% |
| Avg. Up Week | 9.06% | 12.34% |
| Avg. Down Week | -2.57% | -8.73% |
| Avg. Up Month | 17.8% | 19.13% |
| Avg. Down Month | -1.52% | -23.65% |
| Win Days % | 45.51% | 45.23% |
| Win Month % | 54.55% | 33.33% |
| Win Week % | 44.44% | 38.78% |
| Win Quarter % | 80.0% | 0.0% |
| Win Year % | 50.0% | 0.0% |