| Metric | configs_sql/hl_close/c/compusd/uniq_fwd_daily_ | COMPUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 7.75% | -28.47% |
| Max Drawdown | -28.51% | -67.78% |
| Sharpe | 0.41 | 0.08 |
| Sortino | 0.66 | 0.13 |
| Payoff Ratio | 1.19 | 1.05 |
| Profit Factor | 1.1 | 1.01 |
| Common Sense Ratio | 1.15 | 1.1 |
| CPC Index | 0.62 | 0.51 |
| Tail Ratio | 1.04 | 1.09 |
| Outlier Win Ratio | 10.5 | 2.78 |
| Outlier Loss Ratio | 6.73 | 2.88 |
| Volatility (ann.) | 49.25% | 96.99% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.31 | -0.46 |
| Skew | 1.45 | 1.27 |
| Kurtosis | 16.49 | 9.84 |
| Expected Daily % | 0.02% | -0.1% |
| Expected Monthly % | 0.62% | -2.75% |
| Expected Yearly % | 3.8% | -15.43% |
| Kelly Criterion | 2.49% | -1.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.19% | -8.33% |
| Expected Shortfall (cVaR) | -4.19% | -8.33% |
| Year | COMPUSD | configs_sql/hl_close/c/compusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 32.32 | 38.34 | 1.19 | + |
| 2025 | -45.94 | -22.11 | 0.48 | + |
| Metric | configs_sql/hl_close/c/compusd/uniq_fwd_daily_ | COMPUSD |
|---|---|---|
| MTD | -13.37% | -0.25% |
| 3M | -22.11% | -53.56% |
| 6M | 34.65% | -10.88% |
| YTD | -22.11% | -45.94% |
| 1Y | 7.75% | -28.47% |
| 3Y (ann.) | 8.74% | -31.36% |
| 5Y (ann.) | 8.74% | -31.36% |
| Metric | configs_sql/hl_close/c/compusd/uniq_fwd_daily_ | COMPUSD |
|---|---|---|
| Max Drawdown | -28.51% | -67.78% |
| Longest DD Days | 114.0 | 179.0 |
| Avg. Drawdown | -8.17% | -17.61% |
| Avg. Drawdown Days | 34.0 | 45.0 |
| Recovery Factor | 0.27 | -0.42 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-22 | -28.51 | 112 |
| 2024-12-13 | 2025-04-06 | -26.38 | 114 |
| 2024-12-08 | 2024-12-11 | -5.49 | 3 |
| 2024-11-28 | 2024-12-04 | -3.76 | 6 |
| 2024-12-05 | 2024-12-06 | -3.15 | 1 |
| 2024-05-25 | 2024-07-14 | -2.53 | 50 |
| 2024-11-26 | 2024-11-27 | -1.74 | 1 |
| 2024-11-23 | 2024-11-24 | -1.13 | 1 |
| 2024-07-16 | 2024-07-30 | -0.89 | 14 |
| Metric | configs_sql/hl_close/c/compusd/uniq_fwd_daily_ | COMPUSD |
|---|---|---|
| Best Day | 19.98% | 37.65% |
| Worst Day | -12.96% | -17.55% |
| Best Week | 33.52% | 67.23% |
| Worst Week | -18.72% | -26.61% |
| Best Month | 46.15% | 67.32% |
| Worst Month | -16.12% | -27.09% |
| Best Year | 38.34% | 32.32% |
| Worst Year | -22.11% | -45.94% |
| Avg. Up Day | 1.82% | 3.76% |
| Avg. Down Day | -1.53% | -3.59% |
| Avg. Up Week | 5.47% | 13.68% |
| Avg. Down Week | -3.84% | -11.08% |
| Avg. Up Month | 22.51% | 25.09% |
| Avg. Down Month | -6.74% | -14.04% |
| Win Days % | 47.01% | 48.0% |
| Win Month % | 33.33% | 41.67% |
| Win Week % | 46.15% | 45.83% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |