| Metric | configs_sql/hl_close/c/dogeusd/uniq_daily_ | DOGEUSD |
|---|---|---|
| Time in Market | 62.0% | 98.0% |
| Cumulative Return | 253.16% | -37.83% |
| Max Drawdown | -78.25% | -84.5% |
| Sharpe | 0.85 | 0.33 |
| Sortino | 1.35 | 0.51 |
| Payoff Ratio | 1.22 | 1.08 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.76 | 1.04 |
| CPC Index | 0.78 | 0.57 |
| Tail Ratio | 1.41 | 0.99 |
| Outlier Win Ratio | 12.48 | 3.98 |
| Outlier Loss Ratio | 5.58 | 3.25 |
| Volatility (ann.) | 65.64% | 95.28% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.53 | -0.14 |
| Skew | 1.75 | 0.99 |
| Kurtosis | 36.56 | 8.57 |
| Expected Daily % | 0.09% | -0.04% |
| Expected Monthly % | 2.84% | -1.05% |
| Expected Yearly % | 28.7% | -9.07% |
| Kelly Criterion | 10.04% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.5% | -8.12% |
| Expected Shortfall (cVaR) | -5.5% | -8.12% |
| Year | DOGEUSD | configs_sql/hl_close/c/dogeusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -29.04 | -45.20 | 1.56 | - |
| 2022 | -58.78 | -16.17 | 0.28 | + |
| 2023 | 27.49 | 70.15 | 2.55 | + |
| 2024 | 252.40 | 340.63 | 1.35 | + |
| 2025 | -52.69 | 2.53 | -0.05 | + |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_daily_ | DOGEUSD |
|---|---|---|
| MTD | 0.0% | -10.44% |
| 3M | 2.53% | -60.71% |
| 6M | 275.79% | 36.63% |
| YTD | 2.53% | -52.69% |
| 1Y | 230.02% | -15.85% |
| 3Y (ann.) | 78.44% | -4.81% |
| 5Y (ann.) | 41.12% | -12.17% |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_daily_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -78.25% | -84.5% |
| Longest DD Days | 881.0 | 1183.0 |
| Avg. Drawdown | -10.3% | -29.99% |
| Avg. Drawdown Days | 68.0 | 220.0 |
| Recovery Factor | 3.24 | -0.45 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-10-29 | 2024-03-28 | -78.25 | 881 |
| 2024-03-29 | 2024-10-29 | -36.57 | 214 |
| 2024-10-30 | 2024-11-06 | -13.78 | 7 |
| 2024-11-25 | 2024-12-01 | -10.05 | 6 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2021-10-07 | 2021-10-20 | -8.79 | 13 |
| 2021-10-25 | 2021-10-28 | -8.15 | 3 |
| 2024-12-02 | 2024-12-08 | -7.58 | 6 |
| 2021-09-24 | 2021-10-01 | -6.59 | 7 |
| 2024-12-09 | 2025-03-15 | -4.65 | 96 |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_daily_ | DOGEUSD |
|---|---|---|
| Best Day | 44.44% | 45.17% |
| Worst Day | -25.57% | -21.48% |
| Best Week | 88.7% | 88.72% |
| Worst Week | -46.6% | -32.73% |
| Best Month | 160.3% | 161.4% |
| Worst Month | -33.63% | -39.35% |
| Best Year | 340.63% | 252.4% |
| Worst Year | -45.2% | -58.78% |
| Avg. Up Day | 2.46% | 3.95% |
| Avg. Down Day | -2.01% | -3.66% |
| Avg. Up Week | 7.57% | 12.51% |
| Avg. Down Week | -5.04% | -7.9% |
| Avg. Up Month | 32.28% | 39.67% |
| Avg. Down Month | -10.56% | -21.42% |
| Win Days % | 50.49% | 50.08% |
| Win Month % | 60.0% | 42.22% |
| Win Week % | 58.09% | 45.64% |
| Win Quarter % | 60.0% | 31.25% |
| Win Year % | 60.0% | 40.0% |