| Metric | configs_sql/hl_close/c/mkrusd/uniq_daily_ | MKRUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 648.92% | -46.24% |
| Max Drawdown | -47.37% | -79.31% |
| Sharpe | 1.33 | 0.23 |
| Sortino | 2.46 | 0.36 |
| Payoff Ratio | 1.45 | 1.16 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 1.74 | 1.17 |
| CPC Index | 0.94 | 0.58 |
| Tail Ratio | 1.28 | 1.13 |
| Outlier Win Ratio | 12.29 | 4.09 |
| Outlier Loss Ratio | 4.73 | 2.96 |
| Volatility (ann.) | 59.47% | 90.8% |
| R^2 | 0.58 | 0.58 |
| Calmar | 1.81 | -0.22 |
| Skew | 2.44 | 0.92 |
| Kurtosis | 19.15 | 4.51 |
| Expected Daily % | 0.17% | -0.05% |
| Expected Monthly % | 5.16% | -1.54% |
| Expected Yearly % | 65.43% | -14.37% |
| Kelly Criterion | 11.56% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.9% | -7.76% |
| Expected Shortfall (cVaR) | -4.9% | -7.76% |
| Year | MKRUSD | configs_sql/hl_close/c/mkrusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.09 | 14.01 | -0.18 | + |
| 2023 | 233.12 | 81.19 | 0.35 | - |
| 2024 | -12.32 | 286.12 | -23.22 | + |
| 2025 | -23.02 | -6.11 | 0.27 | + |
| Metric | configs_sql/hl_close/c/mkrusd/uniq_daily_ | MKRUSD |
|---|---|---|
| MTD | 0.07% | -11.58% |
| 3M | -6.11% | -28.3% |
| 6M | 36.39% | -21.48% |
| YTD | -6.11% | -23.02% |
| 1Y | 72.88% | -68.93% |
| 3Y (ann.) | 93.58% | -20.72% |
| 5Y (ann.) | 85.93% | -17.4% |
| Metric | configs_sql/hl_close/c/mkrusd/uniq_daily_ | MKRUSD |
|---|---|---|
| Max Drawdown | -47.37% | -79.31% |
| Longest DD Days | 254.0 | 705.0 |
| Avg. Drawdown | -9.37% | -23.43% |
| Avg. Drawdown Days | 33.0 | 106.0 |
| Recovery Factor | 13.7 | -0.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-04 | 2022-10-16 | -47.37 | 254 |
| 2023-03-06 | 2023-07-03 | -32.02 | 119 |
| 2022-11-11 | 2023-03-05 | -27.07 | 114 |
| 2024-12-04 | 2025-04-06 | -25.40 | 123 |
| 2024-07-17 | 2024-11-06 | -19.86 | 112 |
| 2022-10-19 | 2022-11-10 | -15.73 | 22 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-06-28 | 2024-07-13 | -13.59 | 15 |
| 2024-04-17 | 2024-06-27 | -12.91 | 71 |
| 2022-01-25 | 2022-01-29 | -11.47 | 4 |
| Metric | configs_sql/hl_close/c/mkrusd/uniq_daily_ | MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -14.67% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -15.82% | -26.61% |
| Best Month | 83.1% | 87.68% |
| Worst Month | -17.12% | -37.3% |
| Best Year | 286.12% | 233.12% |
| Worst Year | -6.11% | -76.09% |
| Avg. Up Day | 3.02% | 4.14% |
| Avg. Down Day | -2.09% | -3.57% |
| Avg. Up Week | 7.41% | 10.28% |
| Avg. Down Week | -3.52% | -8.43% |
| Avg. Up Month | 21.94% | 25.66% |
| Avg. Down Month | -5.55% | -20.39% |
| Win Days % | 47.72% | 48.26% |
| Win Month % | 57.14% | 47.5% |
| Win Week % | 51.61% | 46.24% |
| Win Quarter % | 78.57% | 35.71% |
| Win Year % | 75.0% | 25.0% |