| Metric | configs_sql/hl_close/c/maticusd/uniq_daily_ | MATICUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 137.29% | -88.26% |
| Max Drawdown | -58.61% | -89.88% |
| Sharpe | 0.76 | -0.28 |
| Sortino | 1.2 | -0.41 |
| Payoff Ratio | 1.24 | 1.09 |
| Profit Factor | 1.2 | 0.96 |
| Common Sense Ratio | 1.38 | 0.95 |
| CPC Index | 0.72 | 0.5 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 10.75 | 3.53 |
| Outlier Loss Ratio | 5.27 | 3.14 |
| Volatility (ann.) | 60.67% | 92.74% |
| R^2 | 0.59 | 0.59 |
| Calmar | 0.54 | -0.55 |
| Skew | 1.39 | 0.52 |
| Kurtosis | 30.12 | 6.48 |
| Expected Daily % | 0.08% | -0.19% |
| Expected Monthly % | 2.24% | -5.35% |
| Expected Yearly % | 24.11% | -41.47% |
| Kelly Criterion | 6.77% | 1.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -8.06% |
| Expected Shortfall (cVaR) | -5.1% | -8.06% |
| Year | MATICUSD | configs_sql/hl_close/c/maticusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.21 | -32.85 | 0.68 | + |
| 2023 | 28.05 | 92.38 | 3.29 | + |
| 2024 | -53.49 | 102.09 | -1.91 | + |
| 2025 | -61.95 | -9.11 | 0.15 | + |
| Metric | configs_sql/hl_close/c/maticusd/uniq_daily_ | MATICUSD |
|---|---|---|
| MTD | -0.05% | -15.25% |
| 3M | -9.11% | -66.91% |
| 6M | 72.53% | -55.27% |
| YTD | -9.11% | -61.95% |
| 1Y | 91.39% | -80.58% |
| 3Y (ann.) | 33.63% | -52.37% |
| 5Y (ann.) | 31.91% | -49.67% |
| Metric | configs_sql/hl_close/c/maticusd/uniq_daily_ | MATICUSD |
|---|---|---|
| Max Drawdown | -58.61% | -89.88% |
| Longest DD Days | 351.0 | 1100.0 |
| Avg. Drawdown | -12.11% | -23.9% |
| Avg. Drawdown Days | 61.0 | 226.0 |
| Recovery Factor | 2.34 | -0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-02-17 | -58.61 | 351 |
| 2024-08-25 | 2024-11-11 | -27.09 | 78 |
| 2023-02-18 | 2023-11-06 | -22.43 | 261 |
| 2023-11-16 | 2024-03-10 | -19.07 | 115 |
| 2024-11-12 | 2024-11-18 | -16.48 | 6 |
| 2024-03-12 | 2024-08-08 | -16.27 | 149 |
| 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 |
| 2024-08-09 | 2024-08-20 | -7.08 | 11 |
| Metric | configs_sql/hl_close/c/maticusd/uniq_daily_ | MATICUSD |
|---|---|---|
| Best Day | 37.55% | 37.55% |
| Worst Day | -24.39% | -24.39% |
| Best Week | 46.74% | 52.18% |
| Worst Week | -36.09% | -36.09% |
| Best Month | 82.29% | 93.06% |
| Worst Month | -37.03% | -36.17% |
| Best Year | 102.09% | 28.05% |
| Worst Year | -32.85% | -61.95% |
| Avg. Up Day | 2.6% | 4.08% |
| Avg. Down Day | -2.1% | -3.76% |
| Avg. Up Week | 7.44% | 11.78% |
| Avg. Down Week | -4.29% | -9.89% |
| Avg. Up Month | 15.21% | 29.85% |
| Avg. Down Month | -7.39% | -21.87% |
| Win Days % | 48.42% | 48.49% |
| Win Month % | 56.76% | 38.46% |
| Win Week % | 49.18% | 43.71% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 25.0% |