| Metric | VOLUME | close |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 7.06% | 10.82% |
| Max Drawdown | -39.28% | -31.58% |
| Sharpe | 0.02 | 0.02 |
| Sortino | 0.02 | 0.03 |
| Payoff Ratio | 0.0 | 1.39 |
| Profit Factor | 1.13 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.7 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 238.48 | 2.28 |
| Outlier Loss Ratio | 0.05 | 2.16 |
| Volatility (ann.) | 1.19% | 1.41% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.46 | 0.9 |
| Skew | -190.62 | 0.02 |
| Kurtosis | 38921.34 | 27.48 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.37% | 2.08% |
| Expected Yearly % | 7.06% | 10.82% |
| Kelly Criterion | 41.2% | 14.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.1% | -0.12% |
| Expected Shortfall (cVaR) | -0.1% | -0.12% |
| Year | close | VOLUME | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 10.82 | 7.06 | 0.65 | - |
| Metric | VOLUME | close |
|---|---|---|
| MTD | 10.64% | 9.91% |
| 3M | 12.43% | 22.3% |
| 6M | 7.06% | 10.82% |
| YTD | 7.06% | 10.82% |
| 1Y | 7.06% | 10.82% |
| 3Y (ann.) | 18.05% | 28.4% |
| 5Y (ann.) | 18.05% | 28.4% |
| Metric | VOLUME | close |
|---|---|---|
| Max Drawdown | -39.28% | -31.58% |
| Longest DD Days | 113.0 | 121.0 |
| Avg. Drawdown | -8.53% | -0.69% |
| Avg. Drawdown Days | 22.0 | 1.0 |
| Recovery Factor | 0.18 | 0.34 |
| Ulcer Index | 1.45 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-05-24 | -39.28 | 113 |
| 2025-05-26 | 2025-05-31 | -6.48 | 4 |
| 2025-01-10 | 2025-01-19 | -4.96 | 8 |
| 2025-01-06 | 2025-01-06 | -0.15 | 0 |
| 2025-01-21 | 2025-01-21 | -0.15 | 0 |
| 2025-01-26 | 2025-01-30 | -0.14 | 4 |
| Metric | VOLUME | close |
|---|---|---|
| Best Day | 0.15% | 1.97% |
| Worst Day | -15.56% | -1.58% |
| Best Week | 19.27% | 12.13% |
| Worst Week | -15.16% | -12.33% |
| Best Month | 26.25% | 14.11% |
| Worst Month | -19.51% | -17.69% |
| Best Year | 7.06% | 10.82% |
| Worst Year | 7.06% | 10.82% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -1.34% | -0.03% |
| Avg. Up Week | 6.72% | 3.86% |
| Avg. Down Week | -7.0% | -3.48% |
| Avg. Up Month | 16.85% | 11.22% |
| Avg. Down Month | -17.87% | -9.89% |
| Win Days % | 99.96% | 50.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 56.52% | 56.52% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |