| Metric | VOLUME | close |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 22.67% | 3.06% |
| Max Drawdown | -20.52% | -27.46% |
| Sharpe | 0.05 | 0.01 |
| Sortino | 0.05 | 0.02 |
| Payoff Ratio | 0.0 | 1.1 |
| Profit Factor | 1.47 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.56 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 256.13 | 2.28 |
| Outlier Loss Ratio | 0.1 | 2.16 |
| Volatility (ann.) | 0.87% | 1.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.15 | 0.35 |
| Skew | -231.92 | 0.12 |
| Kurtosis | 61873.89 | 25.26 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 4.17% | 0.6% |
| Expected Yearly % | 22.67% | 3.06% |
| Kelly Criterion | 10.62% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.12% |
| Expected Shortfall (cVaR) | -0.07% | -0.12% |
| Year | close | VOLUME | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.06 | 22.67 | 7.40 | + |
| Metric | VOLUME | close |
|---|---|---|
| MTD | -3.7% | 0.77% |
| 3M | 40.26% | 22.59% |
| 6M | 22.67% | 3.06% |
| YTD | 22.67% | 3.06% |
| 1Y | 22.67% | 3.06% |
| 3Y (ann.) | 85.2% | 9.52% |
| 5Y (ann.) | 85.2% | 9.52% |
| Metric | VOLUME | close |
|---|---|---|
| Max Drawdown | -20.52% | -27.46% |
| Longest DD Days | 47.0 | 96.0 |
| Avg. Drawdown | -1.92% | -1.11% |
| Avg. Drawdown Days | 5.0 | 2.0 |
| Recovery Factor | 1.1 | 0.11 |
| Ulcer Index | 1.41 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-04-14 | -20.52 | 47 |
| 2025-02-05 | 2025-02-21 | -3.95 | 15 |
| 2025-05-29 | 2025-06-02 | -3.80 | 3 |
| 2025-04-19 | 2025-04-20 | -0.32 | 1 |
| 2025-05-01 | 2025-05-01 | -0.30 | 0 |
| 2025-05-13 | 2025-05-13 | -0.29 | 0 |
| 2025-02-01 | 2025-02-03 | -0.22 | 1 |
| 2025-02-22 | 2025-02-23 | -0.16 | 1 |
| 2025-04-15 | 2025-04-15 | -0.15 | 0 |
| 2025-04-23 | 2025-04-25 | -0.15 | 2 |
| Metric | VOLUME | close |
|---|---|---|
| Best Day | 0.14% | 1.62% |
| Worst Day | -14.12% | -1.53% |
| Best Week | 9.69% | 12.13% |
| Worst Week | -10.08% | -12.33% |
| Best Month | 24.19% | 14.11% |
| Worst Month | -7.25% | -17.61% |
| Best Year | 22.67% | 3.06% |
| Worst Year | 22.67% | 3.06% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -1.42% | -0.04% |
| Avg. Up Week | 4.18% | 3.06% |
| Avg. Down Week | -5.97% | -5.45% |
| Avg. Up Month | 20.69% | 12.61% |
| Avg. Down Month | -6.44% | -9.85% |
| Win Days % | 99.95% | 50.29% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 72.22% | 61.11% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |