| Metric | VOLUME | close |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | -12.09% | 56.76% |
| Max Drawdown | -38.89% | -31.58% |
| Sharpe | -0.01 | 0.03 |
| Sortino | -0.01 | 0.04 |
| Payoff Ratio | 0.0 | 1.0 |
| Profit Factor | 0.94 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.5 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 473.62 | 2.41 |
| Outlier Loss Ratio | 0.11 | 2.39 |
| Volatility (ann.) | 0.79% | 1.54% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.31 | 1.78 |
| Skew | -198.09 | -0.08 |
| Kurtosis | 44691.2 | 31.82 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.99% | 3.52% |
| Expected Yearly % | -6.24% | 25.21% |
| Kelly Criterion | 5.68% | 0.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.13% |
| Expected Shortfall (cVaR) | -0.07% | -0.13% |
| Year | close | VOLUME | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.29 | 1.96 | 0.05 | - |
| 2025 | 13.36 | -13.78 | -1.03 | - |
| Metric | VOLUME | close |
|---|---|---|
| MTD | 0.96% | 1.12% |
| 3M | 2.06% | 22.82% |
| 6M | -19.58% | 10.39% |
| YTD | -13.78% | 13.36% |
| 1Y | -12.61% | 53.83% |
| 3Y (ann.) | -11.99% | 56.19% |
| 5Y (ann.) | -11.99% | 56.19% |
| Metric | VOLUME | close |
|---|---|---|
| Max Drawdown | -38.89% | -31.58% |
| Longest DD Days | 168.0 | 144.0 |
| Avg. Drawdown | -5.99% | -0.79% |
| Avg. Drawdown Days | 34.0 | 1.0 |
| Recovery Factor | -0.31 | 1.8 |
| Ulcer Index | 1.11 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-04 | -38.89 | 168 |
| 2024-06-08 | 2024-11-11 | -19.03 | 155 |
| 2024-11-24 | 2024-12-05 | -1.40 | 11 |
| 2024-12-06 | 2024-12-06 | -0.08 | 0 |
| 2024-06-05 | 2024-06-05 | -0.08 | 0 |
| 2024-11-12 | 2024-11-12 | -0.08 | 0 |
| 2024-11-16 | 2024-11-18 | -0.08 | 2 |
| 2024-11-20 | 2024-11-20 | -0.08 | 0 |
| 2024-12-10 | 2024-12-11 | -0.07 | 1 |
| 2024-12-14 | 2024-12-15 | -0.07 | 1 |
| Metric | VOLUME | close |
|---|---|---|
| Best Day | 0.24% | 2.8% |
| Worst Day | -13.01% | -3.56% |
| Best Week | 8.62% | 18.93% |
| Worst Week | -13.17% | -12.33% |
| Best Month | 8.71% | 37.42% |
| Worst Month | -19.52% | -17.69% |
| Best Year | 1.96% | 38.29% |
| Worst Year | -13.78% | 13.36% |
| Avg. Up Day | 0.0% | 0.05% |
| Avg. Down Day | -0.99% | -0.05% |
| Avg. Up Week | 3.67% | 5.35% |
| Avg. Down Week | -4.52% | -4.47% |
| Avg. Up Month | 3.58% | 11.85% |
| Avg. Down Month | -9.81% | -9.2% |
| Win Days % | 99.95% | 50.14% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.85% | 55.56% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |