| Metric | volume_ | DOTUSD |
|---|---|---|
| Time in Market | 96.0% | 99.0% |
| Cumulative Return | 39.63% | -42.19% |
| Max Drawdown | -9.06% | -56.61% |
| Sharpe | 3.35 | -1.04 |
| Sortino | 4.39 | -1.39 |
| Payoff Ratio | 0.76 | 1.1 |
| Profit Factor | 1.92 | 0.86 |
| Common Sense Ratio | 3.23 | 0.79 |
| CPC Index | 1.1 | 0.46 |
| Tail Ratio | 1.68 | 0.91 |
| Outlier Win Ratio | 11.86 | 2.18 |
| Outlier Loss Ratio | 8.65 | 2.45 |
| Volatility (ann.) | 22.84% | 83.05% |
| R^2 | 0.09 | 0.09 |
| Calmar | 12.16 | -1.24 |
| Skew | -2.59 | -0.18 |
| Kurtosis | 15.74 | 1.11 |
| Expected Daily % | 0.2% | -0.33% |
| Expected Monthly % | 5.72% | -8.73% |
| Expected Yearly % | 39.63% | -42.19% |
| Kelly Criterion | 42.57% | 0.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -7.39% |
| Expected Shortfall (cVaR) | -1.76% | -7.39% |
| Year | DOTUSD | volume_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -42.19 | 39.63 | -0.94 | + |
| Metric | volume_ | DOTUSD |
|---|---|---|
| MTD | -8.96% | -5.42% |
| 3M | 17.87% | -3.22% |
| 6M | 39.63% | -42.19% |
| YTD | 39.63% | -42.19% |
| 1Y | 39.63% | -42.19% |
| 3Y (ann.) | 110.21% | -70.47% |
| 5Y (ann.) | 110.21% | -70.47% |
| Metric | volume_ | DOTUSD |
|---|---|---|
| Max Drawdown | -9.06% | -56.61% |
| Longest DD Days | 29.0 | 160.0 |
| Avg. Drawdown | -1.36% | -56.61% |
| Avg. Drawdown Days | 4.0 | 160.0 |
| Recovery Factor | 4.37 | -0.75 |
| Ulcer Index | 1.02 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-03 | 2025-06-14 | -9.06 | 11 |
| 2025-02-06 | 2025-03-07 | -7.67 | 29 |
| 2025-03-28 | 2025-04-08 | -4.07 | 11 |
| 2025-01-29 | 2025-02-05 | -1.77 | 7 |
| 2025-01-09 | 2025-01-12 | -1.28 | 3 |
| 2025-01-25 | 2025-01-27 | -0.97 | 2 |
| 2025-01-13 | 2025-01-15 | -0.95 | 2 |
| 2025-05-06 | 2025-05-09 | -0.65 | 3 |
| 2025-05-15 | 2025-05-19 | -0.48 | 4 |
| 2025-01-21 | 2025-01-22 | -0.41 | 1 |
| Metric | volume_ | DOTUSD |
|---|---|---|
| Best Day | 3.0% | 12.2% |
| Worst Day | -7.96% | -14.76% |
| Best Week | 5.14% | 17.34% |
| Worst Week | -7.31% | -26.64% |
| Best Month | 12.95% | 2.46% |
| Worst Month | -8.96% | -19.74% |
| Best Year | 39.63% | -42.19% |
| Worst Year | 39.63% | -42.19% |
| Avg. Up Day | 0.85% | 3.52% |
| Avg. Down Day | -1.12% | -3.19% |
| Avg. Up Week | 3.03% | 8.68% |
| Avg. Down Week | -3.59% | -13.27% |
| Avg. Up Month | 12.92% | 2.46% |
| Avg. Down Month | -5.58% | -12.58% |
| Win Days % | 75.16% | 47.85% |
| Win Month % | 66.67% | 16.67% |
| Win Week % | 79.17% | 44.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |