| Metric | 12968394 | returns_benchmark |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 50.46% | -33.61% |
| Max Drawdown | -19.13% | -59.84% |
| Sharpe | 1.32 | -0.19 |
| Sortino | 2.06 | -0.27 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.46 | 0.97 |
| Common Sense Ratio | 2.39 | 0.85 |
| CPC Index | 0.91 | 0.53 |
| Tail Ratio | 1.64 | 0.88 |
| Outlier Win Ratio | 20.95 | 2.68 |
| Outlier Loss Ratio | 3.93 | 2.79 |
| Volatility (ann.) | 18.16% | 50.85% |
| R^2 | 0.13 | 0.13 |
| Calmar | 7.54 | -0.99 |
| Skew | 0.25 | 0.53 |
| Kurtosis | 11.84 | 6.79 |
| Expected Daily % | 0.06% | -0.06% |
| Expected Monthly % | 7.05% | -6.6% |
| Expected Yearly % | 50.46% | -33.61% |
| Kelly Criterion | 15.2% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.4% |
| Expected Shortfall (cVaR) | -1.5% | -4.4% |
| Year | returns_benchmark | 12968394 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -33.61 | 50.46 | -1.50 | + |
| Metric | 12968394 | returns_benchmark |
|---|---|---|
| MTD | 2.74% | -5.12% |
| 3M | 14.01% | -5.35% |
| 6M | 50.46% | -33.61% |
| YTD | 50.46% | -33.61% |
| 1Y | 50.46% | -33.61% |
| 3Y (ann.) | 144.23% | -59.15% |
| 5Y (ann.) | 144.23% | -59.15% |
| Metric | 12968394 | returns_benchmark |
|---|---|---|
| Max Drawdown | -19.13% | -59.84% |
| Longest DD Days | 35.0 | 146.0 |
| Avg. Drawdown | -4.21% | -14.02% |
| Avg. Drawdown Days | 9.0 | 20.0 |
| Recovery Factor | 2.64 | -0.56 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-23 | 2025-06-17 | -19.13 | 25 |
| 2025-03-14 | 2025-04-12 | -8.96 | 29 |
| 2025-02-11 | 2025-02-14 | -6.66 | 3 |
| 2025-04-13 | 2025-05-08 | -4.01 | 25 |
| 2025-05-11 | 2025-05-20 | -3.80 | 9 |
| 2025-05-20 | 2025-05-22 | -3.61 | 1 |
| 2025-01-05 | 2025-02-09 | -2.61 | 35 |
| 2025-01-02 | 2025-01-03 | -2.38 | 0 |
| 2025-02-09 | 2025-02-10 | -2.28 | 0 |
| 2025-01-03 | 2025-01-04 | -2.20 | 1 |
| Metric | 12968394 | returns_benchmark |
|---|---|---|
| Best Day | 5.65% | 18.41% |
| Worst Day | -6.07% | -10.97% |
| Best Week | 17.29% | 23.98% |
| Worst Week | -4.91% | -26.88% |
| Best Month | 17.16% | 25.74% |
| Worst Month | 2.38% | -41.13% |
| Best Year | 50.46% | -33.61% |
| Worst Year | 50.46% | -33.61% |
| Avg. Up Day | 1.61% | 1.62% |
| Avg. Down Day | -1.41% | -1.48% |
| Avg. Up Week | 6.53% | 11.63% |
| Avg. Down Week | -1.72% | -10.97% |
| Avg. Up Month | 9.77% | 15.83% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 54.72% | 49.93% |
| Win Month % | 100.0% | 33.33% |
| Win Week % | 66.67% | 36.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |