| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | DOGEUSD |
|---|---|---|
| Time in Market | 84.0% | 99.0% |
| Cumulative Return | 199.86% | 61.32% |
| Max Drawdown | -29.46% | -69.57% |
| Sharpe | 1.91 | 0.89 |
| Sortino | 4.19 | 1.42 |
| Payoff Ratio | 1.64 | 1.19 |
| Profit Factor | 1.58 | 1.14 |
| Common Sense Ratio | 2.45 | 1.23 |
| CPC Index | 1.22 | 0.67 |
| Tail Ratio | 1.55 | 1.08 |
| Outlier Win Ratio | 9.08 | 3.44 |
| Outlier Loss Ratio | 7.94 | 2.75 |
| Volatility (ann.) | 56.65% | 96.54% |
| R^2 | 0.49 | 0.49 |
| Calmar | 5.25 | 0.72 |
| Skew | 3.81 | 0.82 |
| Kurtosis | 30.01 | 4.14 |
| Expected Daily % | 0.26% | 0.11% |
| Expected Monthly % | 7.6% | 3.24% |
| Expected Yearly % | 73.16% | 27.01% |
| Kelly Criterion | 15.26% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.58% | -8.08% |
| Expected Shortfall (cVaR) | -4.58% | -8.08% |
| Year | DOGEUSD | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 110.69 | 216.97 | 1.96 | + |
| 2025 | -23.43 | -5.40 | 0.23 | + |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | DOGEUSD |
|---|---|---|
| MTD | 16.04% | 46.19% |
| 3M | -2.74% | 54.91% |
| 6M | -5.4% | -35.84% |
| YTD | -5.4% | -23.43% |
| 1Y | 188.69% | 102.09% |
| 3Y (ann.) | 154.55% | 50.21% |
| 5Y (ann.) | 154.55% | 50.21% |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -29.46% | -69.57% |
| Longest DD Days | 229.0 | 222.0 |
| Avg. Drawdown | -11.5% | -18.84% |
| Avg. Drawdown Days | 50.0 | 46.0 |
| Recovery Factor | 6.78 | 0.88 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-10-28 | -29.46 | 98 |
| 2024-12-02 | 2025-07-19 | -23.49 | 229 |
| 2024-10-30 | 2024-11-06 | -13.32 | 7 |
| 2024-11-14 | 2024-11-22 | -9.29 | 8 |
| 2024-11-24 | 2024-12-01 | -8.91 | 7 |
| 2024-05-25 | 2024-07-13 | -3.06 | 49 |
| 2024-07-16 | 2024-07-19 | -2.83 | 3 |
| 2024-11-07 | 2024-11-08 | -1.67 | 1 |
| Metric | configs_sql/hl_close/c/dogeusd/uniq_fwd_daily_ | DOGEUSD |
|---|---|---|
| Best Day | 26.97% | 26.97% |
| Worst Day | -9.29% | -16.88% |
| Best Week | 88.7% | 88.72% |
| Worst Week | -15.83% | -25.02% |
| Best Month | 157.61% | 161.4% |
| Worst Month | -12.56% | -38.67% |
| Best Year | 216.97% | 110.69% |
| Worst Year | -5.4% | -23.43% |
| Avg. Up Day | 2.08% | 3.99% |
| Avg. Down Day | -1.27% | -3.36% |
| Avg. Up Week | 9.14% | 14.81% |
| Avg. Down Week | -1.88% | -8.9% |
| Avg. Up Month | 53.6% | 63.04% |
| Avg. Down Month | -5.29% | -22.89% |
| Win Days % | 47.34% | 49.76% |
| Win Month % | 46.67% | 53.33% |
| Win Week % | 47.37% | 46.88% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 50.0% | 50.0% |