| Metric | configs_sql/hl_close/c/nearusd/uniq_fwd_ | NEARUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 10.25% | -62.86% |
| Max Drawdown | -43.93% | -77.09% |
| Sharpe | 0.41 | -0.38 |
| Sortino | 0.62 | -0.54 |
| Payoff Ratio | 1.14 | 0.86 |
| Profit Factor | 1.08 | 0.95 |
| Common Sense Ratio | 1.16 | 0.86 |
| CPC Index | 0.59 | 0.41 |
| Tail Ratio | 1.07 | 0.91 |
| Outlier Win Ratio | 9.6 | 2.68 |
| Outlier Loss Ratio | 5.11 | 2.4 |
| Volatility (ann.) | 48.44% | 97.12% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.2 | -0.74 |
| Skew | 0.72 | 0.15 |
| Kurtosis | 8.43 | 0.98 |
| Expected Daily % | 0.02% | -0.23% |
| Expected Monthly % | 0.65% | -6.39% |
| Expected Yearly % | 5.0% | -39.06% |
| Kelly Criterion | 2.16% | -8.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.12% | -8.46% |
| Expected Shortfall (cVaR) | -4.12% | -8.46% |
| Year | NEARUSD | configs_sql/hl_close/c/nearusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 63.06 | -1.62 | + |
| 2025 | -39.23 | -32.39 | 0.83 | + |
| Metric | configs_sql/hl_close/c/nearusd/uniq_fwd_ | NEARUSD |
|---|---|---|
| MTD | 4.41% | 38.65% |
| 3M | -9.36% | 44.92% |
| 6M | -32.39% | -48.26% |
| YTD | -32.39% | -39.23% |
| 1Y | -0.31% | -53.74% |
| 3Y (ann.) | 8.64% | -56.86% |
| 5Y (ann.) | 8.64% | -56.86% |
| Metric | configs_sql/hl_close/c/nearusd/uniq_fwd_ | NEARUSD |
|---|---|---|
| Max Drawdown | -43.93% | -77.09% |
| Longest DD Days | 218.0 | 425.0 |
| Avg. Drawdown | -9.71% | -40.17% |
| Avg. Drawdown Days | 29.0 | 214.0 |
| Recovery Factor | 0.23 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-07-20 | -43.93 | 218 |
| 2024-09-29 | 2024-11-09 | -16.08 | 41 |
| 2024-07-20 | 2024-08-13 | -14.03 | 24 |
| 2024-08-14 | 2024-09-23 | -11.75 | 40 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-06-22 | 2024-07-16 | -8.80 | 24 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-25 | 2024-12-11 | -5.22 | 16 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-09-25 | 2024-09-26 | -2.54 | 1 |
| Metric | configs_sql/hl_close/c/nearusd/uniq_fwd_ | NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -10.14% | -16.86% |
| Best Week | 27.83% | 28.3% |
| Worst Week | -15.25% | -30.59% |
| Best Month | 67.81% | 73.26% |
| Worst Month | -19.74% | -33.64% |
| Best Year | 63.06% | -38.88% |
| Worst Year | -32.39% | -39.23% |
| Avg. Up Day | 2.26% | 3.82% |
| Avg. Down Day | -1.98% | -4.42% |
| Avg. Up Week | 6.42% | 14.42% |
| Avg. Down Week | -3.89% | -11.32% |
| Avg. Up Month | 27.38% | 47.72% |
| Avg. Down Month | -8.04% | -16.72% |
| Win Days % | 47.87% | 49.88% |
| Win Month % | 42.86% | 20.0% |
| Win Week % | 43.14% | 40.62% |
| Win Quarter % | 66.67% | 16.67% |
| Win Year % | 50.0% | 0.0% |