| Metric | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 11.55% | -43.79% |
| Max Drawdown | -52.11% | -73.46% |
| Sharpe | 0.74 | -0.35 |
| Sortino | 0.94 | -0.53 |
| Payoff Ratio | 0.93 | 1.85 |
| Profit Factor | 1.21 | 0.95 |
| Common Sense Ratio | 1.38 | 1.01 |
| CPC Index | 0.71 | 0.86 |
| Tail Ratio | 1.14 | 1.06 |
| Outlier Win Ratio | 10.46 | 2.66 |
| Outlier Loss Ratio | 4.1 | 3.26 |
| Volatility (ann.) | 86.29% | 129.86% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.53 | -0.98 |
| Skew | -2.07 | 0.8 |
| Kurtosis | 11.39 | 3.65 |
| Expected Daily % | 0.07% | -0.35% |
| Expected Monthly % | 1.84% | -9.16% |
| Expected Yearly % | 11.55% | -43.79% |
| Kelly Criterion | 23.99% | 21.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.25% | -11.3% |
| Expected Shortfall (cVaR) | -7.25% | -11.3% |
| Year | PEPEUSD | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -43.79 | 11.55 | -0.26 | + |
| Metric | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| MTD | -1.83% | -3.61% |
| 3M | 120.28% | 61.12% |
| 6M | 11.55% | -43.79% |
| YTD | 11.55% | -43.79% |
| 1Y | 11.55% | -43.79% |
| 3Y (ann.) | 27.54% | -72.26% |
| 5Y (ann.) | 27.54% | -72.26% |
| Metric | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Max Drawdown | -52.11% | -73.46% |
| Longest DD Days | 137.0 | 160.0 |
| Avg. Drawdown | -21.46% | -38.38% |
| Avg. Drawdown Days | 51.0 | 80.0 |
| Recovery Factor | 0.22 | -0.6 |
| Ulcer Index | 1.14 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-05-22 | -52.11 | 137 |
| 2025-05-30 | 2025-06-14 | -12.19 | 15 |
| 2025-05-26 | 2025-05-27 | -0.07 | 1 |
| Metric | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Best Day | 10.86% | 34.38% |
| Worst Day | -24.84% | -18.74% |
| Best Week | 21.83% | 27.0% |
| Worst Week | -24.0% | -28.68% |
| Best Month | 30.82% | 31.19% |
| Worst Month | -22.81% | -36.78% |
| Best Year | 11.55% | -43.79% |
| Worst Year | 11.55% | -43.79% |
| Avg. Up Day | 3.95% | 7.09% |
| Avg. Down Day | -4.26% | -3.84% |
| Avg. Up Week | 10.34% | 11.21% |
| Avg. Down Week | -13.45% | -14.42% |
| Avg. Up Month | 25.17% | 29.39% |
| Avg. Down Month | -15.57% | -25.16% |
| Win Days % | 63.44% | 48.78% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 62.5% | 45.83% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |