| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Time in Market | 58.0% | 99.0% |
| Cumulative Return | 176.0% | -54.36% |
| Max Drawdown | -72.77% | -68.24% |
| Sharpe | 2.44 | -1.14 |
| Sortino | 3.45 | -1.56 |
| Payoff Ratio | 1.05 | 1.21 |
| Profit Factor | 2.03 | 0.85 |
| Common Sense Ratio | 5.99 | 0.65 |
| CPC Index | 1.51 | 0.49 |
| Tail Ratio | 2.94 | 0.76 |
| Outlier Win Ratio | 7.3 | 4.63 |
| Outlier Loss Ratio | 2.39 | 3.38 |
| Volatility (ann.) | 159.06% | 103.54% |
| R^2 | 0.04 | 0.04 |
| Calmar | 11.61 | -1.21 |
| Skew | -2.22 | 0.1 |
| Kurtosis | 28.13 | 0.97 |
| Expected Daily % | 0.61% | -0.47% |
| Expected Monthly % | 18.44% | -12.25% |
| Expected Yearly % | 176.0% | -54.36% |
| Kelly Criterion | 42.47% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -12.63% | -9.24% |
| Expected Shortfall (cVaR) | -12.63% | -9.24% |
| Year | NEARUSD | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -54.36 | 176.00 | -3.24 | + |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| MTD | -3.69% | -8.66% |
| 3M | 39.93% | -13.07% |
| 6M | 176.0% | -54.36% |
| YTD | 176.0% | -54.36% |
| 1Y | 176.0% | -54.36% |
| 3Y (ann.) | 844.77% | -82.36% |
| 5Y (ann.) | 844.77% | -82.36% |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Max Drawdown | -72.77% | -68.24% |
| Longest DD Days | 40.0 | 158.0 |
| Avg. Drawdown | -10.82% | -34.45% |
| Avg. Drawdown Days | 10.0 | 80.0 |
| Recovery Factor | 2.42 | -0.8 |
| Ulcer Index | 1.04 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-03-03 | -72.77 | 36 |
| 2025-05-06 | 2025-06-15 | -21.56 | 40 |
| 2025-03-27 | 2025-04-08 | -15.31 | 12 |
| 2025-01-09 | 2025-01-16 | -11.53 | 7 |
| 2025-03-19 | 2025-03-20 | -7.62 | 1 |
| 2025-01-06 | 2025-01-07 | -0.27 | 1 |
| 2025-03-11 | 2025-03-15 | -0.16 | 4 |
| 2025-03-23 | 2025-03-25 | -0.15 | 2 |
| 2025-04-12 | 2025-04-13 | -0.14 | 1 |
| 2025-04-16 | 2025-04-20 | -0.13 | 4 |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Best Day | 39.65% | 19.8% |
| Worst Day | -65.81% | -16.87% |
| Best Week | 78.2% | 23.75% |
| Worst Week | -65.89% | -31.6% |
| Best Month | 48.74% | -2.54% |
| Worst Month | -3.69% | -33.75% |
| Best Year | 176.0% | -54.36% |
| Worst Year | 176.0% | -54.36% |
| Avg. Up Day | 6.24% | 5.34% |
| Avg. Down Day | -5.94% | -4.42% |
| Avg. Up Week | 17.79% | 7.07% |
| Avg. Down Week | -19.91% | -17.93% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -3.03% | -5.97% |
| Win Days % | 70.53% | 47.56% |
| Win Month % | 66.67% | 0.0% |
| Win Week % | 70.83% | 52.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |