| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Time in Market | 67.0% | 99.0% |
| Cumulative Return | 66.3% | -42.19% |
| Max Drawdown | -33.15% | -56.61% |
| Sharpe | 2.01 | -1.04 |
| Sortino | 2.36 | -1.39 |
| Payoff Ratio | 0.59 | 1.16 |
| Profit Factor | 1.82 | 0.86 |
| Common Sense Ratio | 61.48 | 0.79 |
| CPC Index | 0.81 | 0.48 |
| Tail Ratio | 33.81 | 0.91 |
| Outlier Win Ratio | 8.01 | 2.65 |
| Outlier Loss Ratio | 4.56 | 3.9 |
| Volatility (ann.) | 70.53% | 83.05% |
| R^2 | 0.04 | 0.04 |
| Calmar | 6.34 | -1.24 |
| Skew | -5.26 | -0.18 |
| Kurtosis | 43.72 | 1.11 |
| Expected Daily % | 0.31% | -0.33% |
| Expected Monthly % | 8.85% | -8.73% |
| Expected Yearly % | 66.3% | -42.19% |
| Kelly Criterion | 33.38% | 2.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.68% | -7.39% |
| Expected Shortfall (cVaR) | -5.68% | -7.39% |
| Year | DOTUSD | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -42.19 | 66.30 | -1.57 | + |
| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| MTD | -3.47% | -5.42% |
| 3M | 53.77% | -3.22% |
| 6M | 66.3% | -42.19% |
| YTD | 66.3% | -42.19% |
| 1Y | 66.3% | -42.19% |
| 3Y (ann.) | 210.18% | -70.47% |
| 5Y (ann.) | 210.18% | -70.47% |
| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Max Drawdown | -33.15% | -56.61% |
| Longest DD Days | 58.0 | 160.0 |
| Avg. Drawdown | -4.37% | -56.61% |
| Avg. Drawdown Days | 9.0 | 160.0 |
| Recovery Factor | 2.0 | -0.75 |
| Ulcer Index | 1.13 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-04-02 | -33.15 | 58 |
| 2025-05-14 | 2025-06-14 | -14.08 | 31 |
| 2025-01-10 | 2025-01-16 | -4.27 | 6 |
| 2025-01-06 | 2025-01-07 | -0.15 | 1 |
| 2025-01-26 | 2025-01-27 | -0.13 | 1 |
| 2025-04-04 | 2025-04-05 | -0.12 | 1 |
| 2025-04-16 | 2025-04-20 | -0.11 | 4 |
| 2025-04-24 | 2025-04-25 | -0.10 | 1 |
| 2025-04-28 | 2025-04-29 | -0.10 | 1 |
| 2025-05-02 | 2025-05-03 | -0.10 | 1 |
| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Best Day | 6.71% | 12.2% |
| Worst Day | -33.07% | -14.76% |
| Best Week | 12.84% | 17.34% |
| Worst Week | -33.15% | -26.64% |
| Best Month | 37.78% | 2.46% |
| Worst Month | -29.55% | -19.74% |
| Best Year | 66.3% | -42.19% |
| Worst Year | 66.3% | -42.19% |
| Avg. Up Day | 2.37% | 4.04% |
| Avg. Down Day | -4.01% | -3.48% |
| Avg. Up Week | 6.06% | 8.57% |
| Avg. Down Week | -18.31% | -13.62% |
| Avg. Up Month | 29.69% | 2.46% |
| Avg. Down Month | -16.51% | -12.58% |
| Win Days % | 75.23% | 47.85% |
| Win Month % | 66.67% | 16.67% |
| Win Week % | 83.33% | 44.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |