| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Time in Market | 58.0% | 99.0% |
| Cumulative Return | 44.0% | -54.36% |
| Max Drawdown | -26.97% | -68.24% |
| Sharpe | 1.87 | -1.14 |
| Sortino | 2.36 | -1.56 |
| Payoff Ratio | 1.02 | 1.21 |
| Profit Factor | 1.64 | 0.85 |
| Common Sense Ratio | 3.24 | 0.65 |
| CPC Index | 1.18 | 0.49 |
| Tail Ratio | 1.97 | 0.76 |
| Outlier Win Ratio | 11.15 | 2.22 |
| Outlier Loss Ratio | 4.09 | 2.24 |
| Volatility (ann.) | 50.22% | 103.54% |
| R^2 | 0.04 | 0.04 |
| Calmar | 4.6 | -1.21 |
| Skew | -3.44 | 0.1 |
| Kurtosis | 26.66 | 0.97 |
| Expected Daily % | 0.22% | -0.47% |
| Expected Monthly % | 6.27% | -12.25% |
| Expected Yearly % | 44.0% | -54.36% |
| Kelly Criterion | 41.62% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.07% | -9.24% |
| Expected Shortfall (cVaR) | -4.07% | -9.24% |
| Year | NEARUSD | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -54.36 | 44.00 | -0.81 | + |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| MTD | -1.8% | -8.66% |
| 3M | 15.84% | -13.07% |
| 6M | 44.0% | -54.36% |
| YTD | 44.0% | -54.36% |
| 1Y | 44.0% | -54.36% |
| 3Y (ann.) | 124.03% | -82.36% |
| 5Y (ann.) | 124.03% | -82.36% |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Max Drawdown | -26.97% | -68.24% |
| Longest DD Days | 40.0 | 158.0 |
| Avg. Drawdown | -4.31% | -34.45% |
| Avg. Drawdown Days | 10.0 | 80.0 |
| Recovery Factor | 1.63 | -0.8 |
| Ulcer Index | 1.09 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-03-03 | -26.97 | 36 |
| 2025-05-06 | 2025-06-15 | -10.87 | 40 |
| 2025-03-27 | 2025-04-08 | -6.69 | 12 |
| 2025-01-09 | 2025-01-16 | -3.61 | 7 |
| 2025-03-19 | 2025-03-20 | -3.16 | 1 |
| 2025-01-06 | 2025-01-07 | -0.08 | 1 |
| 2025-03-11 | 2025-03-15 | -0.06 | 4 |
| 2025-03-23 | 2025-03-25 | -0.06 | 2 |
| 2025-04-12 | 2025-04-13 | -0.06 | 1 |
| 2025-04-16 | 2025-04-20 | -0.06 | 4 |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Best Day | 5.48% | 19.8% |
| Worst Day | -21.02% | -16.87% |
| Best Week | 10.81% | 23.75% |
| Worst Week | -21.07% | -31.6% |
| Best Month | 19.34% | -2.54% |
| Worst Month | -1.8% | -33.75% |
| Best Year | 44.0% | -54.36% |
| Worst Year | 44.0% | -54.36% |
| Avg. Up Day | 2.14% | 5.34% |
| Avg. Down Day | -2.1% | -4.42% |
| Avg. Up Week | 4.5% | 7.07% |
| Avg. Down Week | -6.95% | -17.93% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.48% | -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% |