| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Time in Market | 17.0% | 99.0% |
| Cumulative Return | 37.56% | -43.66% |
| Max Drawdown | -34.02% | -69.89% |
| Sharpe | 0.04 | -0.02 |
| Sortino | 0.05 | -0.03 |
| Payoff Ratio | 0.0 | 1.03 |
| Profit Factor | 1.41 | 1.0 |
| Common Sense Ratio | inf | 0.98 |
| CPC Index | 0.01 | 0.52 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 335.06 | 2.09 |
| Outlier Loss Ratio | 0.13 | 2.0 |
| Volatility (ann.) | 1.65% | 2.79% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.04 | -1.03 |
| Skew | -53.88 | 0.18 |
| Kurtosis | 14782.33 | 30.69 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 5.46% | -9.12% |
| Expected Yearly % | 37.56% | -43.66% |
| Kelly Criterion | 58.76% | 2.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.14% | -0.24% |
| Expected Shortfall (cVaR) | -0.14% | -0.24% |
| Year | DOGEUSD | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -43.66 | 37.56 | -0.86 | + |
| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| MTD | -9.78% | -7.76% |
| 3M | 61.24% | 7.58% |
| 6M | 37.56% | -43.66% |
| YTD | 37.56% | -43.66% |
| 1Y | 37.56% | -43.66% |
| 3Y (ann.) | 103.35% | -72.11% |
| 5Y (ann.) | 103.35% | -72.11% |
| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -34.02% | -69.89% |
| Longest DD Days | 89.0 | 147.0 |
| Avg. Drawdown | -4.71% | -1.78% |
| Avg. Drawdown Days | 11.0 | 2.0 |
| Recovery Factor | 1.1 | -0.62 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-04-04 | -34.02 | 89 |
| 2025-05-29 | 2025-06-14 | -16.61 | 15 |
| 2025-04-27 | 2025-05-08 | -4.59 | 11 |
| 2025-04-15 | 2025-04-22 | -0.87 | 7 |
| 2025-04-06 | 2025-04-09 | -0.07 | 2 |
| 2025-04-11 | 2025-04-11 | -0.07 | 0 |
| 2025-04-23 | 2025-04-26 | -0.07 | 3 |
| 2025-05-09 | 2025-05-09 | -0.06 | 0 |
| 2025-05-13 | 2025-05-13 | -0.06 | 0 |
| 2025-05-17 | 2025-05-18 | -0.06 | 1 |
| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Best Day | 7.31% | 4.39% |
| Worst Day | -16.77% | -4.17% |
| Best Week | 12.84% | 24.47% |
| Worst Week | -16.92% | -25.02% |
| Best Month | 34.04% | 11.82% |
| Worst Month | -28.8% | -38.65% |
| Best Year | 37.56% | -43.66% |
| Worst Year | 37.56% | -43.66% |
| Avg. Up Day | 0.01% | 0.11% |
| Avg. Down Day | -1.69% | -0.1% |
| Avg. Up Week | 6.86% | 11.3% |
| Avg. Down Week | -8.19% | -9.38% |
| Avg. Up Month | 17.55% | 6.5% |
| Avg. Down Month | -19.29% | -23.21% |
| Win Days % | 99.82% | 50.35% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 64.0% | 36.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |