| Metric | d_hbarusd_div_0.25_tpm:0.025__tp__tep:1.0_ | HBARUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 168.05% | -40.77% |
| Max Drawdown | -7.62% | -63.18% |
| Sharpe | 7.05 | -0.76 |
| Sortino | 14.57 | -1.09 |
| Payoff Ratio | 4.16 | 0.9 |
| Profit Factor | 6.83 | 0.9 |
| Common Sense Ratio | 221.4 | 1.1 |
| CPC Index | 20.77 | 0.38 |
| Tail Ratio | 32.43 | 1.23 |
| Outlier Win Ratio | 10.7 | 2.58 |
| Outlier Loss Ratio | 13.74 | 2.1 |
| Volatility (ann.) | 31.74% | 94.38% |
| R^2 | 0.02 | 0.02 |
| Calmar | 104.71 | -1.09 |
| Skew | -0.15 | 0.33 |
| Kurtosis | 6.18 | 1.74 |
| Expected Daily % | 0.6% | -0.32% |
| Expected Monthly % | 17.86% | -8.36% |
| Expected Yearly % | 168.05% | -40.77% |
| Kelly Criterion | 66.57% | -12.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -8.32% |
| Expected Shortfall (cVaR) | -2.12% | -8.32% |
| Year | HBARUSD | d_hbarusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -40.77 | 168.05 | -4.12 | + |
| Metric | d_hbarusd_div_0.25_tpm:0.025__tp__tep:1.0_ | HBARUSD |
|---|---|---|
| MTD | -1.78% | -4.99% |
| 3M | 48.99% | -20.56% |
| 6M | 168.05% | -40.77% |
| YTD | 168.05% | -40.77% |
| 1Y | 168.05% | -40.77% |
| 3Y (ann.) | 797.48% | -68.82% |
| 5Y (ann.) | 797.48% | -68.82% |
| Metric | d_hbarusd_div_0.25_tpm:0.025__tp__tep:1.0_ | HBARUSD |
|---|---|---|
| Max Drawdown | -7.62% | -63.18% |
| Longest DD Days | 15.0 | 146.0 |
| Avg. Drawdown | -0.64% | -26.1% |
| Avg. Drawdown Days | 3.0 | 53.0 |
| Recovery Factor | 22.06 | -0.65 |
| Ulcer Index | 0.94 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-30 | 2025-06-14 | -7.62 | 15 |
| 2025-01-21 | 2025-01-30 | -7.13 | 9 |
| 2025-04-16 | 2025-04-22 | -0.15 | 6 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-09 | 2025-01-12 | -0.15 | 3 |
| 2025-01-13 | 2025-01-14 | -0.14 | 1 |
| 2025-01-17 | 2025-01-18 | -0.13 | 1 |
| 2025-02-02 | 2025-02-03 | -0.13 | 1 |
| 2025-02-06 | 2025-02-07 | -0.12 | 1 |
| 2025-02-10 | 2025-02-11 | -0.12 | 1 |
| Metric | d_hbarusd_div_0.25_tpm:0.025__tp__tep:1.0_ | HBARUSD |
|---|---|---|
| Best Day | 5.17% | 16.84% |
| Worst Day | -7.56% | -16.28% |
| Best Week | 9.41% | 34.91% |
| Worst Week | -5.65% | -27.57% |
| Best Month | 28.25% | 17.76% |
| Worst Month | -1.78% | -36.8% |
| Best Year | 168.05% | -40.77% |
| Worst Year | 168.05% | -40.77% |
| Avg. Up Day | 1.65% | 3.62% |
| Avg. Down Day | -0.4% | -4.04% |
| Avg. Up Week | 4.57% | 8.77% |
| Avg. Down Week | -5.65% | -11.4% |
| Avg. Up Month | 23.02% | 14.45% |
| Avg. Down Month | -1.78% | -4.99% |
| Win Days % | 73.04% | 46.95% |
| Win Month % | 83.33% | 33.33% |
| Win Week % | 95.83% | 44.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |