| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Time in Market | 48.0% | 99.0% |
| Cumulative Return | 120.47% | -8.09% |
| Max Drawdown | -28.46% | -69.89% |
| Sharpe | 0.06 | 0.01 |
| Sortino | 0.08 | 0.01 |
| Payoff Ratio | 0.0 | 0.95 |
| Profit Factor | 1.75 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.48 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 324.26 | 2.08 |
| Outlier Loss Ratio | 0.16 | 2.0 |
| Volatility (ann.) | 1.59% | 2.65% |
| R^2 | 0.0 | 0.0 |
| Calmar | 7.33 | -0.16 |
| Skew | -85.03 | 0.01 |
| Kurtosis | 36851.98 | 30.96 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 9.18% | -0.93% |
| Expected Yearly % | 120.47% | -8.09% |
| Kelly Criterion | 55.12% | -2.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.14% | -0.23% |
| Expected Shortfall (cVaR) | -0.14% | -0.23% |
| Year | DOGEUSD | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -8.09 | 120.47 | -14.89 | + |
| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| MTD | 5.48% | 35.61% |
| 3M | 15.48% | 60.58% |
| 6M | 74.81% | 68.56% |
| YTD | 120.47% | -8.09% |
| 1Y | 120.47% | -8.09% |
| 3Y (ann.) | 208.7% | -11.34% |
| 5Y (ann.) | 208.7% | -11.34% |
| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Max Drawdown | -28.46% | -69.89% |
| Longest DD Days | 52.0 | 239.0 |
| Avg. Drawdown | -3.64% | -1.78% |
| Avg. Drawdown Days | 7.0 | 3.0 |
| Recovery Factor | 4.23 | -0.12 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-03-14 | -28.46 | 44 |
| 2025-05-29 | 2025-07-20 | -15.63 | 52 |
| 2025-07-24 | 2025-08-22 | -13.85 | 29 |
| 2025-01-08 | 2025-01-17 | -10.57 | 8 |
| 2025-08-25 | 2025-09-11 | -8.72 | 17 |
| 2025-04-27 | 2025-05-07 | -5.86 | 10 |
| 2025-03-21 | 2025-03-24 | -2.19 | 2 |
| 2025-04-19 | 2025-04-21 | -0.43 | 2 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-20 | 2025-01-21 | -0.14 | 0 |
| Metric | dogeusd_div_0.25_tpm:0.05__tp__tep:1.0_ | DOGEUSD |
|---|---|---|
| Best Day | 10.42% | 4.39% |
| Worst Day | -26.94% | -4.17% |
| Best Week | 17.69% | 26.54% |
| Worst Week | -26.48% | -25.02% |
| Best Month | 46.65% | 35.61% |
| Worst Month | -22.53% | -38.65% |
| Best Year | 120.47% | -8.09% |
| Worst Year | 120.47% | -8.09% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -1.62% | -0.1% |
| Avg. Up Week | 6.43% | 11.49% |
| Avg. Down Week | -7.35% | -10.76% |
| Avg. Up Month | 13.85% | 13.99% |
| Avg. Down Month | -15.93% | -26.43% |
| Win Days % | 99.94% | 50.25% |
| Win Month % | 77.78% | 66.67% |
| Win Week % | 68.42% | 47.37% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |