| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Time in Market | 82.0% | 100.0% |
| Cumulative Return | 29.21% | -36.51% |
| Max Drawdown | -36.26% | -59.45% |
| Sharpe | 0.93 | -0.42 |
| Sortino | 1.05 | -0.58 |
| Payoff Ratio | 0.35 | 1.0 |
| Profit Factor | 1.34 | 0.94 |
| Common Sense Ratio | 44.47 | 0.92 |
| CPC Index | 0.39 | 0.47 |
| Tail Ratio | 33.22 | 0.97 |
| Outlier Win Ratio | 9.94 | 2.49 |
| Outlier Loss Ratio | 3.86 | 4.27 |
| Volatility (ann.) | 65.83% | 79.4% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.23 | -0.81 |
| Skew | -4.96 | -0.14 |
| Kurtosis | 35.1 | 0.98 |
| Expected Daily % | 0.1% | -0.18% |
| Expected Monthly % | 2.89% | -4.92% |
| Expected Yearly % | 29.21% | -36.51% |
| Kelly Criterion | 35.23% | -0.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.5% | -6.93% |
| Expected Shortfall (cVaR) | -5.5% | -6.93% |
| Year | DOTUSD | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -36.51 | 29.21 | -0.80 | + |
| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| MTD | 7.11% | 10.6% |
| 3M | -3.02% | 1.41% |
| 6M | 38.22% | 8.83% |
| YTD | 29.21% | -36.51% |
| 1Y | 29.21% | -36.51% |
| 3Y (ann.) | 44.73% | -48.08% |
| 5Y (ann.) | 44.73% | -48.08% |
| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Max Drawdown | -36.26% | -59.45% |
| Longest DD Days | 120.0 | 249.0 |
| Avg. Drawdown | -6.74% | -59.45% |
| Avg. Drawdown Days | 18.0 | 249.0 |
| Recovery Factor | 0.81 | -0.61 |
| Ulcer Index | 1.18 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-09-11 | -36.26 | 120 |
| 2025-02-03 | 2025-04-12 | -36.17 | 68 |
| 2025-01-14 | 2025-01-16 | -1.03 | 2 |
| 2025-04-16 | 2025-04-19 | -0.13 | 3 |
| 2025-04-24 | 2025-04-25 | -0.11 | 1 |
| 2025-05-10 | 2025-05-11 | -0.10 | 1 |
| 2025-04-28 | 2025-04-29 | -0.10 | 1 |
| 2025-05-06 | 2025-05-07 | -0.07 | 1 |
| 2025-01-06 | 2025-01-07 | -0.06 | 1 |
| 2025-05-02 | 2025-05-03 | -0.04 | 1 |
| Metric | d_dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Best Day | 5.68% | 12.2% |
| Worst Day | -30.89% | -14.76% |
| Best Week | 11.23% | 17.34% |
| Worst Week | -30.98% | -26.64% |
| Best Month | 37.21% | 10.6% |
| Worst Month | -36.17% | -19.74% |
| Best Year | 29.21% | -36.51% |
| Worst Year | 29.21% | -36.51% |
| Avg. Up Day | 1.28% | 3.19% |
| Avg. Down Day | -3.62% | -3.2% |
| Avg. Up Week | 4.66% | 8.06% |
| Avg. Down Week | -16.68% | -10.3% |
| Avg. Up Month | 22.56% | 6.65% |
| Avg. Down Month | -33.09% | -16.04% |
| Win Days % | 83.09% | 49.6% |
| Win Month % | 66.67% | 44.44% |
| Win Week % | 81.08% | 48.65% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |