| Metric | dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Time in Market | 52.0% | 95.0% |
| Cumulative Return | 29.21% | -36.42% |
| Max Drawdown | -39.99% | -62.22% |
| Sharpe | 0.02 | -0.01 |
| Sortino | 0.03 | -0.01 |
| Payoff Ratio | 0.0 | 1.32 |
| Profit Factor | 1.32 | 1.0 |
| Common Sense Ratio | inf | 0.98 |
| CPC Index | 0.0 | 0.66 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 329.21 | 2.08 |
| Outlier Loss Ratio | 0.11 | 1.86 |
| Volatility (ann.) | 1.91% | 2.53% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.12 | -0.77 |
| Skew | -191.87 | 0.24 |
| Kurtosis | 56555.71 | 87.66 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 2.89% | -4.91% |
| Expected Yearly % | 29.21% | -36.42% |
| Kelly Criterion | 21.61% | 12.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -0.22% |
| Expected Shortfall (cVaR) | -0.16% | -0.22% |
| Year | DOTUSD | dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -36.42 | 29.21 | -0.80 | + |
| Metric | dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| MTD | 3.85% | 12.77% |
| 3M | -2.9% | -1.75% |
| 6M | 38.22% | 4.42% |
| YTD | 29.21% | -36.42% |
| 1Y | 29.21% | -36.42% |
| 3Y (ann.) | 44.73% | -47.98% |
| 5Y (ann.) | 44.73% | -47.98% |
| Metric | dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Max Drawdown | -39.99% | -62.22% |
| Longest DD Days | 120.0 | 247.0 |
| Avg. Drawdown | -5.08% | -1.51% |
| Avg. Drawdown Days | 12.0 | 4.0 |
| Recovery Factor | 0.73 | -0.59 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-04-11 | -39.99 | 68 |
| 2025-05-13 | 2025-09-11 | -38.46 | 120 |
| 2025-01-13 | 2025-01-15 | -1.06 | 2 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-09 | 2025-01-10 | -0.15 | 1 |
| 2025-01-17 | 2025-01-17 | -0.15 | 0 |
| 2025-01-21 | 2025-01-21 | -0.14 | 0 |
| 2025-01-25 | 2025-01-25 | -0.14 | 0 |
| 2025-01-29 | 2025-01-29 | -0.13 | 0 |
| 2025-04-15 | 2025-04-18 | -0.13 | 3 |
| Metric | dotusd_div_0.25_tpm:0.025__tp__tep:1.0_ | DOTUSD |
|---|---|---|
| Best Day | 6.26% | 7.72% |
| Worst Day | -34.56% | -5.64% |
| Best Week | 11.23% | 16.7% |
| Worst Week | -30.98% | -27.32% |
| Best Month | 37.21% | 12.77% |
| Worst Month | -36.17% | -25.45% |
| Best Year | 29.21% | -36.42% |
| Worst Year | 29.21% | -36.42% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -2.59% | -0.07% |
| Avg. Up Week | 4.82% | 10.1% |
| Avg. Down Week | -15.87% | -9.15% |
| Avg. Up Month | 16.19% | 5.62% |
| Avg. Down Month | -33.09% | -21.07% |
| Win Days % | 99.95% | 50.27% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 81.08% | 37.84% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |