| Metric | mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | MKRUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 55.28% | 18.91% |
| Max Drawdown | -59.58% | -60.3% |
| Sharpe | 0.03 | -0.78 |
| Sortino | 0.04 | -1.15 |
| Payoff Ratio | 0.0 | 391.85 |
| Profit Factor | 1.37 | 0.67 |
| Common Sense Ratio | inf | 1.38 |
| CPC Index | 0.0 | 156.69 |
| Tail Ratio | inf | 0.74 |
| Outlier Win Ratio | 1824433.74 | 2.2 |
| Outlier Loss Ratio | 644.53 | 4.55 |
| Volatility (ann.) | 2.65% | 6.14% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.47 | -0.47 |
| Skew | -82.0 | 4.6 |
| Kurtosis | 23865.48 | 1318.22 |
| Expected Daily % | 0.0% | -100.0% |
| Expected Monthly % | 5.01% | -100.0% |
| Expected Yearly % | 55.28% | -100.0% |
| Kelly Criterion | 51.38% | 27.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -3680.52% |
| Expected Shortfall (cVaR) | -0.23% | -33096872.83% |
| Year | MKRUSD | mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 18.91 | 55.28 | 2.92 | + |
| Metric | mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | MKRUSD |
|---|---|---|
| MTD | 6.78% | 14.65% |
| 3M | 13.9% | -10.97% |
| 6M | 138.03% | 55.86% |
| YTD | 55.28% | 18.91% |
| 1Y | 55.28% | 18.91% |
| 3Y (ann.) | 87.73% | -100.0% |
| 5Y (ann.) | 87.73% | -100.0% |
| Metric | mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | MKRUSD |
|---|---|---|
| Max Drawdown | -59.58% | -60.3% |
| Longest DD Days | 114.0 | 70.0 |
| Avg. Drawdown | -9.17% | -2.06% |
| Avg. Drawdown Days | 16.0 | 1.0 |
| Recovery Factor | 0.93 | -0.47 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-05-01 | -59.58 | 114 |
| 2025-08-17 | 2025-09-13 | -19.77 | 26 |
| 2025-06-17 | 2025-07-25 | -16.33 | 37 |
| 2025-05-19 | 2025-05-29 | -8.90 | 9 |
| 2025-06-03 | 2025-06-13 | -7.64 | 9 |
| 2025-08-04 | 2025-08-09 | -6.20 | 5 |
| 2025-05-05 | 2025-05-08 | -0.14 | 2 |
| 2025-05-10 | 2025-05-10 | -0.13 | 0 |
| 2025-05-14 | 2025-05-16 | -0.12 | 1 |
| 2025-05-29 | 2025-06-02 | -0.12 | 4 |
| Metric | mkrusd_div_0.25_tpm:0.055__tp__tep:1.0_ | MKRUSD |
|---|---|---|
| Best Day | 15.56% | 250401.42% |
| Worst Day | -34.02% | -205498.83% |
| Best Week | 33.13% | -100.0% |
| Worst Week | -25.61% | -100.0% |
| Best Month | 37.14% | -100.0% |
| Worst Month | -41.31% | -100.0% |
| Best Year | 55.28% | -100.0% |
| Worst Year | 55.28% | -100.0% |
| Avg. Up Day | 0.0% | 806.3% |
| Avg. Down Day | -3.28% | -380.13% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -10.9% | -100.0% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -16.79% | -100.0% |
| Win Days % | 99.95% | 23.96% |
| Win Month % | 66.67% | 0.0% |
| Win Week % | 65.79% | 0.0% |
| Win Quarter % | 66.67% | 0.0% |
| Win Year % | 100.0% | 0.0% |