| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Time in Market | 78.0% | 100.0% |
| Cumulative Return | 73.6% | -46.24% |
| Max Drawdown | -41.09% | -68.37% |
| Sharpe | 1.56 | -0.44 |
| Sortino | 1.93 | -0.61 |
| Payoff Ratio | 0.7 | 1.11 |
| Profit Factor | 1.55 | 0.94 |
| Common Sense Ratio | 2.1 | 0.75 |
| CPC Index | 0.84 | 0.53 |
| Tail Ratio | 1.35 | 0.8 |
| Outlier Win Ratio | 10.04 | 2.64 |
| Outlier Loss Ratio | 3.42 | 2.54 |
| Volatility (ann.) | 68.88% | 97.36% |
| R^2 | 0.03 | 0.03 |
| Calmar | 2.98 | -0.87 |
| Skew | -4.73 | 0.06 |
| Kurtosis | 49.73 | 0.86 |
| Expected Daily % | 0.22% | -0.25% |
| Expected Monthly % | 6.32% | -6.66% |
| Expected Yearly % | 73.6% | -46.24% |
| Kelly Criterion | 45.24% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.64% | -8.5% |
| Expected Shortfall (cVaR) | -5.64% | -8.5% |
| Year | NEARUSD | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -46.24 | 73.60 | -1.59 | + |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| MTD | 0.71% | 8.12% |
| 3M | 24.55% | 8.79% |
| 6M | 42.68% | 3.21% |
| YTD | 73.6% | -46.24% |
| 1Y | 73.6% | -46.24% |
| 3Y (ann.) | 122.31% | -59.3% |
| 5Y (ann.) | 122.31% | -59.3% |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Max Drawdown | -41.09% | -68.37% |
| Longest DD Days | 62.0 | 245.0 |
| Avg. Drawdown | -6.46% | -34.51% |
| Avg. Drawdown Days | 12.0 | 123.0 |
| Recovery Factor | 1.79 | -0.68 |
| Ulcer Index | 1.05 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-03-11 | -41.09 | 40 |
| 2025-05-02 | 2025-07-03 | -19.96 | 62 |
| 2025-07-24 | 2025-09-10 | -19.31 | 48 |
| 2025-03-27 | 2025-04-08 | -8.68 | 12 |
| 2025-01-09 | 2025-01-18 | -6.70 | 9 |
| 2025-03-19 | 2025-03-20 | -0.54 | 1 |
| 2025-01-26 | 2025-01-27 | -0.11 | 1 |
| 2025-04-16 | 2025-04-20 | -0.10 | 4 |
| 2025-04-24 | 2025-04-25 | -0.09 | 1 |
| 2025-04-28 | 2025-04-29 | -0.08 | 1 |
| Metric | d_nearusd_div_0.25_tpm:0.045__tp__tep:1.0_ | NEARUSD |
|---|---|---|
| Best Day | 10.59% | 19.8% |
| Worst Day | -37.65% | -16.87% |
| Best Week | 16.2% | 23.75% |
| Worst Week | -37.71% | -31.6% |
| Best Month | 34.82% | 17.07% |
| Worst Month | -10.81% | -33.75% |
| Best Year | 73.6% | -46.24% |
| Worst Year | 73.6% | -46.24% |
| Avg. Up Day | 2.02% | 4.21% |
| Avg. Down Day | -2.88% | -3.78% |
| Avg. Up Week | 6.31% | 7.9% |
| Avg. Down Week | -10.37% | -14.01% |
| Avg. Up Month | 7.17% | 12.6% |
| Avg. Down Month | -9.16% | -15.08% |
| Win Days % | 77.44% | 50.0% |
| Win Month % | 66.67% | 22.22% |
| Win Week % | 70.27% | 54.05% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |