| Metric | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Time in Market | 81.0% | 100.0% |
| Cumulative Return | -15,900.41% | -40.39% |
| Max Drawdown | -2425.2% | -73.46% |
| Sharpe | 1.91 | -0.06 |
| Sortino | 34.23 | -0.08 |
| Payoff Ratio | 260.59 | 0.98 |
| Profit Factor | 15.33 | 0.99 |
| Common Sense Ratio | 20.15 | 1.0 |
| CPC Index | 1.63 | 0.45 |
| Tail Ratio | 0.22 | 1.0 |
| Outlier Win Ratio | 5.37 | 63495430.22 |
| Outlier Loss Ratio | 5.82 | 3467043.84 |
| Volatility (ann.) | 17621.15% | 117.01% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | -0.71 |
| Skew | 13.57 | 0.72 |
| Kurtosis | 200.08 | 3.72 |
| Expected Daily % | -100.0% | -0.2% |
| Expected Monthly % | -100.0% | -5.59% |
| Expected Yearly % | -100.0% | -40.39% |
| Kelly Criterion | -10.55% | -5.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -335996464.52% | -10.09% |
| Expected Shortfall (cVaR) | -1544250145.12% | -10.09% |
| Year | PEPEUSD | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -40.39 | -15900.41 | 393.67 | - |
| Metric | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| MTD | 42.44% | 21.04% |
| 3M | -12.25% | 3.39% |
| 6M | -327.37% | 78.03% |
| YTD | -15900.41% | -40.39% |
| 1Y | -15900.41% | -40.39% |
| 3Y (ann.) | -100.0% | -52.18% |
| 5Y (ann.) | -100.0% | -52.18% |
| Metric | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Max Drawdown | -2425.2% | -73.46% |
| Longest DD Days | 215.0 | 252.0 |
| Avg. Drawdown | -581.12% | -38.38% |
| Avg. Drawdown Days | 50.0 | 126.0 |
| Recovery Factor | -1.0 | -0.55 |
| Ulcer Index | 395.9 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-02 | 2025-01-09 | -2425.20 | 7 |
| 2025-02-11 | 2025-09-14 | -283.53 | 215 |
| 2025-01-10 | 2025-01-29 | -139.90 | 19 |
| 2025-01-30 | 2025-02-06 | -56.10 | 7 |
| 2025-02-07 | 2025-02-10 | -0.89 | 3 |
| Metric | d_pepeusd_div_0.25_tpm:0.055__tp__tep:1.0_ | PEPEUSD |
|---|---|---|
| Best Day | 3283602680.87% | 34.38% |
| Worst Day | -159589432.2% | -18.74% |
| Best Week | 207874469.01% | 27.0% |
| Worst Week | -6372120.13% | -28.68% |
| Best Month | -100.0% | 31.19% |
| Worst Month | -100.0% | -36.78% |
| Best Year | -100.0% | -40.39% |
| Worst Year | -100.0% | -40.39% |
| Avg. Up Day | 123889412.21% | 4.39% |
| Avg. Down Day | -4502543.23% | -5.2% |
| Avg. Up Week | 51973146.88% | 12.45% |
| Avg. Down Week | -335469.58% | -11.36% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -22.14% |
| Win Days % | 30.77% | 50.0% |
| Win Month % | 0.0% | 44.44% |
| Win Week % | 13.16% | 45.95% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 0.0% |