| Metric | d_tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | TONUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 9.62% | -15.19% |
| Max Drawdown | -42.72% | -33.39% |
| Sharpe | 0.9 | -0.31 |
| Sortino | 1.04 | -0.4 |
| Payoff Ratio | 0.23 | 0.62 |
| Profit Factor | 1.35 | 0.96 |
| Common Sense Ratio | 55.21 | 0.78 |
| CPC Index | 0.26 | 0.35 |
| Tail Ratio | 40.82 | 0.81 |
| Outlier Win Ratio | 8.45 | 3.8 |
| Outlier Loss Ratio | 2.3 | 3.58 |
| Volatility (ann.) | 96.52% | 73.73% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.5 | -0.88 |
| Skew | -5.34 | -0.76 |
| Kurtosis | 45.29 | 1.96 |
| Expected Daily % | 0.08% | -0.14% |
| Expected Monthly % | 1.32% | -2.33% |
| Expected Yearly % | 9.62% | -15.19% |
| Kelly Criterion | 9.26% | -4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.07% | -6.41% |
| Expected Shortfall (cVaR) | -8.07% | -6.41% |
| Year | TONUSD | d_tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -15.19 | 9.62 | -0.63 | + |
| Metric | d_tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | TONUSD |
|---|---|---|
| MTD | -8.95% | -1.09% |
| 3M | 4.4% | -1.84% |
| 6M | 9.62% | -15.19% |
| YTD | 9.62% | -15.19% |
| 1Y | 9.62% | -15.19% |
| 3Y (ann.) | 21.37% | -29.37% |
| 5Y (ann.) | 21.37% | -29.37% |
| Metric | d_tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | TONUSD |
|---|---|---|
| Max Drawdown | -42.72% | -33.39% |
| Longest DD Days | 117.0 | 159.0 |
| Avg. Drawdown | -19.21% | -33.39% |
| Avg. Drawdown Days | 47.0 | 159.0 |
| Recovery Factor | 0.23 | -0.46 |
| Ulcer Index | 1.16 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-03 | 2025-07-29 | -42.72 | 117 |
| 2025-08-18 | 2025-09-09 | -14.89 | 22 |
| 2025-08-02 | 2025-08-03 | -0.02 | 1 |
| Metric | d_tonusd_div_0.25_tpm:0.035__tp__tep:1.0_ | TONUSD |
|---|---|---|
| Best Day | 11.3% | 10.44% |
| Worst Day | -42.65% | -14.95% |
| Best Week | 17.41% | 13.28% |
| Worst Week | -37.87% | -23.99% |
| Best Month | 39.57% | 16.97% |
| Worst Month | -29.89% | -15.72% |
| Best Year | 9.62% | -15.19% |
| Worst Year | 9.62% | -15.19% |
| Avg. Up Day | 1.91% | 2.62% |
| Avg. Down Day | -8.37% | -4.25% |
| Avg. Up Week | 7.43% | 6.04% |
| Avg. Down Week | -9.26% | -6.55% |
| Avg. Up Month | 15.75% | 11.71% |
| Avg. Down Month | -18.22% | -7.54% |
| Win Days % | 83.13% | 60.17% |
| Win Month % | 57.14% | 28.57% |
| Win Week % | 62.5% | 45.83% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 0.0% |