| Metric | compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | COMPUSD |
|---|---|---|
| Time in Market | 41.0% | 94.0% |
| Cumulative Return | 208.86% | -40.9% |
| Max Drawdown | -13.14% | -61.48% |
| Sharpe | 0.09 | 0.01 |
| Sortino | 0.22 | 0.02 |
| Payoff Ratio | 0.0 | 1.33 |
| Profit Factor | 3.37 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.01 | 0.67 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 362.57 | 2.24 |
| Outlier Loss Ratio | 0.34 | 1.93 |
| Volatility (ann.) | 2.05% | 5.6% |
| R^2 | 0.26 | 0.26 |
| Calmar | 31.62 | -0.87 |
| Skew | 214.55 | 81.2 |
| Kurtosis | 75673.27 | 22794.56 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 13.35% | -5.68% |
| Expected Yearly % | 208.86% | -40.9% |
| Kelly Criterion | 77.87% | 12.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.48% |
| Expected Shortfall (cVaR) | -0.18% | -0.48% |
| Year | COMPUSD | compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -40.90 | 208.86 | -5.11 | + |
| Metric | compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | COMPUSD |
|---|---|---|
| MTD | 1.78% | 1.88% |
| 3M | 29.06% | -15.21% |
| 6M | 124.64% | 5.18% |
| YTD | 208.86% | -40.9% |
| 1Y | 208.86% | -40.9% |
| 3Y (ann.) | 415.48% | -53.46% |
| 5Y (ann.) | 415.48% | -53.46% |
| Metric | compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | COMPUSD |
|---|---|---|
| Max Drawdown | -13.14% | -61.48% |
| Longest DD Days | 30.0 | 235.0 |
| Avg. Drawdown | -1.68% | -1.53% |
| Avg. Drawdown Days | 3.0 | 3.0 |
| Recovery Factor | 15.9 | -0.67 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-01-21 | -13.14 | 15 |
| 2025-01-26 | 2025-02-04 | -11.39 | 8 |
| 2025-05-10 | 2025-06-10 | -9.44 | 30 |
| 2025-04-06 | 2025-04-19 | -7.71 | 12 |
| 2025-08-21 | 2025-09-09 | -4.56 | 19 |
| 2025-07-01 | 2025-07-09 | -2.20 | 7 |
| 2025-02-09 | 2025-02-10 | -0.14 | 1 |
| 2025-02-14 | 2025-02-14 | -0.14 | 0 |
| 2025-02-20 | 2025-02-20 | -0.13 | 0 |
| 2025-02-28 | 2025-02-28 | -0.13 | 0 |
| Metric | compusd_div_0.25_tpm:0.035__tp__tep:1.0_ | COMPUSD |
|---|---|---|
| Best Day | 38.47% | 71.22% |
| Worst Day | -12.99% | -41.57% |
| Best Week | 38.6% | 26.04% |
| Worst Week | -6.53% | -26.61% |
| Best Month | 68.41% | 9.28% |
| Worst Month | -5.75% | -27.09% |
| Best Year | 208.86% | -40.9% |
| Worst Year | 208.86% | -40.9% |
| Avg. Up Day | 0.0% | 0.13% |
| Avg. Down Day | -1.07% | -0.1% |
| Avg. Up Week | 8.86% | 11.04% |
| Avg. Down Week | -2.54% | -9.31% |
| Avg. Up Month | 24.64% | 3.8% |
| Avg. Down Month | -5.75% | -0.17% |
| Win Days % | 99.93% | 49.88% |
| Win Month % | 88.89% | 44.44% |
| Win Week % | 67.57% | 40.54% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |