| Metric | enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | ENAUSD |
|---|---|---|
| Time in Market | 51.0% | 96.0% |
| Cumulative Return | 54.66% | 91.67% |
| Max Drawdown | -32.82% | -51.63% |
| Sharpe | 0.06 | 0.05 |
| Sortino | 0.07 | 0.08 |
| Payoff Ratio | 0.0 | 1.32 |
| Profit Factor | 1.65 | 1.01 |
| Common Sense Ratio | inf | 1.02 |
| CPC Index | 0.0 | 0.66 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 434.3 | 2.15 |
| Outlier Loss Ratio | 0.17 | 1.96 |
| Volatility (ann.) | 2.04% | 4.97% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.4 | 5.42 |
| Skew | -50.05 | 0.66 |
| Kurtosis | 14870.06 | 103.31 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 6.43% | 9.74% |
| Expected Yearly % | 54.66% | 91.67% |
| Kelly Criterion | 59.34% | 11.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.43% |
| Expected Shortfall (cVaR) | -0.18% | -0.43% |
| Year | ENAUSD | enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 91.67 | 54.66 | 0.60 | - |
| Metric | enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | ENAUSD |
|---|---|---|
| MTD | 5.07% | 17.2% |
| 3M | -7.73% | 156.18% |
| 6M | 54.66% | 91.67% |
| YTD | 54.66% | 91.67% |
| 1Y | 54.66% | 91.67% |
| 3Y (ann.) | 144.53% | 279.68% |
| 5Y (ann.) | 144.53% | 279.68% |
| Metric | enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | ENAUSD |
|---|---|---|
| Max Drawdown | -32.82% | -51.63% |
| Longest DD Days | 49.0 | 66.0 |
| Avg. Drawdown | -5.21% | -2.9% |
| Avg. Drawdown Days | 8.0 | 1.0 |
| Recovery Factor | 1.67 | 1.78 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-19 | 2025-08-07 | -32.82 | 49 |
| 2025-08-13 | 2025-09-14 | -23.47 | 32 |
| 2025-04-06 | 2025-04-07 | -0.15 | 0 |
| 2025-04-19 | 2025-04-20 | -0.13 | 1 |
| 2025-05-02 | 2025-05-08 | -0.12 | 6 |
| 2025-05-11 | 2025-05-12 | -0.12 | 0 |
| 2025-05-19 | 2025-05-20 | -0.11 | 0 |
| 2025-05-26 | 2025-05-27 | -0.10 | 1 |
| 2025-06-03 | 2025-06-04 | -0.10 | 0 |
| 2025-06-10 | 2025-06-11 | -0.10 | 0 |
| Metric | enausd_div_0.25_tpm:0.055__tp__tep:1.0_ | ENAUSD |
|---|---|---|
| Best Day | 9.64% | 9.81% |
| Worst Day | -20.18% | -8.59% |
| Best Week | 13.35% | 54.2% |
| Worst Week | -20.18% | -18.64% |
| Best Month | 26.7% | 113.77% |
| Worst Month | -20.14% | -13.0% |
| Best Year | 54.66% | 91.67% |
| Worst Year | 54.66% | 91.67% |
| Avg. Up Day | 0.0% | 0.18% |
| Avg. Down Day | -2.16% | -0.14% |
| Avg. Up Week | 7.28% | 15.98% |
| Avg. Down Week | -7.4% | -7.78% |
| Avg. Up Month | 15.25% | 65.48% |
| Avg. Down Month | -20.14% | -13.0% |
| Win Days % | 99.95% | 50.0% |
| Win Month % | 71.43% | 42.86% |
| Win Week % | 74.07% | 48.15% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 100.0% |