| Metric | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | -43.52% | -28.78% |
| Max Drawdown | -83.79% | -68.76% |
| Sharpe | 0.31 | 0.04 |
| Sortino | 0.36 | 0.07 |
| Payoff Ratio | 0.67 | 1.12 |
| Profit Factor | 1.1 | 1.01 |
| Common Sense Ratio | 18.69 | 1.11 |
| CPC Index | 0.56 | 0.54 |
| Tail Ratio | 17.04 | 1.11 |
| Outlier Win Ratio | 9.1 | 3.58 |
| Outlier Loss Ratio | 3.58 | 6.54 |
| Volatility (ann.) | 140.28% | 103.91% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.66 | -0.56 |
| Skew | -3.45 | 0.81 |
| Kurtosis | 21.26 | 3.53 |
| Expected Daily % | -0.22% | -0.13% |
| Expected Monthly % | -6.15% | -3.7% |
| Expected Yearly % | -43.52% | -28.78% |
| Kelly Criterion | 41.06% | 0.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.96% | -8.93% |
| Expected Shortfall (cVaR) | -11.96% | -8.93% |
| Year | UNIUSD | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.78 | -43.52 | 1.51 | - |
| Metric | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| MTD | 38.61% | -3.2% |
| 3M | 25.66% | 21.79% |
| 6M | -15.58% | 56.07% |
| YTD | -43.52% | -28.78% |
| 1Y | -43.52% | -28.78% |
| 3Y (ann.) | -55.57% | -38.25% |
| 5Y (ann.) | -55.57% | -38.25% |
| Metric | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Max Drawdown | -83.79% | -68.76% |
| Longest DD Days | 232.0 | 252.0 |
| Avg. Drawdown | -21.03% | -68.76% |
| Avg. Drawdown Days | 59.0 | 252.0 |
| Recovery Factor | -0.52 | -0.42 |
| Ulcer Index | 1.31 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-09-15 | -83.79 | 232 |
| 2025-01-10 | 2025-01-11 | -0.15 | 1 |
| 2025-01-14 | 2025-01-15 | -0.14 | 1 |
| 2025-01-06 | 2025-01-07 | -0.03 | 1 |
| Metric | d_uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Best Day | 28.03% | 26.19% |
| Worst Day | -53.7% | -15.51% |
| Best Week | 30.92% | 26.84% |
| Worst Week | -53.81% | -24.92% |
| Best Month | 79.21% | 35.03% |
| Worst Month | -56.79% | -34.46% |
| Best Year | -43.52% | -28.78% |
| Worst Year | -43.52% | -28.78% |
| Avg. Up Day | 3.3% | 4.61% |
| Avg. Down Day | -4.91% | -4.11% |
| Avg. Up Week | 10.98% | 9.01% |
| Avg. Down Week | -20.83% | -11.52% |
| Avg. Up Month | 61.94% | 26.39% |
| Avg. Down Month | -34.65% | -18.2% |
| Win Days % | 76.29% | 47.47% |
| Win Month % | 44.44% | 33.33% |
| Win Week % | 65.79% | 50.0% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 0.0% |