| Metric | opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | OPUSD |
|---|---|---|
| Time in Market | 43.0% | 87.0% |
| Cumulative Return | 22.19% | -54.82% |
| Max Drawdown | -49.43% | -78.93% |
| Sharpe | 0.02 | -0.0 |
| Sortino | 0.03 | -0.0 |
| Payoff Ratio | 0.0 | 0.97 |
| Profit Factor | 1.25 | 1.0 |
| Common Sense Ratio | inf | 0.98 |
| CPC Index | 0.0 | 0.49 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 441.61 | 2.17 |
| Outlier Loss Ratio | 0.15 | 1.67 |
| Volatility (ann.) | 1.95% | 4.05% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.67 | -0.86 |
| Skew | -119.43 | 0.2 |
| Kurtosis | 33808.61 | 71.74 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 2.25% | -8.45% |
| Expected Yearly % | 22.19% | -54.82% |
| Kelly Criterion | 60.3% | -1.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.17% | -0.35% |
| Expected Shortfall (cVaR) | -0.17% | -0.35% |
| Year | OPUSD | opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -54.82 | 22.19 | -0.40 | + |
| Metric | opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | OPUSD |
|---|---|---|
| MTD | -0.73% | 13.76% |
| 3M | -14.06% | 31.22% |
| 6M | -36.05% | -8.96% |
| YTD | 22.19% | -54.82% |
| 1Y | 22.19% | -54.82% |
| 3Y (ann.) | 33.08% | -67.79% |
| 5Y (ann.) | 33.08% | -67.79% |
| Metric | opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | OPUSD |
|---|---|---|
| Max Drawdown | -49.43% | -78.93% |
| Longest DD Days | 170.0 | 250.0 |
| Avg. Drawdown | -3.86% | -1.32% |
| Avg. Drawdown Days | 12.0 | 2.0 |
| Recovery Factor | 0.45 | -0.69 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-09-14 | -49.43 | 170 |
| 2025-01-27 | 2025-02-04 | -8.45 | 8 |
| 2025-02-28 | 2025-03-02 | -2.41 | 2 |
| 2025-01-05 | 2025-01-06 | -0.15 | 0 |
| 2025-01-14 | 2025-01-15 | -0.14 | 0 |
| 2025-01-09 | 2025-01-10 | -0.14 | 0 |
| 2025-01-18 | 2025-01-19 | -0.13 | 0 |
| 2025-01-22 | 2025-01-24 | -0.12 | 1 |
| 2025-02-08 | 2025-02-09 | -0.11 | 0 |
| 2025-02-13 | 2025-02-14 | -0.10 | 0 |
| Metric | opusd_div_0.25_tpm:0.05__tp__tep:1.0_ | OPUSD |
|---|---|---|
| Best Day | 9.25% | 10.96% |
| Worst Day | -29.42% | -9.41% |
| Best Week | 12.81% | 23.46% |
| Worst Week | -20.55% | -28.52% |
| Best Month | 39.34% | 17.61% |
| Worst Month | -27.81% | -32.39% |
| Best Year | 22.19% | -54.82% |
| Worst Year | 22.19% | -54.82% |
| Avg. Up Day | 0.0% | 0.16% |
| Avg. Down Day | -1.73% | -0.17% |
| Avg. Up Week | 6.27% | 13.56% |
| Avg. Down Week | -9.18% | -9.12% |
| Avg. Up Month | 0.58% | 4.1% |
| Avg. Down Month | -18.09% | -5.14% |
| Win Days % | 99.94% | 50.16% |
| Win Month % | 55.56% | 33.33% |
| Win Week % | 68.42% | 34.21% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |