| Metric | d_maticusd_div_0.25_tpm:0.02__tp__tep:1.0_ | MATICUSD |
|---|---|---|
| Time in Market | 79.0% | 99.0% |
| Cumulative Return | -53.03% | -39.84% |
| Max Drawdown | -83.07% | -68.08% |
| Sharpe | -0.08 | -0.46 |
| Sortino | -0.09 | -0.64 |
| Payoff Ratio | 0.26 | 1.03 |
| Profit Factor | 0.97 | 0.94 |
| Common Sense Ratio | 17.85 | 0.81 |
| CPC Index | 0.21 | 0.48 |
| Tail Ratio | 18.39 | 0.87 |
| Outlier Win Ratio | 11.24 | 3.63 |
| Outlier Loss Ratio | 3.01 | 6.13 |
| Volatility (ann.) | 120.72% | 85.47% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.79 | -0.76 |
| Skew | -5.67 | -0.0 |
| Kurtosis | 46.74 | 1.3 |
| Expected Daily % | -0.31% | -0.21% |
| Expected Monthly % | -8.05% | -5.49% |
| Expected Yearly % | -53.03% | -39.84% |
| Kelly Criterion | 18.73% | 1.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.42% | -7.47% |
| Expected Shortfall (cVaR) | -10.42% | -7.47% |
| Year | MATICUSD | d_maticusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -39.84 | -53.03 | 1.33 | - |
| Metric | d_maticusd_div_0.25_tpm:0.02__tp__tep:1.0_ | MATICUSD |
|---|---|---|
| MTD | 32.86% | 5.32% |
| 3M | -53.02% | 32.7% |
| 6M | -33.67% | 26.15% |
| YTD | -53.03% | -39.84% |
| 1Y | -53.03% | -39.84% |
| 3Y (ann.) | -65.8% | -51.4% |
| 5Y (ann.) | -65.8% | -51.4% |
| Metric | d_maticusd_div_0.25_tpm:0.02__tp__tep:1.0_ | MATICUSD |
|---|---|---|
| Max Drawdown | -83.07% | -68.08% |
| Longest DD Days | 192.0 | 250.0 |
| Avg. Drawdown | -36.99% | -34.54% |
| Avg. Drawdown Days | 80.0 | 126.0 |
| Recovery Factor | -0.64 | -0.59 |
| Ulcer Index | 1.38 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-07 | 2025-09-15 | -83.07 | 192 |
| 2025-01-15 | 2025-03-03 | -27.79 | 47 |
| 2025-01-10 | 2025-01-12 | -0.11 | 2 |
| Metric | d_maticusd_div_0.25_tpm:0.02__tp__tep:1.0_ | MATICUSD |
|---|---|---|
| Best Day | 17.11% | 15.47% |
| Worst Day | -61.73% | -16.46% |
| Best Week | 23.5% | 36.13% |
| Worst Week | -49.53% | -27.75% |
| Best Month | 32.86% | 18.95% |
| Worst Month | -50.63% | -32.85% |
| Best Year | -53.03% | -39.84% |
| Worst Year | -53.03% | -39.84% |
| Avg. Up Day | 2.0% | 3.49% |
| Avg. Down Day | -7.69% | -3.38% |
| Avg. Up Week | 8.35% | 9.34% |
| Avg. Down Week | -21.38% | -8.93% |
| Avg. Up Month | 18.51% | 10.52% |
| Avg. Down Month | -31.24% | -14.9% |
| Win Days % | 83.25% | 49.79% |
| Win Month % | 44.44% | 44.44% |
| Win Week % | 73.68% | 42.11% |
| Win Quarter % | 0.0% | 33.33% |
| Win Year % | 0.0% | 0.0% |